2020-03-07 21:00:21 INFO: prepare candles [CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN'), CandleItem(low=236.55, high=239.85, open=239.3, close=238.95, color='RED')]
2020-03-07 21:00:21 INFO: skip by colors candles=[CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN'), CandleItem(low=236.55, high=239.85, open=239.3, close=238.95, color='RED')]
2020-03-07 21:00:21 INFO: check need new order None
2020-03-07 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.75, 'low': 237.9, 'close': 238.8, 'trades': 3112, 'volume': 4850633, 'vwap': 238.76, 'lastSize': 1400, 'turnover': 115813062990, 'homeNotional': 43132.58482759147, 'foreignNotional': 10298290.821758075}, {'timestamp': datetime.datetime(2020, 3, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.65, 'low': 237.95, 'close': 238.45, 'trades': 3605, 'volume': 4424953, 'vwap': 238.88, 'lastSize': 100, 'turnover': 105699749190, 'homeNotional': 39345.208899257166, 'foreignNotional': 9398480.213334735}, {'timestamp': datetime.datetime(2020, 3, 7, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.8, 'low': 237.75, 'close': 239.25, 'trades': 5185, 'volume': 5168660, 'vwap': 238.93, 'lastSize': 100, 'turnover': 123493980945, 'homeNotional': 45949.510755484065, 'foreignNotional': 10978659.70263195}]
2020-03-07 22:00:20 INFO: prepare candles [CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN')]
2020-03-07 22:00:20 INFO: skip by colors candles=[CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED'), CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN')]
2020-03-07 22:00:20 INFO: check need new order None
2020-03-07 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 240.9, 'low': 238.5, 'close': 240.4, 'trades': 3675, 'volume': 6496742, 'vwap': 240.01, 'lastSize': 1772, 'turnover': 155926445790, 'homeNotional': 57913.394808701545, 'foreignNotional': 13899668.656454334}, {'timestamp': datetime.datetime(2020, 3, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.75, 'low': 237.9, 'close': 238.8, 'trades': 3112, 'volume': 4850633, 'vwap': 238.76, 'lastSize': 1400, 'turnover': 115813062990, 'homeNotional': 43132.58482759147, 'foreignNotional': 10298290.821758075}, {'timestamp': datetime.datetime(2020, 3, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.65, 'low': 237.95, 'close': 238.45, 'trades': 3605, 'volume': 4424953, 'vwap': 238.88, 'lastSize': 100, 'turnover': 105699749190, 'homeNotional': 39345.208899257166, 'foreignNotional': 9398480.213334735}]
2020-03-07 23:00:20 INFO: prepare candles [CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN'), CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED')]
2020-03-07 23:00:20 INFO: skip by colors candles=[CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN'), CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN'), CandleItem(low=237.95, high=239.65, open=239.25, close=238.45, color='RED')]
2020-03-07 23:00:20 INFO: check need new order None
2020-03-08 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.45, 'low': 237.25, 'close': 237.95, 'trades': 5454, 'volume': 5387982, 'vwap': 238.65, 'lastSize': 100, 'turnover': 128583738425, 'homeNotional': 47953.877766552454, 'foreignNotional': 11444191.355076456}, {'timestamp': datetime.datetime(2020, 3, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 240.9, 'low': 238.5, 'close': 240.4, 'trades': 3675, 'volume': 6496742, 'vwap': 240.01, 'lastSize': 1772, 'turnover': 155926445790, 'homeNotional': 57913.394808701545, 'foreignNotional': 13899668.656454334}, {'timestamp': datetime.datetime(2020, 3, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.75, 'low': 237.9, 'close': 238.8, 'trades': 3112, 'volume': 4850633, 'vwap': 238.76, 'lastSize': 1400, 'turnover': 115813062990, 'homeNotional': 43132.58482759147, 'foreignNotional': 10298290.821758075}]
2020-03-08 00:00:20 INFO: prepare candles [CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED'), CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN'), CandleItem(low=237.9, high=239.75, open=238.45, close=238.8, color='GREEN')]
2020-03-08 00:00:20 INFO: last_candle=CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED')
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too big
2020-03-08 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.344820340407644 last_candle.percent_size_of_body=0.7656250000000081 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.344820340407644 too small
2020-03-08 00:00:20 INFO: not found applicable config for candle
2020-03-08 00:00:20 INFO: check need new order None
2020-03-08 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 237.9, 'low': 232.25, 'close': 234.2, 'trades': 15055, 'volume': 23190205, 'vwap': 234.18, 'lastSize': 100, 'turnover': 543066221800, 'homeNotional': 204707.1339908727, 'foreignNotional': 47939011.55180313}, {'timestamp': datetime.datetime(2020, 3, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.45, 'low': 237.25, 'close': 237.95, 'trades': 5454, 'volume': 5387982, 'vwap': 238.65, 'lastSize': 100, 'turnover': 128583738425, 'homeNotional': 47953.877766552454, 'foreignNotional': 11444191.355076456}, {'timestamp': datetime.datetime(2020, 3, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.8, 'high': 240.9, 'low': 238.5, 'close': 240.4, 'trades': 3675, 'volume': 6496742, 'vwap': 240.01, 'lastSize': 1772, 'turnover': 155926445790, 'homeNotional': 57913.394808701545, 'foreignNotional': 13899668.656454334}]
2020-03-08 01:00:20 INFO: prepare candles [CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED'), CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN')]
2020-03-08 01:00:20 INFO: skip by colors candles=[CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED'), CandleItem(low=238.5, high=240.9, open=238.8, close=240.4, color='GREEN')]
2020-03-08 01:00:20 INFO: check need new order None
2020-03-08 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.55, 'low': 232.75, 'close': 233.3, 'trades': 3933, 'volume': 5199807, 'vwap': 233.75, 'lastSize': 200, 'turnover': 121543596510, 'homeNotional': 45656.60844458358, 'foreignNotional': 10672086.480426049}, {'timestamp': datetime.datetime(2020, 3, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 237.9, 'low': 232.25, 'close': 234.2, 'trades': 15055, 'volume': 23190205, 'vwap': 234.18, 'lastSize': 100, 'turnover': 543066221800, 'homeNotional': 204707.1339908727, 'foreignNotional': 47939011.55180313}, {'timestamp': datetime.datetime(2020, 3, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.45, 'low': 237.25, 'close': 237.95, 'trades': 5454, 'volume': 5387982, 'vwap': 238.65, 'lastSize': 100, 'turnover': 128583738425, 'homeNotional': 47953.877766552454, 'foreignNotional': 11444191.355076456}]
2020-03-08 02:00:20 INFO: prepare candles [CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED')]
2020-03-08 02:00:20 INFO: skip by colors candles=[CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED'), CandleItem(low=237.25, high=240.45, open=240.4, close=237.95, color='RED')]
2020-03-08 02:00:20 INFO: check need new order None
2020-03-08 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.9, 'low': 230.2, 'close': 230.9, 'trades': 6707, 'volume': 10404703, 'vwap': 232.2, 'lastSize': 25, 'turnover': 241595173545, 'homeNotional': 91038.33403412961, 'foreignNotional': 21139069.671361372}, {'timestamp': datetime.datetime(2020, 3, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.55, 'low': 232.75, 'close': 233.3, 'trades': 3933, 'volume': 5199807, 'vwap': 233.75, 'lastSize': 200, 'turnover': 121543596510, 'homeNotional': 45656.60844458358, 'foreignNotional': 10672086.480426049}, {'timestamp': datetime.datetime(2020, 3, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.95, 'high': 237.9, 'low': 232.25, 'close': 234.2, 'trades': 15055, 'volume': 23190205, 'vwap': 234.18, 'lastSize': 100, 'turnover': 543066221800, 'homeNotional': 204707.1339908727, 'foreignNotional': 47939011.55180313}]
2020-03-08 03:00:20 INFO: prepare candles [CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED'), CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED')]
2020-03-08 03:00:20 INFO: skip by colors candles=[CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED'), CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED'), CandleItem(low=232.25, high=237.9, open=237.95, close=234.2, color='RED')]
2020-03-08 03:00:20 INFO: check need new order None
2020-03-08 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.9, 'high': 232.45, 'low': 230.3, 'close': 232.3, 'trades': 4378, 'volume': 6913087, 'vwap': 231.64, 'lastSize': 2000, 'turnover': 160134454445, 'homeNotional': 60488.382912569716, 'foreignNotional': 14011549.860589394}, {'timestamp': datetime.datetime(2020, 3, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.9, 'low': 230.2, 'close': 230.9, 'trades': 6707, 'volume': 10404703, 'vwap': 232.2, 'lastSize': 25, 'turnover': 241595173545, 'homeNotional': 91038.33403412961, 'foreignNotional': 21139069.671361372}, {'timestamp': datetime.datetime(2020, 3, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.2, 'high': 234.55, 'low': 232.75, 'close': 233.3, 'trades': 3933, 'volume': 5199807, 'vwap': 233.75, 'lastSize': 200, 'turnover': 121543596510, 'homeNotional': 45656.60844458358, 'foreignNotional': 10672086.480426049}]
2020-03-08 04:00:20 INFO: prepare candles [CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN'), CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED'), CandleItem(low=232.75, high=234.55, open=234.2, close=233.3, color='RED')]
2020-03-08 04:00:20 INFO: last_candle=CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN')
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.6511627906976839 too big
2020-03-08 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.9255273353422201 last_candle.percent_size_of_body=0.6511627906976839 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9255273353422201 too small
2020-03-08 04:00:20 INFO: not found applicable config for candle
2020-03-08 04:00:20 INFO: check need new order None
2020-03-08 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.4, 'low': 230.95, 'close': 231.4, 'trades': 3922, 'volume': 6626898, 'vwap': 231.68, 'lastSize': 3882, 'turnover': 153530705780, 'homeNotional': 57969.567343010815, 'foreignNotional': 13430286.970810708}, {'timestamp': datetime.datetime(2020, 3, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.9, 'high': 232.45, 'low': 230.3, 'close': 232.3, 'trades': 4378, 'volume': 6913087, 'vwap': 231.64, 'lastSize': 2000, 'turnover': 160134454445, 'homeNotional': 60488.382912569716, 'foreignNotional': 14011549.860589394}, {'timestamp': datetime.datetime(2020, 3, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.3, 'high': 233.9, 'low': 230.2, 'close': 230.9, 'trades': 6707, 'volume': 10404703, 'vwap': 232.2, 'lastSize': 25, 'turnover': 241595173545, 'homeNotional': 91038.33403412961, 'foreignNotional': 21139069.671361372}]
2020-03-08 05:00:20 INFO: prepare candles [CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN'), CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED')]
2020-03-08 05:00:20 INFO: skip by colors candles=[CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN'), CandleItem(low=230.2, high=233.9, open=233.3, close=230.9, color='RED')]
2020-03-08 05:00:20 INFO: check need new order None
2020-03-08 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.4, 'high': 231.8, 'low': 230.0, 'close': 230.2, 'trades': 5048, 'volume': 6595280, 'vwap': 231.04, 'lastSize': 207, 'turnover': 152374408465, 'homeNotional': 57645.228536750205, 'foreignNotional': 13318107.35486616}, {'timestamp': datetime.datetime(2020, 3, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.4, 'low': 230.95, 'close': 231.4, 'trades': 3922, 'volume': 6626898, 'vwap': 231.68, 'lastSize': 3882, 'turnover': 153530705780, 'homeNotional': 57969.567343010815, 'foreignNotional': 13430286.970810708}, {'timestamp': datetime.datetime(2020, 3, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.9, 'high': 232.45, 'low': 230.3, 'close': 232.3, 'trades': 4378, 'volume': 6913087, 'vwap': 231.64, 'lastSize': 2000, 'turnover': 160134454445, 'homeNotional': 60488.382912569716, 'foreignNotional': 14011549.860589394}]
2020-03-08 06:00:21 INFO: prepare candles [CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN')]
2020-03-08 06:00:21 INFO: skip by colors candles=[CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED'), CandleItem(low=230.3, high=232.45, open=230.9, close=232.3, color='GREEN')]
2020-03-08 06:00:21 INFO: check need new order None
2020-03-08 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 227.9, 'close': 229.65, 'trades': 9672, 'volume': 16601261, 'vwap': 229.19, 'lastSize': 100, 'turnover': 380476614915, 'homeNotional': 144903.27926702454, 'foreignNotional': 33209761.146715764}, {'timestamp': datetime.datetime(2020, 3, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.4, 'high': 231.8, 'low': 230.0, 'close': 230.2, 'trades': 5048, 'volume': 6595280, 'vwap': 231.04, 'lastSize': 207, 'turnover': 152374408465, 'homeNotional': 57645.228536750205, 'foreignNotional': 13318107.35486616}, {'timestamp': datetime.datetime(2020, 3, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.4, 'low': 230.95, 'close': 231.4, 'trades': 3922, 'volume': 6626898, 'vwap': 231.68, 'lastSize': 3882, 'turnover': 153530705780, 'homeNotional': 57969.567343010815, 'foreignNotional': 13430286.970810708}]
2020-03-08 07:00:20 INFO: prepare candles [CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED'), CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED')]
2020-03-08 07:00:20 INFO: skip by colors candles=[CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED'), CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED'), CandleItem(low=230.95, high=232.4, open=232.3, close=231.4, color='RED')]
2020-03-08 07:00:20 INFO: check need new order None
2020-03-08 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.95, 'low': 229.6, 'close': 230.5, 'trades': 3726, 'volume': 5485144, 'vwap': 230.3, 'lastSize': 88, 'turnover': 126321833475, 'homeNotional': 48005.18953376898, 'foreignNotional': 11055510.232819006}, {'timestamp': datetime.datetime(2020, 3, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 227.9, 'close': 229.65, 'trades': 9672, 'volume': 16601261, 'vwap': 229.19, 'lastSize': 100, 'turnover': 380476614915, 'homeNotional': 144903.27926702454, 'foreignNotional': 33209761.146715764}, {'timestamp': datetime.datetime(2020, 3, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.4, 'high': 231.8, 'low': 230.0, 'close': 230.2, 'trades': 5048, 'volume': 6595280, 'vwap': 231.04, 'lastSize': 207, 'turnover': 152374408465, 'homeNotional': 57645.228536750205, 'foreignNotional': 13318107.35486616}]
2020-03-08 08:00:20 INFO: prepare candles [CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN'), CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED'), CandleItem(low=230.0, high=231.8, open=231.4, close=230.2, color='RED')]
2020-03-08 08:00:20 INFO: last_candle=CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN')
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too big
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.585683297180041 last_candle.percent_size_of_body=0.6296296296296281 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.585683297180041 too small
2020-03-08 08:00:20 INFO: not found applicable config for candle
2020-03-08 08:00:20 INFO: check need new order None
2020-03-08 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 230.5, 'low': 229.1, 'close': 229.65, 'trades': 4624, 'volume': 6075405, 'vwap': 229.69, 'lastSize': 2687, 'turnover': 139540367305, 'homeNotional': 53085.74124206588, 'foreignNotional': 12192777.121286556}, {'timestamp': datetime.datetime(2020, 3, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.95, 'low': 229.6, 'close': 230.5, 'trades': 3726, 'volume': 5485144, 'vwap': 230.3, 'lastSize': 88, 'turnover': 126321833475, 'homeNotional': 48005.18953376898, 'foreignNotional': 11055510.232819006}, {'timestamp': datetime.datetime(2020, 3, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.2, 'high': 230.4, 'low': 227.9, 'close': 229.65, 'trades': 9672, 'volume': 16601261, 'vwap': 229.19, 'lastSize': 100, 'turnover': 380476614915, 'homeNotional': 144903.27926702454, 'foreignNotional': 33209761.146715764}]
2020-03-08 09:00:20 INFO: prepare candles [CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN'), CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED')]
2020-03-08 09:00:20 INFO: skip by colors candles=[CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN'), CandleItem(low=227.9, high=230.4, open=230.2, close=229.65, color='RED')]
2020-03-08 09:00:20 INFO: check need new order None
2020-03-08 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 231.2, 'low': 229.65, 'close': 230.15, 'trades': 4224, 'volume': 6605082, 'vwap': 230.55, 'lastSize': 100, 'turnover': 152274463920, 'homeNotional': 57756.56981232248, 'foreignNotional': 13315290.895841401}, {'timestamp': datetime.datetime(2020, 3, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 230.5, 'low': 229.1, 'close': 229.65, 'trades': 4624, 'volume': 6075405, 'vwap': 229.69, 'lastSize': 2687, 'turnover': 139540367305, 'homeNotional': 53085.74124206588, 'foreignNotional': 12192777.121286556}, {'timestamp': datetime.datetime(2020, 3, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 230.95, 'low': 229.6, 'close': 230.5, 'trades': 3726, 'volume': 5485144, 'vwap': 230.3, 'lastSize': 88, 'turnover': 126321833475, 'homeNotional': 48005.18953376898, 'foreignNotional': 11055510.232819006}]
2020-03-08 10:00:20 INFO: prepare candles [CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN')]
2020-03-08 10:00:20 INFO: skip by colors candles=[CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED'), CandleItem(low=229.6, high=230.95, open=229.65, close=230.5, color='GREEN')]
2020-03-08 10:00:20 INFO: check need new order None
2020-03-08 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 232.25, 'low': 229.4, 'close': 232.0, 'trades': 5738, 'volume': 9006847, 'vwap': 231.16, 'lastSize': 1650, 'turnover': 208197621820, 'homeNotional': 78643.26927264352, 'foreignNotional': 18178880.932808}, {'timestamp': datetime.datetime(2020, 3, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 231.2, 'low': 229.65, 'close': 230.15, 'trades': 4224, 'volume': 6605082, 'vwap': 230.55, 'lastSize': 100, 'turnover': 152274463920, 'homeNotional': 57756.56981232248, 'foreignNotional': 13315290.895841401}, {'timestamp': datetime.datetime(2020, 3, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 230.5, 'low': 229.1, 'close': 229.65, 'trades': 4624, 'volume': 6075405, 'vwap': 229.69, 'lastSize': 2687, 'turnover': 139540367305, 'homeNotional': 53085.74124206588, 'foreignNotional': 12192777.121286556}]
2020-03-08 11:00:21 INFO: prepare candles [CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN'), CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED')]
2020-03-08 11:00:21 INFO: skip by colors candles=[CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN'), CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN'), CandleItem(low=229.1, high=230.5, open=230.5, close=229.65, color='RED')]
2020-03-08 11:00:21 INFO: check need new order None
2020-03-08 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.9, 'low': 231.0, 'close': 231.9, 'trades': 5018, 'volume': 6494784, 'vwap': 232.02, 'lastSize': 245, 'turnover': 150686515920, 'homeNotional': 56816.20005484455, 'foreignNotional': 13182040.142660884}, {'timestamp': datetime.datetime(2020, 3, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 232.25, 'low': 229.4, 'close': 232.0, 'trades': 5738, 'volume': 9006847, 'vwap': 231.16, 'lastSize': 1650, 'turnover': 208197621820, 'homeNotional': 78643.26927264352, 'foreignNotional': 18178880.932808}, {'timestamp': datetime.datetime(2020, 3, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.65, 'high': 231.2, 'low': 229.65, 'close': 230.15, 'trades': 4224, 'volume': 6605082, 'vwap': 230.55, 'lastSize': 100, 'turnover': 152274463920, 'homeNotional': 57756.56981232248, 'foreignNotional': 13315290.895841401}]
2020-03-08 12:00:20 INFO: prepare candles [CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED'), CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN'), CandleItem(low=229.65, high=231.2, open=229.65, close=230.15, color='GREEN')]
2020-03-08 12:00:20 INFO: last_candle=CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED')
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too big
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too big
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too big
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.052631578947365275 too small
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too small
2020-03-08 12:00:20 INFO: filter last_candle.percent_size_of_cost=0.8193186718413132 last_candle.percent_size_of_body=0.052631578947365275 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 12:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8193186718413132 too small
2020-03-08 12:00:20 INFO: not found applicable config for candle
2020-03-08 12:00:20 INFO: check need new order None
2020-03-08 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.15, 'low': 225.0, 'close': 226.4, 'trades': 14134, 'volume': 22618147, 'vwap': 227.97, 'lastSize': 2884, 'turnover': 515604042920, 'homeNotional': 197094.01829744427, 'foreignNotional': 44930278.613826804}, {'timestamp': datetime.datetime(2020, 3, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.9, 'low': 231.0, 'close': 231.9, 'trades': 5018, 'volume': 6494784, 'vwap': 232.02, 'lastSize': 245, 'turnover': 150686515920, 'homeNotional': 56816.20005484455, 'foreignNotional': 13182040.142660884}, {'timestamp': datetime.datetime(2020, 3, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.15, 'high': 232.25, 'low': 229.4, 'close': 232.0, 'trades': 5738, 'volume': 9006847, 'vwap': 231.16, 'lastSize': 1650, 'turnover': 208197621820, 'homeNotional': 78643.26927264352, 'foreignNotional': 18178880.932808}]
2020-03-08 13:00:20 INFO: prepare candles [CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED'), CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN')]
2020-03-08 13:00:20 INFO: skip by colors candles=[CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED'), CandleItem(low=229.4, high=232.25, open=230.15, close=232.0, color='GREEN')]
2020-03-08 13:00:20 INFO: check need new order None
2020-03-08 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.55, 'low': 223.45, 'close': 225.3, 'trades': 12500, 'volume': 20507196, 'vwap': 225.17, 'lastSize': 550, 'turnover': 461751046310, 'homeNotional': 177746.79536033788, 'foreignNotional': 40022605.06419585}, {'timestamp': datetime.datetime(2020, 3, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.15, 'low': 225.0, 'close': 226.4, 'trades': 14134, 'volume': 22618147, 'vwap': 227.97, 'lastSize': 2884, 'turnover': 515604042920, 'homeNotional': 197094.01829744427, 'foreignNotional': 44930278.613826804}, {'timestamp': datetime.datetime(2020, 3, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.9, 'low': 231.0, 'close': 231.9, 'trades': 5018, 'volume': 6494784, 'vwap': 232.02, 'lastSize': 245, 'turnover': 150686515920, 'homeNotional': 56816.20005484455, 'foreignNotional': 13182040.142660884}]
2020-03-08 14:00:21 INFO: prepare candles [CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED')]
2020-03-08 14:00:21 INFO: skip by colors candles=[CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED'), CandleItem(low=231.0, high=232.9, open=232.0, close=231.9, color='RED')]
2020-03-08 14:00:21 INFO: check need new order None
2020-03-08 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.3, 'high': 225.8, 'low': 219.0, 'close': 220.5, 'trades': 16341, 'volume': 28567479, 'vwap': 222.01, 'lastSize': 250, 'turnover': 634208327600, 'homeNotional': 246329.191575174, 'foreignNotional': 54687378.757889464}, {'timestamp': datetime.datetime(2020, 3, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.55, 'low': 223.45, 'close': 225.3, 'trades': 12500, 'volume': 20507196, 'vwap': 225.17, 'lastSize': 550, 'turnover': 461751046310, 'homeNotional': 177746.79536033788, 'foreignNotional': 40022605.06419585}, {'timestamp': datetime.datetime(2020, 3, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 232.15, 'low': 225.0, 'close': 226.4, 'trades': 14134, 'volume': 22618147, 'vwap': 227.97, 'lastSize': 2884, 'turnover': 515604042920, 'homeNotional': 197094.01829744427, 'foreignNotional': 44930278.613826804}]
2020-03-08 15:00:21 INFO: prepare candles [CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED')]
2020-03-08 15:00:21 INFO: skip by colors candles=[CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED'), CandleItem(low=225.0, high=232.15, open=231.9, close=226.4, color='RED')]
2020-03-08 15:00:21 INFO: check need new order None
2020-03-08 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.5, 'high': 221.35, 'low': 211.25, 'close': 217.25, 'trades': 27611, 'volume': 50170379, 'vwap': 216.54, 'lastSize': 172, 'turnover': 1086343956165, 'homeNotional': 424398.04410562286, 'foreignNotional': 91901200.30635858}, {'timestamp': datetime.datetime(2020, 3, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.3, 'high': 225.8, 'low': 219.0, 'close': 220.5, 'trades': 16341, 'volume': 28567479, 'vwap': 222.01, 'lastSize': 250, 'turnover': 634208327600, 'homeNotional': 246329.191575174, 'foreignNotional': 54687378.757889464}, {'timestamp': datetime.datetime(2020, 3, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.4, 'high': 226.55, 'low': 223.45, 'close': 225.3, 'trades': 12500, 'volume': 20507196, 'vwap': 225.17, 'lastSize': 550, 'turnover': 461751046310, 'homeNotional': 177746.79536033788, 'foreignNotional': 40022605.06419585}]
2020-03-08 16:00:21 INFO: prepare candles [CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED')]
2020-03-08 16:00:21 INFO: skip by colors candles=[CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED'), CandleItem(low=223.45, high=226.55, open=226.4, close=225.3, color='RED')]
2020-03-08 16:00:21 INFO: check need new order None
2020-03-08 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.25, 'high': 217.5, 'low': 203.1, 'close': 212.95, 'trades': 35654, 'volume': 76604337, 'vwap': 209.71, 'lastSize': 15, 'turnover': 1606424856390, 'homeNotional': 633134.7328186021, 'foreignNotional': 132785121.29588926}, {'timestamp': datetime.datetime(2020, 3, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.5, 'high': 221.35, 'low': 211.25, 'close': 217.25, 'trades': 27611, 'volume': 50170379, 'vwap': 216.54, 'lastSize': 172, 'turnover': 1086343956165, 'homeNotional': 424398.04410562286, 'foreignNotional': 91901200.30635858}, {'timestamp': datetime.datetime(2020, 3, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.3, 'high': 225.8, 'low': 219.0, 'close': 220.5, 'trades': 16341, 'volume': 28567479, 'vwap': 222.01, 'lastSize': 250, 'turnover': 634208327600, 'homeNotional': 246329.191575174, 'foreignNotional': 54687378.757889464}]
2020-03-08 17:00:21 INFO: prepare candles [CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED'), CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED')]
2020-03-08 17:00:21 INFO: skip by colors candles=[CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED'), CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED'), CandleItem(low=219.0, high=225.8, open=225.3, close=220.5, color='RED')]
2020-03-08 17:00:21 INFO: check need new order None
2020-03-08 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.95, 'high': 218.0, 'low': 210.4, 'close': 215.8, 'trades': 17854, 'volume': 34021800, 'vwap': 215.07, 'lastSize': 400, 'turnover': 731693771895, 'homeNotional': 282945.46437116386, 'foreignNotional': 60853633.18525388}, {'timestamp': datetime.datetime(2020, 3, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.25, 'high': 217.5, 'low': 203.1, 'close': 212.95, 'trades': 35654, 'volume': 76604337, 'vwap': 209.71, 'lastSize': 15, 'turnover': 1606424856390, 'homeNotional': 633134.7328186021, 'foreignNotional': 132785121.29588926}, {'timestamp': datetime.datetime(2020, 3, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.5, 'high': 221.35, 'low': 211.25, 'close': 217.25, 'trades': 27611, 'volume': 50170379, 'vwap': 216.54, 'lastSize': 172, 'turnover': 1086343956165, 'homeNotional': 424398.04410562286, 'foreignNotional': 91901200.30635858}]
2020-03-08 18:00:21 INFO: prepare candles [CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN'), CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED'), CandleItem(low=211.25, high=221.35, open=220.5, close=217.25, color='RED')]
2020-03-08 18:00:21 INFO: last_candle=CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN')
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: filter last_candle.percent_size_of_cost=3.5217794253938806 last_candle.percent_size_of_body=0.3750000000000033 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=3.5217794253938806 too big
2020-03-08 18:00:21 INFO: not found applicable config for candle
2020-03-08 18:00:21 INFO: check need new order None
2020-03-08 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.8, 'high': 216.35, 'low': 213.7, 'close': 214.6, 'trades': 8519, 'volume': 13358375, 'vwap': 214.9, 'lastSize': 27, 'turnover': 287068168150, 'homeNotional': 110948.02250984084, 'foreignNotional': 23842504.907392625}, {'timestamp': datetime.datetime(2020, 3, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.95, 'high': 218.0, 'low': 210.4, 'close': 215.8, 'trades': 17854, 'volume': 34021800, 'vwap': 215.07, 'lastSize': 400, 'turnover': 731693771895, 'homeNotional': 282945.46437116386, 'foreignNotional': 60853633.18525388}, {'timestamp': datetime.datetime(2020, 3, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.25, 'high': 217.5, 'low': 203.1, 'close': 212.95, 'trades': 35654, 'volume': 76604337, 'vwap': 209.71, 'lastSize': 15, 'turnover': 1606424856390, 'homeNotional': 633134.7328186021, 'foreignNotional': 132785121.29588926}]
2020-03-08 19:00:20 INFO: prepare candles [CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN'), CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED')]
2020-03-08 19:00:20 INFO: skip by colors candles=[CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN'), CandleItem(low=203.1, high=217.5, open=217.25, close=212.95, color='RED')]
2020-03-08 19:00:20 INFO: check need new order None
2020-03-08 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 214.55, 'low': 211.55, 'close': 213.35, 'trades': 8877, 'volume': 14093760, 'vwap': 213.1, 'lastSize': 10000, 'turnover': 300332441855, 'homeNotional': 116898.15076348622, 'foreignNotional': 24910572.224082105}, {'timestamp': datetime.datetime(2020, 3, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.8, 'high': 216.35, 'low': 213.7, 'close': 214.6, 'trades': 8519, 'volume': 13358375, 'vwap': 214.9, 'lastSize': 27, 'turnover': 287068168150, 'homeNotional': 110948.02250984084, 'foreignNotional': 23842504.907392625}, {'timestamp': datetime.datetime(2020, 3, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.95, 'high': 218.0, 'low': 210.4, 'close': 215.8, 'trades': 17854, 'volume': 34021800, 'vwap': 215.07, 'lastSize': 400, 'turnover': 731693771895, 'homeNotional': 282945.46437116386, 'foreignNotional': 60853633.18525388}]
2020-03-08 20:00:20 INFO: prepare candles [CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN')]
2020-03-08 20:00:20 INFO: skip by colors candles=[CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED'), CandleItem(low=210.4, high=218.0, open=212.95, close=215.8, color='GREEN')]
2020-03-08 20:00:20 INFO: check need new order None
2020-03-08 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.35, 'low': 209.8, 'close': 209.95, 'trades': 5362, 'volume': 6915077, 'vwap': 212.25, 'lastSize': 1000, 'turnover': 146766533435, 'homeNotional': 57338.668197225554, 'foreignNotional': 12169746.514503011}, {'timestamp': datetime.datetime(2020, 3, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 214.55, 'low': 211.55, 'close': 213.35, 'trades': 8877, 'volume': 14093760, 'vwap': 213.1, 'lastSize': 10000, 'turnover': 300332441855, 'homeNotional': 116898.15076348622, 'foreignNotional': 24910572.224082105}, {'timestamp': datetime.datetime(2020, 3, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.8, 'high': 216.35, 'low': 213.7, 'close': 214.6, 'trades': 8519, 'volume': 13358375, 'vwap': 214.9, 'lastSize': 27, 'turnover': 287068168150, 'homeNotional': 110948.02250984084, 'foreignNotional': 23842504.907392625}]
2020-03-08 21:00:20 INFO: prepare candles [CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED'), CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED')]
2020-03-08 21:00:20 INFO: skip by colors candles=[CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED'), CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED'), CandleItem(low=213.7, high=216.35, open=215.8, close=214.6, color='RED')]
2020-03-08 21:00:20 INFO: check need new order None
2020-03-08 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 212.5, 'low': 208.55, 'close': 210.4, 'trades': 8690, 'volume': 11575162, 'vwap': 210.15, 'lastSize': 181, 'turnover': 243250873740, 'homeNotional': 95620.88126182777, 'foreignNotional': 20094862.874017254}, {'timestamp': datetime.datetime(2020, 3, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.35, 'low': 209.8, 'close': 209.95, 'trades': 5362, 'volume': 6915077, 'vwap': 212.25, 'lastSize': 1000, 'turnover': 146766533435, 'homeNotional': 57338.668197225554, 'foreignNotional': 12169746.514503011}, {'timestamp': datetime.datetime(2020, 3, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 214.55, 'low': 211.55, 'close': 213.35, 'trades': 8877, 'volume': 14093760, 'vwap': 213.1, 'lastSize': 10000, 'turnover': 300332441855, 'homeNotional': 116898.15076348622, 'foreignNotional': 24910572.224082105}]
2020-03-08 22:00:21 INFO: prepare candles [CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED'), CandleItem(low=211.55, high=214.55, open=214.6, close=213.35, color='RED')]
2020-03-08 22:00:21 INFO: last_candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN')
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-08 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.877376425855508 too big
2020-03-08 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.877376425855508 last_candle.percent_size_of_body=0.11392405063291604 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-08 22:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-08 22:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-08 22:00:21 INFO: place order: start candle=CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-08 22:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=212.55 init_order_price=212.6 stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=208.55 take_price=228.39999999999995
2020-03-08 22:00:21 INFO: place order: compute qty=3.0
2020-03-08 22:00:21 INFO: place order: save order to db 176e4832e2c6470dae77a3c84b2b0ba8; response=True
2020-03-08 22:00:21 INFO: post order to exchange resp={'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-08 22:00:21 INFO: place new init order {'qty': 3.0, 'init_price': 212.55, 'stop_price': 208.55, 'take_price': 228.39999999999995, 'order_uid': '176e4832e2c6470dae77a3c84b2b0ba8', 'response': {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}}
2020-03-08 22:00:21 INFO: process event {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-08T22:00:21.097Z', 'timestamp': '2020-03-08T22:00:21.097Z'}
2020-03-08 22:00:21 INFO: skip event 176e4832e2c6470dae77a3c84b2b0ba8 New
2020-03-08 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-08 22:02:00 INFO: order time=2020-03-08 22:00:21.097000+00:00; delta from now UTC=0:01:39.198760 time_delta.total_seconds()=99.19876; time_diff_offset='3600'
2020-03-08 22:02:00 INFO: skip by time diff 2020-03-08 22:00:21.097000+00:00
2020-03-08 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.8, 'low': 203.7, 'close': 204.3, 'trades': 14692, 'volume': 22736804, 'vwap': 207.64, 'lastSize': 6000, 'turnover': 472085119225, 'homeNotional': 186705.9762620319, 'foreignNotional': 38767202.98853998}, {'timestamp': datetime.datetime(2020, 3, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 212.5, 'low': 208.55, 'close': 210.4, 'trades': 8690, 'volume': 11575162, 'vwap': 210.15, 'lastSize': 181, 'turnover': 243250873740, 'homeNotional': 95620.88126182777, 'foreignNotional': 20094862.874017254}, {'timestamp': datetime.datetime(2020, 3, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.35, 'low': 209.8, 'close': 209.95, 'trades': 5362, 'volume': 6915077, 'vwap': 212.25, 'lastSize': 1000, 'turnover': 146766533435, 'homeNotional': 57338.668197225554, 'foreignNotional': 12169746.514503011}]
2020-03-08 23:00:20 INFO: prepare candles [CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED')]
2020-03-08 23:00:20 INFO: skip by colors candles=[CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN'), CandleItem(low=209.8, high=214.35, open=213.35, close=209.95, color='RED')]
2020-03-08 23:00:20 INFO: check need new order None
2020-03-08 23:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-08 23:02:01 INFO: order time=2020-03-08 22:00:21.097000+00:00; delta from now UTC=1:01:39.910060 time_delta.total_seconds()=3699.91006; time_diff_offset='3600'
2020-03-08 23:02:01 INFO: clear order 176e4832e2c6470dae77a3c84b2b0ba8
2020-03-08 23:02:01 INFO: cancel order resp=[{'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 212.6, 'displayQty': None, 'stopPx': 212.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 8, 22, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 8, 23, 2, 1, 157000, tzinfo=tzlocal())}]
2020-03-08 23:02:01 INFO: process event {'orderID': '4b8c5c25-427f-0d31-28f7-6883734f5381', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-03-08T23:02:01.157Z', 'clOrdID': '176e4832e2c6470dae77a3c84b2b0ba8', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-08 23:02:01 INFO: skip event 176e4832e2c6470dae77a3c84b2b0ba8 Canceled
2020-03-09 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 210.0, 'low': 195.95, 'close': 199.85, 'trades': 23742, 'volume': 37893705, 'vwap': 202.64, 'lastSize': 132, 'turnover': 767866117190, 'homeNotional': 307358.29368400545, 'foreignNotional': 62292745.29083735}, {'timestamp': datetime.datetime(2020, 3, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.8, 'low': 203.7, 'close': 204.3, 'trades': 14692, 'volume': 22736804, 'vwap': 207.64, 'lastSize': 6000, 'turnover': 472085119225, 'homeNotional': 186705.9762620319, 'foreignNotional': 38767202.98853998}, {'timestamp': datetime.datetime(2020, 3, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 212.5, 'low': 208.55, 'close': 210.4, 'trades': 8690, 'volume': 11575162, 'vwap': 210.15, 'lastSize': 181, 'turnover': 243250873740, 'homeNotional': 95620.88126182777, 'foreignNotional': 20094862.874017254}]
2020-03-09 00:00:20 INFO: prepare candles [CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED'), CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN')]
2020-03-09 00:00:20 INFO: skip by colors candles=[CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED'), CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED'), CandleItem(low=208.55, high=212.5, open=209.95, close=210.4, color='GREEN')]
2020-03-09 00:00:20 INFO: check need new order None
2020-03-09 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.85, 'high': 207.5, 'low': 198.05, 'close': 203.35, 'trades': 21304, 'volume': 36932753, 'vwap': 202.64, 'lastSize': 1896, 'turnover': 748397068380, 'homeNotional': 298350.8160335139, 'foreignNotional': 60459669.61759898}, {'timestamp': datetime.datetime(2020, 3, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 210.0, 'low': 195.95, 'close': 199.85, 'trades': 23742, 'volume': 37893705, 'vwap': 202.64, 'lastSize': 132, 'turnover': 767866117190, 'homeNotional': 307358.29368400545, 'foreignNotional': 62292745.29083735}, {'timestamp': datetime.datetime(2020, 3, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.8, 'low': 203.7, 'close': 204.3, 'trades': 14692, 'volume': 22736804, 'vwap': 207.64, 'lastSize': 6000, 'turnover': 472085119225, 'homeNotional': 186705.9762620319, 'foreignNotional': 38767202.98853998}]
2020-03-09 01:00:20 INFO: prepare candles [CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN'), CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED'), CandleItem(low=203.7, high=211.8, open=210.4, close=204.3, color='RED')]
2020-03-09 01:00:20 INFO: last_candle=CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN')
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: filter last_candle.percent_size_of_cost=4.64716006884681 last_candle.percent_size_of_body=0.3703703703703708 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.64716006884681 too big
2020-03-09 01:00:20 INFO: not found applicable config for candle
2020-03-09 01:00:20 INFO: check need new order None
2020-03-09 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 206.7, 'low': 200.9, 'close': 204.9, 'trades': 9631, 'volume': 17877560, 'vwap': 204.28, 'lastSize': 4, 'turnover': 365197431395, 'homeNotional': 144645.47321366737, 'foreignNotional': 29548462.193379845}, {'timestamp': datetime.datetime(2020, 3, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.85, 'high': 207.5, 'low': 198.05, 'close': 203.35, 'trades': 21304, 'volume': 36932753, 'vwap': 202.64, 'lastSize': 1896, 'turnover': 748397068380, 'homeNotional': 298350.8160335139, 'foreignNotional': 60459669.61759898}, {'timestamp': datetime.datetime(2020, 3, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.3, 'high': 210.0, 'low': 195.95, 'close': 199.85, 'trades': 23742, 'volume': 37893705, 'vwap': 202.64, 'lastSize': 132, 'turnover': 767866117190, 'homeNotional': 307358.29368400545, 'foreignNotional': 62292745.29083735}]
2020-03-09 02:00:20 INFO: prepare candles [CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN'), CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN'), CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED')]
2020-03-09 02:00:20 INFO: skip by colors candles=[CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN'), CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN'), CandleItem(low=195.95, high=210.0, open=204.3, close=199.85, color='RED')]
2020-03-09 02:00:20 INFO: check need new order None
2020-03-09 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.8, 'low': 200.45, 'close': 200.75, 'trades': 10726, 'volume': 17176520, 'vwap': 203.85, 'lastSize': 84, 'turnover': 350136038395, 'homeNotional': 138535.50419208332, 'foreignNotional': 28240222.553116012}, {'timestamp': datetime.datetime(2020, 3, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 206.7, 'low': 200.9, 'close': 204.9, 'trades': 9631, 'volume': 17877560, 'vwap': 204.28, 'lastSize': 4, 'turnover': 365197431395, 'homeNotional': 144645.47321366737, 'foreignNotional': 29548462.193379845}, {'timestamp': datetime.datetime(2020, 3, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.85, 'high': 207.5, 'low': 198.05, 'close': 203.35, 'trades': 21304, 'volume': 36932753, 'vwap': 202.64, 'lastSize': 1896, 'turnover': 748397068380, 'homeNotional': 298350.8160335139, 'foreignNotional': 60459669.61759898}]
2020-03-09 03:00:20 INFO: prepare candles [CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED'), CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN'), CandleItem(low=198.05, high=207.5, open=199.85, close=203.35, color='GREEN')]
2020-03-09 03:00:20 INFO: last_candle=CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED')
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: filter last_candle.percent_size_of_cost=2.665006226650074 last_candle.percent_size_of_body=0.775700934579437 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.665006226650074 too big
2020-03-09 03:00:20 INFO: not found applicable config for candle
2020-03-09 03:00:20 INFO: check need new order None
2020-03-09 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 204.8, 'low': 198.4, 'close': 202.15, 'trades': 14995, 'volume': 25842400, 'vwap': 202.27, 'lastSize': 100, 'turnover': 522702103050, 'homeNotional': 208342.17321410222, 'foreignNotional': 42141036.42887676}, {'timestamp': datetime.datetime(2020, 3, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.8, 'low': 200.45, 'close': 200.75, 'trades': 10726, 'volume': 17176520, 'vwap': 203.85, 'lastSize': 84, 'turnover': 350136038395, 'homeNotional': 138535.50419208332, 'foreignNotional': 28240222.553116012}, {'timestamp': datetime.datetime(2020, 3, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 206.7, 'low': 200.9, 'close': 204.9, 'trades': 9631, 'volume': 17877560, 'vwap': 204.28, 'lastSize': 4, 'turnover': 365197431395, 'homeNotional': 144645.47321366737, 'foreignNotional': 29548462.193379845}]
2020-03-09 04:00:20 INFO: prepare candles [CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED'), CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN')]
2020-03-09 04:00:20 INFO: skip by colors candles=[CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED'), CandleItem(low=200.9, high=206.7, open=203.35, close=204.9, color='GREEN')]
2020-03-09 04:00:20 INFO: check need new order None
2020-03-09 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.15, 'high': 202.25, 'low': 196.55, 'close': 201.2, 'trades': 18023, 'volume': 34648875, 'vwap': 199.38, 'lastSize': 16, 'turnover': 690807737870, 'homeNotional': 274060.79246152187, 'foreignNotional': 54641322.18764164}, {'timestamp': datetime.datetime(2020, 3, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 204.8, 'low': 198.4, 'close': 202.15, 'trades': 14995, 'volume': 25842400, 'vwap': 202.27, 'lastSize': 100, 'turnover': 522702103050, 'homeNotional': 208342.17321410222, 'foreignNotional': 42141036.42887676}, {'timestamp': datetime.datetime(2020, 3, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.9, 'high': 205.8, 'low': 200.45, 'close': 200.75, 'trades': 10726, 'volume': 17176520, 'vwap': 203.85, 'lastSize': 84, 'turnover': 350136038395, 'homeNotional': 138535.50419208332, 'foreignNotional': 28240222.553116012}]
2020-03-09 05:00:20 INFO: prepare candles [CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED')]
2020-03-09 05:00:20 INFO: skip by colors candles=[CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN'), CandleItem(low=200.45, high=205.8, open=204.9, close=200.75, color='RED')]
2020-03-09 05:00:20 INFO: check need new order None
2020-03-09 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 206.55, 'low': 197.25, 'close': 205.35, 'trades': 18964, 'volume': 33004621, 'vwap': 202.18, 'lastSize': 200, 'turnover': 667265075290, 'homeNotional': 258103.13526405755, 'foreignNotional': 52185760.830466725}, {'timestamp': datetime.datetime(2020, 3, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.15, 'high': 202.25, 'low': 196.55, 'close': 201.2, 'trades': 18023, 'volume': 34648875, 'vwap': 199.38, 'lastSize': 16, 'turnover': 690807737870, 'homeNotional': 274060.79246152187, 'foreignNotional': 54641322.18764164}, {'timestamp': datetime.datetime(2020, 3, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 204.8, 'low': 198.4, 'close': 202.15, 'trades': 14995, 'volume': 25842400, 'vwap': 202.27, 'lastSize': 100, 'turnover': 522702103050, 'homeNotional': 208342.17321410222, 'foreignNotional': 42141036.42887676}]
2020-03-09 06:00:20 INFO: prepare candles [CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN')]
2020-03-09 06:00:20 INFO: skip by colors candles=[CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED'), CandleItem(low=198.4, high=204.8, open=200.75, close=202.15, color='GREEN')]
2020-03-09 06:00:20 INFO: check need new order None
2020-03-09 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.35, 'high': 208.45, 'low': 204.05, 'close': 205.4, 'trades': 11636, 'volume': 17726618, 'vwap': 205.95, 'lastSize': 122, 'turnover': 365066754100, 'homeNotional': 140595.06732727046, 'foreignNotional': 28955095.5893777}, {'timestamp': datetime.datetime(2020, 3, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 206.55, 'low': 197.25, 'close': 205.35, 'trades': 18964, 'volume': 33004621, 'vwap': 202.18, 'lastSize': 200, 'turnover': 667265075290, 'homeNotional': 258103.13526405755, 'foreignNotional': 52185760.830466725}, {'timestamp': datetime.datetime(2020, 3, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.15, 'high': 202.25, 'low': 196.55, 'close': 201.2, 'trades': 18023, 'volume': 34648875, 'vwap': 199.38, 'lastSize': 16, 'turnover': 690807737870, 'homeNotional': 274060.79246152187, 'foreignNotional': 54641322.18764164}]
2020-03-09 07:00:20 INFO: prepare candles [CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED')]
2020-03-09 07:00:20 INFO: skip by colors candles=[CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN'), CandleItem(low=196.55, high=202.25, open=202.15, close=201.2, color='RED')]
2020-03-09 07:00:20 INFO: check need new order None
2020-03-09 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.4, 'high': 207.2, 'low': 205.25, 'close': 206.15, 'trades': 7036, 'volume': 10539378, 'vwap': 206.27, 'lastSize': 33, 'turnover': 217393853410, 'homeNotional': 83387.63562959227, 'foreignNotional': 17200261.864671566}, {'timestamp': datetime.datetime(2020, 3, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.35, 'high': 208.45, 'low': 204.05, 'close': 205.4, 'trades': 11636, 'volume': 17726618, 'vwap': 205.95, 'lastSize': 122, 'turnover': 365066754100, 'homeNotional': 140595.06732727046, 'foreignNotional': 28955095.5893777}, {'timestamp': datetime.datetime(2020, 3, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 206.55, 'low': 197.25, 'close': 205.35, 'trades': 18964, 'volume': 33004621, 'vwap': 202.18, 'lastSize': 200, 'turnover': 667265075290, 'homeNotional': 258103.13526405755, 'foreignNotional': 52185760.830466725}]
2020-03-09 08:00:20 INFO: prepare candles [CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN')]
2020-03-09 08:00:20 INFO: skip by colors candles=[CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN'), CandleItem(low=197.25, high=206.55, open=201.2, close=205.35, color='GREEN')]
2020-03-09 08:00:20 INFO: check need new order None
2020-03-09 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.15, 'high': 208.8, 'low': 206.1, 'close': 207.9, 'trades': 8352, 'volume': 14895603, 'vwap': 207.7, 'lastSize': 2000, 'turnover': 309372279145, 'homeNotional': 118496.06465982825, 'foreignNotional': 24611008.251011394}, {'timestamp': datetime.datetime(2020, 3, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.4, 'high': 207.2, 'low': 205.25, 'close': 206.15, 'trades': 7036, 'volume': 10539378, 'vwap': 206.27, 'lastSize': 33, 'turnover': 217393853410, 'homeNotional': 83387.63562959227, 'foreignNotional': 17200261.864671566}, {'timestamp': datetime.datetime(2020, 3, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.35, 'high': 208.45, 'low': 204.05, 'close': 205.4, 'trades': 11636, 'volume': 17726618, 'vwap': 205.95, 'lastSize': 122, 'turnover': 365066754100, 'homeNotional': 140595.06732727046, 'foreignNotional': 28955095.5893777}]
2020-03-09 09:00:20 INFO: prepare candles [CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN'), CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN')]
2020-03-09 09:00:20 INFO: skip by colors candles=[CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN'), CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN'), CandleItem(low=204.05, high=208.45, open=205.35, close=205.4, color='GREEN')]
2020-03-09 09:00:20 INFO: check need new order None
2020-03-09 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 207.9, 'high': 208.05, 'low': 203.8, 'close': 204.1, 'trades': 9506, 'volume': 12359094, 'vwap': 205.5, 'lastSize': 1, 'turnover': 253977133085, 'homeNotional': 98075.46084066141, 'foreignNotional': 20154573.69802753}, {'timestamp': datetime.datetime(2020, 3, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.15, 'high': 208.8, 'low': 206.1, 'close': 207.9, 'trades': 8352, 'volume': 14895603, 'vwap': 207.7, 'lastSize': 2000, 'turnover': 309372279145, 'homeNotional': 118496.06465982825, 'foreignNotional': 24611008.251011394}, {'timestamp': datetime.datetime(2020, 3, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.4, 'high': 207.2, 'low': 205.25, 'close': 206.15, 'trades': 7036, 'volume': 10539378, 'vwap': 206.27, 'lastSize': 33, 'turnover': 217393853410, 'homeNotional': 83387.63562959227, 'foreignNotional': 17200261.864671566}]
2020-03-09 10:00:20 INFO: prepare candles [CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED'), CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN'), CandleItem(low=205.25, high=207.2, open=205.4, close=206.15, color='GREEN')]
2020-03-09 10:00:20 INFO: last_candle=CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED')
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: filter last_candle.percent_size_of_cost=2.082312591866732 last_candle.percent_size_of_body=0.8941176470588262 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.082312591866732 too big
2020-03-09 10:00:20 INFO: not found applicable config for candle
2020-03-09 10:00:20 INFO: check need new order None
2020-03-09 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 205.7, 'low': 203.65, 'close': 203.8, 'trades': 7240, 'volume': 8884992, 'vwap': 204.64, 'lastSize': 12, 'turnover': 181820076725, 'homeNotional': 70273.9515400613, 'foreignNotional': 14380705.538990805}, {'timestamp': datetime.datetime(2020, 3, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 207.9, 'high': 208.05, 'low': 203.8, 'close': 204.1, 'trades': 9506, 'volume': 12359094, 'vwap': 205.5, 'lastSize': 1, 'turnover': 253977133085, 'homeNotional': 98075.46084066141, 'foreignNotional': 20154573.69802753}, {'timestamp': datetime.datetime(2020, 3, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.15, 'high': 208.8, 'low': 206.1, 'close': 207.9, 'trades': 8352, 'volume': 14895603, 'vwap': 207.7, 'lastSize': 2000, 'turnover': 309372279145, 'homeNotional': 118496.06465982825, 'foreignNotional': 24611008.251011394}]
2020-03-09 11:00:20 INFO: prepare candles [CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED'), CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN')]
2020-03-09 11:00:20 INFO: skip by colors candles=[CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED'), CandleItem(low=206.1, high=208.8, open=206.15, close=207.9, color='GREEN')]
2020-03-09 11:00:20 INFO: check need new order None
2020-03-09 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.8, 'high': 203.8, 'low': 199.7, 'close': 201.65, 'trades': 14326, 'volume': 20993900, 'vwap': 201.56, 'lastSize': 1414, 'turnover': 423142457400, 'homeNotional': 164220.2695923235, 'foreignNotional': 33099720.057198603}, {'timestamp': datetime.datetime(2020, 3, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 205.7, 'low': 203.65, 'close': 203.8, 'trades': 7240, 'volume': 8884992, 'vwap': 204.64, 'lastSize': 12, 'turnover': 181820076725, 'homeNotional': 70273.9515400613, 'foreignNotional': 14380705.538990805}, {'timestamp': datetime.datetime(2020, 3, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 207.9, 'high': 208.05, 'low': 203.8, 'close': 204.1, 'trades': 9506, 'volume': 12359094, 'vwap': 205.5, 'lastSize': 1, 'turnover': 253977133085, 'homeNotional': 98075.46084066141, 'foreignNotional': 20154573.69802753}]
2020-03-09 12:00:20 INFO: prepare candles [CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED'), CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED')]
2020-03-09 12:00:20 INFO: skip by colors candles=[CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED'), CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED'), CandleItem(low=203.8, high=208.05, open=207.9, close=204.1, color='RED')]
2020-03-09 12:00:20 INFO: check need new order None
2020-03-09 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.65, 'high': 206.0, 'low': 201.2, 'close': 205.15, 'trades': 15682, 'volume': 26578145, 'vwap': 203.69, 'lastSize': 94, 'turnover': 541369905205, 'homeNotional': 208628.08447991018, 'foreignNotional': 42496011.10014429}, {'timestamp': datetime.datetime(2020, 3, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.8, 'high': 203.8, 'low': 199.7, 'close': 201.65, 'trades': 14326, 'volume': 20993900, 'vwap': 201.56, 'lastSize': 1414, 'turnover': 423142457400, 'homeNotional': 164220.2695923235, 'foreignNotional': 33099720.057198603}, {'timestamp': datetime.datetime(2020, 3, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 204.1, 'high': 205.7, 'low': 203.65, 'close': 203.8, 'trades': 7240, 'volume': 8884992, 'vwap': 204.64, 'lastSize': 12, 'turnover': 181820076725, 'homeNotional': 70273.9515400613, 'foreignNotional': 14380705.538990805}]
2020-03-09 13:00:21 INFO: prepare candles [CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN'), CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED'), CandleItem(low=203.65, high=205.7, open=204.1, close=203.8, color='RED')]
2020-03-09 13:00:21 INFO: last_candle=CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN')
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: filter last_candle.percent_size_of_cost=2.339751401413605 last_candle.percent_size_of_body=0.729166666666665 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.339751401413605 too big
2020-03-09 13:00:21 INFO: not found applicable config for candle
2020-03-09 13:00:21 INFO: check need new order None
2020-03-09 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.15, 'high': 205.55, 'low': 198.6, 'close': 203.25, 'trades': 16291, 'volume': 29276020, 'vwap': 202.23, 'lastSize': 360, 'turnover': 592044150295, 'homeNotional': 228137.9907220967, 'foreignNotional': 46137713.054960504}, {'timestamp': datetime.datetime(2020, 3, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.65, 'high': 206.0, 'low': 201.2, 'close': 205.15, 'trades': 15682, 'volume': 26578145, 'vwap': 203.69, 'lastSize': 94, 'turnover': 541369905205, 'homeNotional': 208628.08447991018, 'foreignNotional': 42496011.10014429}, {'timestamp': datetime.datetime(2020, 3, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.8, 'high': 203.8, 'low': 199.7, 'close': 201.65, 'trades': 14326, 'volume': 20993900, 'vwap': 201.56, 'lastSize': 1414, 'turnover': 423142457400, 'homeNotional': 164220.2695923235, 'foreignNotional': 33099720.057198603}]
2020-03-09 14:00:20 INFO: prepare candles [CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN'), CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED')]
2020-03-09 14:00:20 INFO: skip by colors candles=[CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN'), CandleItem(low=199.7, high=203.8, open=203.8, close=201.65, color='RED')]
2020-03-09 14:00:20 INFO: check need new order None
2020-03-09 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 204.3, 'low': 197.2, 'close': 198.3, 'trades': 14623, 'volume': 20340099, 'vwap': 200.78, 'lastSize': 2940, 'turnover': 408381653950, 'homeNotional': 157858.46508687726, 'foreignNotional': 31695272.573451668}, {'timestamp': datetime.datetime(2020, 3, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.15, 'high': 205.55, 'low': 198.6, 'close': 203.25, 'trades': 16291, 'volume': 29276020, 'vwap': 202.23, 'lastSize': 360, 'turnover': 592044150295, 'homeNotional': 228137.9907220967, 'foreignNotional': 46137713.054960504}, {'timestamp': datetime.datetime(2020, 3, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.65, 'high': 206.0, 'low': 201.2, 'close': 205.15, 'trades': 15682, 'volume': 26578145, 'vwap': 203.69, 'lastSize': 94, 'turnover': 541369905205, 'homeNotional': 208628.08447991018, 'foreignNotional': 42496011.10014429}]
2020-03-09 15:00:20 INFO: prepare candles [CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN')]
2020-03-09 15:00:20 INFO: skip by colors candles=[CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED'), CandleItem(low=201.2, high=206.0, open=201.65, close=205.15, color='GREEN')]
2020-03-09 15:00:20 INFO: check need new order None
2020-03-09 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 199.4, 'low': 190.05, 'close': 194.75, 'trades': 29966, 'volume': 56409478, 'vwap': 194.52, 'lastSize': 100, 'turnover': 1097272995930, 'homeNotional': 434042.83402558893, 'foreignNotional': 84432297.32565463}, {'timestamp': datetime.datetime(2020, 3, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 204.3, 'low': 197.2, 'close': 198.3, 'trades': 14623, 'volume': 20340099, 'vwap': 200.78, 'lastSize': 2940, 'turnover': 408381653950, 'homeNotional': 157858.46508687726, 'foreignNotional': 31695272.573451668}, {'timestamp': datetime.datetime(2020, 3, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 205.15, 'high': 205.55, 'low': 198.6, 'close': 203.25, 'trades': 16291, 'volume': 29276020, 'vwap': 202.23, 'lastSize': 360, 'turnover': 592044150295, 'homeNotional': 228137.9907220967, 'foreignNotional': 46137713.054960504}]
2020-03-09 16:00:20 INFO: prepare candles [CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED'), CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED')]
2020-03-09 16:00:20 INFO: skip by colors candles=[CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED'), CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED'), CandleItem(low=198.6, high=205.55, open=205.15, close=203.25, color='RED')]
2020-03-09 16:00:20 INFO: check need new order None
2020-03-09 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 201.15, 'low': 191.75, 'close': 195.9, 'trades': 24091, 'volume': 39022190, 'vwap': 197.03, 'lastSize': 1742, 'turnover': 768846524185, 'homeNotional': 303833.3895828122, 'foreignNotional': 59867568.71793591}, {'timestamp': datetime.datetime(2020, 3, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 199.4, 'low': 190.05, 'close': 194.75, 'trades': 29966, 'volume': 56409478, 'vwap': 194.52, 'lastSize': 100, 'turnover': 1097272995930, 'homeNotional': 434042.83402558893, 'foreignNotional': 84432297.32565463}, {'timestamp': datetime.datetime(2020, 3, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 204.3, 'low': 197.2, 'close': 198.3, 'trades': 14623, 'volume': 20340099, 'vwap': 200.78, 'lastSize': 2940, 'turnover': 408381653950, 'homeNotional': 157858.46508687726, 'foreignNotional': 31695272.573451668}]
2020-03-09 17:00:21 INFO: prepare candles [CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN'), CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED'), CandleItem(low=197.2, high=204.3, open=203.25, close=198.3, color='RED')]
2020-03-09 17:00:21 INFO: last_candle=CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN')
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: filter last_candle.percent_size_of_cost=4.798366513527313 last_candle.percent_size_of_body=0.12234042553191543 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=4.798366513527313 too big
2020-03-09 17:00:21 INFO: not found applicable config for candle
2020-03-09 17:00:21 INFO: check need new order None
2020-03-09 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 195.9, 'high': 196.85, 'low': 192.65, 'close': 193.85, 'trades': 15127, 'volume': 21169953, 'vwap': 194.52, 'lastSize': 2000, 'turnover': 411779016375, 'homeNotional': 164160.0136734186, 'foreignNotional': 31931134.068314645}, {'timestamp': datetime.datetime(2020, 3, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 201.15, 'low': 191.75, 'close': 195.9, 'trades': 24091, 'volume': 39022190, 'vwap': 197.03, 'lastSize': 1742, 'turnover': 768846524185, 'homeNotional': 303833.3895828122, 'foreignNotional': 59867568.71793591}, {'timestamp': datetime.datetime(2020, 3, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 199.4, 'low': 190.05, 'close': 194.75, 'trades': 29966, 'volume': 56409478, 'vwap': 194.52, 'lastSize': 100, 'turnover': 1097272995930, 'homeNotional': 434042.83402558893, 'foreignNotional': 84432297.32565463}]
2020-03-09 18:00:20 INFO: prepare candles [CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN'), CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED')]
2020-03-09 18:00:20 INFO: skip by colors candles=[CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN'), CandleItem(low=190.05, high=199.4, open=198.3, close=194.75, color='RED')]
2020-03-09 18:00:20 INFO: check need new order None
2020-03-09 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.85, 'high': 196.0, 'low': 193.0, 'close': 194.6, 'trades': 8269, 'volume': 9201233, 'vwap': 194.42, 'lastSize': 199, 'turnover': 178883452110, 'homeNotional': 71287.92926307922, 'foreignNotional': 13859333.536020264}, {'timestamp': datetime.datetime(2020, 3, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 195.9, 'high': 196.85, 'low': 192.65, 'close': 193.85, 'trades': 15127, 'volume': 21169953, 'vwap': 194.52, 'lastSize': 2000, 'turnover': 411779016375, 'homeNotional': 164160.0136734186, 'foreignNotional': 31931134.068314645}, {'timestamp': datetime.datetime(2020, 3, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 201.15, 'low': 191.75, 'close': 195.9, 'trades': 24091, 'volume': 39022190, 'vwap': 197.03, 'lastSize': 1742, 'turnover': 768846524185, 'homeNotional': 303833.3895828122, 'foreignNotional': 59867568.71793591}]
2020-03-09 19:00:20 INFO: prepare candles [CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN')]
2020-03-09 19:00:20 INFO: skip by colors candles=[CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED'), CandleItem(low=191.75, high=201.15, open=194.75, close=195.9, color='GREEN')]
2020-03-09 19:00:20 INFO: check need new order None
2020-03-09 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.6, 'high': 198.4, 'low': 194.25, 'close': 197.75, 'trades': 8379, 'volume': 11626498, 'vwap': 196.81, 'lastSize': 1600, 'turnover': 228816096825, 'homeNotional': 90836.01895529467, 'foreignNotional': 17877284.02373723}, {'timestamp': datetime.datetime(2020, 3, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.85, 'high': 196.0, 'low': 193.0, 'close': 194.6, 'trades': 8269, 'volume': 9201233, 'vwap': 194.42, 'lastSize': 199, 'turnover': 178883452110, 'homeNotional': 71287.92926307922, 'foreignNotional': 13859333.536020264}, {'timestamp': datetime.datetime(2020, 3, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 195.9, 'high': 196.85, 'low': 192.65, 'close': 193.85, 'trades': 15127, 'volume': 21169953, 'vwap': 194.52, 'lastSize': 2000, 'turnover': 411779016375, 'homeNotional': 164160.0136734186, 'foreignNotional': 31931134.068314645}]
2020-03-09 20:00:20 INFO: prepare candles [CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED')]
2020-03-09 20:00:20 INFO: skip by colors candles=[CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN'), CandleItem(low=192.65, high=196.85, open=195.9, close=193.85, color='RED')]
2020-03-09 20:00:20 INFO: check need new order None
2020-03-09 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 199.9, 'low': 196.6, 'close': 198.8, 'trades': 8964, 'volume': 12513546, 'vwap': 198.47, 'lastSize': 500, 'turnover': 248350273960, 'homeNotional': 98262.5870580976, 'foreignNotional': 19501907.470271554}, {'timestamp': datetime.datetime(2020, 3, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.6, 'high': 198.4, 'low': 194.25, 'close': 197.75, 'trades': 8379, 'volume': 11626498, 'vwap': 196.81, 'lastSize': 1600, 'turnover': 228816096825, 'homeNotional': 90836.01895529467, 'foreignNotional': 17877284.02373723}, {'timestamp': datetime.datetime(2020, 3, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.85, 'high': 196.0, 'low': 193.0, 'close': 194.6, 'trades': 8269, 'volume': 9201233, 'vwap': 194.42, 'lastSize': 199, 'turnover': 178883452110, 'homeNotional': 71287.92926307922, 'foreignNotional': 13859333.536020264}]
2020-03-09 21:00:20 INFO: prepare candles [CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN'), CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN')]
2020-03-09 21:00:20 INFO: skip by colors candles=[CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN'), CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN'), CandleItem(low=193.0, high=196.0, open=193.85, close=194.6, color='GREEN')]
2020-03-09 21:00:20 INFO: check need new order None
2020-03-09 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.8, 'high': 199.2, 'low': 196.15, 'close': 196.6, 'trades': 4100, 'volume': 4749257, 'vwap': 197.79, 'lastSize': 26, 'turnover': 93931681765, 'homeNotional': 37317.41365674005, 'foreignNotional': 7380759.914416707}, {'timestamp': datetime.datetime(2020, 3, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 199.9, 'low': 196.6, 'close': 198.8, 'trades': 8964, 'volume': 12513546, 'vwap': 198.47, 'lastSize': 500, 'turnover': 248350273960, 'homeNotional': 98262.5870580976, 'foreignNotional': 19501907.470271554}, {'timestamp': datetime.datetime(2020, 3, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.6, 'high': 198.4, 'low': 194.25, 'close': 197.75, 'trades': 8379, 'volume': 11626498, 'vwap': 196.81, 'lastSize': 1600, 'turnover': 228816096825, 'homeNotional': 90836.01895529467, 'foreignNotional': 17877284.02373723}]
2020-03-09 22:00:21 INFO: prepare candles [CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED'), CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN'), CandleItem(low=194.25, high=198.4, open=194.6, close=197.75, color='GREEN')]
2020-03-09 22:00:21 INFO: last_candle=CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED')
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too big
2020-03-09 22:00:21 INFO: filter last_candle.percent_size_of_cost=1.5513733468972446 last_candle.percent_size_of_body=0.7213114754098456 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-09 22:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.5513733468972446 too small
2020-03-09 22:00:21 INFO: not found applicable config for candle
2020-03-09 22:00:21 INFO: check need new order None
2020-03-09 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.6, 'high': 199.85, 'low': 195.3, 'close': 199.1, 'trades': 6680, 'volume': 9475476, 'vwap': 197.6, 'lastSize': 2129, 'turnover': 187226931670, 'homeNotional': 74402.01553216016, 'foreignNotional': 14701331.49462181}, {'timestamp': datetime.datetime(2020, 3, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.8, 'high': 199.2, 'low': 196.15, 'close': 196.6, 'trades': 4100, 'volume': 4749257, 'vwap': 197.79, 'lastSize': 26, 'turnover': 93931681765, 'homeNotional': 37317.41365674005, 'foreignNotional': 7380759.914416707}, {'timestamp': datetime.datetime(2020, 3, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 199.9, 'low': 196.6, 'close': 198.8, 'trades': 8964, 'volume': 12513546, 'vwap': 198.47, 'lastSize': 500, 'turnover': 248350273960, 'homeNotional': 98262.5870580976, 'foreignNotional': 19501907.470271554}]
2020-03-09 23:00:20 INFO: prepare candles [CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED'), CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN')]
2020-03-09 23:00:20 INFO: skip by colors candles=[CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED'), CandleItem(low=196.6, high=199.9, open=197.75, close=198.8, color='GREEN')]
2020-03-09 23:00:20 INFO: check need new order None
2020-03-10 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 203.35, 'low': 197.8, 'close': 202.8, 'trades': 9451, 'volume': 17193492, 'vwap': 200.41, 'lastSize': 20, 'turnover': 344565802545, 'homeNotional': 135761.9476587952, 'foreignNotional': 27207991.058616668}, {'timestamp': datetime.datetime(2020, 3, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.6, 'high': 199.85, 'low': 195.3, 'close': 199.1, 'trades': 6680, 'volume': 9475476, 'vwap': 197.6, 'lastSize': 2129, 'turnover': 187226931670, 'homeNotional': 74402.01553216016, 'foreignNotional': 14701331.49462181}, {'timestamp': datetime.datetime(2020, 3, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.8, 'high': 199.2, 'low': 196.15, 'close': 196.6, 'trades': 4100, 'volume': 4749257, 'vwap': 197.79, 'lastSize': 26, 'turnover': 93931681765, 'homeNotional': 37317.41365674005, 'foreignNotional': 7380759.914416707}]
2020-03-10 00:00:20 INFO: prepare candles [CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED')]
2020-03-10 00:00:20 INFO: skip by colors candles=[CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN'), CandleItem(low=196.15, high=199.2, open=198.8, close=196.6, color='RED')]
2020-03-10 00:00:20 INFO: check need new order None
2020-03-10 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.8, 'high': 203.95, 'low': 201.1, 'close': 203.35, 'trades': 7905, 'volume': 12040313, 'vwap': 202.98, 'lastSize': 5000, 'turnover': 244386333855, 'homeNotional': 95437.88603486812, 'foreignNotional': 19371449.680935487}, {'timestamp': datetime.datetime(2020, 3, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 203.35, 'low': 197.8, 'close': 202.8, 'trades': 9451, 'volume': 17193492, 'vwap': 200.41, 'lastSize': 20, 'turnover': 344565802545, 'homeNotional': 135761.9476587952, 'foreignNotional': 27207991.058616668}, {'timestamp': datetime.datetime(2020, 3, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.6, 'high': 199.85, 'low': 195.3, 'close': 199.1, 'trades': 6680, 'volume': 9475476, 'vwap': 197.6, 'lastSize': 2129, 'turnover': 187226931670, 'homeNotional': 74402.01553216016, 'foreignNotional': 14701331.49462181}]
2020-03-10 01:00:20 INFO: prepare candles [CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN'), CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN')]
2020-03-10 01:00:20 INFO: skip by colors candles=[CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN'), CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN'), CandleItem(low=195.3, high=199.85, open=196.6, close=199.1, color='GREEN')]
2020-03-10 01:00:20 INFO: check need new order None
2020-03-10 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 204.6, 'low': 200.65, 'close': 201.4, 'trades': 6460, 'volume': 13551229, 'vwap': 202.84, 'lastSize': 500, 'turnover': 274860353380, 'homeNotional': 107470.61300534938, 'foreignNotional': 21798583.080327805}, {'timestamp': datetime.datetime(2020, 3, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.8, 'high': 203.95, 'low': 201.1, 'close': 203.35, 'trades': 7905, 'volume': 12040313, 'vwap': 202.98, 'lastSize': 5000, 'turnover': 244386333855, 'homeNotional': 95437.88603486812, 'foreignNotional': 19371449.680935487}, {'timestamp': datetime.datetime(2020, 3, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 203.35, 'low': 197.8, 'close': 202.8, 'trades': 9451, 'volume': 17193492, 'vwap': 200.41, 'lastSize': 20, 'turnover': 344565802545, 'homeNotional': 135761.9476587952, 'foreignNotional': 27207991.058616668}]
2020-03-10 02:00:20 INFO: prepare candles [CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN'), CandleItem(low=197.8, high=203.35, open=199.1, close=202.8, color='GREEN')]
2020-03-10 02:00:20 INFO: last_candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED')
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.9612711022840061 too big
2020-03-10 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.9612711022840061 last_candle.percent_size_of_body=0.4936708860759479 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 02:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-10 02:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-10 02:00:20 INFO: place order: start candle=CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-10 02:00:20 INFO: place order: side_factor=1.0 init_trigger_price=200.6 init_order_price=200.55 stop_price_offset=0.0 candle.size=3.9499999999999886 stop_price=204.6 take_price=184.75000000000006
2020-03-10 02:00:20 INFO: place order: compute qty=-3.0
2020-03-10 02:00:20 INFO: place order: save order to db de40cb833220420bbe11af6fbc17af5f; response=True
2020-03-10 02:00:20 INFO: post order to exchange resp={'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal())}
2020-03-10 02:00:20 INFO: place new init order {'qty': -3.0, 'init_price': 200.6, 'stop_price': 204.6, 'take_price': 184.75000000000006, 'order_uid': 'de40cb833220420bbe11af6fbc17af5f', 'response': {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal())}}
2020-03-10 02:00:21 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-10T02:00:20.800Z', 'timestamp': '2020-03-10T02:00:20.800Z'}
2020-03-10 02:00:21 INFO: skip event de40cb833220420bbe11af6fbc17af5f New
2020-03-10 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 200.55, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 0, 20, 800000, tzinfo=tzlocal())}
2020-03-10 02:02:00 INFO: order time=2020-03-10 02:00:20.800000+00:00; delta from now UTC=0:01:40.188047 time_delta.total_seconds()=100.188047; time_diff_offset='3600'
2020-03-10 02:02:00 INFO: skip by time diff 2020-03-10 02:00:20.800000+00:00
2020-03-10 02:59:47 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-10T02:59:46.963Z', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-10 02:59:47 INFO: skip event de40cb833220420bbe11af6fbc17af5f 
2020-03-10 02:59:47 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'workingIndicator': True, 'transactTime': '2020-03-10T02:59:46.963Z', 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T02:59:46.963Z'}
2020-03-10 02:59:47 INFO: skip event de40cb833220420bbe11af6fbc17af5f 
2020-03-10 02:59:47 INFO: process event {'orderID': 'cb2c8f44-9ba5-6607-bd2e-838f8c76e790', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 200.6, 'clOrdID': 'de40cb833220420bbe11af6fbc17af5f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T02:59:46.963Z'}
2020-03-10 02:59:47 INFO: add new event={'uid': 'de40cb833220420bbe11af6fbc17af5f', 'status': 'Filled'}
2020-03-10 02:59:48 INFO: start process event--------------------------------------------
2020-03-10 02:59:48 INFO: fetch new order event de40cb833220420bbe11af6fbc17af5f
2020-03-10 02:59:48 INFO: fetch orders by event init={'stop': '204.6', 'take': '184.75000000000006', 'qty': '3.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-10 02:59:48 INFO: process init order filled
2020-03-10 02:59:48 INFO: save profit orders to storage stop=a38665b500534414b2c6e936a0ce8c05 take=61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 02:59:48 INFO: place profit orders take_price=184.75000000000006, stop_price=204.6, qty=3.0, color=RED, ticker=ETHUSD a38665b500534414b2c6e936a0ce8c05 61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 02:59:48 INFO: place stop order ETHUSD: qty=3.0, stop_price=204.6, stop_uid=a38665b500534414b2c6e936a0ce8c05
2020-03-10 02:59:50 INFO: exchange resp for stop order={'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 02:59:50 INFO: place limit order ETHUSD: qty=3.0, price=184.75000000000006, take_uid=61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 02:59:50 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}}
2020-03-10 02:59:50 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-10T02:59:50.047Z', 'timestamp': '2020-03-10T02:59:50.047Z'}
2020-03-10 02:59:50 INFO: skip event a38665b500534414b2c6e936a0ce8c05 New
2020-03-10 02:59:56 INFO: exchange resp for take profit order={'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 02:59:56 INFO: place profit orders={'stop': {'response': {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}, 'qty': 3.0, 'uid': 'a38665b500534414b2c6e936a0ce8c05', 'price': 204.6}, 'take': {'response': {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}, 'qty': 3.0, 'uid': '61bedc41d2c344a3805326bbc2fec5f2', 'price': 184.75000000000006}}
2020-03-10 02:59:56 INFO: rm init order from db de40cb833220420bbe11af6fbc17af5f
2020-03-10 02:59:56 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-10 02:59:57 INFO: process event {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-10T02:59:56.728Z', 'timestamp': '2020-03-10T02:59:56.728Z'}
2020-03-10 02:59:57 INFO: skip event 61bedc41d2c344a3805326bbc2fec5f2 New
2020-03-10 02:59:57 INFO: process event {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'workingIndicator': True, 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T02:59:56.728Z'}
2020-03-10 02:59:57 INFO: skip event 61bedc41d2c344a3805326bbc2fec5f2 
2020-03-10 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 202.55, 'low': 200.5, 'close': 200.8, 'trades': 4874, 'volume': 7708773, 'vwap': 201.88, 'lastSize': 30, 'turnover': 155619160830, 'homeNotional': 60946.76723719875, 'foreignNotional': 12303531.256146967}, {'timestamp': datetime.datetime(2020, 3, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 204.6, 'low': 200.65, 'close': 201.4, 'trades': 6460, 'volume': 13551229, 'vwap': 202.84, 'lastSize': 500, 'turnover': 274860353380, 'homeNotional': 107470.61300534938, 'foreignNotional': 21798583.080327805}, {'timestamp': datetime.datetime(2020, 3, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.8, 'high': 203.95, 'low': 201.1, 'close': 203.35, 'trades': 7905, 'volume': 12040313, 'vwap': 202.98, 'lastSize': 5000, 'turnover': 244386333855, 'homeNotional': 95437.88603486812, 'foreignNotional': 19371449.680935487}]
2020-03-10 03:00:20 INFO: prepare candles [CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED'), CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN')]
2020-03-10 03:00:20 INFO: skip by colors candles=[CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED'), CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED'), CandleItem(low=201.1, high=203.95, open=202.8, close=203.35, color='GREEN')]
2020-03-10 03:00:20 INFO: check need new order None
2020-03-10 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 03:02:01 INFO: skip by not found init order into storage
2020-03-10 03:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 03:02:01 INFO: skip by not found init order into storage
2020-03-10 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 203.05, 'low': 200.1, 'close': 202.6, 'trades': 5194, 'volume': 8360650, 'vwap': 201.7, 'lastSize': 67, 'turnover': 168626706985, 'homeNotional': 65987.8881120067, 'foreignNotional': 13309267.45211079}, {'timestamp': datetime.datetime(2020, 3, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 202.55, 'low': 200.5, 'close': 200.8, 'trades': 4874, 'volume': 7708773, 'vwap': 201.88, 'lastSize': 30, 'turnover': 155619160830, 'homeNotional': 60946.76723719875, 'foreignNotional': 12303531.256146967}, {'timestamp': datetime.datetime(2020, 3, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 204.6, 'low': 200.65, 'close': 201.4, 'trades': 6460, 'volume': 13551229, 'vwap': 202.84, 'lastSize': 500, 'turnover': 274860353380, 'homeNotional': 107470.61300534938, 'foreignNotional': 21798583.080327805}]
2020-03-10 04:00:20 INFO: prepare candles [CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN'), CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED'), CandleItem(low=200.65, high=204.6, open=203.35, close=201.4, color='RED')]
2020-03-10 04:00:20 INFO: last_candle=CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN')
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too big
2020-03-10 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.4560710760118545 last_candle.percent_size_of_body=0.6101694915254144 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4560710760118545 too small
2020-03-10 04:00:20 INFO: not found applicable config for candle
2020-03-10 04:00:20 INFO: check need new order None
2020-03-10 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 04:02:00 INFO: skip by not found init order into storage
2020-03-10 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 04:02:00 INFO: skip by not found init order into storage
2020-03-10 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.9, 'low': 202.25, 'close': 203.35, 'trades': 4515, 'volume': 8773404, 'vwap': 203.12, 'lastSize': 808, 'turnover': 178202766430, 'homeNotional': 69569.48530169975, 'foreignNotional': 14130767.460524295}, {'timestamp': datetime.datetime(2020, 3, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 203.05, 'low': 200.1, 'close': 202.6, 'trades': 5194, 'volume': 8360650, 'vwap': 201.7, 'lastSize': 67, 'turnover': 168626706985, 'homeNotional': 65987.8881120067, 'foreignNotional': 13309267.45211079}, {'timestamp': datetime.datetime(2020, 3, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 202.55, 'low': 200.5, 'close': 200.8, 'trades': 4874, 'volume': 7708773, 'vwap': 201.88, 'lastSize': 30, 'turnover': 155619160830, 'homeNotional': 60946.76723719875, 'foreignNotional': 12303531.256146967}]
2020-03-10 05:00:20 INFO: prepare candles [CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN'), CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN'), CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED')]
2020-03-10 05:00:20 INFO: skip by colors candles=[CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN'), CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN'), CandleItem(low=200.5, high=202.55, open=201.4, close=200.8, color='RED')]
2020-03-10 05:00:20 INFO: check need new order None
2020-03-10 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 05:02:00 INFO: skip by not found init order into storage
2020-03-10 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 05:02:00 INFO: skip by not found init order into storage
2020-03-10 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 203.7, 'low': 202.25, 'close': 203.1, 'trades': 2583, 'volume': 4344073, 'vwap': 203.15, 'lastSize': 20, 'turnover': 88245535565, 'homeNotional': 34467.262456215554, 'foreignNotional': 7001697.945433102}, {'timestamp': datetime.datetime(2020, 3, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.9, 'low': 202.25, 'close': 203.35, 'trades': 4515, 'volume': 8773404, 'vwap': 203.12, 'lastSize': 808, 'turnover': 178202766430, 'homeNotional': 69569.48530169975, 'foreignNotional': 14130767.460524295}, {'timestamp': datetime.datetime(2020, 3, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 203.05, 'low': 200.1, 'close': 202.6, 'trades': 5194, 'volume': 8360650, 'vwap': 201.7, 'lastSize': 67, 'turnover': 168626706985, 'homeNotional': 65987.8881120067, 'foreignNotional': 13309267.45211079}]
2020-03-10 06:00:20 INFO: prepare candles [CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED'), CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN'), CandleItem(low=200.1, high=203.05, open=200.8, close=202.6, color='GREEN')]
2020-03-10 06:00:20 INFO: last_candle=CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED')
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too big
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too big
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.17241379310344962 too small
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too small
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too small
2020-03-10 06:00:20 INFO: filter last_candle.percent_size_of_cost=0.7139340226489359 last_candle.percent_size_of_body=0.17241379310344962 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7139340226489359 too small
2020-03-10 06:00:20 INFO: not found applicable config for candle
2020-03-10 06:00:20 INFO: check need new order None
2020-03-10 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 06:02:00 INFO: skip by not found init order into storage
2020-03-10 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 06:02:00 INFO: skip by not found init order into storage
2020-03-10 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.45, 'low': 200.1, 'close': 200.6, 'trades': 6040, 'volume': 12771316, 'vwap': 201.68, 'lastSize': 50, 'turnover': 257563739585, 'homeNotional': 101278.02661056719, 'foreignNotional': 20425194.36964461}, {'timestamp': datetime.datetime(2020, 3, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 203.7, 'low': 202.25, 'close': 203.1, 'trades': 2583, 'volume': 4344073, 'vwap': 203.15, 'lastSize': 20, 'turnover': 88245535565, 'homeNotional': 34467.262456215554, 'foreignNotional': 7001697.945433102}, {'timestamp': datetime.datetime(2020, 3, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.6, 'high': 203.9, 'low': 202.25, 'close': 203.35, 'trades': 4515, 'volume': 8773404, 'vwap': 203.12, 'lastSize': 808, 'turnover': 178202766430, 'homeNotional': 69569.48530169975, 'foreignNotional': 14130767.460524295}]
2020-03-10 07:00:20 INFO: prepare candles [CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED'), CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN')]
2020-03-10 07:00:20 INFO: skip by colors candles=[CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED'), CandleItem(low=202.25, high=203.9, open=202.6, close=203.35, color='GREEN')]
2020-03-10 07:00:20 INFO: check need new order None
2020-03-10 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 07:02:00 INFO: skip by not found init order into storage
2020-03-10 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 07:02:00 INFO: skip by not found init order into storage
2020-03-10 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.6, 'high': 200.55, 'low': 197.2, 'close': 199.1, 'trades': 8780, 'volume': 14227425, 'vwap': 198.75, 'lastSize': 156, 'turnover': 282765310895, 'homeNotional': 112352.13828448598, 'foreignNotional': 22329712.773488335}, {'timestamp': datetime.datetime(2020, 3, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.45, 'low': 200.1, 'close': 200.6, 'trades': 6040, 'volume': 12771316, 'vwap': 201.68, 'lastSize': 50, 'turnover': 257563739585, 'homeNotional': 101278.02661056719, 'foreignNotional': 20425194.36964461}, {'timestamp': datetime.datetime(2020, 3, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 203.7, 'low': 202.25, 'close': 203.1, 'trades': 2583, 'volume': 4344073, 'vwap': 203.15, 'lastSize': 20, 'turnover': 88245535565, 'homeNotional': 34467.262456215554, 'foreignNotional': 7001697.945433102}]
2020-03-10 08:00:20 INFO: prepare candles [CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED'), CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED')]
2020-03-10 08:00:20 INFO: skip by colors candles=[CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED'), CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED'), CandleItem(low=202.25, high=203.7, open=203.35, close=203.1, color='RED')]
2020-03-10 08:00:20 INFO: check need new order None
2020-03-10 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 08:02:00 INFO: skip by not found init order into storage
2020-03-10 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 08:02:00 INFO: skip by not found init order into storage
2020-03-10 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 200.9, 'low': 198.6, 'close': 199.15, 'trades': 5108, 'volume': 6991293, 'vwap': 199.63, 'lastSize': 20, 'turnover': 139564378415, 'homeNotional': 55277.849009005426, 'foreignNotional': 11034926.0833789}, {'timestamp': datetime.datetime(2020, 3, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.6, 'high': 200.55, 'low': 197.2, 'close': 199.1, 'trades': 8780, 'volume': 14227425, 'vwap': 198.75, 'lastSize': 156, 'turnover': 282765310895, 'homeNotional': 112352.13828448598, 'foreignNotional': 22329712.773488335}, {'timestamp': datetime.datetime(2020, 3, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.1, 'high': 203.45, 'low': 200.1, 'close': 200.6, 'trades': 6040, 'volume': 12771316, 'vwap': 201.68, 'lastSize': 50, 'turnover': 257563739585, 'homeNotional': 101278.02661056719, 'foreignNotional': 20425194.36964461}]
2020-03-10 09:00:20 INFO: prepare candles [CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN'), CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED'), CandleItem(low=200.1, high=203.45, open=203.1, close=200.6, color='RED')]
2020-03-10 09:00:20 INFO: last_candle=CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN')
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too big
2020-03-10 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.1549083605322676 last_candle.percent_size_of_body=0.021739130434787445 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-10 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.1549083605322676 too small
2020-03-10 09:00:20 INFO: not found applicable config for candle
2020-03-10 09:00:20 INFO: check need new order None
2020-03-10 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 09:02:00 INFO: skip by not found init order into storage
2020-03-10 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 09:02:00 INFO: skip by not found init order into storage
2020-03-10 09:20:56 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(
2020-03-10 09:21:00 INFO: start trader process
2020-03-10 09:21:00 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 09:21:00 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 09:21:00 INFO: Authenticating with API Key.
2020-03-10 09:21:01 INFO: Connected to WS.
2020-03-10 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 199.3, 'low': 197.75, 'close': 198.35, 'trades': 4879, 'volume': 10539269, 'vwap': 198.45, 'lastSize': 20000, 'turnover': 209149469800, 'homeNotional': 83156.59293003731, 'foreignNotional': 16502274.71863437}, {'timestamp': datetime.datetime(2020, 3, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 200.9, 'low': 198.6, 'close': 199.15, 'trades': 5108, 'volume': 6991293, 'vwap': 199.63, 'lastSize': 20, 'turnover': 139564378415, 'homeNotional': 55277.849009005426, 'foreignNotional': 11034926.0833789}, {'timestamp': datetime.datetime(2020, 3, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.6, 'high': 200.55, 'low': 197.2, 'close': 199.1, 'trades': 8780, 'volume': 14227425, 'vwap': 198.75, 'lastSize': 156, 'turnover': 282765310895, 'homeNotional': 112352.13828448598, 'foreignNotional': 22329712.773488335}]
2020-03-10 10:00:20 INFO: prepare candles [CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN'), CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED')]
2020-03-10 10:00:20 INFO: skip by colors candles=[CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN'), CandleItem(low=197.2, high=200.55, open=200.6, close=199.1, color='RED')]
2020-03-10 10:00:20 INFO: check need new order None
/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(
2020-03-10 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 10:02:00 INFO: skip by not found init order into storage
2020-03-10 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 10:02:00 INFO: skip by not found init order into storage
2020-03-10 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 204.55, 'low': 198.2, 'close': 203.6, 'trades': 11680, 'volume': 23519019, 'vwap': 202.02, 'lastSize': 75, 'turnover': 475118070445, 'homeNotional': 187656.51636042751, 'foreignNotional': 37911450.07535342}, {'timestamp': datetime.datetime(2020, 3, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 199.3, 'low': 197.75, 'close': 198.35, 'trades': 4879, 'volume': 10539269, 'vwap': 198.45, 'lastSize': 20000, 'turnover': 209149469800, 'homeNotional': 83156.59293003731, 'foreignNotional': 16502274.71863437}, {'timestamp': datetime.datetime(2020, 3, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.1, 'high': 200.9, 'low': 198.6, 'close': 199.15, 'trades': 5108, 'volume': 6991293, 'vwap': 199.63, 'lastSize': 20, 'turnover': 139564378415, 'homeNotional': 55277.849009005426, 'foreignNotional': 11034926.0833789}]
2020-03-10 11:00:20 INFO: prepare candles [CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN')]
2020-03-10 11:00:20 INFO: skip by colors candles=[CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED'), CandleItem(low=198.6, high=200.9, open=199.1, close=199.15, color='GREEN')]
2020-03-10 11:00:20 INFO: check need new order None
2020-03-10 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 204.6, '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': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 50, 47000, tzinfo=tzlocal())}
2020-03-10 11:02:00 INFO: skip by not found init order into storage
2020-03-10 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal())}
2020-03-10 11:02:00 INFO: skip by not found init order into storage
2020-03-10 11:09:26 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-10T11:09:26.081Z', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-10 11:09:26 INFO: skip event a38665b500534414b2c6e936a0ce8c05 
2020-03-10 11:09:26 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'price': 204.6, 'workingIndicator': True, 'transactTime': '2020-03-10T11:09:26.081Z', 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T11:09:26.081Z'}
2020-03-10 11:09:26 INFO: skip event a38665b500534414b2c6e936a0ce8c05 
2020-03-10 11:09:26 INFO: process event {'orderID': 'd3a08d3e-231b-4d0c-1c39-de7e3488feef', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 204.6, 'clOrdID': 'a38665b500534414b2c6e936a0ce8c05', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-10T11:09:26.081Z'}
2020-03-10 11:09:26 INFO: add new event={'uid': 'a38665b500534414b2c6e936a0ce8c05', 'status': 'Filled'}
2020-03-10 11:09:26 INFO: start process event--------------------------------------------
2020-03-10 11:09:26 INFO: fetch new order event a38665b500534414b2c6e936a0ce8c05
2020-03-10 11:09:26 INFO: fetch orders by event init=None profit_pair=61bedc41d2c344a3805326bbc2fec5f2
2020-03-10 11:09:26 INFO: process profit order filled
2020-03-10 11:09:27 INFO: process event {'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-10T11:09:27.544Z', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-10 11:09:27 INFO: skip event 61bedc41d2c344a3805326bbc2fec5f2 Canceled
2020-03-10 11:09:27 INFO: cancel order=61bedc41d2c344a3805326bbc2fec5f2 [{'orderID': '245930c9-a5c7-d788-0b9a-ac81455cbd3c', 'clOrdID': '61bedc41d2c344a3805326bbc2fec5f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 184.75, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 10, 2, 59, 56, 728000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 10, 11, 9, 27, 544000, tzinfo=tzlocal())}]
2020-03-10 11:09:27 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-10 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 205.5, 'low': 202.65, 'close': 203.35, 'trades': 9796, 'volume': 17950986, 'vwap': 204.01, 'lastSize': 100, 'turnover': 366217219610, 'homeNotional': 145023.91664832222, 'foreignNotional': 29586386.82992667}, {'timestamp': datetime.datetime(2020, 3, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 204.55, 'low': 198.2, 'close': 203.6, 'trades': 11680, 'volume': 23519019, 'vwap': 202.02, 'lastSize': 75, 'turnover': 475118070445, 'homeNotional': 187656.51636042751, 'foreignNotional': 37911450.07535342}, {'timestamp': datetime.datetime(2020, 3, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 199.3, 'low': 197.75, 'close': 198.35, 'trades': 4879, 'volume': 10539269, 'vwap': 198.45, 'lastSize': 20000, 'turnover': 209149469800, 'homeNotional': 83156.59293003731, 'foreignNotional': 16502274.71863437}]
2020-03-10 12:00:20 INFO: prepare candles [CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED')]
2020-03-10 12:00:20 INFO: skip by colors candles=[CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN'), CandleItem(low=197.75, high=199.3, open=199.15, close=198.35, color='RED')]
2020-03-10 12:00:20 INFO: check need new order None
2020-03-10 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 207.0, 'low': 203.3, 'close': 206.0, 'trades': 8846, 'volume': 15351663, 'vwap': 205.05, 'lastSize': 8, 'turnover': 314784902315, 'homeNotional': 124519.87929838002, 'foreignNotional': 25533109.560558356}, {'timestamp': datetime.datetime(2020, 3, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 205.5, 'low': 202.65, 'close': 203.35, 'trades': 9796, 'volume': 17950986, 'vwap': 204.01, 'lastSize': 100, 'turnover': 366217219610, 'homeNotional': 145023.91664832222, 'foreignNotional': 29586386.82992667}, {'timestamp': datetime.datetime(2020, 3, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 204.55, 'low': 198.2, 'close': 203.6, 'trades': 11680, 'volume': 23519019, 'vwap': 202.02, 'lastSize': 75, 'turnover': 475118070445, 'homeNotional': 187656.51636042751, 'foreignNotional': 37911450.07535342}]
2020-03-10 13:00:20 INFO: prepare candles [CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN')]
2020-03-10 13:00:20 INFO: skip by colors candles=[CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED'), CandleItem(low=198.2, high=204.55, open=198.35, close=203.6, color='GREEN')]
2020-03-10 13:00:20 INFO: check need new order None
2020-03-10 13:41:50 WARNING: handle interrupt sig 2 False
2020-03-10 13:41:50 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(
2020-03-10 13:41:54 INFO: start trader process
2020-03-10 13:41:54 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 13:41:54 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 13:41:54 INFO: Authenticating with API Key.
2020-03-10 13:41:55 INFO: Connected to WS.
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: init new order start
2020-03-10 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 206.6, 'low': 201.8, 'close': 203.05, 'trades': 11562, 'volume': 17184832, 'vwap': 204.06, 'lastSize': 1, 'turnover': 350664003205, 'homeNotional': 139182.53977250942, 'foreignNotional': 28401575.951001924}, {'timestamp': datetime.datetime(2020, 3, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 207.0, 'low': 203.3, 'close': 206.0, 'trades': 8846, 'volume': 15351663, 'vwap': 205.05, 'lastSize': 8, 'turnover': 314784902315, 'homeNotional': 124519.87929838002, 'foreignNotional': 25533109.560558356}, {'timestamp': datetime.datetime(2020, 3, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 205.5, 'low': 202.65, 'close': 203.35, 'trades': 9796, 'volume': 17950986, 'vwap': 204.01, 'lastSize': 100, 'turnover': 366217219610, 'homeNotional': 145023.91664832222, 'foreignNotional': 29586386.82992667}]
2020-03-10 14:00:20 INFO: prepare candles [CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED')]
2020-03-10 14:00:20 INFO: skip by colors candles=[CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN'), CandleItem(low=202.65, high=205.5, open=203.6, close=203.35, color='RED')]
2020-03-10 14:00:20 INFO: check need new order None
2020-03-10 14:00:20 INFO: init new order start
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:00:20 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 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(
2020-03-10 14:02:00 INFO: clearing end
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 14:02:00 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: init new order start
2020-03-10 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.05, 'high': 205.5, 'low': 203.05, 'close': 203.6, 'trades': 6541, 'volume': 9334733, 'vwap': 204.12, 'lastSize': 155, 'turnover': 190538247085, 'homeNotional': 75411.65176338734, 'foreignNotional': 15392928.030435506}, {'timestamp': datetime.datetime(2020, 3, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 206.6, 'low': 201.8, 'close': 203.05, 'trades': 11562, 'volume': 17184832, 'vwap': 204.06, 'lastSize': 1, 'turnover': 350664003205, 'homeNotional': 139182.53977250942, 'foreignNotional': 28401575.951001924}, {'timestamp': datetime.datetime(2020, 3, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.35, 'high': 207.0, 'low': 203.3, 'close': 206.0, 'trades': 8846, 'volume': 15351663, 'vwap': 205.05, 'lastSize': 8, 'turnover': 314784902315, 'homeNotional': 124519.87929838002, 'foreignNotional': 25533109.560558356}]
2020-03-10 15:00:20 INFO: prepare candles [CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN')]
2020-03-10 15:00:20 INFO: skip by colors candles=[CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED'), CandleItem(low=203.3, high=207.0, open=203.35, close=206.0, color='GREEN')]
2020-03-10 15:00:20 INFO: check need new order None
2020-03-10 15:00:20 INFO: init new order start
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:00:20 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: clearing start
2020-03-10 15:02:00 INFO: clearing end
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 15:02:00 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: init new order start
2020-03-10 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 203.65, 'low': 196.3, 'close': 196.85, 'trades': 16384, 'volume': 30524642, 'vwap': 199.78, 'lastSize': 9874, 'turnover': 609805046265, 'homeNotional': 240694.02398016694, 'foreignNotional': 48089446.132972784}, {'timestamp': datetime.datetime(2020, 3, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.05, 'high': 205.5, 'low': 203.05, 'close': 203.6, 'trades': 6541, 'volume': 9334733, 'vwap': 204.12, 'lastSize': 155, 'turnover': 190538247085, 'homeNotional': 75411.65176338734, 'foreignNotional': 15392928.030435506}, {'timestamp': datetime.datetime(2020, 3, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 206.6, 'low': 201.8, 'close': 203.05, 'trades': 11562, 'volume': 17184832, 'vwap': 204.06, 'lastSize': 1, 'turnover': 350664003205, 'homeNotional': 139182.53977250942, 'foreignNotional': 28401575.951001924}]
2020-03-10 16:00:20 INFO: prepare candles [CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED'), CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED')]
2020-03-10 16:00:20 INFO: skip by colors candles=[CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED'), CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN'), CandleItem(low=201.8, high=206.6, open=206.0, close=203.05, color='RED')]
2020-03-10 16:00:20 INFO: check need new order None
2020-03-10 16:00:20 INFO: init new order start
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:00:20 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: clearing start
2020-03-10 16:02:00 INFO: clearing end
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:02:00 INFO: 
2020-03-10 16:53:29 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(
2020-03-10 16:53:33 INFO: start trader process
2020-03-10 16:53:33 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 16:53:33 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 16:53:33 INFO: Authenticating with API Key.
2020-03-10 16:53:34 INFO: Connected to WS.
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: init new order start
2020-03-10 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.85, 'high': 200.05, 'low': 196.0, 'close': 199.4, 'trades': 10209, 'volume': 16546463, 'vwap': 198.5, 'lastSize': 25, 'turnover': 328435810135, 'homeNotional': 129287.37048337338, 'foreignNotional': 25663068.86525779}, {'timestamp': datetime.datetime(2020, 3, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 203.65, 'low': 196.3, 'close': 196.85, 'trades': 16384, 'volume': 30524642, 'vwap': 199.78, 'lastSize': 9874, 'turnover': 609805046265, 'homeNotional': 240694.02398016694, 'foreignNotional': 48089446.132972784}, {'timestamp': datetime.datetime(2020, 3, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.05, 'high': 205.5, 'low': 203.05, 'close': 203.6, 'trades': 6541, 'volume': 9334733, 'vwap': 204.12, 'lastSize': 155, 'turnover': 190538247085, 'homeNotional': 75411.65176338734, 'foreignNotional': 15392928.030435506}]
2020-03-10 17:00:20 INFO: prepare candles [CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN'), CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED'), CandleItem(low=203.05, high=205.5, open=203.05, close=203.6, color='GREEN')]
2020-03-10 17:00:20 INFO: skip by colors candles=[]
2020-03-10 17:00:20 INFO: check need new order None
2020-03-10 17:00:20 INFO: init new order start
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:00:20 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-10 17:02:00 INFO: clearing end
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:02:00 INFO: 
2020-03-10 17:04:09 WARNING: handle interrupt sig 2 False
2020-03-10 17:04:09 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(
2020-03-10 17:04:12 INFO: start trader process
2020-03-10 17:04:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 17:04:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 17:04:12 INFO: Authenticating with API Key.
2020-03-10 17:04:13 INFO: Connected to WS.
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: init new order start
2020-03-10 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.4, 'high': 201.6, 'low': 198.5, 'close': 201.4, 'trades': 7101, 'volume': 11262353, 'vwap': 200.0, 'lastSize': 1, 'turnover': 225246507950, 'homeNotional': 88613.15026033706, 'foreignNotional': 17722655.231393855}, {'timestamp': datetime.datetime(2020, 3, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.85, 'high': 200.05, 'low': 196.0, 'close': 199.4, 'trades': 10209, 'volume': 16546463, 'vwap': 198.5, 'lastSize': 25, 'turnover': 328435810135, 'homeNotional': 129287.37048337338, 'foreignNotional': 25663068.86525779}, {'timestamp': datetime.datetime(2020, 3, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.6, 'high': 203.65, 'low': 196.3, 'close': 196.85, 'trades': 16384, 'volume': 30524642, 'vwap': 199.78, 'lastSize': 9874, 'turnover': 609805046265, 'homeNotional': 240694.02398016694, 'foreignNotional': 48089446.132972784}]
2020-03-10 18:00:20 INFO: prepare candles [CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN'), CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN'), CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED')]
2020-03-10 18:00:20 INFO: skip by colors first_candle=CandleItem(low=196.3, high=203.65, open=203.6, close=196.85, color='RED') second_candle=CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN') last_candle=CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN')
2020-03-10 18:00:20 INFO: check need new order None
2020-03-10 18:00:20 INFO: init new order start
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:00:20 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-10 18:02:00 INFO: clearing end
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 18:02:00 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: init new order start
2020-03-10 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.4, 'low': 198.3, 'close': 199.3, 'trades': 8120, 'volume': 15044853, 'vwap': 199.37, 'lastSize': 3, 'turnover': 299946100785, 'homeNotional': 118095.23514355221, 'foreignNotional': 23544506.177186094}, {'timestamp': datetime.datetime(2020, 3, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.4, 'high': 201.6, 'low': 198.5, 'close': 201.4, 'trades': 7101, 'volume': 11262353, 'vwap': 200.0, 'lastSize': 1, 'turnover': 225246507950, 'homeNotional': 88613.15026033706, 'foreignNotional': 17722655.231393855}, {'timestamp': datetime.datetime(2020, 3, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 196.85, 'high': 200.05, 'low': 196.0, 'close': 199.4, 'trades': 10209, 'volume': 16546463, 'vwap': 198.5, 'lastSize': 25, 'turnover': 328435810135, 'homeNotional': 129287.37048337338, 'foreignNotional': 25663068.86525779}]
2020-03-10 19:00:20 INFO: prepare candles [CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED'), CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN'), CandleItem(low=196.0, high=200.05, open=196.85, close=199.4, color='GREEN')]
2020-03-10 19:00:20 INFO: last_candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49))
2020-03-10 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-10 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')
2020-03-10 19:00:20 INFO: skip by CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-10 19:00:20 INFO: not found applicable config for candle
2020-03-10 19:00:20 INFO: check need new order None
2020-03-10 19:00:20 INFO: init new order start
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:00:20 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: 
2020-03-10 19:02:00 INFO: clearing start
2020-03-10 19:02:01 INFO: clearing end
2020-03-10 19:02:01 INFO: 
2020-03-10 19:02:01 INFO: 
2020-03-10 19:02:01 INFO: 
2020-03-10 19:02:01 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: init new order start
2020-03-10 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 202.5, 'low': 198.8, 'close': 202.35, 'trades': 5891, 'volume': 8928788, 'vwap': 200.76, 'lastSize': 85, 'turnover': 179252344460, 'homeNotional': 70610.48180144129, 'foreignNotional': 14175808.010168524}, {'timestamp': datetime.datetime(2020, 3, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.4, 'low': 198.3, 'close': 199.3, 'trades': 8120, 'volume': 15044853, 'vwap': 199.37, 'lastSize': 3, 'turnover': 299946100785, 'homeNotional': 118095.23514355221, 'foreignNotional': 23544506.177186094}, {'timestamp': datetime.datetime(2020, 3, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.4, 'high': 201.6, 'low': 198.5, 'close': 201.4, 'trades': 7101, 'volume': 11262353, 'vwap': 200.0, 'lastSize': 1, 'turnover': 225246507950, 'homeNotional': 88613.15026033706, 'foreignNotional': 17722655.231393855}]
2020-03-10 20:00:20 INFO: prepare candles [CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN'), CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED'), CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN')]
2020-03-10 20:00:20 INFO: skip by colors first_candle=CandleItem(low=198.5, high=201.6, open=199.4, close=201.4, color='GREEN') second_candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') last_candle=CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN')
2020-03-10 20:00:20 INFO: check need new order None
2020-03-10 20:00:20 INFO: init new order start
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:00:20 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: clearing start
2020-03-10 20:02:00 INFO: clearing end
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 20:02:00 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: init new order start
2020-03-10 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 204.4, 'low': 200.65, 'close': 203.25, 'trades': 8544, 'volume': 13646807, 'vwap': 202.66, 'lastSize': 4127, 'turnover': 276565745700, 'homeNotional': 108803.25495211077, 'foreignNotional': 22050412.9255575}, {'timestamp': datetime.datetime(2020, 3, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 202.5, 'low': 198.8, 'close': 202.35, 'trades': 5891, 'volume': 8928788, 'vwap': 200.76, 'lastSize': 85, 'turnover': 179252344460, 'homeNotional': 70610.48180144129, 'foreignNotional': 14175808.010168524}, {'timestamp': datetime.datetime(2020, 3, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.4, 'low': 198.3, 'close': 199.3, 'trades': 8120, 'volume': 15044853, 'vwap': 199.37, 'lastSize': 3, 'turnover': 299946100785, 'homeNotional': 118095.23514355221, 'foreignNotional': 23544506.177186094}]
2020-03-10 21:00:20 INFO: prepare candles [CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN'), CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN'), CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED')]
2020-03-10 21:00:20 INFO: skip by colors first_candle=CandleItem(low=198.3, high=201.4, open=201.4, close=199.3, color='RED') second_candle=CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN') last_candle=CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN')
2020-03-10 21:00:20 INFO: check need new order None
2020-03-10 21:00:20 INFO: init new order start
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:00:20 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: clearing start
2020-03-10 21:02:00 INFO: clearing end
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 21:02:00 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: 
2020-03-10 22:00:20 INFO: init new order start
2020-03-10 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 203.75, 'low': 201.85, 'close': 202.7, 'trades': 3533, 'volume': 4052289, 'vwap': 202.89, 'lastSize': 2904, 'turnover': 82214335175, 'homeNotional': 32391.369279013972, 'foreignNotional': 6571725.188018668}, {'timestamp': datetime.datetime(2020, 3, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 204.4, 'low': 200.65, 'close': 203.25, 'trades': 8544, 'volume': 13646807, 'vwap': 202.66, 'lastSize': 4127, 'turnover': 276565745700, 'homeNotional': 108803.25495211077, 'foreignNotional': 22050412.9255575}, {'timestamp': datetime.datetime(2020, 3, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 202.5, 'low': 198.8, 'close': 202.35, 'trades': 5891, 'volume': 8928788, 'vwap': 200.76, 'lastSize': 85, 'turnover': 179252344460, 'homeNotional': 70610.48180144129, 'foreignNotional': 14175808.010168524}]
2020-03-10 22:00:20 INFO: prepare candles [CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN'), CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN')]
2020-03-10 22:00:20 INFO: last_candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: skip by CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-10 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-10 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')
2020-03-10 22:00:20 INFO: apply filter None to candle=CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN')
2020-03-10 22:00:20 INFO: apply filter None to candle=CandleItem(low=198.8, high=202.5, open=199.3, close=202.35, color='GREEN')
2020-03-10 22:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-10 22:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-10 22:00:20 INFO: place order: start candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-10 22:00:20 INFO: place order: side_factor=1 init_trigger_price=201.79999999999998 init_order_price=201.75 stop_price_offset=0.0 candle.size=1.9000000000000057 stop_price=203.75 take_price=195.1
2020-03-10 22:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('201.799999999999982946974341757595539093017578125') init_order_price=Decimal('201.75') stop_price_offset=0.0 candle.size=1.9000000000000057 stop_price=Decimal('203.75') take_price=Decimal('195.099999999999994315658113919198513031005859375')
Traceback (most recent call last):
  File "app/trader.py", line 132, in <module>
    main()
  File "app/trader.py", line 92, in main
    order = place_order_init(init_price_offset=INIT_ORDER_PRICE_OFFSET,
  File "/home/crypto/current/app/init_order_operations.py", line 161, in place_order_init
    qty = round(INIT_ORDER_SIZE_IN_BTC / ((min(init_trigger_price, stop_price) - max(init_trigger_price, stop_price)) * 0.000001))
TypeError: unsupported operand type(s) for *: 'decimal.Decimal' and 'float'
/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(
2020-03-10 22:00:24 INFO: start trader process
2020-03-10 22:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-10 22:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-10 22:00:24 INFO: Authenticating with API Key.
2020-03-10 22:00:25 INFO: Connected to WS.
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: init new order start
2020-03-10 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 203.6, 'low': 202.25, 'close': 203.3, 'trades': 4737, 'volume': 6751455, 'vwap': 203.1, 'lastSize': 260, 'turnover': 137121873665, 'homeNotional': 53865.13016567316, 'foreignNotional': 10940023.101897772}, {'timestamp': datetime.datetime(2020, 3, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 203.75, 'low': 201.85, 'close': 202.7, 'trades': 3533, 'volume': 4052289, 'vwap': 202.89, 'lastSize': 2904, 'turnover': 82214335175, 'homeNotional': 32391.369279013972, 'foreignNotional': 6571725.188018668}, {'timestamp': datetime.datetime(2020, 3, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 204.4, 'low': 200.65, 'close': 203.25, 'trades': 8544, 'volume': 13646807, 'vwap': 202.66, 'lastSize': 4127, 'turnover': 276565745700, 'homeNotional': 108803.25495211077, 'foreignNotional': 22050412.9255575}]
2020-03-10 23:00:20 INFO: prepare candles [CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN'), CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED'), CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN')]
2020-03-10 23:00:20 INFO: skip by colors first_candle=CandleItem(low=200.65, high=204.4, open=202.35, close=203.25, color='GREEN') second_candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') last_candle=CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN')
2020-03-10 23:00:20 INFO: check need new order None
2020-03-10 23:00:20 INFO: init new order start
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:00:20 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 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(
2020-03-10 23:02:00 INFO: clearing end
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-10 23:02:00 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: 
2020-03-11 00:00:20 INFO: init new order start
2020-03-11 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 203.3, 'low': 200.05, 'close': 200.85, 'trades': 7916, 'volume': 12768365, 'vwap': 201.27, 'lastSize': 1431, 'turnover': 256982667245, 'homeNotional': 100965.43712742043, 'foreignNotional': 20320957.357284743}, {'timestamp': datetime.datetime(2020, 3, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 203.6, 'low': 202.25, 'close': 203.3, 'trades': 4737, 'volume': 6751455, 'vwap': 203.1, 'lastSize': 260, 'turnover': 137121873665, 'homeNotional': 53865.13016567316, 'foreignNotional': 10940023.101897772}, {'timestamp': datetime.datetime(2020, 3, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.25, 'high': 203.75, 'low': 201.85, 'close': 202.7, 'trades': 3533, 'volume': 4052289, 'vwap': 202.89, 'lastSize': 2904, 'turnover': 82214335175, 'homeNotional': 32391.369279013972, 'foreignNotional': 6571725.188018668}]
2020-03-11 00:00:21 INFO: prepare candles [CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED'), CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN'), CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED')]
2020-03-11 00:00:21 INFO: skip by colors first_candle=CandleItem(low=201.85, high=203.75, open=203.25, close=202.7, color='RED') second_candle=CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN') last_candle=CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED')
2020-03-11 00:00:21 INFO: check need new order None
2020-03-11 00:00:21 INFO: init new order start
2020-03-11 00:00:21 INFO: 
2020-03-11 00:00:21 INFO: 
2020-03-11 00:00:21 INFO: 
2020-03-11 00:00:21 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: clearing start
2020-03-11 00:02:00 INFO: clearing end
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 00:02:00 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: init new order start
2020-03-11 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.85, 'high': 202.8, 'low': 200.05, 'close': 202.3, 'trades': 4468, 'volume': 6427072, 'vwap': 201.51, 'lastSize': 59, 'turnover': 129508195595, 'homeNotional': 50923.52868822359, 'foreignNotional': 10261385.738111932}, {'timestamp': datetime.datetime(2020, 3, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 203.3, 'low': 200.05, 'close': 200.85, 'trades': 7916, 'volume': 12768365, 'vwap': 201.27, 'lastSize': 1431, 'turnover': 256982667245, 'homeNotional': 100965.43712742043, 'foreignNotional': 20320957.357284743}, {'timestamp': datetime.datetime(2020, 3, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.7, 'high': 203.6, 'low': 202.25, 'close': 203.3, 'trades': 4737, 'volume': 6751455, 'vwap': 203.1, 'lastSize': 260, 'turnover': 137121873665, 'homeNotional': 53865.13016567316, 'foreignNotional': 10940023.101897772}]
2020-03-11 01:00:20 INFO: prepare candles [CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN'), CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED'), CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN')]
2020-03-11 01:00:20 INFO: skip by colors first_candle=CandleItem(low=202.25, high=203.6, open=202.7, close=203.3, color='GREEN') second_candle=CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED') last_candle=CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN')
2020-03-11 01:00:20 INFO: check need new order None
2020-03-11 01:00:20 INFO: init new order start
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:00:20 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: clearing start
2020-03-11 01:02:00 INFO: clearing end
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 01:02:00 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: init new order start
2020-03-11 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.15, 'low': 201.5, 'close': 202.4, 'trades': 3507, 'volume': 6649746, 'vwap': 202.32, 'lastSize': 265, 'turnover': 134532254390, 'homeNotional': 52762.665226151395, 'foreignNotional': 10674565.242161496}, {'timestamp': datetime.datetime(2020, 3, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.85, 'high': 202.8, 'low': 200.05, 'close': 202.3, 'trades': 4468, 'volume': 6427072, 'vwap': 201.51, 'lastSize': 59, 'turnover': 129508195595, 'homeNotional': 50923.52868822359, 'foreignNotional': 10261385.738111932}, {'timestamp': datetime.datetime(2020, 3, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 203.3, 'high': 203.3, 'low': 200.05, 'close': 200.85, 'trades': 7916, 'volume': 12768365, 'vwap': 201.27, 'lastSize': 1431, 'turnover': 256982667245, 'homeNotional': 100965.43712742043, 'foreignNotional': 20320957.357284743}]
2020-03-11 02:00:20 INFO: prepare candles [CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN'), CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN'), CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED')]
2020-03-11 02:00:20 INFO: skip by colors first_candle=CandleItem(low=200.05, high=203.3, open=203.3, close=200.85, color='RED') second_candle=CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN') last_candle=CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN')
2020-03-11 02:00:20 INFO: check need new order None
2020-03-11 02:00:20 INFO: init new order start
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:00:20 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: clearing start
2020-03-11 02:02:00 INFO: clearing end
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 02:02:00 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: init new order start
2020-03-11 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.4, 'high': 202.7, 'low': 200.55, 'close': 201.0, 'trades': 3059, 'volume': 3878299, 'vwap': 201.41, 'lastSize': 20, 'turnover': 78110367175, 'homeNotional': 30692.518424423346, 'foreignNotional': 6181602.798322554}, {'timestamp': datetime.datetime(2020, 3, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.15, 'low': 201.5, 'close': 202.4, 'trades': 3507, 'volume': 6649746, 'vwap': 202.32, 'lastSize': 265, 'turnover': 134532254390, 'homeNotional': 52762.665226151395, 'foreignNotional': 10674565.242161496}, {'timestamp': datetime.datetime(2020, 3, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.85, 'high': 202.8, 'low': 200.05, 'close': 202.3, 'trades': 4468, 'volume': 6427072, 'vwap': 201.51, 'lastSize': 59, 'turnover': 129508195595, 'homeNotional': 50923.52868822359, 'foreignNotional': 10261385.738111932}]
2020-03-11 03:00:20 INFO: prepare candles [CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED'), CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN'), CandleItem(low=200.05, high=202.8, open=200.85, close=202.3, color='GREEN')]
2020-03-11 03:00:20 INFO: last_candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49))
2020-03-11 03:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 03:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')
2020-03-11 03:00:20 INFO: skip by CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 03:00:20 INFO: not found applicable config for candle
2020-03-11 03:00:20 INFO: check need new order None
2020-03-11 03:00:20 INFO: init new order start
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:00:20 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: clearing start
2020-03-11 03:02:00 INFO: clearing end
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 03:02:00 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: 
2020-03-11 04:00:20 INFO: init new order start
2020-03-11 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.0, 'high': 202.35, 'low': 200.4, 'close': 201.85, 'trades': 2862, 'volume': 3453590, 'vwap': 201.44, 'lastSize': 2338, 'turnover': 69567559075, 'homeNotional': 27334.48294623566, 'foreignNotional': 5506162.164423705}, {'timestamp': datetime.datetime(2020, 3, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.4, 'high': 202.7, 'low': 200.55, 'close': 201.0, 'trades': 3059, 'volume': 3878299, 'vwap': 201.41, 'lastSize': 20, 'turnover': 78110367175, 'homeNotional': 30692.518424423346, 'foreignNotional': 6181602.798322554}, {'timestamp': datetime.datetime(2020, 3, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.15, 'low': 201.5, 'close': 202.4, 'trades': 3507, 'volume': 6649746, 'vwap': 202.32, 'lastSize': 265, 'turnover': 134532254390, 'homeNotional': 52762.665226151395, 'foreignNotional': 10674565.242161496}]
2020-03-11 04:00:21 INFO: prepare candles [CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN'), CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED'), CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN')]
2020-03-11 04:00:21 INFO: skip by colors first_candle=CandleItem(low=201.5, high=203.15, open=202.3, close=202.4, color='GREEN') second_candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') last_candle=CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN')
2020-03-11 04:00:21 INFO: check need new order None
2020-03-11 04:00:21 INFO: init new order start
2020-03-11 04:00:21 INFO: 
2020-03-11 04:00:21 INFO: 
2020-03-11 04:00:21 INFO: 
2020-03-11 04:00:21 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: clearing start
2020-03-11 04:02:00 INFO: clearing end
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 04:02:00 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: init new order start
2020-03-11 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.85, 'high': 202.3, 'low': 200.75, 'close': 200.8, 'trades': 2185, 'volume': 2882383, 'vwap': 201.37, 'lastSize': 120, 'turnover': 58042034370, 'homeNotional': 22835.574143252816, 'foreignNotional': 4598368.949380135}, {'timestamp': datetime.datetime(2020, 3, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.0, 'high': 202.35, 'low': 200.4, 'close': 201.85, 'trades': 2862, 'volume': 3453590, 'vwap': 201.44, 'lastSize': 2338, 'turnover': 69567559075, 'homeNotional': 27334.48294623566, 'foreignNotional': 5506162.164423705}, {'timestamp': datetime.datetime(2020, 3, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 202.4, 'high': 202.7, 'low': 200.55, 'close': 201.0, 'trades': 3059, 'volume': 3878299, 'vwap': 201.41, 'lastSize': 20, 'turnover': 78110367175, 'homeNotional': 30692.518424423346, 'foreignNotional': 6181602.798322554}]
2020-03-11 05:00:20 INFO: prepare candles [CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED'), CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN'), CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED')]
2020-03-11 05:00:20 INFO: skip by colors first_candle=CandleItem(low=200.55, high=202.7, open=202.4, close=201.0, color='RED') second_candle=CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN') last_candle=CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED')
2020-03-11 05:00:20 INFO: check need new order None
2020-03-11 05:00:20 INFO: init new order start
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:00:20 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: clearing start
2020-03-11 05:02:00 INFO: clearing end
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 05:02:00 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: init new order start
2020-03-11 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 200.85, 'low': 198.7, 'close': 199.55, 'trades': 6492, 'volume': 10495069, 'vwap': 199.73, 'lastSize': 1000, 'turnover': 209612458260, 'homeNotional': 82814.60837572643, 'foreignNotional': 16540184.323322905}, {'timestamp': datetime.datetime(2020, 3, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.85, 'high': 202.3, 'low': 200.75, 'close': 200.8, 'trades': 2185, 'volume': 2882383, 'vwap': 201.37, 'lastSize': 120, 'turnover': 58042034370, 'homeNotional': 22835.574143252816, 'foreignNotional': 4598368.949380135}, {'timestamp': datetime.datetime(2020, 3, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.0, 'high': 202.35, 'low': 200.4, 'close': 201.85, 'trades': 2862, 'volume': 3453590, 'vwap': 201.44, 'lastSize': 2338, 'turnover': 69567559075, 'homeNotional': 27334.48294623566, 'foreignNotional': 5506162.164423705}]
2020-03-11 06:00:20 INFO: prepare candles [CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED'), CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED'), CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN')]
2020-03-11 06:00:20 INFO: skip by colors first_candle=CandleItem(low=200.4, high=202.35, open=201.0, close=201.85, color='GREEN') second_candle=CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED') last_candle=CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED')
2020-03-11 06:00:20 INFO: check need new order None
2020-03-11 06:00:20 INFO: init new order start
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:00:20 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: clearing start
2020-03-11 06:02:00 INFO: clearing end
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 06:02:00 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: init new order start
2020-03-11 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 200.45, 'low': 198.1, 'close': 198.35, 'trades': 4053, 'volume': 4625922, 'vwap': 199.29, 'lastSize': 100, 'turnover': 92188260610, 'homeNotional': 36321.77982484136, 'foreignNotional': 7238475.760419914}, {'timestamp': datetime.datetime(2020, 3, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 200.85, 'low': 198.7, 'close': 199.55, 'trades': 6492, 'volume': 10495069, 'vwap': 199.73, 'lastSize': 1000, 'turnover': 209612458260, 'homeNotional': 82814.60837572643, 'foreignNotional': 16540184.323322905}, {'timestamp': datetime.datetime(2020, 3, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 201.85, 'high': 202.3, 'low': 200.75, 'close': 200.8, 'trades': 2185, 'volume': 2882383, 'vwap': 201.37, 'lastSize': 120, 'turnover': 58042034370, 'homeNotional': 22835.574143252816, 'foreignNotional': 4598368.949380135}]
2020-03-11 07:00:20 INFO: prepare candles [CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED'), CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED'), CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED')]
2020-03-11 07:00:20 INFO: skip by colors first_candle=CandleItem(low=200.75, high=202.3, open=201.85, close=200.8, color='RED') second_candle=CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED') last_candle=CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED')
2020-03-11 07:00:20 INFO: check need new order None
2020-03-11 07:00:20 INFO: init new order start
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:00:20 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: clearing start
2020-03-11 07:02:00 INFO: clearing end
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:02:00 INFO: 
2020-03-11 07:41:51 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(
2020-03-11 07:41:55 INFO: start trader process
2020-03-11 07:41:55 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-11 07:41:55 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-11 07:41:55 INFO: Authenticating with API Key.
2020-03-11 07:41:56 INFO: Connected to WS.
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: init new order start
2020-03-11 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 199.7, 'low': 197.5, 'close': 199.15, 'trades': 4713, 'volume': 5812114, 'vwap': 198.65, 'lastSize': 1, 'turnover': 115452310310, 'homeNotional': 45633.769684918625, 'foreignNotional': 9064768.26200478}, {'timestamp': datetime.datetime(2020, 3, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 200.45, 'low': 198.1, 'close': 198.35, 'trades': 4053, 'volume': 4625922, 'vwap': 199.29, 'lastSize': 100, 'turnover': 92188260610, 'homeNotional': 36321.77982484136, 'foreignNotional': 7238475.760419914}, {'timestamp': datetime.datetime(2020, 3, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 200.8, 'high': 200.85, 'low': 198.7, 'close': 199.55, 'trades': 6492, 'volume': 10495069, 'vwap': 199.73, 'lastSize': 1000, 'turnover': 209612458260, 'homeNotional': 82814.60837572643, 'foreignNotional': 16540184.323322905}]
2020-03-11 08:00:20 INFO: prepare candles [CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN'), CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED'), CandleItem(low=198.7, high=200.85, open=200.8, close=199.55, color='RED')]
2020-03-11 08:00:20 INFO: last_candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), second_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.69))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.2, max=1.0))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.9, max=0.99), body=MinMaxFilter(min=0.0, max=0.49))
2020-03-11 08:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 08:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')
2020-03-11 08:00:20 INFO: skip by CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 08:00:20 INFO: not found applicable config for candle
2020-03-11 08:00:20 INFO: check need new order None
2020-03-11 08:00:20 INFO: init new order start
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:00:20 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 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(
2020-03-11 08:02:00 INFO: clearing end
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:02:00 INFO: 
2020-03-11 08:11:12 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(
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: 
2020-03-11 08:11:16 INFO: start trader process
2020-03-11 08:11:16 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-11 08:11:16 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-11 08:11:16 INFO: Authenticating with API Key.
2020-03-11 08:11:17 INFO: Connected to WS.
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: init new order start
2020-03-11 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 201.0, 'low': 198.0, 'close': 198.55, 'trades': 5897, 'volume': 8675909, 'vwap': 199.38, 'lastSize': 10, 'turnover': 172976747275, 'homeNotional': 68206.42035202688, 'foreignNotional': 13598992.36215588}, {'timestamp': datetime.datetime(2020, 3, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 199.7, 'low': 197.5, 'close': 199.15, 'trades': 4713, 'volume': 5812114, 'vwap': 198.65, 'lastSize': 1, 'turnover': 115452310310, 'homeNotional': 45633.769684918625, 'foreignNotional': 9064768.26200478}, {'timestamp': datetime.datetime(2020, 3, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.55, 'high': 200.45, 'low': 198.1, 'close': 198.35, 'trades': 4053, 'volume': 4625922, 'vwap': 199.29, 'lastSize': 100, 'turnover': 92188260610, 'homeNotional': 36321.77982484136, 'foreignNotional': 7238475.760419914}]
2020-03-11 09:00:20 INFO: prepare candles [CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED'), CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN'), CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED')]
2020-03-11 09:00:20 INFO: skip by colors first_candle=CandleItem(low=198.1, high=200.45, open=199.55, close=198.35, color='RED') second_candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') last_candle=CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED')
2020-03-11 09:00:20 INFO: check need new order None
2020-03-11 09:00:20 INFO: init new order end
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:00:20 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 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(
2020-03-11 09:02:00 INFO: clearing end
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 09:02:00 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: init new order start
2020-03-11 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.55, 'high': 199.0, 'low': 197.1, 'close': 197.75, 'trades': 4895, 'volume': 8701887, 'vwap': 197.89, 'lastSize': 185, 'turnover': 172193456245, 'homeNotional': 68114.61177221591, 'foreignNotional': 13478595.269700414}, {'timestamp': datetime.datetime(2020, 3, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 201.0, 'low': 198.0, 'close': 198.55, 'trades': 5897, 'volume': 8675909, 'vwap': 199.38, 'lastSize': 10, 'turnover': 172976747275, 'homeNotional': 68206.42035202688, 'foreignNotional': 13598992.36215588}, {'timestamp': datetime.datetime(2020, 3, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.35, 'high': 199.7, 'low': 197.5, 'close': 199.15, 'trades': 4713, 'volume': 5812114, 'vwap': 198.65, 'lastSize': 1, 'turnover': 115452310310, 'homeNotional': 45633.769684918625, 'foreignNotional': 9064768.26200478}]
2020-03-11 10:00:20 INFO: prepare candles [CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED'), CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED'), CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN')]
2020-03-11 10:00:20 INFO: skip by colors first_candle=CandleItem(low=197.5, high=199.7, open=198.35, close=199.15, color='GREEN') second_candle=CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED') last_candle=CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED')
2020-03-11 10:00:20 INFO: check need new order None
2020-03-11 10:00:20 INFO: init new order end
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:00:20 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: clearing start
2020-03-11 10:02:00 INFO: clearing end
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 10:02:00 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: init new order start
2020-03-11 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 197.8, 'low': 195.05, 'close': 197.35, 'trades': 8340, 'volume': 11615543, 'vwap': 196.36, 'lastSize': 340, 'turnover': 228080311810, 'homeNotional': 90654.3870126587, 'foreignNotional': 17800850.729157113}, {'timestamp': datetime.datetime(2020, 3, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.55, 'high': 199.0, 'low': 197.1, 'close': 197.75, 'trades': 4895, 'volume': 8701887, 'vwap': 197.89, 'lastSize': 185, 'turnover': 172193456245, 'homeNotional': 68114.61177221591, 'foreignNotional': 13478595.269700414}, {'timestamp': datetime.datetime(2020, 3, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 199.15, 'high': 201.0, 'low': 198.0, 'close': 198.55, 'trades': 5897, 'volume': 8675909, 'vwap': 199.38, 'lastSize': 10, 'turnover': 172976747275, 'homeNotional': 68206.42035202688, 'foreignNotional': 13598992.36215588}]
2020-03-11 11:00:20 INFO: prepare candles [CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED'), CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED'), CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED')]
2020-03-11 11:00:20 INFO: skip by colors first_candle=CandleItem(low=198.0, high=201.0, open=199.15, close=198.55, color='RED') second_candle=CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED') last_candle=CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED')
2020-03-11 11:00:20 INFO: check need new order None
2020-03-11 11:00:20 INFO: init new order end
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:00:20 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: 
2020-03-11 11:02:00 INFO: clearing start
2020-03-11 11:02:01 INFO: clearing end
2020-03-11 11:02:01 INFO: 
2020-03-11 11:02:01 INFO: 
2020-03-11 11:02:01 INFO: 
2020-03-11 11:02:01 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: init new order start
2020-03-11 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.35, 'high': 198.6, 'low': 196.15, 'close': 197.1, 'trades': 5073, 'volume': 8897798, 'vwap': 197.63, 'lastSize': 125, 'turnover': 175846474500, 'homeNotional': 69816.6952316882, 'foreignNotional': 13797889.496384347}, {'timestamp': datetime.datetime(2020, 3, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 197.8, 'low': 195.05, 'close': 197.35, 'trades': 8340, 'volume': 11615543, 'vwap': 196.36, 'lastSize': 340, 'turnover': 228080311810, 'homeNotional': 90654.3870126587, 'foreignNotional': 17800850.729157113}, {'timestamp': datetime.datetime(2020, 3, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 198.55, 'high': 199.0, 'low': 197.1, 'close': 197.75, 'trades': 4895, 'volume': 8701887, 'vwap': 197.89, 'lastSize': 185, 'turnover': 172193456245, 'homeNotional': 68114.61177221591, 'foreignNotional': 13478595.269700414}]
2020-03-11 12:00:20 INFO: prepare candles [CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED'), CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED'), CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED')]
2020-03-11 12:00:20 INFO: skip by colors first_candle=CandleItem(low=197.1, high=199.0, open=198.55, close=197.75, color='RED') second_candle=CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED') last_candle=CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED')
2020-03-11 12:00:20 INFO: check need new order None
2020-03-11 12:00:20 INFO: init new order end
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:00:20 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: clearing start
2020-03-11 12:02:00 INFO: clearing end
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 12:02:00 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: 
2020-03-11 13:00:20 INFO: init new order start
2020-03-11 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.1, 'high': 197.65, 'low': 196.05, 'close': 197.05, 'trades': 5021, 'volume': 6811979, 'vwap': 196.82, 'lastSize': 951, 'turnover': 134067372470, 'homeNotional': 53377.5772491064, 'foreignNotional': 10505340.393164571}, {'timestamp': datetime.datetime(2020, 3, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.35, 'high': 198.6, 'low': 196.15, 'close': 197.1, 'trades': 5073, 'volume': 8897798, 'vwap': 197.63, 'lastSize': 125, 'turnover': 175846474500, 'homeNotional': 69816.6952316882, 'foreignNotional': 13797889.496384347}, {'timestamp': datetime.datetime(2020, 3, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.75, 'high': 197.8, 'low': 195.05, 'close': 197.35, 'trades': 8340, 'volume': 11615543, 'vwap': 196.36, 'lastSize': 340, 'turnover': 228080311810, 'homeNotional': 90654.3870126587, 'foreignNotional': 17800850.729157113}]
2020-03-11 13:00:21 INFO: prepare candles [CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED'), CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED'), CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED')]
2020-03-11 13:00:21 INFO: skip by colors first_candle=CandleItem(low=195.05, high=197.8, open=197.75, close=197.35, color='RED') second_candle=CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED') last_candle=CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED')
2020-03-11 13:00:21 INFO: check need new order None
2020-03-11 13:00:21 INFO: init new order end
2020-03-11 13:00:21 INFO: 
2020-03-11 13:00:21 INFO: 
2020-03-11 13:00:21 INFO: 
2020-03-11 13:00:21 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: clearing start
2020-03-11 13:02:00 INFO: clearing end
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 13:02:00 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: init new order start
2020-03-11 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.05, 'high': 198.6, 'low': 196.7, 'close': 197.15, 'trades': 4756, 'volume': 6261838, 'vwap': 197.67, 'lastSize': 250, 'turnover': 123776889320, 'homeNotional': 49278.44763969904, 'foreignNotional': 9740851.204728477}, {'timestamp': datetime.datetime(2020, 3, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.1, 'high': 197.65, 'low': 196.05, 'close': 197.05, 'trades': 5021, 'volume': 6811979, 'vwap': 196.82, 'lastSize': 951, 'turnover': 134067372470, 'homeNotional': 53377.5772491064, 'foreignNotional': 10505340.393164571}, {'timestamp': datetime.datetime(2020, 3, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.35, 'high': 198.6, 'low': 196.15, 'close': 197.1, 'trades': 5073, 'volume': 8897798, 'vwap': 197.63, 'lastSize': 125, 'turnover': 175846474500, 'homeNotional': 69816.6952316882, 'foreignNotional': 13797889.496384347}]
2020-03-11 14:00:20 INFO: prepare candles [CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN'), CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED'), CandleItem(low=196.15, high=198.6, open=197.35, close=197.1, color='RED')]
2020-03-11 14:00:20 INFO: last_candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-11 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')
2020-03-11 14:00:20 INFO: skip by CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-11 14:00:20 INFO: not found applicable config for candle
2020-03-11 14:00:20 INFO: check need new order None
2020-03-11 14:00:20 INFO: init new order end
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:00:20 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: clearing start
2020-03-11 14:02:00 INFO: clearing end
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 14:02:00 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: 
2020-03-11 15:00:20 INFO: init new order start
2020-03-11 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.15, 'high': 197.5, 'low': 193.15, 'close': 194.15, 'trades': 8601, 'volume': 14917814, 'vwap': 195.07, 'lastSize': 1500, 'turnover': 290994428380, 'homeNotional': 116693.09767552812, 'foreignNotional': 22763105.20318153}, {'timestamp': datetime.datetime(2020, 3, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.05, 'high': 198.6, 'low': 196.7, 'close': 197.15, 'trades': 4756, 'volume': 6261838, 'vwap': 197.67, 'lastSize': 250, 'turnover': 123776889320, 'homeNotional': 49278.44763969904, 'foreignNotional': 9740851.204728477}, {'timestamp': datetime.datetime(2020, 3, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.1, 'high': 197.65, 'low': 196.05, 'close': 197.05, 'trades': 5021, 'volume': 6811979, 'vwap': 196.82, 'lastSize': 951, 'turnover': 134067372470, 'homeNotional': 53377.5772491064, 'foreignNotional': 10505340.393164571}]
2020-03-11 15:00:21 INFO: prepare candles [CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED'), CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN'), CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED')]
2020-03-11 15:00:21 INFO: skip by colors first_candle=CandleItem(low=196.05, high=197.65, open=197.1, close=197.05, color='RED') second_candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') last_candle=CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED')
2020-03-11 15:00:21 INFO: check need new order None
2020-03-11 15:00:21 INFO: init new order end
2020-03-11 15:00:21 INFO: 
2020-03-11 15:00:21 INFO: 
2020-03-11 15:00:21 INFO: 
2020-03-11 15:00:21 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: clearing start
2020-03-11 15:02:00 INFO: clearing end
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 15:02:00 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: init new order start
2020-03-11 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.15, 'high': 194.9, 'low': 190.55, 'close': 192.3, 'trades': 10928, 'volume': 17480773, 'vwap': 192.43, 'lastSize': 249, 'turnover': 336372404115, 'homeNotional': 136152.37361082993, 'foreignNotional': 26199389.30775654}, {'timestamp': datetime.datetime(2020, 3, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.15, 'high': 197.5, 'low': 193.15, 'close': 194.15, 'trades': 8601, 'volume': 14917814, 'vwap': 195.07, 'lastSize': 1500, 'turnover': 290994428380, 'homeNotional': 116693.09767552812, 'foreignNotional': 22763105.20318153}, {'timestamp': datetime.datetime(2020, 3, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.05, 'high': 198.6, 'low': 196.7, 'close': 197.15, 'trades': 4756, 'volume': 6261838, 'vwap': 197.67, 'lastSize': 250, 'turnover': 123776889320, 'homeNotional': 49278.44763969904, 'foreignNotional': 9740851.204728477}]
2020-03-11 16:00:20 INFO: prepare candles [CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED'), CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED'), CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN')]
2020-03-11 16:00:20 INFO: skip by colors first_candle=CandleItem(low=196.7, high=198.6, open=197.05, close=197.15, color='GREEN') second_candle=CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED') last_candle=CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED')
2020-03-11 16:00:20 INFO: check need new order None
2020-03-11 16:00:20 INFO: init new order end
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:00:20 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: 
2020-03-11 16:02:00 INFO: clearing start
2020-03-11 16:02:01 INFO: clearing end
2020-03-11 16:02:01 INFO: 
2020-03-11 16:02:01 INFO: 
2020-03-11 16:02:01 INFO: 
2020-03-11 16:02:01 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: init new order start
2020-03-11 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.3, 'high': 194.15, 'low': 191.25, 'close': 192.1, 'trades': 9698, 'volume': 18464004, 'vwap': 192.59, 'lastSize': 1426, 'turnover': 355585423485, 'homeNotional': 143747.30691439984, 'foreignNotional': 27683485.406097963}, {'timestamp': datetime.datetime(2020, 3, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.15, 'high': 194.9, 'low': 190.55, 'close': 192.3, 'trades': 10928, 'volume': 17480773, 'vwap': 192.43, 'lastSize': 249, 'turnover': 336372404115, 'homeNotional': 136152.37361082993, 'foreignNotional': 26199389.30775654}, {'timestamp': datetime.datetime(2020, 3, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 197.15, 'high': 197.5, 'low': 193.15, 'close': 194.15, 'trades': 8601, 'volume': 14917814, 'vwap': 195.07, 'lastSize': 1500, 'turnover': 290994428380, 'homeNotional': 116693.09767552812, 'foreignNotional': 22763105.20318153}]
2020-03-11 17:00:20 INFO: prepare candles [CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED'), CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED'), CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED')]
2020-03-11 17:00:20 INFO: skip by colors first_candle=CandleItem(low=193.15, high=197.5, open=197.15, close=194.15, color='RED') second_candle=CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED') last_candle=CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED')
2020-03-11 17:00:20 INFO: check need new order None
2020-03-11 17:00:20 INFO: init new order end
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:00:20 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: 
2020-03-11 17:02:00 INFO: clearing start
2020-03-11 17:02:01 INFO: clearing end
2020-03-11 17:02:01 INFO: 
2020-03-11 17:02:01 INFO: 
2020-03-11 17:02:01 INFO: 
2020-03-11 17:02:01 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: init new order start
2020-03-11 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.1, 'high': 192.2, 'low': 183.3, 'close': 184.4, 'trades': 22357, 'volume': 42338715, 'vwap': 186.73, 'lastSize': 52, 'turnover': 790565065795, 'homeNotional': 325395.9045284871, 'foreignNotional': 60760439.181964636}, {'timestamp': datetime.datetime(2020, 3, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.3, 'high': 194.15, 'low': 191.25, 'close': 192.1, 'trades': 9698, 'volume': 18464004, 'vwap': 192.59, 'lastSize': 1426, 'turnover': 355585423485, 'homeNotional': 143747.30691439984, 'foreignNotional': 27683485.406097963}, {'timestamp': datetime.datetime(2020, 3, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.15, 'high': 194.9, 'low': 190.55, 'close': 192.3, 'trades': 10928, 'volume': 17480773, 'vwap': 192.43, 'lastSize': 249, 'turnover': 336372404115, 'homeNotional': 136152.37361082993, 'foreignNotional': 26199389.30775654}]
2020-03-11 18:00:20 INFO: prepare candles [CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED'), CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED'), CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED')]
2020-03-11 18:00:20 INFO: skip by colors first_candle=CandleItem(low=190.55, high=194.9, open=194.15, close=192.3, color='RED') second_candle=CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED') last_candle=CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED')
2020-03-11 18:00:20 INFO: check need new order None
2020-03-11 18:00:20 INFO: init new order end
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:00:20 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: 
2020-03-11 18:02:00 INFO: clearing start
2020-03-11 18:02:01 INFO: clearing end
2020-03-11 18:02:01 INFO: 
2020-03-11 18:02:01 INFO: 
2020-03-11 18:02:01 INFO: 
2020-03-11 18:02:01 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: init new order start
2020-03-11 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.4, 'high': 190.55, 'low': 182.1, 'close': 189.7, 'trades': 18235, 'volume': 36228129, 'vwap': 185.39, 'lastSize': 20, 'turnover': 671613164900, 'homeNotional': 278413.8725283618, 'foreignNotional': 51619118.10030835}, {'timestamp': datetime.datetime(2020, 3, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.1, 'high': 192.2, 'low': 183.3, 'close': 184.4, 'trades': 22357, 'volume': 42338715, 'vwap': 186.73, 'lastSize': 52, 'turnover': 790565065795, 'homeNotional': 325395.9045284871, 'foreignNotional': 60760439.181964636}, {'timestamp': datetime.datetime(2020, 3, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.3, 'high': 194.15, 'low': 191.25, 'close': 192.1, 'trades': 9698, 'volume': 18464004, 'vwap': 192.59, 'lastSize': 1426, 'turnover': 355585423485, 'homeNotional': 143747.30691439984, 'foreignNotional': 27683485.406097963}]
2020-03-11 19:00:20 INFO: prepare candles [CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN'), CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED'), CandleItem(low=191.25, high=194.15, open=192.3, close=192.1, color='RED')]
2020-03-11 19:00:20 INFO: last_candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-11 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')
2020-03-11 19:00:20 INFO: skip by CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-11 19:00:20 INFO: not found applicable config for candle
2020-03-11 19:00:20 INFO: check need new order None
2020-03-11 19:00:20 INFO: init new order end
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:00:20 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: 
2020-03-11 19:02:00 INFO: clearing start
2020-03-11 19:02:01 INFO: clearing end
2020-03-11 19:02:01 INFO: 
2020-03-11 19:02:01 INFO: 
2020-03-11 19:02:01 INFO: 
2020-03-11 19:02:01 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: init new order start
2020-03-11 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.7, 'high': 191.35, 'low': 187.3, 'close': 190.2, 'trades': 10943, 'volume': 16734420, 'vwap': 189.25, 'lastSize': 3, 'turnover': 316693874010, 'homeNotional': 130486.06120997948, 'foreignNotional': 24694485.70967295}, {'timestamp': datetime.datetime(2020, 3, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.4, 'high': 190.55, 'low': 182.1, 'close': 189.7, 'trades': 18235, 'volume': 36228129, 'vwap': 185.39, 'lastSize': 20, 'turnover': 671613164900, 'homeNotional': 278413.8725283618, 'foreignNotional': 51619118.10030835}, {'timestamp': datetime.datetime(2020, 3, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.1, 'high': 192.2, 'low': 183.3, 'close': 184.4, 'trades': 22357, 'volume': 42338715, 'vwap': 186.73, 'lastSize': 52, 'turnover': 790565065795, 'homeNotional': 325395.9045284871, 'foreignNotional': 60760439.181964636}]
2020-03-11 20:00:20 INFO: prepare candles [CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN'), CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN'), CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED')]
2020-03-11 20:00:20 INFO: skip by colors first_candle=CandleItem(low=183.3, high=192.2, open=192.1, close=184.4, color='RED') second_candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') last_candle=CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN')
2020-03-11 20:00:20 INFO: check need new order None
2020-03-11 20:00:20 INFO: init new order end
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:00:20 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: clearing start
2020-03-11 20:02:00 INFO: clearing end
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 20:02:00 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: init new order start
2020-03-11 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 190.2, 'high': 193.3, 'low': 190.05, 'close': 192.9, 'trades': 7836, 'volume': 10835899, 'vwap': 191.29, 'lastSize': 3500, 'turnover': 207269157505, 'homeNotional': 85078.84164336765, 'foreignNotional': 16273940.196040986}, {'timestamp': datetime.datetime(2020, 3, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.7, 'high': 191.35, 'low': 187.3, 'close': 190.2, 'trades': 10943, 'volume': 16734420, 'vwap': 189.25, 'lastSize': 3, 'turnover': 316693874010, 'homeNotional': 130486.06120997948, 'foreignNotional': 24694485.70967295}, {'timestamp': datetime.datetime(2020, 3, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.4, 'high': 190.55, 'low': 182.1, 'close': 189.7, 'trades': 18235, 'volume': 36228129, 'vwap': 185.39, 'lastSize': 20, 'turnover': 671613164900, 'homeNotional': 278413.8725283618, 'foreignNotional': 51619118.10030835}]
2020-03-11 21:00:20 INFO: prepare candles [CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN'), CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN'), CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN')]
2020-03-11 21:00:20 INFO: skip by colors first_candle=CandleItem(low=182.1, high=190.55, open=184.4, close=189.7, color='GREEN') second_candle=CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN') last_candle=CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN')
2020-03-11 21:00:20 INFO: check need new order None
2020-03-11 21:00:20 INFO: init new order end
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:00:20 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: clearing start
2020-03-11 21:02:00 INFO: clearing end
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 21:02:00 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: init new order start
2020-03-11 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.9, 'high': 193.8, 'low': 189.3, 'close': 189.9, 'trades': 6586, 'volume': 9471480, 'vwap': 191.75, 'lastSize': 1175, 'turnover': 181613375875, 'homeNotional': 74286.80671652783, 'foreignNotional': 14244566.468620514}, {'timestamp': datetime.datetime(2020, 3, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 190.2, 'high': 193.3, 'low': 190.05, 'close': 192.9, 'trades': 7836, 'volume': 10835899, 'vwap': 191.29, 'lastSize': 3500, 'turnover': 207269157505, 'homeNotional': 85078.84164336765, 'foreignNotional': 16273940.196040986}, {'timestamp': datetime.datetime(2020, 3, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.7, 'high': 191.35, 'low': 187.3, 'close': 190.2, 'trades': 10943, 'volume': 16734420, 'vwap': 189.25, 'lastSize': 3, 'turnover': 316693874010, 'homeNotional': 130486.06120997948, 'foreignNotional': 24694485.70967295}]
2020-03-11 22:00:20 INFO: prepare candles [CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED'), CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN'), CandleItem(low=187.3, high=191.35, open=189.7, close=190.2, color='GREEN')]
2020-03-11 22:00:20 INFO: last_candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-11 22:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-11 22:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')
2020-03-11 22:00:20 INFO: skip by CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-11 22:00:20 INFO: not found applicable config for candle
2020-03-11 22:00:20 INFO: check need new order None
2020-03-11 22:00:20 INFO: init new order end
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:00:20 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: clearing start
2020-03-11 22:02:00 INFO: clearing end
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 22:02:00 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: init new order start
2020-03-11 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.9, 'high': 195.4, 'low': 188.6, 'close': 194.3, 'trades': 11278, 'volume': 17971529, 'vwap': 192.41, 'lastSize': 2502, 'turnover': 345785236245, 'homeNotional': 142222.21879184627, 'foreignNotional': 27366717.874753043}, {'timestamp': datetime.datetime(2020, 3, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.9, 'high': 193.8, 'low': 189.3, 'close': 189.9, 'trades': 6586, 'volume': 9471480, 'vwap': 191.75, 'lastSize': 1175, 'turnover': 181613375875, 'homeNotional': 74286.80671652783, 'foreignNotional': 14244566.468620514}, {'timestamp': datetime.datetime(2020, 3, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 190.2, 'high': 193.3, 'low': 190.05, 'close': 192.9, 'trades': 7836, 'volume': 10835899, 'vwap': 191.29, 'lastSize': 3500, 'turnover': 207269157505, 'homeNotional': 85078.84164336765, 'foreignNotional': 16273940.196040986}]
2020-03-11 23:00:20 INFO: prepare candles [CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN'), CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED'), CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN')]
2020-03-11 23:00:20 INFO: skip by colors first_candle=CandleItem(low=190.05, high=193.3, open=190.2, close=192.9, color='GREEN') second_candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') last_candle=CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN')
2020-03-11 23:00:20 INFO: check need new order None
2020-03-11 23:00:20 INFO: init new order end
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:00:20 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: clearing start
2020-03-11 23:02:00 INFO: clearing end
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-11 23:02:00 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: init new order start
2020-03-12 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.3, 'high': 195.85, 'low': 193.1, 'close': 194.85, 'trades': 8622, 'volume': 14162340, 'vwap': 194.63, 'lastSize': 500, 'turnover': 275636946430, 'homeNotional': 112599.80895940668, 'foreignNotional': 21915106.448684722}, {'timestamp': datetime.datetime(2020, 3, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.9, 'high': 195.4, 'low': 188.6, 'close': 194.3, 'trades': 11278, 'volume': 17971529, 'vwap': 192.41, 'lastSize': 2502, 'turnover': 345785236245, 'homeNotional': 142222.21879184627, 'foreignNotional': 27366717.874753043}, {'timestamp': datetime.datetime(2020, 3, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 192.9, 'high': 193.8, 'low': 189.3, 'close': 189.9, 'trades': 6586, 'volume': 9471480, 'vwap': 191.75, 'lastSize': 1175, 'turnover': 181613375875, 'homeNotional': 74286.80671652783, 'foreignNotional': 14244566.468620514}]
2020-03-12 00:00:20 INFO: prepare candles [CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN'), CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN'), CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED')]
2020-03-12 00:00:20 INFO: skip by colors first_candle=CandleItem(low=189.3, high=193.8, open=192.9, close=189.9, color='RED') second_candle=CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN') last_candle=CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN')
2020-03-12 00:00:20 INFO: check need new order None
2020-03-12 00:00:20 INFO: init new order end
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:00:20 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: clearing start
2020-03-12 00:02:00 INFO: clearing end
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 00:02:00 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: 
2020-03-12 01:00:20 INFO: init new order start
2020-03-12 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.85, 'high': 195.55, 'low': 192.3, 'close': 193.7, 'trades': 7284, 'volume': 12859477, 'vwap': 193.89, 'lastSize': 100, 'turnover': 249329078160, 'homeNotional': 102006.82306109495, 'foreignNotional': 19778041.227936573}, {'timestamp': datetime.datetime(2020, 3, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.3, 'high': 195.85, 'low': 193.1, 'close': 194.85, 'trades': 8622, 'volume': 14162340, 'vwap': 194.63, 'lastSize': 500, 'turnover': 275636946430, 'homeNotional': 112599.80895940668, 'foreignNotional': 21915106.448684722}, {'timestamp': datetime.datetime(2020, 3, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 189.9, 'high': 195.4, 'low': 188.6, 'close': 194.3, 'trades': 11278, 'volume': 17971529, 'vwap': 192.41, 'lastSize': 2502, 'turnover': 345785236245, 'homeNotional': 142222.21879184627, 'foreignNotional': 27366717.874753043}]
2020-03-12 01:00:20 INFO: prepare candles [CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN'), CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN')]
2020-03-12 01:00:20 INFO: last_candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: skip by CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')
2020-03-12 01:00:20 INFO: apply filter None to candle=CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN')
2020-03-12 01:00:20 INFO: apply filter None to candle=CandleItem(low=188.6, high=195.4, open=189.9, close=194.3, color='GREEN')
2020-03-12 01:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-12 01:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-12 01:00:20 INFO: place order: start candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-12 01:00:20 INFO: place order: side_factor=1 init_trigger_price=192.25 init_order_price=192.20000000000002 stop_price_offset=0.0 candle.size=3.25 stop_price=195.55 take_price=179.20000000000002
2020-03-12 01:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('192.25') init_order_price=Decimal('192.200000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=3.25 stop_price=Decimal('195.55000000000001136868377216160297393798828125') take_price=Decimal('179.200000000000017053025658242404460906982421875')
2020-03-12 01:00:20 INFO: place order: compute qty=-3
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 92, in main
    order = place_order_init(init_price_offset=INIT_ORDER_PRICE_OFFSET,
  File "/home/crypto/current/app/init_order_operations.py", line 167, in place_order_init
    r = add_init_order(order_uid, stop_price, take_price, abs(qty), candle.color, ticker, clearing_offset)
  File "/home/crypto/current/app/storage.py", line 28, in add_init_order
    return client_redis.hmset(_init_order_key(uid), {'stop': stop_price, 'take': take_price, 'qty': qty,
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/client.py", line 2761, in hmset
    return self.execute_command('HMSET', name, *items)
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/client.py", line 838, in execute_command
    conn.send_command(*args)
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/connection.py", line 686, in send_command
    self.send_packed_command(self.pack_command(*args),
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/connection.py", line 737, in pack_command
    for arg in imap(self.encoder.encode, args):
  File "/home/crypto/venv/lib/python3.8/site-packages/redis/connection.py", line 117, in encode
    raise DataError("Invalid input of type: '%s'. Convert to a "
redis.exceptions.DataError: Invalid input of type: 'Decimal'. Convert to a byte, string or number first.
/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(
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: 
2020-03-12 01:00:24 INFO: start trader process
2020-03-12 01:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-12 01:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-12 01:00:24 INFO: Authenticating with API Key.
2020-03-12 01:00:25 INFO: Connected to WS.
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: init new order start
2020-03-12 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.7, 'high': 194.05, 'low': 184.25, 'close': 185.2, 'trades': 12690, 'volume': 21717248, 'vwap': 188.84, 'lastSize': 100, 'turnover': 410099979440, 'homeNotional': 169470.68634212296, 'foreignNotional': 32005277.008354273}, {'timestamp': datetime.datetime(2020, 3, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.85, 'high': 195.55, 'low': 192.3, 'close': 193.7, 'trades': 7284, 'volume': 12859477, 'vwap': 193.89, 'lastSize': 100, 'turnover': 249329078160, 'homeNotional': 102006.82306109495, 'foreignNotional': 19778041.227936573}, {'timestamp': datetime.datetime(2020, 3, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.3, 'high': 195.85, 'low': 193.1, 'close': 194.85, 'trades': 8622, 'volume': 14162340, 'vwap': 194.63, 'lastSize': 500, 'turnover': 275636946430, 'homeNotional': 112599.80895940668, 'foreignNotional': 21915106.448684722}]
2020-03-12 02:00:20 INFO: prepare candles [CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED'), CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED'), CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN')]
2020-03-12 02:00:20 INFO: skip by colors first_candle=CandleItem(low=193.1, high=195.85, open=194.3, close=194.85, color='GREEN') second_candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') last_candle=CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED')
2020-03-12 02:00:20 INFO: check need new order None
2020-03-12 02:00:20 INFO: init new order end
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:00:20 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 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(
2020-03-12 02:02:00 INFO: clearing end
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 02:02:00 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: init new order start
2020-03-12 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 185.2, 'high': 187.65, 'low': 182.45, 'close': 184.15, 'trades': 16299, 'volume': 28313390, 'vwap': 185.24, 'lastSize': 8767, 'turnover': 524473401255, 'homeNotional': 217496.78481456081, 'foreignNotional': 40289925.95709936}, {'timestamp': datetime.datetime(2020, 3, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.7, 'high': 194.05, 'low': 184.25, 'close': 185.2, 'trades': 12690, 'volume': 21717248, 'vwap': 188.84, 'lastSize': 100, 'turnover': 410099979440, 'homeNotional': 169470.68634212296, 'foreignNotional': 32005277.008354273}, {'timestamp': datetime.datetime(2020, 3, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 194.85, 'high': 195.55, 'low': 192.3, 'close': 193.7, 'trades': 7284, 'volume': 12859477, 'vwap': 193.89, 'lastSize': 100, 'turnover': 249329078160, 'homeNotional': 102006.82306109495, 'foreignNotional': 19778041.227936573}]
2020-03-12 03:00:20 INFO: prepare candles [CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED'), CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED'), CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED')]
2020-03-12 03:00:20 INFO: skip by colors first_candle=CandleItem(low=192.3, high=195.55, open=194.85, close=193.7, color='RED') second_candle=CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED') last_candle=CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED')
2020-03-12 03:00:20 INFO: check need new order None
2020-03-12 03:00:20 INFO: init new order end
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:00:20 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: clearing start
2020-03-12 03:02:00 INFO: clearing end
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 03:02:00 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: 
2020-03-12 04:00:20 INFO: init new order start
2020-03-12 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.15, 'high': 185.5, 'low': 181.7, 'close': 182.8, 'trades': 9362, 'volume': 13909443, 'vwap': 183.93, 'lastSize': 300, 'turnover': 255826837345, 'homeNotional': 106503.86270599705, 'foreignNotional': 19588697.305010628}, {'timestamp': datetime.datetime(2020, 3, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 185.2, 'high': 187.65, 'low': 182.45, 'close': 184.15, 'trades': 16299, 'volume': 28313390, 'vwap': 185.24, 'lastSize': 8767, 'turnover': 524473401255, 'homeNotional': 217496.78481456081, 'foreignNotional': 40289925.95709936}, {'timestamp': datetime.datetime(2020, 3, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 193.7, 'high': 194.05, 'low': 184.25, 'close': 185.2, 'trades': 12690, 'volume': 21717248, 'vwap': 188.84, 'lastSize': 100, 'turnover': 410099979440, 'homeNotional': 169470.68634212296, 'foreignNotional': 32005277.008354273}]
2020-03-12 04:00:21 INFO: prepare candles [CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED'), CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED'), CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED')]
2020-03-12 04:00:21 INFO: skip by colors first_candle=CandleItem(low=184.25, high=194.05, open=193.7, close=185.2, color='RED') second_candle=CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED') last_candle=CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED')
2020-03-12 04:00:21 INFO: check need new order None
2020-03-12 04:00:21 INFO: init new order end
2020-03-12 04:00:21 INFO: 
2020-03-12 04:00:21 INFO: 
2020-03-12 04:00:21 INFO: 
2020-03-12 04:00:21 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: clearing start
2020-03-12 04:02:00 INFO: clearing end
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:02:00 INFO: 
2020-03-12 04:25:16 INFO: Websocket Closed
2020-03-12 04:25:17 WARNING: reconnect to socket
2020-03-12 04:25:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-12 04:25:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-12 04:25:17 INFO: Authenticating with API Key.
2020-03-12 04:25:18 INFO: Connected to WS.
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: init new order start
2020-03-12 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 182.8, 'high': 182.85, 'low': 179.65, 'close': 181.75, 'trades': 13996, 'volume': 25523037, 'vwap': 181.08, 'lastSize': 1178, 'turnover': 462169822225, 'homeNotional': 193977.0092120473, 'foreignNotional': 35125590.66973411}, {'timestamp': datetime.datetime(2020, 3, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.15, 'high': 185.5, 'low': 181.7, 'close': 182.8, 'trades': 9362, 'volume': 13909443, 'vwap': 183.93, 'lastSize': 300, 'turnover': 255826837345, 'homeNotional': 106503.86270599705, 'foreignNotional': 19588697.305010628}, {'timestamp': datetime.datetime(2020, 3, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 185.2, 'high': 187.65, 'low': 182.45, 'close': 184.15, 'trades': 16299, 'volume': 28313390, 'vwap': 185.24, 'lastSize': 8767, 'turnover': 524473401255, 'homeNotional': 217496.78481456081, 'foreignNotional': 40289925.95709936}]
2020-03-12 05:00:20 INFO: prepare candles [CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED'), CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED'), CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED')]
2020-03-12 05:00:20 INFO: skip by colors first_candle=CandleItem(low=182.45, high=187.65, open=185.2, close=184.15, color='RED') second_candle=CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED') last_candle=CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED')
2020-03-12 05:00:20 INFO: check need new order None
2020-03-12 05:00:20 INFO: init new order end
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:00:20 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: clearing start
2020-03-12 05:02:00 INFO: clearing end
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 05:02:00 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: init new order start
2020-03-12 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.75, 'high': 182.3, 'low': 180.25, 'close': 181.7, 'trades': 5886, 'volume': 12610979, 'vwap': 181.45, 'lastSize': 366, 'turnover': 228823381625, 'homeNotional': 96112.85299304285, 'foreignNotional': 17439491.037368573}, {'timestamp': datetime.datetime(2020, 3, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 182.8, 'high': 182.85, 'low': 179.65, 'close': 181.75, 'trades': 13996, 'volume': 25523037, 'vwap': 181.08, 'lastSize': 1178, 'turnover': 462169822225, 'homeNotional': 193977.0092120473, 'foreignNotional': 35125590.66973411}, {'timestamp': datetime.datetime(2020, 3, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 184.15, 'high': 185.5, 'low': 181.7, 'close': 182.8, 'trades': 9362, 'volume': 13909443, 'vwap': 183.93, 'lastSize': 300, 'turnover': 255826837345, 'homeNotional': 106503.86270599705, 'foreignNotional': 19588697.305010628}]
2020-03-12 06:00:20 INFO: prepare candles [CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED'), CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED'), CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED')]
2020-03-12 06:00:20 INFO: skip by colors first_candle=CandleItem(low=181.7, high=185.5, open=184.15, close=182.8, color='RED') second_candle=CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED') last_candle=CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED')
2020-03-12 06:00:20 INFO: check need new order None
2020-03-12 06:00:20 INFO: init new order end
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:00:20 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: clearing start
2020-03-12 06:02:00 INFO: clearing end
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 06:02:00 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: init new order start
2020-03-12 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.7, 'high': 181.8, 'low': 171.6, 'close': 174.05, 'trades': 19637, 'volume': 46685140, 'vwap': 174.93, 'lastSize': 26, 'turnover': 816648004645, 'homeNotional': 351295.3161556724, 'foreignNotional': 61454820.92655847}, {'timestamp': datetime.datetime(2020, 3, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.75, 'high': 182.3, 'low': 180.25, 'close': 181.7, 'trades': 5886, 'volume': 12610979, 'vwap': 181.45, 'lastSize': 366, 'turnover': 228823381625, 'homeNotional': 96112.85299304285, 'foreignNotional': 17439491.037368573}, {'timestamp': datetime.datetime(2020, 3, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 182.8, 'high': 182.85, 'low': 179.65, 'close': 181.75, 'trades': 13996, 'volume': 25523037, 'vwap': 181.08, 'lastSize': 1178, 'turnover': 462169822225, 'homeNotional': 193977.0092120473, 'foreignNotional': 35125590.66973411}]
2020-03-12 07:00:20 INFO: prepare candles [CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED'), CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED'), CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED')]
2020-03-12 07:00:20 INFO: skip by colors first_candle=CandleItem(low=179.65, high=182.85, open=182.8, close=181.75, color='RED') second_candle=CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED') last_candle=CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED')
2020-03-12 07:00:20 INFO: check need new order None
2020-03-12 07:00:20 INFO: init new order end
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:00:20 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: clearing start
2020-03-12 07:02:00 INFO: clearing end
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 07:02:00 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: 
2020-03-12 08:00:20 INFO: init new order start
2020-03-12 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 174.05, 'high': 174.05, 'low': 168.05, 'close': 171.65, 'trades': 18317, 'volume': 43203234, 'vwap': 171.55, 'lastSize': 20, 'turnover': 741141909210, 'homeNotional': 319936.9124610707, 'foreignNotional': 54885398.52882296}, {'timestamp': datetime.datetime(2020, 3, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.7, 'high': 181.8, 'low': 171.6, 'close': 174.05, 'trades': 19637, 'volume': 46685140, 'vwap': 174.93, 'lastSize': 26, 'turnover': 816648004645, 'homeNotional': 351295.3161556724, 'foreignNotional': 61454820.92655847}, {'timestamp': datetime.datetime(2020, 3, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.75, 'high': 182.3, 'low': 180.25, 'close': 181.7, 'trades': 5886, 'volume': 12610979, 'vwap': 181.45, 'lastSize': 366, 'turnover': 228823381625, 'homeNotional': 96112.85299304285, 'foreignNotional': 17439491.037368573}]
2020-03-12 08:00:21 INFO: prepare candles [CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED'), CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED'), CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED')]
2020-03-12 08:00:21 INFO: skip by colors first_candle=CandleItem(low=180.25, high=182.3, open=181.75, close=181.7, color='RED') second_candle=CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED') last_candle=CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED')
2020-03-12 08:00:21 INFO: check need new order None
2020-03-12 08:00:21 INFO: init new order end
2020-03-12 08:00:21 INFO: 
2020-03-12 08:00:21 INFO: 
2020-03-12 08:00:21 INFO: 
2020-03-12 08:00:21 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: clearing start
2020-03-12 08:02:00 INFO: clearing end
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 08:02:00 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: init new order start
2020-03-12 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 171.65, 'high': 172.3, 'low': 166.05, 'close': 169.45, 'trades': 15070, 'volume': 36294142, 'vwap': 169.99, 'lastSize': 500, 'turnover': 616937870010, 'homeNotional': 267685.4138732272, 'foreignNotional': 45503078.23224131}, {'timestamp': datetime.datetime(2020, 3, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 174.05, 'high': 174.05, 'low': 168.05, 'close': 171.65, 'trades': 18317, 'volume': 43203234, 'vwap': 171.55, 'lastSize': 20, 'turnover': 741141909210, 'homeNotional': 319936.9124610707, 'foreignNotional': 54885398.52882296}, {'timestamp': datetime.datetime(2020, 3, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 181.7, 'high': 181.8, 'low': 171.6, 'close': 174.05, 'trades': 19637, 'volume': 46685140, 'vwap': 174.93, 'lastSize': 26, 'turnover': 816648004645, 'homeNotional': 351295.3161556724, 'foreignNotional': 61454820.92655847}]
2020-03-12 09:00:20 INFO: prepare candles [CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED'), CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED'), CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED')]
2020-03-12 09:00:20 INFO: skip by colors first_candle=CandleItem(low=171.6, high=181.8, open=181.7, close=174.05, color='RED') second_candle=CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED') last_candle=CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED')
2020-03-12 09:00:20 INFO: check need new order None
2020-03-12 09:00:20 INFO: init new order end
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:00:20 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: clearing start
2020-03-12 09:02:00 INFO: clearing end
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:02:00 INFO: 
2020-03-12 09:33:58 WARNING: handle interrupt sig 2 False
2020-03-12 09:33:58 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(
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: 
2020-03-12 09:34:02 INFO: start trader process
2020-03-12 09:34:02 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-12 09:34:02 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-12 09:34:02 INFO: Authenticating with API Key.
2020-03-12 09:34:03 INFO: Connected to WS.
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: init new order start
2020-03-12 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 169.45, 'high': 170.2, 'low': 167.4, 'close': 167.9, 'trades': 8857, 'volume': 20653989, 'vwap': 168.67, 'lastSize': 10000, 'turnover': 348358943775, 'homeNotional': 151971.9695236369, 'foreignNotional': 25632328.10827002}, {'timestamp': datetime.datetime(2020, 3, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 171.65, 'high': 172.3, 'low': 166.05, 'close': 169.45, 'trades': 15070, 'volume': 36294142, 'vwap': 169.99, 'lastSize': 500, 'turnover': 616937870010, 'homeNotional': 267685.4138732272, 'foreignNotional': 45503078.23224131}, {'timestamp': datetime.datetime(2020, 3, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 174.05, 'high': 174.05, 'low': 168.05, 'close': 171.65, 'trades': 18317, 'volume': 43203234, 'vwap': 171.55, 'lastSize': 20, 'turnover': 741141909210, 'homeNotional': 319936.9124610707, 'foreignNotional': 54885398.52882296}]
2020-03-12 10:00:20 INFO: prepare candles [CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED'), CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED'), CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED')]
2020-03-12 10:00:20 INFO: skip by colors first_candle=CandleItem(low=168.05, high=174.05, open=174.05, close=171.65, color='RED') second_candle=CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED') last_candle=CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED')
2020-03-12 10:00:20 INFO: check need new order None
2020-03-12 10:00:20 INFO: init new order end
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:00:20 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 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(
2020-03-12 10:02:00 INFO: clearing end
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 10:02:00 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: init new order start
2020-03-12 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 167.9, 'high': 168.65, 'low': 126.1, 'close': 131.8, 'trades': 39897, 'volume': 133448733, 'vwap': 151.29, 'lastSize': 10000, 'turnover': 2018902076310, 'homeNotional': 902342.5774517878, 'foreignNotional': 137208811.44801337}, {'timestamp': datetime.datetime(2020, 3, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 169.45, 'high': 170.2, 'low': 167.4, 'close': 167.9, 'trades': 8857, 'volume': 20653989, 'vwap': 168.67, 'lastSize': 10000, 'turnover': 348358943775, 'homeNotional': 151971.9695236369, 'foreignNotional': 25632328.10827002}, {'timestamp': datetime.datetime(2020, 3, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 171.65, 'high': 172.3, 'low': 166.05, 'close': 169.45, 'trades': 15070, 'volume': 36294142, 'vwap': 169.99, 'lastSize': 500, 'turnover': 616937870010, 'homeNotional': 267685.4138732272, 'foreignNotional': 45503078.23224131}]
2020-03-12 11:00:20 INFO: prepare candles [CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED'), CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED'), CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED')]
2020-03-12 11:00:20 INFO: skip by colors first_candle=CandleItem(low=166.05, high=172.3, open=171.65, close=169.45, color='RED') second_candle=CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED') last_candle=CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED')
2020-03-12 11:00:20 INFO: check need new order None
2020-03-12 11:00:20 INFO: init new order end
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:00:20 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: clearing start
2020-03-12 11:02:00 INFO: clearing end
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 11:02:00 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: 
2020-03-12 12:00:20 INFO: init new order start
2020-03-12 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 147.95, 'low': 124.1, 'close': 136.75, 'trades': 37182, 'volume': 131759135, 'vwap': 136.82, 'lastSize': 1000, 'turnover': 1802627434515, 'homeNotional': 810104.0315854402, 'foreignNotional': 110908112.7455622}, {'timestamp': datetime.datetime(2020, 3, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 167.9, 'high': 168.65, 'low': 126.1, 'close': 131.8, 'trades': 39897, 'volume': 133448733, 'vwap': 151.29, 'lastSize': 10000, 'turnover': 2018902076310, 'homeNotional': 902342.5774517878, 'foreignNotional': 137208811.44801337}, {'timestamp': datetime.datetime(2020, 3, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 169.45, 'high': 170.2, 'low': 167.4, 'close': 167.9, 'trades': 8857, 'volume': 20653989, 'vwap': 168.67, 'lastSize': 10000, 'turnover': 348358943775, 'homeNotional': 151971.9695236369, 'foreignNotional': 25632328.10827002}]
2020-03-12 12:00:21 INFO: prepare candles [CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN'), CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED'), CandleItem(low=167.4, high=170.2, open=169.45, close=167.9, color='RED')]
2020-03-12 12:00:21 INFO: last_candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-12 12:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-12 12:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')
2020-03-12 12:00:21 INFO: skip by CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-12 12:00:21 INFO: not found applicable config for candle
2020-03-12 12:00:21 INFO: check need new order None
2020-03-12 12:00:21 INFO: init new order end
2020-03-12 12:00:21 INFO: 
2020-03-12 12:00:21 INFO: 
2020-03-12 12:00:21 INFO: 
2020-03-12 12:00:21 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: clearing start
2020-03-12 12:02:00 INFO: clearing end
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 12:02:00 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: 
2020-03-12 13:00:20 INFO: init new order start
2020-03-12 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 144.0, 'low': 126.05, 'close': 136.7, 'trades': 29335, 'volume': 96110087, 'vwap': 138.91, 'lastSize': 15034, 'turnover': 1335026514115, 'homeNotional': 583873.2076562053, 'foreignNotional': 81118992.18364148}, {'timestamp': datetime.datetime(2020, 3, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 147.95, 'low': 124.1, 'close': 136.75, 'trades': 37182, 'volume': 131759135, 'vwap': 136.82, 'lastSize': 1000, 'turnover': 1802627434515, 'homeNotional': 810104.0315854402, 'foreignNotional': 110908112.7455622}, {'timestamp': datetime.datetime(2020, 3, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 167.9, 'high': 168.65, 'low': 126.1, 'close': 131.8, 'trades': 39897, 'volume': 133448733, 'vwap': 151.29, 'lastSize': 10000, 'turnover': 2018902076310, 'homeNotional': 902342.5774517878, 'foreignNotional': 137208811.44801337}]
2020-03-12 13:00:21 INFO: prepare candles [CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED'), CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN'), CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED')]
2020-03-12 13:00:21 INFO: skip by colors first_candle=CandleItem(low=126.1, high=168.65, open=167.9, close=131.8, color='RED') second_candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') last_candle=CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED')
2020-03-12 13:00:21 INFO: check need new order None
2020-03-12 13:00:21 INFO: init new order end
2020-03-12 13:00:21 INFO: 
2020-03-12 13:00:21 INFO: 
2020-03-12 13:00:21 INFO: 
2020-03-12 13:00:21 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: clearing start
2020-03-12 13:02:00 INFO: clearing end
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 13:02:00 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: init new order start
2020-03-12 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.7, 'high': 139.25, 'low': 125.25, 'close': 134.7, 'trades': 24630, 'volume': 78164694, 'vwap': 132.64, 'lastSize': 6992, 'turnover': 1036748758445, 'homeNotional': 462223.8493526433, 'foreignNotional': 61327746.44606158}, {'timestamp': datetime.datetime(2020, 3, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 144.0, 'low': 126.05, 'close': 136.7, 'trades': 29335, 'volume': 96110087, 'vwap': 138.91, 'lastSize': 15034, 'turnover': 1335026514115, 'homeNotional': 583873.2076562053, 'foreignNotional': 81118992.18364148}, {'timestamp': datetime.datetime(2020, 3, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.8, 'high': 147.95, 'low': 124.1, 'close': 136.75, 'trades': 37182, 'volume': 131759135, 'vwap': 136.82, 'lastSize': 1000, 'turnover': 1802627434515, 'homeNotional': 810104.0315854402, 'foreignNotional': 110908112.7455622}]
2020-03-12 14:00:20 INFO: prepare candles [CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED'), CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED'), CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN')]
2020-03-12 14:00:20 INFO: skip by colors first_candle=CandleItem(low=124.1, high=147.95, open=131.8, close=136.75, color='GREEN') second_candle=CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED') last_candle=CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED')
2020-03-12 14:00:20 INFO: check need new order None
2020-03-12 14:00:20 INFO: init new order end
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:00:20 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: clearing start
2020-03-12 14:02:00 INFO: clearing end
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 14:02:00 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: 
2020-03-12 15:00:20 INFO: init new order start
2020-03-12 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.7, 'high': 143.25, 'low': 133.4, 'close': 140.05, 'trades': 24164, 'volume': 90773798, 'vwap': 138.96, 'lastSize': 274, 'turnover': 1261357881500, 'homeNotional': 548437.1500003769, 'foreignNotional': 76226639.13247368}, {'timestamp': datetime.datetime(2020, 3, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.7, 'high': 139.25, 'low': 125.25, 'close': 134.7, 'trades': 24630, 'volume': 78164694, 'vwap': 132.64, 'lastSize': 6992, 'turnover': 1036748758445, 'homeNotional': 462223.8493526433, 'foreignNotional': 61327746.44606158}, {'timestamp': datetime.datetime(2020, 3, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 144.0, 'low': 126.05, 'close': 136.7, 'trades': 29335, 'volume': 96110087, 'vwap': 138.91, 'lastSize': 15034, 'turnover': 1335026514115, 'homeNotional': 583873.2076562053, 'foreignNotional': 81118992.18364148}]
2020-03-12 15:00:21 INFO: prepare candles [CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN'), CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED'), CandleItem(low=126.05, high=144.0, open=136.75, close=136.7, color='RED')]
2020-03-12 15:00:21 INFO: last_candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-12 15:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-12 15:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')
2020-03-12 15:00:21 INFO: skip by CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-12 15:00:21 INFO: not found applicable config for candle
2020-03-12 15:00:21 INFO: check need new order None
2020-03-12 15:00:21 INFO: init new order end
2020-03-12 15:00:21 INFO: 
2020-03-12 15:00:21 INFO: 
2020-03-12 15:00:21 INFO: 
2020-03-12 15:00:21 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: clearing start
2020-03-12 15:02:00 INFO: clearing end
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 15:02:00 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: init new order start
2020-03-12 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.0, 'low': 137.0, 'close': 140.95, 'trades': 12340, 'volume': 51071036, 'vwap': 139.9, 'lastSize': 70172, 'turnover': 714479508170, 'homeNotional': 310868.66531500017, 'foreignNotional': 43490992.63313006}, {'timestamp': datetime.datetime(2020, 3, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.7, 'high': 143.25, 'low': 133.4, 'close': 140.05, 'trades': 24164, 'volume': 90773798, 'vwap': 138.96, 'lastSize': 274, 'turnover': 1261357881500, 'homeNotional': 548437.1500003769, 'foreignNotional': 76226639.13247368}, {'timestamp': datetime.datetime(2020, 3, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.7, 'high': 139.25, 'low': 125.25, 'close': 134.7, 'trades': 24630, 'volume': 78164694, 'vwap': 132.64, 'lastSize': 6992, 'turnover': 1036748758445, 'homeNotional': 462223.8493526433, 'foreignNotional': 61327746.44606158}]
2020-03-12 16:00:20 INFO: prepare candles [CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN'), CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN'), CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED')]
2020-03-12 16:00:20 INFO: skip by colors first_candle=CandleItem(low=125.25, high=139.25, open=136.7, close=134.7, color='RED') second_candle=CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN') last_candle=CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN')
2020-03-12 16:00:20 INFO: check need new order None
2020-03-12 16:00:20 INFO: init new order end
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:00:20 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: clearing start
2020-03-12 16:02:00 INFO: clearing end
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 16:02:00 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: init new order start
2020-03-12 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 142.9, 'low': 134.2, 'close': 139.3, 'trades': 16016, 'volume': 60251420, 'vwap': 137.84, 'lastSize': 318, 'turnover': 830471276280, 'homeNotional': 364621.80709923815, 'foreignNotional': 50261012.548971444}, {'timestamp': datetime.datetime(2020, 3, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.0, 'low': 137.0, 'close': 140.95, 'trades': 12340, 'volume': 51071036, 'vwap': 139.9, 'lastSize': 70172, 'turnover': 714479508170, 'homeNotional': 310868.66531500017, 'foreignNotional': 43490992.63313006}, {'timestamp': datetime.datetime(2020, 3, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.7, 'high': 143.25, 'low': 133.4, 'close': 140.05, 'trades': 24164, 'volume': 90773798, 'vwap': 138.96, 'lastSize': 274, 'turnover': 1261357881500, 'homeNotional': 548437.1500003769, 'foreignNotional': 76226639.13247368}]
2020-03-12 17:00:20 INFO: prepare candles [CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED'), CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN'), CandleItem(low=133.4, high=143.25, open=134.7, close=140.05, color='GREEN')]
2020-03-12 17:00:20 INFO: last_candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-12 17:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-12 17:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')
2020-03-12 17:00:20 INFO: skip by CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-12 17:00:20 INFO: not found applicable config for candle
2020-03-12 17:00:20 INFO: check need new order None
2020-03-12 17:00:20 INFO: init new order end
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:00:20 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: clearing start
2020-03-12 17:02:00 INFO: clearing end
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 17:02:00 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: init new order start
2020-03-12 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.3, 'high': 145.9, 'low': 138.7, 'close': 141.95, 'trades': 16917, 'volume': 70644780, 'vwap': 142.12, 'lastSize': 283, 'turnover': 1003970616815, 'homeNotional': 433390.05922088405, 'foreignNotional': 61594154.93043274}, {'timestamp': datetime.datetime(2020, 3, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 142.9, 'low': 134.2, 'close': 139.3, 'trades': 16016, 'volume': 60251420, 'vwap': 137.84, 'lastSize': 318, 'turnover': 830471276280, 'homeNotional': 364621.80709923815, 'foreignNotional': 50261012.548971444}, {'timestamp': datetime.datetime(2020, 3, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.0, 'low': 137.0, 'close': 140.95, 'trades': 12340, 'volume': 51071036, 'vwap': 139.9, 'lastSize': 70172, 'turnover': 714479508170, 'homeNotional': 310868.66531500017, 'foreignNotional': 43490992.63313006}]
2020-03-12 18:00:20 INFO: prepare candles [CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN'), CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED'), CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN')]
2020-03-12 18:00:20 INFO: skip by colors first_candle=CandleItem(low=137.0, high=142.0, open=140.05, close=140.95, color='GREEN') second_candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') last_candle=CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN')
2020-03-12 18:00:20 INFO: check need new order None
2020-03-12 18:00:20 INFO: init new order end
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:00:20 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: clearing start
2020-03-12 18:02:00 INFO: clearing end
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 18:02:00 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: 
2020-03-12 19:00:20 INFO: init new order start
2020-03-12 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.95, 'high': 143.0, 'low': 136.7, 'close': 137.05, 'trades': 12653, 'volume': 38378223, 'vwap': 140.05, 'lastSize': 80, 'turnover': 537464809815, 'homeNotional': 233502.98014540895, 'foreignNotional': 32703306.14550992}, {'timestamp': datetime.datetime(2020, 3, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.3, 'high': 145.9, 'low': 138.7, 'close': 141.95, 'trades': 16917, 'volume': 70644780, 'vwap': 142.12, 'lastSize': 283, 'turnover': 1003970616815, 'homeNotional': 433390.05922088405, 'foreignNotional': 61594154.93043274}, {'timestamp': datetime.datetime(2020, 3, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 142.9, 'low': 134.2, 'close': 139.3, 'trades': 16016, 'volume': 60251420, 'vwap': 137.84, 'lastSize': 318, 'turnover': 830471276280, 'homeNotional': 364621.80709923815, 'foreignNotional': 50261012.548971444}]
2020-03-12 19:00:21 INFO: prepare candles [CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED'), CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN'), CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED')]
2020-03-12 19:00:21 INFO: skip by colors first_candle=CandleItem(low=134.2, high=142.9, open=140.95, close=139.3, color='RED') second_candle=CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN') last_candle=CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED')
2020-03-12 19:00:21 INFO: check need new order None
2020-03-12 19:00:21 INFO: init new order end
2020-03-12 19:00:21 INFO: 
2020-03-12 19:00:21 INFO: 
2020-03-12 19:00:21 INFO: 
2020-03-12 19:00:21 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: clearing start
2020-03-12 19:02:00 INFO: clearing end
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 19:02:00 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: 
2020-03-12 20:00:20 INFO: init new order start
2020-03-12 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 139.65, 'low': 136.6, 'close': 138.1, 'trades': 10071, 'volume': 32533680, 'vwap': 138.16, 'lastSize': 20, 'turnover': 449484379765, 'homeNotional': 196623.49599716972, 'foreignNotional': 27165695.87128433}, {'timestamp': datetime.datetime(2020, 3, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.95, 'high': 143.0, 'low': 136.7, 'close': 137.05, 'trades': 12653, 'volume': 38378223, 'vwap': 140.05, 'lastSize': 80, 'turnover': 537464809815, 'homeNotional': 233502.98014540895, 'foreignNotional': 32703306.14550992}, {'timestamp': datetime.datetime(2020, 3, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.3, 'high': 145.9, 'low': 138.7, 'close': 141.95, 'trades': 16917, 'volume': 70644780, 'vwap': 142.12, 'lastSize': 283, 'turnover': 1003970616815, 'homeNotional': 433390.05922088405, 'foreignNotional': 61594154.93043274}]
2020-03-12 20:00:20 INFO: prepare candles [CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN'), CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED'), CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN')]
2020-03-12 20:00:20 INFO: skip by colors first_candle=CandleItem(low=138.7, high=145.9, open=139.3, close=141.95, color='GREEN') second_candle=CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED') last_candle=CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN')
2020-03-12 20:00:21 INFO: check need new order None
2020-03-12 20:00:21 INFO: init new order end
2020-03-12 20:00:21 INFO: 
2020-03-12 20:00:21 INFO: 
2020-03-12 20:00:21 INFO: 
2020-03-12 20:00:21 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: clearing start
2020-03-12 20:02:00 INFO: clearing end
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 20:02:00 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: init new order start
2020-03-12 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.1, 'high': 139.05, 'low': 124.25, 'close': 128.35, 'trades': 23677, 'volume': 61940809, 'vwap': 132.3, 'lastSize': 15, 'turnover': 819449096645, 'homeNotional': 363097.99011615827, 'foreignNotional': 48060615.686951704}, {'timestamp': datetime.datetime(2020, 3, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 139.65, 'low': 136.6, 'close': 138.1, 'trades': 10071, 'volume': 32533680, 'vwap': 138.16, 'lastSize': 20, 'turnover': 449484379765, 'homeNotional': 196623.49599716972, 'foreignNotional': 27165695.87128433}, {'timestamp': datetime.datetime(2020, 3, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.95, 'high': 143.0, 'low': 136.7, 'close': 137.05, 'trades': 12653, 'volume': 38378223, 'vwap': 140.05, 'lastSize': 80, 'turnover': 537464809815, 'homeNotional': 233502.98014540895, 'foreignNotional': 32703306.14550992}]
2020-03-12 21:00:20 INFO: prepare candles [CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED'), CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN'), CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED')]
2020-03-12 21:00:20 INFO: skip by colors first_candle=CandleItem(low=136.7, high=143.0, open=141.95, close=137.05, color='RED') second_candle=CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN') last_candle=CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED')
2020-03-12 21:00:20 INFO: check need new order None
2020-03-12 21:00:20 INFO: init new order end
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:00:20 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: 
2020-03-12 21:02:00 INFO: clearing start
2020-03-12 21:02:01 INFO: clearing end
2020-03-12 21:02:01 INFO: 
2020-03-12 21:02:01 INFO: 
2020-03-12 21:02:01 INFO: 
2020-03-12 21:02:01 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: init new order start
2020-03-12 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 132.0, 'low': 124.65, 'close': 130.45, 'trades': 15905, 'volume': 32650526, 'vwap': 128.46, 'lastSize': 1762, 'turnover': 419416802595, 'homeNotional': 185679.77224062153, 'foreignNotional': 23855396.015135925}, {'timestamp': datetime.datetime(2020, 3, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.1, 'high': 139.05, 'low': 124.25, 'close': 128.35, 'trades': 23677, 'volume': 61940809, 'vwap': 132.3, 'lastSize': 15, 'turnover': 819449096645, 'homeNotional': 363097.99011615827, 'foreignNotional': 48060615.686951704}, {'timestamp': datetime.datetime(2020, 3, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 139.65, 'low': 136.6, 'close': 138.1, 'trades': 10071, 'volume': 32533680, 'vwap': 138.16, 'lastSize': 20, 'turnover': 449484379765, 'homeNotional': 196623.49599716972, 'foreignNotional': 27165695.87128433}]
2020-03-12 22:00:20 INFO: prepare candles [CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN'), CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED'), CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN')]
2020-03-12 22:00:20 INFO: skip by colors first_candle=CandleItem(low=136.6, high=139.65, open=137.05, close=138.1, color='GREEN') second_candle=CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED') last_candle=CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN')
2020-03-12 22:00:20 INFO: check need new order None
2020-03-12 22:00:20 INFO: init new order end
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:00:20 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: clearing start
2020-03-12 22:02:00 INFO: clearing end
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 22:02:00 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: init new order start
2020-03-12 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 133.95, 'low': 125.75, 'close': 126.95, 'trades': 18059, 'volume': 68607559, 'vwap': 129.71, 'lastSize': 300, 'turnover': 889850870235, 'homeNotional': 398745.8510122594, 'foreignNotional': 51722356.087383896}, {'timestamp': datetime.datetime(2020, 3, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 132.0, 'low': 124.65, 'close': 130.45, 'trades': 15905, 'volume': 32650526, 'vwap': 128.46, 'lastSize': 1762, 'turnover': 419416802595, 'homeNotional': 185679.77224062153, 'foreignNotional': 23855396.015135925}, {'timestamp': datetime.datetime(2020, 3, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.1, 'high': 139.05, 'low': 124.25, 'close': 128.35, 'trades': 23677, 'volume': 61940809, 'vwap': 132.3, 'lastSize': 15, 'turnover': 819449096645, 'homeNotional': 363097.99011615827, 'foreignNotional': 48060615.686951704}]
2020-03-12 23:00:20 INFO: prepare candles [CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED'), CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN'), CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED')]
2020-03-12 23:00:20 INFO: skip by colors first_candle=CandleItem(low=124.25, high=139.05, open=138.1, close=128.35, color='RED') second_candle=CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN') last_candle=CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED')
2020-03-12 23:00:20 INFO: check need new order None
2020-03-12 23:00:20 INFO: init new order end
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:00:20 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: clearing start
2020-03-12 23:02:00 INFO: clearing end
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-12 23:02:00 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: 
2020-03-13 00:00:20 INFO: init new order start
2020-03-13 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 126.95, 'low': 97.2, 'close': 105.8, 'trades': 39362, 'volume': 128443672, 'vwap': 110.8, 'lastSize': 440, 'turnover': 1423035052065, 'homeNotional': 657957.778820685, 'foreignNotional': 73247006.94333178}, {'timestamp': datetime.datetime(2020, 3, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 133.95, 'low': 125.75, 'close': 126.95, 'trades': 18059, 'volume': 68607559, 'vwap': 129.71, 'lastSize': 300, 'turnover': 889850870235, 'homeNotional': 398745.8510122594, 'foreignNotional': 51722356.087383896}, {'timestamp': datetime.datetime(2020, 3, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.35, 'high': 132.0, 'low': 124.65, 'close': 130.45, 'trades': 15905, 'volume': 32650526, 'vwap': 128.46, 'lastSize': 1762, 'turnover': 419416802595, 'homeNotional': 185679.77224062153, 'foreignNotional': 23855396.015135925}]
2020-03-13 00:00:21 INFO: prepare candles [CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED'), CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED'), CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN')]
2020-03-13 00:00:21 INFO: skip by colors first_candle=CandleItem(low=124.65, high=132.0, open=128.35, close=130.45, color='GREEN') second_candle=CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED') last_candle=CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED')
2020-03-13 00:00:21 INFO: check need new order None
2020-03-13 00:00:21 INFO: init new order end
2020-03-13 00:00:21 INFO: 
2020-03-13 00:00:21 INFO: 
2020-03-13 00:00:21 INFO: 
2020-03-13 00:00:21 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: clearing start
2020-03-13 00:02:00 INFO: clearing end
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 00:02:00 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: init new order start
2020-03-13 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 105.8, 'high': 113.6, 'low': 102.85, 'close': 106.8, 'trades': 32729, 'volume': 126014063, 'vwap': 107.82, 'lastSize': 40, 'turnover': 1358630699470, 'homeNotional': 602560.4218713741, 'foreignNotional': 64993964.92920043}, {'timestamp': datetime.datetime(2020, 3, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 126.95, 'low': 97.2, 'close': 105.8, 'trades': 39362, 'volume': 128443672, 'vwap': 110.8, 'lastSize': 440, 'turnover': 1423035052065, 'homeNotional': 657957.778820685, 'foreignNotional': 73247006.94333178}, {'timestamp': datetime.datetime(2020, 3, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 133.95, 'low': 125.75, 'close': 126.95, 'trades': 18059, 'volume': 68607559, 'vwap': 129.71, 'lastSize': 300, 'turnover': 889850870235, 'homeNotional': 398745.8510122594, 'foreignNotional': 51722356.087383896}]
2020-03-13 01:00:20 INFO: prepare candles [CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN'), CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED'), CandleItem(low=125.75, high=133.95, open=130.45, close=126.95, color='RED')]
2020-03-13 01:00:20 INFO: last_candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-13 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-13 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')
2020-03-13 01:00:20 INFO: skip by CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-13 01:00:20 INFO: not found applicable config for candle
2020-03-13 01:00:20 INFO: check need new order None
2020-03-13 01:00:20 INFO: init new order end
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:00:20 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: 
2020-03-13 01:02:00 INFO: clearing start
2020-03-13 01:02:01 INFO: clearing end
2020-03-13 01:02:01 INFO: 
2020-03-13 01:02:01 INFO: 
2020-03-13 01:02:01 INFO: 
2020-03-13 01:02:01 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: init new order start
2020-03-13 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 106.8, 'high': 110.0, 'low': 93.75, 'close': 95.5, 'trades': 23770, 'volume': 38746912, 'vwap': 104.44, 'lastSize': 134, 'turnover': 404637387245, 'homeNotional': 176668.65228544257, 'foreignNotional': 18481493.902576428}, {'timestamp': datetime.datetime(2020, 3, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 105.8, 'high': 113.6, 'low': 102.85, 'close': 106.8, 'trades': 32729, 'volume': 126014063, 'vwap': 107.82, 'lastSize': 40, 'turnover': 1358630699470, 'homeNotional': 602560.4218713741, 'foreignNotional': 64993964.92920043}, {'timestamp': datetime.datetime(2020, 3, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.95, 'high': 126.95, 'low': 97.2, 'close': 105.8, 'trades': 39362, 'volume': 128443672, 'vwap': 110.8, 'lastSize': 440, 'turnover': 1423035052065, 'homeNotional': 657957.778820685, 'foreignNotional': 73247006.94333178}]
2020-03-13 02:00:20 INFO: prepare candles [CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED'), CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN'), CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED')]
2020-03-13 02:00:20 INFO: skip by colors first_candle=CandleItem(low=97.2, high=126.95, open=126.95, close=105.8, color='RED') second_candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') last_candle=CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED')
2020-03-13 02:00:20 INFO: check need new order None
2020-03-13 02:00:20 INFO: init new order end
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:00:20 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: clearing start
2020-03-13 02:02:00 INFO: clearing end
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:02:00 INFO: 
2020-03-13 02:23:34 ERROR: Error : Connection is already closed.
2020-03-13 02:23:34 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f5a0fc9bc10>>: Connection is already closed.
2020-03-13 02:23:34 INFO: Websocket Closed
2020-03-13 02:23:35 WARNING: reconnect to socket
2020-03-13 02:23:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:23:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:23:35 INFO: Authenticating with API Key.
2020-03-13 02:23:40 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 107, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/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(
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: 
2020-03-13 02:23:43 INFO: start trader process
2020-03-13 02:23:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:23:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:23:43 INFO: Authenticating with API Key.
2020-03-13 02:23:44 INFO: Connected to WS.
2020-03-13 02:26:43 ERROR: Error : Connection is already closed.
2020-03-13 02:26:43 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f9187fd0b80>>: Connection is already closed.
2020-03-13 02:26:43 INFO: Websocket Closed
2020-03-13 02:26:44 WARNING: reconnect to socket
2020-03-13 02:26:44 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:26:44 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:26:44 INFO: Authenticating with API Key.
2020-03-13 02:26:49 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 107, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: 
2020-03-13 02:26:52 INFO: start trader process
2020-03-13 02:26:52 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:26:52 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:26:52 INFO: Authenticating with API Key.
2020-03-13 02:26:57 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$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(
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: 
2020-03-13 02:27:00 INFO: start trader process
2020-03-13 02:27:00 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:00 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:00 INFO: Authenticating with API Key.
2020-03-13 02:27:05 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: 
2020-03-13 02:27:09 INFO: start trader process
2020-03-13 02:27:09 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:09 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:09 INFO: Authenticating with API Key.
2020-03-13 02:27:14 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$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(
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: 
2020-03-13 02:27:17 INFO: start trader process
2020-03-13 02:27:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:17 INFO: Authenticating with API Key.
2020-03-13 02:27:22 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: 
2020-03-13 02:27:26 INFO: start trader process
2020-03-13 02:27:26 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:26 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:26 INFO: Authenticating with API Key.
2020-03-13 02:27:31 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 61, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$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(
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: 
2020-03-13 02:27:34 INFO: start trader process
2020-03-13 02:27:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 02:27:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 02:27:34 INFO: Authenticating with API Key.
2020-03-13 02:27:35 INFO: Connected to WS.
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: 
2020-03-13 03:00:20 INFO: init new order start
2020-03-13 03:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 95.5, 'high': 176.35, 'low': 85.9, 'close': 111.55, 'trades': 23655, 'volume': 49213092, 'vwap': 101.78, 'lastSize': 929, 'turnover': 500875177615, 'homeNotional': 222912.671929517, 'foreignNotional': 22954133.767772567}, {'timestamp': datetime.datetime(2020, 3, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 106.8, 'high': 110.0, 'low': 93.75, 'close': 95.5, 'trades': 23770, 'volume': 38746912, 'vwap': 104.44, 'lastSize': 134, 'turnover': 404637387245, 'homeNotional': 176668.65228544257, 'foreignNotional': 18481493.902576428}, {'timestamp': datetime.datetime(2020, 3, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 105.8, 'high': 113.6, 'low': 102.85, 'close': 106.8, 'trades': 32729, 'volume': 126014063, 'vwap': 107.82, 'lastSize': 40, 'turnover': 1358630699470, 'homeNotional': 602560.4218713741, 'foreignNotional': 64993964.92920043}]
2020-03-13 03:00:22 INFO: prepare candles [CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN'), CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED'), CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN')]
2020-03-13 03:00:22 INFO: skip by colors first_candle=CandleItem(low=102.85, high=113.6, open=105.8, close=106.8, color='GREEN') second_candle=CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED') last_candle=CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN')
2020-03-13 03:00:22 INFO: check need new order None
2020-03-13 03:00:22 INFO: init new order end
2020-03-13 03:00:22 INFO: 
2020-03-13 03:00:22 INFO: 
2020-03-13 03:00:22 INFO: 
2020-03-13 03:00:22 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 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(
2020-03-13 03:02:00 INFO: clearing end
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 03:02:00 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: init new order start
2020-03-13 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 111.55, 'high': 147.0, 'low': 110.85, 'close': 126.35, 'trades': 26861, 'volume': 48408319, 'vwap': 127.63, 'lastSize': 1000, 'turnover': 617808279235, 'homeNotional': 263049.19955196365, 'foreignNotional': 33652011.29873641}, {'timestamp': datetime.datetime(2020, 3, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 95.5, 'high': 176.35, 'low': 85.9, 'close': 111.55, 'trades': 23655, 'volume': 49213092, 'vwap': 101.78, 'lastSize': 929, 'turnover': 500875177615, 'homeNotional': 222912.671929517, 'foreignNotional': 22954133.767772567}, {'timestamp': datetime.datetime(2020, 3, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 106.8, 'high': 110.0, 'low': 93.75, 'close': 95.5, 'trades': 23770, 'volume': 38746912, 'vwap': 104.44, 'lastSize': 134, 'turnover': 404637387245, 'homeNotional': 176668.65228544257, 'foreignNotional': 18481493.902576428}]
2020-03-13 04:00:20 INFO: prepare candles [CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN'), CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN'), CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED')]
2020-03-13 04:00:20 INFO: skip by colors first_candle=CandleItem(low=93.75, high=110.0, open=106.8, close=95.5, color='RED') second_candle=CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN') last_candle=CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN')
2020-03-13 04:00:20 INFO: check need new order None
2020-03-13 04:00:20 INFO: init new order end
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:00:20 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: clearing start
2020-03-13 04:02:00 INFO: clearing end
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 04:02:00 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: init new order start
2020-03-13 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 130.05, 'low': 110.0, 'close': 113.6, 'trades': 22937, 'volume': 50976803, 'vwap': 120.96, 'lastSize': 150, 'turnover': 616603834570, 'homeNotional': 261889.59450490843, 'foreignNotional': 31704605.504479792}, {'timestamp': datetime.datetime(2020, 3, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 111.55, 'high': 147.0, 'low': 110.85, 'close': 126.35, 'trades': 26861, 'volume': 48408319, 'vwap': 127.63, 'lastSize': 1000, 'turnover': 617808279235, 'homeNotional': 263049.19955196365, 'foreignNotional': 33652011.29873641}, {'timestamp': datetime.datetime(2020, 3, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 95.5, 'high': 176.35, 'low': 85.9, 'close': 111.55, 'trades': 23655, 'volume': 49213092, 'vwap': 101.78, 'lastSize': 929, 'turnover': 500875177615, 'homeNotional': 222912.671929517, 'foreignNotional': 22954133.767772567}]
2020-03-13 05:00:20 INFO: prepare candles [CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED'), CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN'), CandleItem(low=85.9, high=176.35, open=95.5, close=111.55, color='GREEN')]
2020-03-13 05:00:20 INFO: last_candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-13 05:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-13 05:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')
2020-03-13 05:00:20 INFO: skip by CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-13 05:00:20 INFO: not found applicable config for candle
2020-03-13 05:00:20 INFO: check need new order None
2020-03-13 05:00:20 INFO: init new order end
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:00:20 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: clearing start
2020-03-13 05:02:00 INFO: clearing end
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 05:02:00 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: init new order start
2020-03-13 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 113.6, 'high': 128.05, 'low': 112.8, 'close': 120.0, 'trades': 20290, 'volume': 37761878, 'vwap': 122.58, 'lastSize': 400, 'turnover': 462849924380, 'homeNotional': 191896.80672835722, 'foreignNotional': 23525837.697982885}, {'timestamp': datetime.datetime(2020, 3, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 130.05, 'low': 110.0, 'close': 113.6, 'trades': 22937, 'volume': 50976803, 'vwap': 120.96, 'lastSize': 150, 'turnover': 616603834570, 'homeNotional': 261889.59450490843, 'foreignNotional': 31704605.504479792}, {'timestamp': datetime.datetime(2020, 3, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 111.55, 'high': 147.0, 'low': 110.85, 'close': 126.35, 'trades': 26861, 'volume': 48408319, 'vwap': 127.63, 'lastSize': 1000, 'turnover': 617808279235, 'homeNotional': 263049.19955196365, 'foreignNotional': 33652011.29873641}]
2020-03-13 06:00:20 INFO: prepare candles [CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN'), CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED'), CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN')]
2020-03-13 06:00:20 INFO: skip by colors first_candle=CandleItem(low=110.85, high=147.0, open=111.55, close=126.35, color='GREEN') second_candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') last_candle=CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN')
2020-03-13 06:00:20 INFO: check need new order None
2020-03-13 06:00:20 INFO: init new order end
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:00:20 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: clearing start
2020-03-13 06:02:00 INFO: clearing end
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 06:02:00 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: init new order start
2020-03-13 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.0, 'high': 131.0, 'low': 117.15, 'close': 129.45, 'trades': 21000, 'volume': 24281179, 'vwap': 122.3, 'lastSize': 570, 'turnover': 296938992415, 'homeNotional': 122964.34742402032, 'foreignNotional': 15042387.2583252}, {'timestamp': datetime.datetime(2020, 3, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 113.6, 'high': 128.05, 'low': 112.8, 'close': 120.0, 'trades': 20290, 'volume': 37761878, 'vwap': 122.58, 'lastSize': 400, 'turnover': 462849924380, 'homeNotional': 191896.80672835722, 'foreignNotional': 23525837.697982885}, {'timestamp': datetime.datetime(2020, 3, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.35, 'high': 130.05, 'low': 110.0, 'close': 113.6, 'trades': 22937, 'volume': 50976803, 'vwap': 120.96, 'lastSize': 150, 'turnover': 616603834570, 'homeNotional': 261889.59450490843, 'foreignNotional': 31704605.504479792}]
2020-03-13 07:00:20 INFO: prepare candles [CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN'), CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN'), CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED')]
2020-03-13 07:00:20 INFO: skip by colors first_candle=CandleItem(low=110.0, high=130.05, open=126.35, close=113.6, color='RED') second_candle=CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN') last_candle=CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN')
2020-03-13 07:00:20 INFO: check need new order None
2020-03-13 07:00:20 INFO: init new order end
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:00:20 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: clearing start
2020-03-13 07:02:00 INFO: clearing end
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 07:02:00 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: init new order start
2020-03-13 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 132.0, 'low': 123.2, 'close': 130.45, 'trades': 16677, 'volume': 18824943, 'vwap': 126.46, 'lastSize': 31, 'turnover': 238057825915, 'homeNotional': 98277.58933266927, 'foreignNotional': 12431302.647550333}, {'timestamp': datetime.datetime(2020, 3, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.0, 'high': 131.0, 'low': 117.15, 'close': 129.45, 'trades': 21000, 'volume': 24281179, 'vwap': 122.3, 'lastSize': 570, 'turnover': 296938992415, 'homeNotional': 122964.34742402032, 'foreignNotional': 15042387.2583252}, {'timestamp': datetime.datetime(2020, 3, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 113.6, 'high': 128.05, 'low': 112.8, 'close': 120.0, 'trades': 20290, 'volume': 37761878, 'vwap': 122.58, 'lastSize': 400, 'turnover': 462849924380, 'homeNotional': 191896.80672835722, 'foreignNotional': 23525837.697982885}]
2020-03-13 08:00:20 INFO: prepare candles [CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN'), CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN'), CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN')]
2020-03-13 08:00:20 INFO: skip by colors first_candle=CandleItem(low=112.8, high=128.05, open=113.6, close=120.0, color='GREEN') second_candle=CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN') last_candle=CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN')
2020-03-13 08:00:20 INFO: check need new order None
2020-03-13 08:00:20 INFO: init new order end
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:00:20 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: clearing start
2020-03-13 08:02:00 INFO: clearing end
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 08:02:00 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: init new order start
2020-03-13 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 134.6, 'low': 123.0, 'close': 127.85, 'trades': 18888, 'volume': 26201168, 'vwap': 129.3, 'lastSize': 38, 'turnover': 338760938145, 'homeNotional': 142186.3897656412, 'foreignNotional': 18390865.735796344}, {'timestamp': datetime.datetime(2020, 3, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 132.0, 'low': 123.2, 'close': 130.45, 'trades': 16677, 'volume': 18824943, 'vwap': 126.46, 'lastSize': 31, 'turnover': 238057825915, 'homeNotional': 98277.58933266927, 'foreignNotional': 12431302.647550333}, {'timestamp': datetime.datetime(2020, 3, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 120.0, 'high': 131.0, 'low': 117.15, 'close': 129.45, 'trades': 21000, 'volume': 24281179, 'vwap': 122.3, 'lastSize': 570, 'turnover': 296938992415, 'homeNotional': 122964.34742402032, 'foreignNotional': 15042387.2583252}]
2020-03-13 09:00:20 INFO: prepare candles [CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED'), CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN'), CandleItem(low=117.15, high=131.0, open=120.0, close=129.45, color='GREEN')]
2020-03-13 09:00:20 INFO: last_candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=7200, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.49), body=MinMaxFilter(min=0.0, max=0.79))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.2, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.6, max=0.69), body=MinMaxFilter(min=0.4, max=1.0))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=3.5, clearing_interval=7200, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.7, max=0.79), body=MinMaxFilter(min=0.1, max=0.79))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.3, max=0.69)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.69)), last_candle=CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.8, max=0.89), body=MinMaxFilter(min=0.3, max=0.69))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.1, max=1.0))
2020-03-13 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=4.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=0.59)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.5, max=1.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)))
2020-03-13 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0)) to candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')
2020-03-13 09:00:20 INFO: skip by CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') and CandleFilter(size=MinMaxFilter(min=0.5, max=0.55), body=MinMaxFilter(min=0.3, max=1.0))
2020-03-13 09:00:20 INFO: not found applicable config for candle
2020-03-13 09:00:20 INFO: check need new order None
2020-03-13 09:00:20 INFO: init new order end
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:00:20 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: clearing start
2020-03-13 09:02:00 INFO: clearing end
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 09:02:00 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: 
2020-03-13 10:00:20 INFO: init new order start
2020-03-13 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 137.5, 'low': 127.35, 'close': 133.75, 'trades': 17098, 'volume': 17775545, 'vwap': 131.5, 'lastSize': 20, 'turnover': 233746815500, 'homeNotional': 98943.69126618726, 'foreignNotional': 13018644.63462776}, {'timestamp': datetime.datetime(2020, 3, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 134.6, 'low': 123.0, 'close': 127.85, 'trades': 18888, 'volume': 26201168, 'vwap': 129.3, 'lastSize': 38, 'turnover': 338760938145, 'homeNotional': 142186.3897656412, 'foreignNotional': 18390865.735796344}, {'timestamp': datetime.datetime(2020, 3, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.45, 'high': 132.0, 'low': 123.2, 'close': 130.45, 'trades': 16677, 'volume': 18824943, 'vwap': 126.46, 'lastSize': 31, 'turnover': 238057825915, 'homeNotional': 98277.58933266927, 'foreignNotional': 12431302.647550333}]
2020-03-13 10:00:21 INFO: prepare candles [CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN'), CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED'), CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN')]
2020-03-13 10:00:21 INFO: skip by colors first_candle=CandleItem(low=123.2, high=132.0, open=129.45, close=130.45, color='GREEN') second_candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') last_candle=CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN')
2020-03-13 10:00:21 INFO: check need new order None
2020-03-13 10:00:21 INFO: init new order end
2020-03-13 10:00:21 INFO: 
2020-03-13 10:00:21 INFO: 
2020-03-13 10:00:21 INFO: 
2020-03-13 10:00:21 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: clearing start
2020-03-13 10:02:00 INFO: clearing end
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 10:02:00 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: init new order start
2020-03-13 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 13, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.75, 'high': 137.25, 'low': 129.8, 'close': 134.3, 'trades': 15823, 'volume': 18174935, 'vwap': 134.06, 'lastSize': 30, 'turnover': 243637544550, 'homeNotional': 103208.00032478278, 'foreignNotional': 13836051.401755925}, {'timestamp': datetime.datetime(2020, 3, 13, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.85, 'high': 137.5, 'low': 127.35, 'close': 133.75, 'trades': 17098, 'volume': 17775545, 'vwap': 131.5, 'lastSize': 20, 'turnover': 233746815500, 'homeNotional': 98943.69126618726, 'foreignNotional': 13018644.63462776}, {'timestamp': datetime.datetime(2020, 3, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 134.6, 'low': 123.0, 'close': 127.85, 'trades': 18888, 'volume': 26201168, 'vwap': 129.3, 'lastSize': 38, 'turnover': 338760938145, 'homeNotional': 142186.3897656412, 'foreignNotional': 18390865.735796344}]
2020-03-13 11:00:20 INFO: prepare candles [CandleItem(low=129.8, high=137.25, open=133.75, close=134.3, color='GREEN'), CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN'), CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED')]
2020-03-13 11:00:20 INFO: skip by colors first_candle=CandleItem(low=123.0, high=134.6, open=130.45, close=127.85, color='RED') second_candle=CandleItem(low=127.35, high=137.5, open=127.85, close=133.75, color='GREEN') last_candle=CandleItem(low=129.8, high=137.25, open=133.75, close=134.3, color='GREEN')
2020-03-13 11:00:20 INFO: check need new order None
2020-03-13 11:00:20 INFO: init new order end
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:00:20 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: 
2020-03-13 11:02:00 INFO: clearing start
2020-03-13 11:02:01 INFO: clearing end
2020-03-13 11:02:01 INFO: 
2020-03-13 11:02:01 INFO: 
2020-03-13 11:02:01 INFO: 
2020-03-13 11:02:01 INFO: 
2020-03-13 12:00:17 ERROR: Error : Connection is already closed.
2020-03-13 12:00:17 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7fece02fcbb0>>: Connection is already closed.
2020-03-13 12:00:17 INFO: Websocket Closed
2020-03-13 12:00:17 WARNING: reconnect to socket
2020-03-13 12:00:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:00:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:00:17 INFO: Authenticating with API Key.
2020-03-13 12:00:22 ERROR: Couldn't connect to WS! Exiting.
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 107, in main
    WS_CLIENT = connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 155, in connect
    return CustomBitmexWS(endpoint=client_rest.swagger_spec.api_url, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/current/app/bitmex_ws.py", line 37, in __init__
    self.__connect()
  File "/home/crypto/current/app/bitmex_ws.py", line 69, in __connect
    raise websocket.WebSocketTimeoutException('Couldn\'t connect to WS! Exiting.')
websocket._exceptions.WebSocketTimeoutException: Couldn't connect to WS! Exiting.
/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(
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: 
2020-03-13 12:00:26 INFO: start trader process
2020-03-13 12:00:26 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:00:26 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:00:26 INFO: Authenticating with API Key.
2020-03-13 12:00:27 INFO: Connected to WS.
2020-03-13 12:03:26 ERROR: Error : Connection is already closed.
2020-03-13 12:03:26 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef246be0>>: Connection is already closed.
2020-03-13 12:03:26 INFO: Websocket Closed
2020-03-13 12:03:27 WARNING: reconnect to socket
2020-03-13 12:03:27 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:03:27 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:03:27 INFO: Authenticating with API Key.
2020-03-13 12:03:28 INFO: Connected to WS.
2020-03-13 12:06:27 ERROR: Error : Connection is already closed.
2020-03-13 12:06:27 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef246910>>: Connection is already closed.
2020-03-13 12:06:27 INFO: Websocket Closed
2020-03-13 12:06:27 WARNING: reconnect to socket
2020-03-13 12:06:27 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:06:27 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:06:27 INFO: Authenticating with API Key.
2020-03-13 12:06:28 INFO: Connected to WS.
2020-03-13 12:09:27 ERROR: Error : Connection is already closed.
2020-03-13 12:09:27 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef15f610>>: Connection is already closed.
2020-03-13 12:09:27 INFO: Websocket Closed
2020-03-13 12:09:28 WARNING: reconnect to socket
2020-03-13 12:09:28 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:09:28 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:09:28 INFO: Authenticating with API Key.
2020-03-13 12:09:29 INFO: Connected to WS.
2020-03-13 12:12:28 ERROR: Error : Connection is already closed.
2020-03-13 12:12:28 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef15fcd0>>: Connection is already closed.
2020-03-13 12:12:28 INFO: Websocket Closed
2020-03-13 12:12:28 WARNING: reconnect to socket
2020-03-13 12:12:28 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:12:28 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:12:28 INFO: Authenticating with API Key.
2020-03-13 12:12:29 INFO: Connected to WS.
2020-03-13 12:15:34 ERROR: Error : Connection is already closed.
2020-03-13 12:15:34 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef156220>>: Connection is already closed.
2020-03-13 12:15:34 INFO: Websocket Closed
2020-03-13 12:15:35 WARNING: reconnect to socket
2020-03-13 12:15:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:15:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:15:35 INFO: Authenticating with API Key.
2020-03-13 12:15:36 INFO: Connected to WS.
2020-03-13 12:18:35 ERROR: Error : Connection is already closed.
2020-03-13 12:18:35 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef1568b0>>: Connection is already closed.
2020-03-13 12:18:35 INFO: Websocket Closed
2020-03-13 12:18:35 WARNING: reconnect to socket
2020-03-13 12:18:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:18:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:18:35 INFO: Authenticating with API Key.
2020-03-13 12:18:36 INFO: Connected to WS.
2020-03-13 12:20:28 INFO: Websocket Closed
2020-03-13 12:20:29 WARNING: reconnect to socket
2020-03-13 12:20:29 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-13 12:20:29 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-13 12:20:29 INFO: Authenticating with API Key.
2020-03-13 12:20:29 ERROR: Error : Handshake status 404 Not Found
2020-03-13 12:20:29 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f58ef1560a0>>: Handshake status 404 Not Found
2020-03-13 12:20:29 INFO: Websocket Closed
2020-05-15 09:51:26 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(
2020-05-15 12:51:30 INFO: 
2020-05-15 12:51:30 INFO: 
2020-05-15 12:51:30 INFO: 
2020-05-15 12:51:30 INFO: 
2020-05-15 12:51:30 INFO: start trader process
2020-05-15 12:51:30 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-15 12:51:30 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-15 12:51:30 INFO: Authenticating with API Key.
2020-05-15 12:51:31 INFO: Connected to WS.
2020-05-15 13:00:20 INFO: 
2020-05-15 13:00:20 INFO: 
2020-05-15 13:00:20 INFO: 
2020-05-15 13:00:20 INFO: 
2020-05-15 13:00:20 INFO: init new order start
2020-05-15 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.5, 'low': 199.5, 'close': 199.75, 'trades': 1649, 'volume': 1623717, 'vwap': 200.0, 'lastSize': 20, 'turnover': 32473312470, 'homeNotional': 15614.763405351438, 'foreignNotional': 3122858.8184331064}, {'timestamp': datetime.datetime(2020, 5, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.05, 'high': 201.35, 'low': 200.15, 'close': 200.15, 'trades': 2050, 'volume': 1795110, 'vwap': 200.78, 'lastSize': 110, 'turnover': 36042056180, 'homeNotional': 17332.957080358396, 'foreignNotional': 3480107.874607709}, {'timestamp': datetime.datetime(2020, 5, 15, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.65, 'high': 201.8, 'low': 200.5, 'close': 201.05, 'trades': 2544, 'volume': 2802796, 'vwap': 201.12, 'lastSize': 200, 'turnover': 56367230075, 'homeNotional': 27021.219111574123, 'foreignNotional': 5434281.950402825}]
2020-05-15 13:00:20 INFO: prepare candles [CandleItem(low=199.5, high=200.5, open=200.15, close=199.75, color='RED'), CandleItem(low=200.15, high=201.35, open=201.05, close=200.15, color='RED'), CandleItem(low=200.5, high=201.8, open=200.65, close=201.05, color='GREEN')]
2020-05-15 13:00:20 INFO: skip by colors first_candle=CandleItem(low=200.5, high=201.8, open=200.65, close=201.05, color='GREEN') second_candle=CandleItem(low=200.15, high=201.35, open=201.05, close=200.15, color='RED') last_candle=CandleItem(low=199.5, high=200.5, open=200.15, close=199.75, color='RED')
2020-05-15 13:00:20 INFO: check need new order None
2020-05-15 13:00:20 INFO: init new order end
2020-05-15 13:00:20 INFO: 
2020-05-15 13:00:20 INFO: 
2020-05-15 13:00:20 INFO: 
2020-05-15 13:00:20 INFO: 
2020-05-15 13:02:00 INFO: 
2020-05-15 13:02:00 INFO: 
2020-05-15 13:02:00 INFO: 
2020-05-15 13:02:00 INFO: 
2020-05-15 13:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-05-15 13:02:00 INFO: clearing end
2020-05-15 13:02:00 INFO: 
2020-05-15 13:02:00 INFO: 
2020-05-15 13:02:00 INFO: 
2020-05-15 13:02:00 INFO: 
2020-05-15 14:00:20 INFO: 
2020-05-15 14:00:20 INFO: 
2020-05-15 14:00:20 INFO: 
2020-05-15 14:00:20 INFO: 
2020-05-15 14:00:20 INFO: init new order start
2020-05-15 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.75, 'high': 200.55, 'low': 199.05, 'close': 200.15, 'trades': 1910, 'volume': 2059874, 'vwap': 199.64, 'lastSize': 600, 'turnover': 41121682765, 'homeNotional': 19674.222747934888, 'foreignNotional': 3927621.667277355}, {'timestamp': datetime.datetime(2020, 5, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.5, 'low': 199.5, 'close': 199.75, 'trades': 1649, 'volume': 1623717, 'vwap': 200.0, 'lastSize': 20, 'turnover': 32473312470, 'homeNotional': 15614.763405351438, 'foreignNotional': 3122858.8184331064}, {'timestamp': datetime.datetime(2020, 5, 15, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.05, 'high': 201.35, 'low': 200.15, 'close': 200.15, 'trades': 2050, 'volume': 1795110, 'vwap': 200.78, 'lastSize': 110, 'turnover': 36042056180, 'homeNotional': 17332.957080358396, 'foreignNotional': 3480107.874607709}]
2020-05-15 14:00:21 INFO: prepare candles [CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN'), CandleItem(low=199.5, high=200.5, open=200.15, close=199.75, color='RED'), CandleItem(low=200.15, high=201.35, open=201.05, close=200.15, color='RED')]
2020-05-15 14:00:21 INFO: last_candle=CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN')
2020-05-15 14:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=7200, 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=0.79), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-15 14:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN')
2020-05-15 14:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=199.5, high=200.5, open=200.15, close=199.75, color='RED')
2020-05-15 14:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=200.15, high=201.35, open=201.05, close=200.15, color='RED')
2020-05-15 14:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN'), take_profit_factor=6.0, clearing_interval=7200)
2020-05-15 14:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN'), take_profit_factor=6.0, clearing_interval=7200)
2020-05-15 14:00:21 INFO: place order: start candle=CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-05-15 14:00:21 INFO: place order: side_factor=-1 init_trigger_price=200.60000000000002 init_order_price=200.65 stop_price_offset=0.0 candle.size=1.5 stop_price=199.05 take_price=209.65
2020-05-15 14:00:21 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('200.6000000000000227373675443232059478759765625') init_order_price=Decimal('200.650000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=1.5 stop_price=Decimal('199.05000000000001136868377216160297393798828125') take_price=Decimal('209.650000000000005684341886080801486968994140625')
2020-05-15 14:00:21 INFO: place order: compute qty=6
2020-05-15 14:00:21 INFO: place order: save order to db 91eeee9ceae8444f8518801a5596e9df; response=True
2020-05-15 14:00:21 INFO: post order to exchange resp={'orderID': 'd2706ac6-7dc8-8e56-0cf4-2bd0d0c276c2', 'clOrdID': '91eeee9ceae8444f8518801a5596e9df', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 200.65, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 15, 11, 0, 21, 147000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 15, 11, 0, 21, 147000, tzinfo=tzutc())}
2020-05-15 14:00:21 INFO: place new init order {'qty': 6, 'init_price': Decimal('200.6000000000000227373675443232059478759765625'), 'stop_price': Decimal('199.05000000000001136868377216160297393798828125'), 'take_price': Decimal('209.650000000000005684341886080801486968994140625'), 'order_uid': '91eeee9ceae8444f8518801a5596e9df', 'response': {'orderID': 'd2706ac6-7dc8-8e56-0cf4-2bd0d0c276c2', 'clOrdID': '91eeee9ceae8444f8518801a5596e9df', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 200.65, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 15, 11, 0, 21, 147000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 15, 11, 0, 21, 147000, tzinfo=tzutc())}}
2020-05-15 14:00:21 INFO: init new order end
2020-05-15 14:00:21 INFO: 
2020-05-15 14:00:21 INFO: 
2020-05-15 14:00:21 INFO: 
2020-05-15 14:00:21 INFO: 
2020-05-15 14:00:21 INFO: process event {'orderID': 'd2706ac6-7dc8-8e56-0cf4-2bd0d0c276c2', 'clOrdID': '91eeee9ceae8444f8518801a5596e9df', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 200.65, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-15T11:00:21.147Z', 'timestamp': '2020-05-15T11:00:21.147Z'}
2020-05-15 14:00:21 INFO: skip event 91eeee9ceae8444f8518801a5596e9df New
2020-05-15 14:02:00 INFO: 
2020-05-15 14:02:00 INFO: 
2020-05-15 14:02:00 INFO: 
2020-05-15 14:02:00 INFO: 
2020-05-15 14:02:00 INFO: clearing start
2020-05-15 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd2706ac6-7dc8-8e56-0cf4-2bd0d0c276c2', 'clOrdID': '91eeee9ceae8444f8518801a5596e9df', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 200.65, 'displayQty': None, 'stopPx': 200.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 15, 11, 0, 21, 147000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 15, 11, 0, 21, 147000, tzinfo=tzutc())}
2020-05-15 14:02:00 INFO: order time=2020-05-15 11:00:21.147000+00:00; delta from now UTC=0:01:39.176343 time_delta.total_seconds()=99.176343; time_diff_offset='7200'
2020-05-15 14:02:00 INFO: skip by time diff 2020-05-15 11:00:21.147000+00:00
2020-05-15 14:02:00 INFO: clearing end
2020-05-15 14:02:00 INFO: 
2020-05-15 14:02:00 INFO: 
2020-05-15 14:02:00 INFO: 
2020-05-15 14:02:00 INFO: 
2020-05-15 14:14:58 INFO: process event {'orderID': 'd2706ac6-7dc8-8e56-0cf4-2bd0d0c276c2', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-15T11:14:58.311Z', 'clOrdID': '91eeee9ceae8444f8518801a5596e9df', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-15 14:14:58 INFO: skip event 91eeee9ceae8444f8518801a5596e9df 
2020-05-15 14:14:58 INFO: process event {'orderID': 'd2706ac6-7dc8-8e56-0cf4-2bd0d0c276c2', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 6, 'avgPx': 200.6, 'transactTime': '2020-05-15T11:14:58.311Z', 'clOrdID': '91eeee9ceae8444f8518801a5596e9df', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-15T11:14:58.311Z'}
2020-05-15 14:14:58 INFO: add new event={'uid': '91eeee9ceae8444f8518801a5596e9df', 'status': 'Filled'}
2020-05-15 14:14:59 INFO: 
2020-05-15 14:14:59 INFO: 
2020-05-15 14:14:59 INFO: 
2020-05-15 14:14:59 INFO: 
2020-05-15 14:14:59 INFO: process event start
2020-05-15 14:14:59 INFO: fetch new order event 91eeee9ceae8444f8518801a5596e9df
2020-05-15 14:14:59 INFO: fetch orders by event init={'stop': '199.05000000000001136868377216160297393798828125', 'take': '209.650000000000005684341886080801486968994140625', 'qty': '6', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '7200'} profit_pair=None
2020-05-15 14:14:59 INFO: process init order filled
2020-05-15 14:14:59 INFO: save profit orders to storage stop=f79f78150c1845bdb9e2f520c322d48a take=3d4322fe89e84de281ceb2e94adb7ff3
2020-05-15 14:14:59 INFO: place profit orders take_price=209.650000000000005684341886080801486968994140625, stop_price=199.05000000000001136868377216160297393798828125, qty=6, color=GREEN, ticker=ETHUSD f79f78150c1845bdb9e2f520c322d48a 3d4322fe89e84de281ceb2e94adb7ff3
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 116, in main
    event_processing_result = proceed_event(current_event['uid'])
  File "/home/crypto/current/app/event_driven_operations.py", line 32, in proceed_event
    orders_resp = place_orders_profit(init_order_info['take'], init_order_info['stop'], init_order_info['qty'],
  File "/home/crypto/current/app/event_driven_operations.py", line 70, in place_orders_profit
    qty *= -1.
TypeError: unsupported operand type(s) for *=: 'decimal.Decimal' and 'float'
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-05-15 14:15:06 INFO: 
2020-05-15 14:15:06 INFO: 
2020-05-15 14:15:06 INFO: 
2020-05-15 14:15:06 INFO: 
2020-05-15 14:15:06 INFO: start trader process
2020-05-15 14:15:06 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-15 14:15:06 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-15 14:15:06 INFO: Authenticating with API Key.
2020-05-15 14:15:07 INFO: Connected to WS.
2020-05-15 14:56:08 WARNING: handle interrupt sig 2 False
2020-05-15 14:56:08 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$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(
2020-05-15 14:56:12 INFO: 
2020-05-15 14:56:12 INFO: 
2020-05-15 14:56:12 INFO: 
2020-05-15 14:56:12 INFO: 
2020-05-15 14:56:12 INFO: start trader process
2020-05-15 14:56:12 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-15 14:56:12 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-15 14:56:12 INFO: Authenticating with API Key.
2020-05-15 14:56:13 INFO: Connected to WS.
2020-05-15 14:59:50 INFO: process event {'orderID': '337de334-cd2f-2685-7320-6b1a11a3ff50', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 199.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close,LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': '2020-05-15T11:59:50.624Z', 'timestamp': '2020-05-15T11:59:50.624Z'}
2020-05-15 14:59:50 INFO: skip event  New
2020-05-15 15:00:20 INFO: 
2020-05-15 15:00:20 INFO: 
2020-05-15 15:00:20 INFO: 
2020-05-15 15:00:20 INFO: 
2020-05-15 15:00:20 INFO: init new order start
2020-05-15 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 201.7, 'low': 200.1, 'close': 200.9, 'trades': 2097, 'volume': 1913660, 'vwap': 201.12, 'lastSize': 2, 'turnover': 38487050620, 'homeNotional': 18387.762717048867, 'foreignNotional': 3698115.826135205}, {'timestamp': datetime.datetime(2020, 5, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.75, 'high': 200.55, 'low': 199.05, 'close': 200.15, 'trades': 1910, 'volume': 2059874, 'vwap': 199.64, 'lastSize': 600, 'turnover': 41121682765, 'homeNotional': 19674.222747934888, 'foreignNotional': 3927621.667277355}, {'timestamp': datetime.datetime(2020, 5, 15, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.5, 'low': 199.5, 'close': 199.75, 'trades': 1649, 'volume': 1623717, 'vwap': 200.0, 'lastSize': 20, 'turnover': 32473312470, 'homeNotional': 15614.763405351438, 'foreignNotional': 3122858.8184331064}]
2020-05-15 15:00:20 INFO: prepare candles [CandleItem(low=200.1, high=201.7, open=200.15, close=200.9, color='GREEN'), CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN'), CandleItem(low=199.5, high=200.5, open=200.15, close=199.75, color='RED')]
2020-05-15 15:00:20 INFO: skip by colors first_candle=CandleItem(low=199.5, high=200.5, open=200.15, close=199.75, color='RED') second_candle=CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN') last_candle=CandleItem(low=200.1, high=201.7, open=200.15, close=200.9, color='GREEN')
2020-05-15 15:00:20 INFO: check need new order None
2020-05-15 15:00:20 INFO: init new order end
2020-05-15 15:00:20 INFO: 
2020-05-15 15:00:20 INFO: 
2020-05-15 15:00:20 INFO: 
2020-05-15 15:00:20 INFO: 
2020-05-15 15:02:00 INFO: 
2020-05-15 15:02:00 INFO: 
2020-05-15 15:02:00 INFO: 
2020-05-15 15:02:00 INFO: 
2020-05-15 15:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-05-15 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '337de334-cd2f-2685-7320-6b1a11a3ff50', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 199.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close,LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 5, 15, 11, 59, 50, 624000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 15, 11, 59, 50, 624000, tzinfo=tzutc())}
2020-05-15 15:02:00 INFO: skip by not found init order into storage
2020-05-15 15:02:00 INFO: clearing end
2020-05-15 15:02:00 INFO: 
2020-05-15 15:02:00 INFO: 
2020-05-15 15:02:00 INFO: 
2020-05-15 15:02:00 INFO: 
2020-05-15 15:03:04 INFO: process event {'orderID': 'd70e2986-848e-f23b-53a5-f001148341ed', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 209.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': '2020-05-15T12:03:04.028Z', 'timestamp': '2020-05-15T12:03:04.028Z'}
2020-05-15 15:03:04 INFO: skip event  New
2020-05-15 15:03:04 INFO: process event {'orderID': 'd70e2986-848e-f23b-53a5-f001148341ed', 'workingIndicator': True, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-15T12:03:04.028Z'}
2020-05-15 15:03:04 INFO: skip event  
2020-05-15 15:39:21 INFO: process event {'orderID': '337de334-cd2f-2685-7320-6b1a11a3ff50', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nSubmission from www.bitmex.com', 'timestamp': '2020-05-15T12:39:21.060Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-15 15:39:21 INFO: skip event  
2020-05-15 15:39:21 INFO: process event {'orderID': '337de334-cd2f-2685-7320-6b1a11a3ff50', 'price': 199.05, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 6, 'avgPx': 199.05, 'transactTime': '2020-05-15T12:39:21.060Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-15T12:39:21.060Z'}
2020-05-15 15:39:21 INFO: add new event={'uid': '', 'status': 'Filled'}
2020-05-15 15:39:21 INFO: 
2020-05-15 15:39:21 INFO: 
2020-05-15 15:39:21 INFO: 
2020-05-15 15:39:21 INFO: 
2020-05-15 15:39:21 INFO: process event start
2020-05-15 15:39:21 INFO: fetch new order event 
2020-05-15 15:39:21 INFO: fetch orders by event init=None profit_pair=None
2020-05-15 15:39:21 WARNING: NOT FOUND ORDER INTO STORAGE!
2020-05-15 15:39:21 INFO: end process event_processing_result='not found order'
2020-05-15 15:39:21 INFO: 
2020-05-15 15:39:21 INFO: 
2020-05-15 15:39:21 INFO: 
2020-05-15 15:39:21 INFO: 
2020-05-15 15:42:48 INFO: process event {'orderID': 'd70e2986-848e-f23b-53a5-f001148341ed', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nSubmission from www.bitmex.com', 'timestamp': '2020-05-15T12:42:48.845Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-15 15:42:48 INFO: skip event  Canceled
2020-05-15 16:00:20 INFO: 
2020-05-15 16:00:20 INFO: 
2020-05-15 16:00:20 INFO: 
2020-05-15 16:00:20 INFO: 
2020-05-15 16:00:20 INFO: init new order start
2020-05-15 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.9, 'high': 200.9, 'low': 198.8, 'close': 199.45, 'trades': 4022, 'volume': 2806405, 'vwap': 199.79, 'lastSize': 5658, 'turnover': 56067965060, 'homeNotional': 26793.733787769073, 'foreignNotional': 5353024.23357853}, {'timestamp': datetime.datetime(2020, 5, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 201.7, 'low': 200.1, 'close': 200.9, 'trades': 2097, 'volume': 1913660, 'vwap': 201.12, 'lastSize': 2, 'turnover': 38487050620, 'homeNotional': 18387.762717048867, 'foreignNotional': 3698115.826135205}, {'timestamp': datetime.datetime(2020, 5, 15, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.75, 'high': 200.55, 'low': 199.05, 'close': 200.15, 'trades': 1910, 'volume': 2059874, 'vwap': 199.64, 'lastSize': 600, 'turnover': 41121682765, 'homeNotional': 19674.222747934888, 'foreignNotional': 3927621.667277355}]
2020-05-15 16:00:20 INFO: prepare candles [CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED'), CandleItem(low=200.1, high=201.7, open=200.15, close=200.9, color='GREEN'), CandleItem(low=199.05, high=200.55, open=199.75, close=200.15, color='GREEN')]
2020-05-15 16:00:20 INFO: last_candle=CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED')
2020-05-15 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=7200, 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=0.79), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-15 16:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED')
2020-05-15 16:00:20 INFO: skip by CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-15 16:00:20 INFO: not found applicable config for candle
2020-05-15 16:00:20 INFO: check need new order None
2020-05-15 16:00:20 INFO: init new order end
2020-05-15 16:00:20 INFO: 
2020-05-15 16:00:20 INFO: 
2020-05-15 16:00:20 INFO: 
2020-05-15 16:00:20 INFO: 
2020-05-15 16:02:00 INFO: 
2020-05-15 16:02:00 INFO: 
2020-05-15 16:02:00 INFO: 
2020-05-15 16:02:00 INFO: 
2020-05-15 16:02:00 INFO: clearing start
2020-05-15 16:02:00 INFO: clearing end
2020-05-15 16:02:00 INFO: 
2020-05-15 16:02:00 INFO: 
2020-05-15 16:02:00 INFO: 
2020-05-15 16:02:00 INFO: 
2020-05-15 17:00:20 INFO: 
2020-05-15 17:00:20 INFO: 
2020-05-15 17:00:20 INFO: 
2020-05-15 17:00:20 INFO: 
2020-05-15 17:00:20 INFO: init new order start
2020-05-15 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.45, 'high': 200.45, 'low': 198.8, 'close': 199.65, 'trades': 1969, 'volume': 1692542, 'vwap': 199.7, 'lastSize': 333, 'turnover': 33799155505, 'homeNotional': 16142.040549023983, 'foreignNotional': 3223491.0890749553}, {'timestamp': datetime.datetime(2020, 5, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.9, 'high': 200.9, 'low': 198.8, 'close': 199.45, 'trades': 4022, 'volume': 2806405, 'vwap': 199.79, 'lastSize': 5658, 'turnover': 56067965060, 'homeNotional': 26793.733787769073, 'foreignNotional': 5353024.23357853}, {'timestamp': datetime.datetime(2020, 5, 15, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 201.7, 'low': 200.1, 'close': 200.9, 'trades': 2097, 'volume': 1913660, 'vwap': 201.12, 'lastSize': 2, 'turnover': 38487050620, 'homeNotional': 18387.762717048867, 'foreignNotional': 3698115.826135205}]
2020-05-15 17:00:20 INFO: prepare candles [CandleItem(low=198.8, high=200.45, open=199.45, close=199.65, color='GREEN'), CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED'), CandleItem(low=200.1, high=201.7, open=200.15, close=200.9, color='GREEN')]
2020-05-15 17:00:20 INFO: skip by colors first_candle=CandleItem(low=200.1, high=201.7, open=200.15, close=200.9, color='GREEN') second_candle=CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED') last_candle=CandleItem(low=198.8, high=200.45, open=199.45, close=199.65, color='GREEN')
2020-05-15 17:00:20 INFO: check need new order None
2020-05-15 17:00:20 INFO: init new order end
2020-05-15 17:00:20 INFO: 
2020-05-15 17:00:20 INFO: 
2020-05-15 17:00:20 INFO: 
2020-05-15 17:00:20 INFO: 
2020-05-15 17:02:00 INFO: 
2020-05-15 17:02:00 INFO: 
2020-05-15 17:02:00 INFO: 
2020-05-15 17:02:00 INFO: 
2020-05-15 17:02:00 INFO: clearing start
2020-05-15 17:02:00 INFO: clearing end
2020-05-15 17:02:00 INFO: 
2020-05-15 17:02:00 INFO: 
2020-05-15 17:02:00 INFO: 
2020-05-15 17:02:00 INFO: 
2020-05-15 18:00:20 INFO: 
2020-05-15 18:00:20 INFO: 
2020-05-15 18:00:20 INFO: 
2020-05-15 18:00:20 INFO: 
2020-05-15 18:00:20 INFO: init new order start
2020-05-15 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.65, 'high': 200.7, 'low': 199.7, 'close': 199.95, 'trades': 1925, 'volume': 2522351, 'vwap': 200.22, 'lastSize': 5, 'turnover': 50501800600, 'homeNotional': 24176.24145692689, 'foreignNotional': 4840510.296918175}, {'timestamp': datetime.datetime(2020, 5, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.45, 'high': 200.45, 'low': 198.8, 'close': 199.65, 'trades': 1969, 'volume': 1692542, 'vwap': 199.7, 'lastSize': 333, 'turnover': 33799155505, 'homeNotional': 16142.040549023983, 'foreignNotional': 3223491.0890749553}, {'timestamp': datetime.datetime(2020, 5, 15, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.9, 'high': 200.9, 'low': 198.8, 'close': 199.45, 'trades': 4022, 'volume': 2806405, 'vwap': 199.79, 'lastSize': 5658, 'turnover': 56067965060, 'homeNotional': 26793.733787769073, 'foreignNotional': 5353024.23357853}]
2020-05-15 18:00:20 INFO: prepare candles [CandleItem(low=199.7, high=200.7, open=199.65, close=199.95, color='GREEN'), CandleItem(low=198.8, high=200.45, open=199.45, close=199.65, color='GREEN'), CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED')]
2020-05-15 18:00:20 INFO: skip by colors first_candle=CandleItem(low=198.8, high=200.9, open=200.9, close=199.45, color='RED') second_candle=CandleItem(low=198.8, high=200.45, open=199.45, close=199.65, color='GREEN') last_candle=CandleItem(low=199.7, high=200.7, open=199.65, close=199.95, color='GREEN')
2020-05-15 18:00:20 INFO: check need new order None
2020-05-15 18:00:20 INFO: init new order end
2020-05-15 18:00:20 INFO: 
2020-05-15 18:00:20 INFO: 
2020-05-15 18:00:20 INFO: 
2020-05-15 18:00:20 INFO: 
2020-05-15 18:02:00 INFO: 
2020-05-15 18:02:00 INFO: 
2020-05-15 18:02:00 INFO: 
2020-05-15 18:02:00 INFO: 
2020-05-15 18:02:00 INFO: clearing start
2020-05-15 18:02:00 INFO: clearing end
2020-05-15 18:02:00 INFO: 
2020-05-15 18:02:00 INFO: 
2020-05-15 18:02:00 INFO: 
2020-05-15 18:02:00 INFO: 
2020-05-15 19:00:20 INFO: 
2020-05-15 19:00:20 INFO: 
2020-05-15 19:00:20 INFO: 
2020-05-15 19:00:20 INFO: 
2020-05-15 19:00:20 INFO: init new order start
2020-05-15 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.95, 'high': 199.9, 'low': 197.0, 'close': 198.05, 'trades': 5808, 'volume': 5788355, 'vwap': 198.4, 'lastSize': 1335, 'turnover': 114837855840, 'homeNotional': 54806.05944598272, 'foreignNotional': 10873369.36704262}, {'timestamp': datetime.datetime(2020, 5, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.65, 'high': 200.7, 'low': 199.7, 'close': 199.95, 'trades': 1925, 'volume': 2522351, 'vwap': 200.22, 'lastSize': 5, 'turnover': 50501800600, 'homeNotional': 24176.24145692689, 'foreignNotional': 4840510.296918175}, {'timestamp': datetime.datetime(2020, 5, 15, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.45, 'high': 200.45, 'low': 198.8, 'close': 199.65, 'trades': 1969, 'volume': 1692542, 'vwap': 199.7, 'lastSize': 333, 'turnover': 33799155505, 'homeNotional': 16142.040549023983, 'foreignNotional': 3223491.0890749553}]
2020-05-15 19:00:20 INFO: prepare candles [CandleItem(low=197.0, high=199.9, open=199.95, close=198.05, color='RED'), CandleItem(low=199.7, high=200.7, open=199.65, close=199.95, color='GREEN'), CandleItem(low=198.8, high=200.45, open=199.45, close=199.65, color='GREEN')]
2020-05-15 19:00:20 INFO: last_candle=CandleItem(low=197.0, high=199.9, open=199.95, close=198.05, color='RED')
2020-05-15 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=7200, 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=0.79), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-15 19:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=197.0, high=199.9, open=199.95, close=198.05, color='RED')
2020-05-15 19:00:20 INFO: skip by CandleItem(low=197.0, high=199.9, open=199.95, close=198.05, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-15 19:00:20 INFO: not found applicable config for candle
2020-05-15 19:00:20 INFO: check need new order None
2020-05-15 19:00:20 INFO: init new order end
2020-05-15 19:00:20 INFO: 
2020-05-15 19:00:20 INFO: 
2020-05-15 19:00:20 INFO: 
2020-05-15 19:00:20 INFO: 
2020-05-15 19:02:00 INFO: 
2020-05-15 19:02:00 INFO: 
2020-05-15 19:02:00 INFO: 
2020-05-15 19:02:00 INFO: 
2020-05-15 19:02:00 INFO: clearing start
2020-05-15 19:02:00 INFO: clearing end
2020-05-15 19:02:00 INFO: 
2020-05-15 19:02:00 INFO: 
2020-05-15 19:02:00 INFO: 
2020-05-15 19:02:00 INFO: 
2020-05-15 20:00:20 INFO: 
2020-05-15 20:00:20 INFO: 
2020-05-15 20:00:20 INFO: 
2020-05-15 20:00:20 INFO: 
2020-05-15 20:00:21 INFO: init new order start
2020-05-15 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.05, 'high': 198.8, 'low': 197.45, 'close': 197.55, 'trades': 2902, 'volume': 3273430, 'vwap': 198.16, 'lastSize': 8, 'turnover': 64864726715, 'homeNotional': 31049.478718152222, 'foreignNotional': 6152627.932759976}, {'timestamp': datetime.datetime(2020, 5, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.95, 'high': 199.9, 'low': 197.0, 'close': 198.05, 'trades': 5808, 'volume': 5788355, 'vwap': 198.4, 'lastSize': 1335, 'turnover': 114837855840, 'homeNotional': 54806.05944598272, 'foreignNotional': 10873369.36704262}, {'timestamp': datetime.datetime(2020, 5, 15, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.65, 'high': 200.7, 'low': 199.7, 'close': 199.95, 'trades': 1925, 'volume': 2522351, 'vwap': 200.22, 'lastSize': 5, 'turnover': 50501800600, 'homeNotional': 24176.24145692689, 'foreignNotional': 4840510.296918175}]
2020-05-15 20:00:21 INFO: prepare candles [CandleItem(low=197.45, high=198.8, open=198.05, close=197.55, color='RED'), CandleItem(low=197.0, high=199.9, open=199.95, close=198.05, color='RED'), CandleItem(low=199.7, high=200.7, open=199.65, close=199.95, color='GREEN')]
2020-05-15 20:00:21 INFO: skip by colors first_candle=CandleItem(low=199.7, high=200.7, open=199.65, close=199.95, color='GREEN') second_candle=CandleItem(low=197.0, high=199.9, open=199.95, close=198.05, color='RED') last_candle=CandleItem(low=197.45, high=198.8, open=198.05, close=197.55, color='RED')
2020-05-15 20:00:21 INFO: check need new order None
2020-05-15 20:00:21 INFO: init new order end
2020-05-15 20:00:21 INFO: 
2020-05-15 20:00:21 INFO: 
2020-05-15 20:00:21 INFO: 
2020-05-15 20:00:21 INFO: 
2020-05-15 20:02:00 INFO: 
2020-05-15 20:02:00 INFO: 
2020-05-15 20:02:00 INFO: 
2020-05-15 20:02:00 INFO: 
2020-05-15 20:02:00 INFO: clearing start
2020-05-15 20:02:00 INFO: clearing end
2020-05-15 20:02:00 INFO: 
2020-05-15 20:02:00 INFO: 
2020-05-15 20:02:00 INFO: 
2020-05-15 20:02:00 INFO: 
2020-05-15 21:00:20 INFO: 
2020-05-15 21:00:20 INFO: 
2020-05-15 21:00:20 INFO: 
2020-05-15 21:00:20 INFO: 
2020-05-15 21:00:20 INFO: init new order start
2020-05-15 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.55, 'high': 199.1, 'low': 197.0, 'close': 198.45, 'trades': 3101, 'volume': 3661736, 'vwap': 198.1, 'lastSize': 180, 'turnover': 72538628320, 'homeNotional': 34676.20057152454, 'foreignNotional': 6869340.623136668}, {'timestamp': datetime.datetime(2020, 5, 15, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.05, 'high': 198.8, 'low': 197.45, 'close': 197.55, 'trades': 2902, 'volume': 3273430, 'vwap': 198.16, 'lastSize': 8, 'turnover': 64864726715, 'homeNotional': 31049.478718152222, 'foreignNotional': 6152627.932759976}, {'timestamp': datetime.datetime(2020, 5, 15, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.95, 'high': 199.9, 'low': 197.0, 'close': 198.05, 'trades': 5808, 'volume': 5788355, 'vwap': 198.4, 'lastSize': 1335, 'turnover': 114837855840, 'homeNotional': 54806.05944598272, 'foreignNotional': 10873369.36704262}]
2020-05-15 21:00:20 INFO: prepare candles [CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN'), CandleItem(low=197.45, high=198.8, open=198.05, close=197.55, color='RED'), CandleItem(low=197.0, high=199.9, open=199.95, close=198.05, color='RED')]
2020-05-15 21:00:20 INFO: last_candle=CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN')
2020-05-15 21:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=7200, 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=0.79), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-15 21:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN')
2020-05-15 21:00:20 INFO: skip by CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-15 21:00:20 INFO: not found applicable config for candle
2020-05-15 21:00:20 INFO: check need new order None
2020-05-15 21:00:20 INFO: init new order end
2020-05-15 21:00:20 INFO: 
2020-05-15 21:00:20 INFO: 
2020-05-15 21:00:20 INFO: 
2020-05-15 21:00:20 INFO: 
2020-05-15 21:02:00 INFO: 
2020-05-15 21:02:00 INFO: 
2020-05-15 21:02:00 INFO: 
2020-05-15 21:02:00 INFO: 
2020-05-15 21:02:00 INFO: clearing start
2020-05-15 21:02:00 INFO: clearing end
2020-05-15 21:02:00 INFO: 
2020-05-15 21:02:00 INFO: 
2020-05-15 21:02:00 INFO: 
2020-05-15 21:02:00 INFO: 
2020-05-15 22:00:20 INFO: 
2020-05-15 22:00:20 INFO: 
2020-05-15 22:00:20 INFO: 
2020-05-15 22:00:20 INFO: 
2020-05-15 22:00:20 INFO: init new order start
2020-05-15 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.45, 'high': 199.05, 'low': 198.25, 'close': 198.3, 'trades': 1516, 'volume': 1592554, 'vwap': 198.72, 'lastSize': 61, 'turnover': 31647140660, 'homeNotional': 15136.979306340952, 'foreignNotional': 3008014.9975674697}, {'timestamp': datetime.datetime(2020, 5, 15, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.55, 'high': 199.1, 'low': 197.0, 'close': 198.45, 'trades': 3101, 'volume': 3661736, 'vwap': 198.1, 'lastSize': 180, 'turnover': 72538628320, 'homeNotional': 34676.20057152454, 'foreignNotional': 6869340.623136668}, {'timestamp': datetime.datetime(2020, 5, 15, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.05, 'high': 198.8, 'low': 197.45, 'close': 197.55, 'trades': 2902, 'volume': 3273430, 'vwap': 198.16, 'lastSize': 8, 'turnover': 64864726715, 'homeNotional': 31049.478718152222, 'foreignNotional': 6152627.932759976}]
2020-05-15 22:00:21 INFO: prepare candles [CandleItem(low=198.25, high=199.05, open=198.45, close=198.3, color='RED'), CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN'), CandleItem(low=197.45, high=198.8, open=198.05, close=197.55, color='RED')]
2020-05-15 22:00:21 INFO: skip by colors first_candle=CandleItem(low=197.45, high=198.8, open=198.05, close=197.55, color='RED') second_candle=CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN') last_candle=CandleItem(low=198.25, high=199.05, open=198.45, close=198.3, color='RED')
2020-05-15 22:00:21 INFO: check need new order None
2020-05-15 22:00:21 INFO: init new order end
2020-05-15 22:00:21 INFO: 
2020-05-15 22:00:21 INFO: 
2020-05-15 22:00:21 INFO: 
2020-05-15 22:00:21 INFO: 
2020-05-15 22:02:00 INFO: 
2020-05-15 22:02:00 INFO: 
2020-05-15 22:02:00 INFO: 
2020-05-15 22:02:00 INFO: 
2020-05-15 22:02:00 INFO: clearing start
2020-05-15 22:02:00 INFO: clearing end
2020-05-15 22:02:00 INFO: 
2020-05-15 22:02:00 INFO: 
2020-05-15 22:02:00 INFO: 
2020-05-15 22:02:00 INFO: 
2020-05-15 23:00:20 INFO: 
2020-05-15 23:00:20 INFO: 
2020-05-15 23:00:20 INFO: 
2020-05-15 23:00:20 INFO: 
2020-05-15 23:00:20 INFO: init new order start
2020-05-15 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 198.35, 'low': 193.85, 'close': 194.65, 'trades': 8996, 'volume': 9772064, 'vwap': 195.47, 'lastSize': 1, 'turnover': 191008239540, 'homeNotional': 92008.81867993246, 'foreignNotional': 17984726.746418852}, {'timestamp': datetime.datetime(2020, 5, 15, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.45, 'high': 199.05, 'low': 198.25, 'close': 198.3, 'trades': 1516, 'volume': 1592554, 'vwap': 198.72, 'lastSize': 61, 'turnover': 31647140660, 'homeNotional': 15136.979306340952, 'foreignNotional': 3008014.9975674697}, {'timestamp': datetime.datetime(2020, 5, 15, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.55, 'high': 199.1, 'low': 197.0, 'close': 198.45, 'trades': 3101, 'volume': 3661736, 'vwap': 198.1, 'lastSize': 180, 'turnover': 72538628320, 'homeNotional': 34676.20057152454, 'foreignNotional': 6869340.623136668}]
2020-05-15 23:00:20 INFO: prepare candles [CandleItem(low=193.85, high=198.35, open=198.3, close=194.65, color='RED'), CandleItem(low=198.25, high=199.05, open=198.45, close=198.3, color='RED'), CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN')]
2020-05-15 23:00:20 INFO: skip by colors first_candle=CandleItem(low=197.0, high=199.1, open=197.55, close=198.45, color='GREEN') second_candle=CandleItem(low=198.25, high=199.05, open=198.45, close=198.3, color='RED') last_candle=CandleItem(low=193.85, high=198.35, open=198.3, close=194.65, color='RED')
2020-05-15 23:00:20 INFO: check need new order None
2020-05-15 23:00:20 INFO: init new order end
2020-05-15 23:00:20 INFO: 
2020-05-15 23:00:20 INFO: 
2020-05-15 23:00:20 INFO: 
2020-05-15 23:00:20 INFO: 
2020-05-15 23:02:00 INFO: 
2020-05-15 23:02:00 INFO: 
2020-05-15 23:02:00 INFO: 
2020-05-15 23:02:00 INFO: 
2020-05-15 23:02:00 INFO: clearing start
2020-05-15 23:02:00 INFO: clearing end
2020-05-15 23:02:00 INFO: 
2020-05-15 23:02:00 INFO: 
2020-05-15 23:02:00 INFO: 
2020-05-15 23:02:00 INFO: 
2020-05-16 00:00:20 INFO: 
2020-05-16 00:00:20 INFO: 
2020-05-16 00:00:20 INFO: 
2020-05-16 00:00:20 INFO: 
2020-05-16 00:00:20 INFO: init new order start
2020-05-16 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 194.65, 'high': 195.2, 'low': 191.4, 'close': 193.5, 'trades': 6721, 'volume': 9095271, 'vwap': 193.63, 'lastSize': 55, 'turnover': 176105458785, 'homeNotional': 84407.44386400384, 'foreignNotional': 16343793.057369415}, {'timestamp': datetime.datetime(2020, 5, 15, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 198.35, 'low': 193.85, 'close': 194.65, 'trades': 8996, 'volume': 9772064, 'vwap': 195.47, 'lastSize': 1, 'turnover': 191008239540, 'homeNotional': 92008.81867993246, 'foreignNotional': 17984726.746418852}, {'timestamp': datetime.datetime(2020, 5, 15, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.45, 'high': 199.05, 'low': 198.25, 'close': 198.3, 'trades': 1516, 'volume': 1592554, 'vwap': 198.72, 'lastSize': 61, 'turnover': 31647140660, 'homeNotional': 15136.979306340952, 'foreignNotional': 3008014.9975674697}]
2020-05-16 00:00:20 INFO: prepare candles [CandleItem(low=191.4, high=195.2, open=194.65, close=193.5, color='RED'), CandleItem(low=193.85, high=198.35, open=198.3, close=194.65, color='RED'), CandleItem(low=198.25, high=199.05, open=198.45, close=198.3, color='RED')]
2020-05-16 00:00:20 INFO: skip by colors first_candle=CandleItem(low=198.25, high=199.05, open=198.45, close=198.3, color='RED') second_candle=CandleItem(low=193.85, high=198.35, open=198.3, close=194.65, color='RED') last_candle=CandleItem(low=191.4, high=195.2, open=194.65, close=193.5, color='RED')
2020-05-16 00:00:20 INFO: check need new order None
2020-05-16 00:00:20 INFO: init new order end
2020-05-16 00:00:20 INFO: 
2020-05-16 00:00:20 INFO: 
2020-05-16 00:00:20 INFO: 
2020-05-16 00:00:20 INFO: 
2020-05-16 00:02:00 INFO: 
2020-05-16 00:02:00 INFO: 
2020-05-16 00:02:00 INFO: 
2020-05-16 00:02:00 INFO: 
2020-05-16 00:02:00 INFO: clearing start
2020-05-16 00:02:00 INFO: clearing end
2020-05-16 00:02:00 INFO: 
2020-05-16 00:02:00 INFO: 
2020-05-16 00:02:00 INFO: 
2020-05-16 00:02:00 INFO: 
2020-05-16 01:00:20 INFO: 
2020-05-16 01:00:20 INFO: 
2020-05-16 01:00:20 INFO: 
2020-05-16 01:00:20 INFO: 
2020-05-16 01:00:20 INFO: init new order start
2020-05-16 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 193.5, 'high': 196.65, 'low': 193.05, 'close': 196.2, 'trades': 4368, 'volume': 4301803, 'vwap': 194.77, 'lastSize': 17712, 'turnover': 83782728850, 'homeNotional': 40130.770136843596, 'foreignNotional': 7816171.172654685}, {'timestamp': datetime.datetime(2020, 5, 15, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 194.65, 'high': 195.2, 'low': 191.4, 'close': 193.5, 'trades': 6721, 'volume': 9095271, 'vwap': 193.63, 'lastSize': 55, 'turnover': 176105458785, 'homeNotional': 84407.44386400384, 'foreignNotional': 16343793.057369415}, {'timestamp': datetime.datetime(2020, 5, 15, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.3, 'high': 198.35, 'low': 193.85, 'close': 194.65, 'trades': 8996, 'volume': 9772064, 'vwap': 195.47, 'lastSize': 1, 'turnover': 191008239540, 'homeNotional': 92008.81867993246, 'foreignNotional': 17984726.746418852}]
2020-05-16 01:00:20 INFO: prepare candles [CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN'), CandleItem(low=191.4, high=195.2, open=194.65, close=193.5, color='RED'), CandleItem(low=193.85, high=198.35, open=198.3, close=194.65, color='RED')]
2020-05-16 01:00:20 INFO: last_candle=CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN')
2020-05-16 01:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=7200, 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=0.79), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-16 01:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN')
2020-05-16 01:00:20 INFO: skip by CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-16 01:00:20 INFO: not found applicable config for candle
2020-05-16 01:00:20 INFO: check need new order None
2020-05-16 01:00:20 INFO: init new order end
2020-05-16 01:00:20 INFO: 
2020-05-16 01:00:20 INFO: 
2020-05-16 01:00:20 INFO: 
2020-05-16 01:00:20 INFO: 
2020-05-16 01:02:00 INFO: 
2020-05-16 01:02:00 INFO: 
2020-05-16 01:02:00 INFO: 
2020-05-16 01:02:00 INFO: 
2020-05-16 01:02:00 INFO: clearing start
2020-05-16 01:02:00 INFO: clearing end
2020-05-16 01:02:00 INFO: 
2020-05-16 01:02:00 INFO: 
2020-05-16 01:02:00 INFO: 
2020-05-16 01:02:00 INFO: 
2020-05-16 02:00:20 INFO: 
2020-05-16 02:00:20 INFO: 
2020-05-16 02:00:20 INFO: 
2020-05-16 02:00:20 INFO: 
2020-05-16 02:00:20 INFO: init new order start
2020-05-16 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 15, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.2, 'high': 198.2, 'low': 195.8, 'close': 196.05, 'trades': 4851, 'volume': 8348155, 'vwap': 196.66, 'lastSize': 400, 'turnover': 164170965905, 'homeNotional': 78598.36649083912, 'foreignNotional': 15456882.558611995}, {'timestamp': datetime.datetime(2020, 5, 15, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 193.5, 'high': 196.65, 'low': 193.05, 'close': 196.2, 'trades': 4368, 'volume': 4301803, 'vwap': 194.77, 'lastSize': 17712, 'turnover': 83782728850, 'homeNotional': 40130.770136843596, 'foreignNotional': 7816171.172654685}, {'timestamp': datetime.datetime(2020, 5, 15, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 194.65, 'high': 195.2, 'low': 191.4, 'close': 193.5, 'trades': 6721, 'volume': 9095271, 'vwap': 193.63, 'lastSize': 55, 'turnover': 176105458785, 'homeNotional': 84407.44386400384, 'foreignNotional': 16343793.057369415}]
2020-05-16 02:00:20 INFO: prepare candles [CandleItem(low=195.8, high=198.2, open=196.2, close=196.05, color='RED'), CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN'), CandleItem(low=191.4, high=195.2, open=194.65, close=193.5, color='RED')]
2020-05-16 02:00:20 INFO: skip by colors first_candle=CandleItem(low=191.4, high=195.2, open=194.65, close=193.5, color='RED') second_candle=CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN') last_candle=CandleItem(low=195.8, high=198.2, open=196.2, close=196.05, color='RED')
2020-05-16 02:00:20 INFO: check need new order None
2020-05-16 02:00:20 INFO: init new order end
2020-05-16 02:00:20 INFO: 
2020-05-16 02:00:20 INFO: 
2020-05-16 02:00:20 INFO: 
2020-05-16 02:00:20 INFO: 
2020-05-16 02:02:00 INFO: 
2020-05-16 02:02:00 INFO: 
2020-05-16 02:02:00 INFO: 
2020-05-16 02:02:00 INFO: 
2020-05-16 02:02:00 INFO: clearing start
2020-05-16 02:02:00 INFO: clearing end
2020-05-16 02:02:00 INFO: 
2020-05-16 02:02:00 INFO: 
2020-05-16 02:02:00 INFO: 
2020-05-16 02:02:00 INFO: 
2020-05-16 03:00:20 INFO: 
2020-05-16 03:00:20 INFO: 
2020-05-16 03:00:20 INFO: 
2020-05-16 03:00:20 INFO: 
2020-05-16 03:00:20 INFO: init new order start
2020-05-16 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.05, 'high': 196.7, 'low': 194.05, 'close': 194.75, 'trades': 3401, 'volume': 2887563, 'vwap': 195.22, 'lastSize': 340, 'turnover': 56368684050, 'homeNotional': 26957.559056524435, 'foreignNotional': 5262505.121865006}, {'timestamp': datetime.datetime(2020, 5, 15, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.2, 'high': 198.2, 'low': 195.8, 'close': 196.05, 'trades': 4851, 'volume': 8348155, 'vwap': 196.66, 'lastSize': 400, 'turnover': 164170965905, 'homeNotional': 78598.36649083912, 'foreignNotional': 15456882.558611995}, {'timestamp': datetime.datetime(2020, 5, 15, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 193.5, 'high': 196.65, 'low': 193.05, 'close': 196.2, 'trades': 4368, 'volume': 4301803, 'vwap': 194.77, 'lastSize': 17712, 'turnover': 83782728850, 'homeNotional': 40130.770136843596, 'foreignNotional': 7816171.172654685}]
2020-05-16 03:00:20 INFO: prepare candles [CandleItem(low=194.05, high=196.7, open=196.05, close=194.75, color='RED'), CandleItem(low=195.8, high=198.2, open=196.2, close=196.05, color='RED'), CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN')]
2020-05-16 03:00:20 INFO: skip by colors first_candle=CandleItem(low=193.05, high=196.65, open=193.5, close=196.2, color='GREEN') second_candle=CandleItem(low=195.8, high=198.2, open=196.2, close=196.05, color='RED') last_candle=CandleItem(low=194.05, high=196.7, open=196.05, close=194.75, color='RED')
2020-05-16 03:00:20 INFO: check need new order None
2020-05-16 03:00:20 INFO: init new order end
2020-05-16 03:00:20 INFO: 
2020-05-16 03:00:20 INFO: 
2020-05-16 03:00:20 INFO: 
2020-05-16 03:00:20 INFO: 
2020-05-16 03:02:00 INFO: 
2020-05-16 03:02:00 INFO: 
2020-05-16 03:02:00 INFO: 
2020-05-16 03:02:00 INFO: 
2020-05-16 03:02:00 INFO: clearing start
2020-05-16 03:02:00 INFO: clearing end
2020-05-16 03:02:00 INFO: 
2020-05-16 03:02:00 INFO: 
2020-05-16 03:02:00 INFO: 
2020-05-16 03:02:00 INFO: 
2020-05-16 04:00:20 INFO: 
2020-05-16 04:00:20 INFO: 
2020-05-16 04:00:20 INFO: 
2020-05-16 04:00:20 INFO: 
2020-05-16 04:00:20 INFO: init new order start
2020-05-16 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 197.3, 'low': 193.15, 'close': 196.95, 'trades': 6146, 'volume': 8690509, 'vwap': 195.6, 'lastSize': 1000, 'turnover': 169980533485, 'homeNotional': 81109.6136900676, 'foreignNotional': 15864941.956907853}, {'timestamp': datetime.datetime(2020, 5, 16, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.05, 'high': 196.7, 'low': 194.05, 'close': 194.75, 'trades': 3401, 'volume': 2887563, 'vwap': 195.22, 'lastSize': 340, 'turnover': 56368684050, 'homeNotional': 26957.559056524435, 'foreignNotional': 5262505.121865006}, {'timestamp': datetime.datetime(2020, 5, 15, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.2, 'high': 198.2, 'low': 195.8, 'close': 196.05, 'trades': 4851, 'volume': 8348155, 'vwap': 196.66, 'lastSize': 400, 'turnover': 164170965905, 'homeNotional': 78598.36649083912, 'foreignNotional': 15456882.558611995}]
2020-05-16 04:00:20 INFO: prepare candles [CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN'), CandleItem(low=194.05, high=196.7, open=196.05, close=194.75, color='RED'), CandleItem(low=195.8, high=198.2, open=196.2, close=196.05, color='RED')]
2020-05-16 04:00:20 INFO: last_candle=CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN')
2020-05-16 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=7200, 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=0.79), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-16 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN')
2020-05-16 04:00:20 INFO: skip by CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-16 04:00:20 INFO: not found applicable config for candle
2020-05-16 04:00:20 INFO: check need new order None
2020-05-16 04:00:20 INFO: init new order end
2020-05-16 04:00:20 INFO: 
2020-05-16 04:00:20 INFO: 
2020-05-16 04:00:20 INFO: 
2020-05-16 04:00:20 INFO: 
2020-05-16 04:02:00 INFO: 
2020-05-16 04:02:00 INFO: 
2020-05-16 04:02:00 INFO: 
2020-05-16 04:02:00 INFO: 
2020-05-16 04:02:00 INFO: clearing start
2020-05-16 04:02:01 INFO: clearing end
2020-05-16 04:02:01 INFO: 
2020-05-16 04:02:01 INFO: 
2020-05-16 04:02:01 INFO: 
2020-05-16 04:02:01 INFO: 
2020-05-16 05:00:20 INFO: 
2020-05-16 05:00:20 INFO: 
2020-05-16 05:00:20 INFO: 
2020-05-16 05:00:20 INFO: 
2020-05-16 05:00:20 INFO: init new order start
2020-05-16 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.95, 'high': 198.2, 'low': 195.8, 'close': 197.5, 'trades': 3109, 'volume': 3230255, 'vwap': 197.14, 'lastSize': 289, 'turnover': 63680690460, 'homeNotional': 30363.479580186035, 'foreignNotional': 5985833.75560214}, {'timestamp': datetime.datetime(2020, 5, 16, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 197.3, 'low': 193.15, 'close': 196.95, 'trades': 6146, 'volume': 8690509, 'vwap': 195.6, 'lastSize': 1000, 'turnover': 169980533485, 'homeNotional': 81109.6136900676, 'foreignNotional': 15864941.956907853}, {'timestamp': datetime.datetime(2020, 5, 16, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.05, 'high': 196.7, 'low': 194.05, 'close': 194.75, 'trades': 3401, 'volume': 2887563, 'vwap': 195.22, 'lastSize': 340, 'turnover': 56368684050, 'homeNotional': 26957.559056524435, 'foreignNotional': 5262505.121865006}]
2020-05-16 05:00:20 INFO: prepare candles [CandleItem(low=195.8, high=198.2, open=196.95, close=197.5, color='GREEN'), CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN'), CandleItem(low=194.05, high=196.7, open=196.05, close=194.75, color='RED')]
2020-05-16 05:00:20 INFO: skip by colors first_candle=CandleItem(low=194.05, high=196.7, open=196.05, close=194.75, color='RED') second_candle=CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN') last_candle=CandleItem(low=195.8, high=198.2, open=196.95, close=197.5, color='GREEN')
2020-05-16 05:00:20 INFO: check need new order None
2020-05-16 05:00:20 INFO: init new order end
2020-05-16 05:00:20 INFO: 
2020-05-16 05:00:20 INFO: 
2020-05-16 05:00:20 INFO: 
2020-05-16 05:00:20 INFO: 
2020-05-16 05:02:00 INFO: 
2020-05-16 05:02:00 INFO: 
2020-05-16 05:02:00 INFO: 
2020-05-16 05:02:00 INFO: 
2020-05-16 05:02:00 INFO: clearing start
2020-05-16 05:02:00 INFO: clearing end
2020-05-16 05:02:00 INFO: 
2020-05-16 05:02:00 INFO: 
2020-05-16 05:02:00 INFO: 
2020-05-16 05:02:00 INFO: 
2020-05-16 05:18:54 INFO: Websocket Closed
2020-05-16 05:18:54 WARNING: reconnect to socket
2020-05-16 05:18:54 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-16 05:18:54 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-16 05:18:54 INFO: Authenticating with API Key.
2020-05-16 05:18:55 INFO: Connected to WS.
2020-05-16 06:00:20 INFO: 
2020-05-16 06:00:20 INFO: 
2020-05-16 06:00:20 INFO: 
2020-05-16 06:00:20 INFO: 
2020-05-16 06:00:20 INFO: init new order start
2020-05-16 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.5, 'high': 199.9, 'low': 197.55, 'close': 199.3, 'trades': 3406, 'volume': 3084077, 'vwap': 198.88, 'lastSize': 50, 'turnover': 61333214875, 'homeNotional': 29049.40481040953, 'foreignNotional': 5777085.995849078}, {'timestamp': datetime.datetime(2020, 5, 16, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.95, 'high': 198.2, 'low': 195.8, 'close': 197.5, 'trades': 3109, 'volume': 3230255, 'vwap': 197.14, 'lastSize': 289, 'turnover': 63680690460, 'homeNotional': 30363.479580186035, 'foreignNotional': 5985833.75560214}, {'timestamp': datetime.datetime(2020, 5, 16, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 194.75, 'high': 197.3, 'low': 193.15, 'close': 196.95, 'trades': 6146, 'volume': 8690509, 'vwap': 195.6, 'lastSize': 1000, 'turnover': 169980533485, 'homeNotional': 81109.6136900676, 'foreignNotional': 15864941.956907853}]
2020-05-16 06:00:20 INFO: prepare candles [CandleItem(low=197.55, high=199.9, open=197.5, close=199.3, color='GREEN'), CandleItem(low=195.8, high=198.2, open=196.95, close=197.5, color='GREEN'), CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN')]
2020-05-16 06:00:20 INFO: skip by colors first_candle=CandleItem(low=193.15, high=197.3, open=194.75, close=196.95, color='GREEN') second_candle=CandleItem(low=195.8, high=198.2, open=196.95, close=197.5, color='GREEN') last_candle=CandleItem(low=197.55, high=199.9, open=197.5, close=199.3, color='GREEN')
2020-05-16 06:00:20 INFO: check need new order None
2020-05-16 06:00:20 INFO: init new order end
2020-05-16 06:00:20 INFO: 
2020-05-16 06:00:20 INFO: 
2020-05-16 06:00:20 INFO: 
2020-05-16 06:00:20 INFO: 
2020-05-16 06:02:00 INFO: 
2020-05-16 06:02:00 INFO: 
2020-05-16 06:02:00 INFO: 
2020-05-16 06:02:00 INFO: 
2020-05-16 06:02:00 INFO: clearing start
2020-05-16 06:02:00 INFO: clearing end
2020-05-16 06:02:00 INFO: 
2020-05-16 06:02:00 INFO: 
2020-05-16 06:02:00 INFO: 
2020-05-16 06:02:00 INFO: 
2020-05-16 07:00:20 INFO: 
2020-05-16 07:00:20 INFO: 
2020-05-16 07:00:20 INFO: 
2020-05-16 07:00:20 INFO: 
2020-05-16 07:00:20 INFO: init new order start
2020-05-16 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 199.95, 'low': 198.6, 'close': 199.05, 'trades': 2549, 'volume': 3232058, 'vwap': 199.2, 'lastSize': 22, 'turnover': 64382318045, 'homeNotional': 30454.07462919082, 'foreignNotional': 6066434.401239965}, {'timestamp': datetime.datetime(2020, 5, 16, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.5, 'high': 199.9, 'low': 197.55, 'close': 199.3, 'trades': 3406, 'volume': 3084077, 'vwap': 198.88, 'lastSize': 50, 'turnover': 61333214875, 'homeNotional': 29049.40481040953, 'foreignNotional': 5777085.995849078}, {'timestamp': datetime.datetime(2020, 5, 16, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 196.95, 'high': 198.2, 'low': 195.8, 'close': 197.5, 'trades': 3109, 'volume': 3230255, 'vwap': 197.14, 'lastSize': 289, 'turnover': 63680690460, 'homeNotional': 30363.479580186035, 'foreignNotional': 5985833.75560214}]
2020-05-16 07:00:20 INFO: prepare candles [CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED'), CandleItem(low=197.55, high=199.9, open=197.5, close=199.3, color='GREEN'), CandleItem(low=195.8, high=198.2, open=196.95, close=197.5, color='GREEN')]
2020-05-16 07:00:20 INFO: last_candle=CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED')
2020-05-16 07:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=7200, 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=0.79), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-16 07:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.79), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED')
2020-05-16 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=197.55, high=199.9, open=197.5, close=199.3, color='GREEN')
2020-05-16 07:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=195.8, high=198.2, open=196.95, close=197.5, color='GREEN')
2020-05-16 07:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED'), take_profit_factor=6.0, clearing_interval=7200)
2020-05-16 07:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED'), take_profit_factor=6.0, clearing_interval=7200)
2020-05-16 07:00:20 INFO: place order: start candle=CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED') ticker='ETHUSD' price_offset=0.1
2020-05-16 07:00:20 INFO: place order: side_factor=1 init_trigger_price=198.54999999999998 init_order_price=198.5 stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=199.95 take_price=190.40000000000003
2020-05-16 07:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('198.549999999999982946974341757595539093017578125') init_order_price=Decimal('198.5') stop_price_offset=0.0 candle.size=1.3499999999999943 stop_price=Decimal('199.94999999999998863131622783839702606201171875') take_price=Decimal('190.40000000000003410605131648480892181396484375')
2020-05-16 07:00:20 INFO: place order: compute qty=-7
2020-05-16 07:00:20 INFO: place order: save order to db d05d3512990e4daa89d47cbd436be4be; response=True
2020-05-16 07:00:21 INFO: post order to exchange resp={'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 198.5, 'displayQty': None, 'stopPx': 198.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc())}
2020-05-16 07:00:21 INFO: place new init order {'qty': -7, 'init_price': Decimal('198.549999999999982946974341757595539093017578125'), 'stop_price': Decimal('199.94999999999998863131622783839702606201171875'), 'take_price': Decimal('190.40000000000003410605131648480892181396484375'), 'order_uid': 'd05d3512990e4daa89d47cbd436be4be', 'response': {'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 198.5, 'displayQty': None, 'stopPx': 198.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc())}}
2020-05-16 07:00:21 INFO: init new order end
2020-05-16 07:00:21 INFO: 
2020-05-16 07:00:21 INFO: 
2020-05-16 07:00:21 INFO: 
2020-05-16 07:00:21 INFO: 
2020-05-16 07:00:21 INFO: process event {'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 198.5, 'displayQty': None, 'stopPx': 198.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-16T04:00:21.581Z', 'timestamp': '2020-05-16T04:00:21.581Z'}
2020-05-16 07:00:21 INFO: skip event d05d3512990e4daa89d47cbd436be4be New
2020-05-16 07:02:00 INFO: 
2020-05-16 07:02:00 INFO: 
2020-05-16 07:02:00 INFO: 
2020-05-16 07:02:00 INFO: 
2020-05-16 07:02:00 INFO: clearing start
2020-05-16 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 198.5, 'displayQty': None, 'stopPx': 198.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc())}
2020-05-16 07:02:00 INFO: order time=2020-05-16 04:00:21.581000+00:00; delta from now UTC=0:01:39.189715 time_delta.total_seconds()=99.189715; time_diff_offset='7200'
2020-05-16 07:02:00 INFO: skip by time diff 2020-05-16 04:00:21.581000+00:00
2020-05-16 07:02:00 INFO: clearing end
2020-05-16 07:02:00 INFO: 
2020-05-16 07:02:00 INFO: 
2020-05-16 07:02:00 INFO: 
2020-05-16 07:02:00 INFO: 
2020-05-16 08:00:20 INFO: 
2020-05-16 08:00:21 INFO: 
2020-05-16 08:00:21 INFO: 
2020-05-16 08:00:21 INFO: 
2020-05-16 08:00:21 INFO: init new order start
2020-05-16 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.05, 'high': 202.1, 'low': 199.0, 'close': 202.1, 'trades': 6016, 'volume': 6451332, 'vwap': 200.43, 'lastSize': 800, 'turnover': 129300705380, 'homeNotional': 60909.25170138681, 'foreignNotional': 12207815.47502752}, {'timestamp': datetime.datetime(2020, 5, 16, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 199.95, 'low': 198.6, 'close': 199.05, 'trades': 2549, 'volume': 3232058, 'vwap': 199.2, 'lastSize': 22, 'turnover': 64382318045, 'homeNotional': 30454.07462919082, 'foreignNotional': 6066434.401239965}, {'timestamp': datetime.datetime(2020, 5, 16, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 197.5, 'high': 199.9, 'low': 197.55, 'close': 199.3, 'trades': 3406, 'volume': 3084077, 'vwap': 198.88, 'lastSize': 50, 'turnover': 61333214875, 'homeNotional': 29049.40481040953, 'foreignNotional': 5777085.995849078}]
2020-05-16 08:00:21 INFO: prepare candles [CandleItem(low=199.0, high=202.1, open=199.05, close=202.1, color='GREEN'), CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED'), CandleItem(low=197.55, high=199.9, open=197.5, close=199.3, color='GREEN')]
2020-05-16 08:00:21 INFO: skip by colors first_candle=CandleItem(low=197.55, high=199.9, open=197.5, close=199.3, color='GREEN') second_candle=CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED') last_candle=CandleItem(low=199.0, high=202.1, open=199.05, close=202.1, color='GREEN')
2020-05-16 08:00:21 INFO: check need new order None
2020-05-16 08:00:21 INFO: init new order end
2020-05-16 08:00:21 INFO: 
2020-05-16 08:00:21 INFO: 
2020-05-16 08:00:21 INFO: 
2020-05-16 08:00:21 INFO: 
2020-05-16 08:02:00 INFO: 
2020-05-16 08:02:00 INFO: 
2020-05-16 08:02:00 INFO: 
2020-05-16 08:02:00 INFO: 
2020-05-16 08:02:00 INFO: clearing start
2020-05-16 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 198.5, 'displayQty': None, 'stopPx': 198.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc())}
2020-05-16 08:02:00 INFO: order time=2020-05-16 04:00:21.581000+00:00; delta from now UTC=1:01:38.766939 time_delta.total_seconds()=3698.766939; time_diff_offset='7200'
2020-05-16 08:02:00 INFO: skip by time diff 2020-05-16 04:00:21.581000+00:00
2020-05-16 08:02:00 INFO: clearing end
2020-05-16 08:02:00 INFO: 
2020-05-16 08:02:00 INFO: 
2020-05-16 08:02:00 INFO: 
2020-05-16 08:02:00 INFO: 
2020-05-16 09:00:20 INFO: 
2020-05-16 09:00:20 INFO: 
2020-05-16 09:00:20 INFO: 
2020-05-16 09:00:20 INFO: 
2020-05-16 09:00:20 INFO: init new order start
2020-05-16 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.1, 'high': 202.85, 'low': 199.8, 'close': 200.45, 'trades': 5778, 'volume': 9292383, 'vwap': 200.92, 'lastSize': 5, 'turnover': 186695356640, 'homeNotional': 88412.74775011338, 'foreignNotional': 17763250.828054707}, {'timestamp': datetime.datetime(2020, 5, 16, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.05, 'high': 202.1, 'low': 199.0, 'close': 202.1, 'trades': 6016, 'volume': 6451332, 'vwap': 200.43, 'lastSize': 800, 'turnover': 129300705380, 'homeNotional': 60909.25170138681, 'foreignNotional': 12207815.47502752}, {'timestamp': datetime.datetime(2020, 5, 16, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.3, 'high': 199.95, 'low': 198.6, 'close': 199.05, 'trades': 2549, 'volume': 3232058, 'vwap': 199.2, 'lastSize': 22, 'turnover': 64382318045, 'homeNotional': 30454.07462919082, 'foreignNotional': 6066434.401239965}]
2020-05-16 09:00:20 INFO: prepare candles [CandleItem(low=199.8, high=202.85, open=202.1, close=200.45, color='RED'), CandleItem(low=199.0, high=202.1, open=199.05, close=202.1, color='GREEN'), CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED')]
2020-05-16 09:00:20 INFO: skip by colors first_candle=CandleItem(low=198.6, high=199.95, open=199.3, close=199.05, color='RED') second_candle=CandleItem(low=199.0, high=202.1, open=199.05, close=202.1, color='GREEN') last_candle=CandleItem(low=199.8, high=202.85, open=202.1, close=200.45, color='RED')
2020-05-16 09:00:20 INFO: check need new order None
2020-05-16 09:00:20 INFO: init new order end
2020-05-16 09:00:20 INFO: 
2020-05-16 09:00:20 INFO: 
2020-05-16 09:00:20 INFO: 
2020-05-16 09:00:20 INFO: 
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: clearing start
2020-05-16 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 198.5, 'displayQty': None, 'stopPx': 198.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 7, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc())}
2020-05-16 09:02:00 INFO: order time=2020-05-16 04:00:21.581000+00:00; delta from now UTC=2:01:39.094588 time_delta.total_seconds()=7299.094588; time_diff_offset='7200'
2020-05-16 09:02:00 INFO: clear order d05d3512990e4daa89d47cbd436be4be
2020-05-16 09:02:00 INFO: cancel order resp=[{'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 7, 'price': 198.5, 'displayQty': None, 'stopPx': 198.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 16, 4, 0, 21, 581000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 16, 6, 2, 0, 724000, tzinfo=tzutc())}]
2020-05-16 09:02:00 INFO: clearing end
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: 
2020-05-16 09:02:00 INFO: process event {'orderID': '9dcade30-d278-6d72-4665-465a0feb42a7', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-05-16T06:02:00.724Z', 'clOrdID': 'd05d3512990e4daa89d47cbd436be4be', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-16 09:02:00 INFO: skip event d05d3512990e4daa89d47cbd436be4be Canceled
2020-05-16 10:00:20 INFO: 
2020-05-16 10:00:20 INFO: 
2020-05-16 10:00:20 INFO: 
2020-05-16 10:00:20 INFO: 
2020-05-16 10:00:20 INFO: init new order start
2020-05-16 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.45, 'high': 201.15, 'low': 200.3, 'close': 200.95, 'trades': 1994, 'volume': 2139256, 'vwap': 200.74, 'lastSize': 690, 'turnover': 42942258585, 'homeNotional': 20225.08095503772, 'foreignNotional': 4059878.995924919}, {'timestamp': datetime.datetime(2020, 5, 16, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.1, 'high': 202.85, 'low': 199.8, 'close': 200.45, 'trades': 5778, 'volume': 9292383, 'vwap': 200.92, 'lastSize': 5, 'turnover': 186695356640, 'homeNotional': 88412.74775011338, 'foreignNotional': 17763250.828054707}, {'timestamp': datetime.datetime(2020, 5, 16, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.05, 'high': 202.1, 'low': 199.0, 'close': 202.1, 'trades': 6016, 'volume': 6451332, 'vwap': 200.43, 'lastSize': 800, 'turnover': 129300705380, 'homeNotional': 60909.25170138681, 'foreignNotional': 12207815.47502752}]
2020-05-16 10:00:21 INFO: prepare candles [CandleItem(low=200.3, high=201.15, open=200.45, close=200.95, color='GREEN'), CandleItem(low=199.8, high=202.85, open=202.1, close=200.45, color='RED'), CandleItem(low=199.0, high=202.1, open=199.05, close=202.1, color='GREEN')]
2020-05-16 10:00:21 INFO: skip by colors first_candle=CandleItem(low=199.0, high=202.1, open=199.05, close=202.1, color='GREEN') second_candle=CandleItem(low=199.8, high=202.85, open=202.1, close=200.45, color='RED') last_candle=CandleItem(low=200.3, high=201.15, open=200.45, close=200.95, color='GREEN')
2020-05-16 10:00:21 INFO: check need new order None
2020-05-16 10:00:21 INFO: init new order end
2020-05-16 10:00:21 INFO: 
2020-05-16 10:00:21 INFO: 
2020-05-16 10:00:21 INFO: 
2020-05-16 10:00:21 INFO: 
2020-05-16 10:02:00 INFO: 
2020-05-16 10:02:00 INFO: 
2020-05-16 10:02:00 INFO: 
2020-05-16 10:02:00 INFO: 
2020-05-16 10:02:00 INFO: clearing start
2020-05-16 10:02:00 INFO: clearing end
2020-05-16 10:02:00 INFO: 
2020-05-16 10:02:00 INFO: 
2020-05-16 10:02:00 INFO: 
2020-05-16 10:02:00 INFO: 
2020-05-16 11:00:20 INFO: 
2020-05-16 11:00:20 INFO: 
2020-05-16 11:00:20 INFO: 
2020-05-16 11:00:20 INFO: 
2020-05-16 11:00:20 INFO: init new order start
2020-05-16 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.95, 'high': 201.45, 'low': 199.55, 'close': 199.6, 'trades': 2368, 'volume': 2107656, 'vwap': 200.7, 'lastSize': 100, 'turnover': 42299058045, 'homeNotional': 19945.13939875422, 'foreignNotional': 4002869.769146574}, {'timestamp': datetime.datetime(2020, 5, 16, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.45, 'high': 201.15, 'low': 200.3, 'close': 200.95, 'trades': 1994, 'volume': 2139256, 'vwap': 200.74, 'lastSize': 690, 'turnover': 42942258585, 'homeNotional': 20225.08095503772, 'foreignNotional': 4059878.995924919}, {'timestamp': datetime.datetime(2020, 5, 16, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.1, 'high': 202.85, 'low': 199.8, 'close': 200.45, 'trades': 5778, 'volume': 9292383, 'vwap': 200.92, 'lastSize': 5, 'turnover': 186695356640, 'homeNotional': 88412.74775011338, 'foreignNotional': 17763250.828054707}]
2020-05-16 11:00:20 INFO: prepare candles [CandleItem(low=199.55, high=201.45, open=200.95, close=199.6, color='RED'), CandleItem(low=200.3, high=201.15, open=200.45, close=200.95, color='GREEN'), CandleItem(low=199.8, high=202.85, open=202.1, close=200.45, color='RED')]
2020-05-16 11:00:20 INFO: skip by colors first_candle=CandleItem(low=199.8, high=202.85, open=202.1, close=200.45, color='RED') second_candle=CandleItem(low=200.3, high=201.15, open=200.45, close=200.95, color='GREEN') last_candle=CandleItem(low=199.55, high=201.45, open=200.95, close=199.6, color='RED')
2020-05-16 11:00:20 INFO: check need new order None
2020-05-16 11:00:20 INFO: init new order end
2020-05-16 11:00:20 INFO: 
2020-05-16 11:00:20 INFO: 
2020-05-16 11:00:20 INFO: 
2020-05-16 11:00:20 INFO: 
2020-05-16 11:02:00 INFO: 
2020-05-16 11:02:00 INFO: 
2020-05-16 11:02:00 INFO: 
2020-05-16 11:02:00 INFO: 
2020-05-16 11:02:00 INFO: clearing start
2020-05-16 11:02:00 INFO: clearing end
2020-05-16 11:02:00 INFO: 
2020-05-16 11:02:00 INFO: 
2020-05-16 11:02:00 INFO: 
2020-05-16 11:02:00 INFO: 
2020-05-16 12:00:20 INFO: 
2020-05-16 12:00:20 INFO: 
2020-05-16 12:00:20 INFO: 
2020-05-16 12:00:20 INFO: 
2020-05-16 12:00:20 INFO: init new order start
2020-05-16 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.6, 'high': 200.7, 'low': 198.8, 'close': 200.7, 'trades': 3030, 'volume': 2779893, 'vwap': 199.61, 'lastSize': 1000, 'turnover': 55488971900, 'homeNotional': 26102.895523014762, 'foreignNotional': 5210378.879069083}, {'timestamp': datetime.datetime(2020, 5, 16, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.95, 'high': 201.45, 'low': 199.55, 'close': 199.6, 'trades': 2368, 'volume': 2107656, 'vwap': 200.7, 'lastSize': 100, 'turnover': 42299058045, 'homeNotional': 19945.13939875422, 'foreignNotional': 4002869.769146574}, {'timestamp': datetime.datetime(2020, 5, 16, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.45, 'high': 201.15, 'low': 200.3, 'close': 200.95, 'trades': 1994, 'volume': 2139256, 'vwap': 200.74, 'lastSize': 690, 'turnover': 42942258585, 'homeNotional': 20225.08095503772, 'foreignNotional': 4059878.995924919}]
2020-05-16 12:00:20 INFO: prepare candles [CandleItem(low=198.8, high=200.7, open=199.6, close=200.7, color='GREEN'), CandleItem(low=199.55, high=201.45, open=200.95, close=199.6, color='RED'), CandleItem(low=200.3, high=201.15, open=200.45, close=200.95, color='GREEN')]
2020-05-16 12:00:20 INFO: skip by colors first_candle=CandleItem(low=200.3, high=201.15, open=200.45, close=200.95, color='GREEN') second_candle=CandleItem(low=199.55, high=201.45, open=200.95, close=199.6, color='RED') last_candle=CandleItem(low=198.8, high=200.7, open=199.6, close=200.7, color='GREEN')
2020-05-16 12:00:20 INFO: check need new order None
2020-05-16 12:00:20 INFO: init new order end
2020-05-16 12:00:20 INFO: 
2020-05-16 12:00:20 INFO: 
2020-05-16 12:00:20 INFO: 
2020-05-16 12:00:20 INFO: 
2020-05-16 12:02:00 INFO: 
2020-05-16 12:02:00 INFO: 
2020-05-16 12:02:00 INFO: 
2020-05-16 12:02:00 INFO: 
2020-05-16 12:02:00 INFO: clearing start
2020-05-16 12:02:00 INFO: clearing end
2020-05-16 12:02:00 INFO: 
2020-05-16 12:02:00 INFO: 
2020-05-16 12:02:00 INFO: 
2020-05-16 12:02:00 INFO: 
2020-05-16 13:00:20 INFO: 
2020-05-16 13:00:20 INFO: 
2020-05-16 13:00:20 INFO: 
2020-05-16 13:00:20 INFO: 
2020-05-16 13:00:20 INFO: init new order start
2020-05-16 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.7, 'high': 200.9, 'low': 199.3, 'close': 200.35, 'trades': 1637, 'volume': 1402017, 'vwap': 200.16, 'lastSize': 293, 'turnover': 28062106345, 'homeNotional': 13172.888710042173, 'foreignNotional': 2636635.288435249}, {'timestamp': datetime.datetime(2020, 5, 16, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.6, 'high': 200.7, 'low': 198.8, 'close': 200.7, 'trades': 3030, 'volume': 2779893, 'vwap': 199.61, 'lastSize': 1000, 'turnover': 55488971900, 'homeNotional': 26102.895523014762, 'foreignNotional': 5210378.879069083}, {'timestamp': datetime.datetime(2020, 5, 16, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.95, 'high': 201.45, 'low': 199.55, 'close': 199.6, 'trades': 2368, 'volume': 2107656, 'vwap': 200.7, 'lastSize': 100, 'turnover': 42299058045, 'homeNotional': 19945.13939875422, 'foreignNotional': 4002869.769146574}]
2020-05-16 13:00:20 INFO: prepare candles [CandleItem(low=199.3, high=200.9, open=200.7, close=200.35, color='RED'), CandleItem(low=198.8, high=200.7, open=199.6, close=200.7, color='GREEN'), CandleItem(low=199.55, high=201.45, open=200.95, close=199.6, color='RED')]
2020-05-16 13:00:20 INFO: skip by colors first_candle=CandleItem(low=199.55, high=201.45, open=200.95, close=199.6, color='RED') second_candle=CandleItem(low=198.8, high=200.7, open=199.6, close=200.7, color='GREEN') last_candle=CandleItem(low=199.3, high=200.9, open=200.7, close=200.35, color='RED')
2020-05-16 13:00:20 INFO: check need new order None
2020-05-16 13:00:20 INFO: init new order end
2020-05-16 13:00:20 INFO: 
2020-05-16 13:00:20 INFO: 
2020-05-16 13:00:20 INFO: 
2020-05-16 13:00:20 INFO: 
2020-05-16 13:01:48 WARNING: handle interrupt sig 2 False
2020-05-16 13:01:48 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-05-16 13:01:52 INFO: 
2020-05-16 13:01:52 INFO: 
2020-05-16 13:01:52 INFO: 
2020-05-16 13:01:52 INFO: 
2020-05-16 13:01:52 INFO: start trader process
2020-05-16 13:01:52 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-16 13:01:52 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-16 13:01:52 INFO: Authenticating with API Key.
2020-05-16 13:01:53 INFO: Connected to WS.
2020-05-16 14:00:20 INFO: 
2020-05-16 14:00:20 INFO: 
2020-05-16 14:00:20 INFO: 
2020-05-16 14:00:20 INFO: 
2020-05-16 14:00:20 INFO: init new order start
2020-05-16 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.35, 'high': 201.4, 'low': 199.7, 'close': 201.15, 'trades': 2545, 'volume': 2416313, 'vwap': 200.67, 'lastSize': 250, 'turnover': 48487662540, 'homeNotional': 22735.72473594129, 'foreignNotional': 4562356.695992233}, {'timestamp': datetime.datetime(2020, 5, 16, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.7, 'high': 200.9, 'low': 199.3, 'close': 200.35, 'trades': 1637, 'volume': 1402017, 'vwap': 200.16, 'lastSize': 293, 'turnover': 28062106345, 'homeNotional': 13172.888710042173, 'foreignNotional': 2636635.288435249}, {'timestamp': datetime.datetime(2020, 5, 16, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.6, 'high': 200.7, 'low': 198.8, 'close': 200.7, 'trades': 3030, 'volume': 2779893, 'vwap': 199.61, 'lastSize': 1000, 'turnover': 55488971900, 'homeNotional': 26102.895523014762, 'foreignNotional': 5210378.879069083}]
2020-05-16 14:00:20 INFO: prepare candles [CandleItem(low=199.7, high=201.4, open=200.35, close=201.15, color='GREEN'), CandleItem(low=199.3, high=200.9, open=200.7, close=200.35, color='RED'), CandleItem(low=198.8, high=200.7, open=199.6, close=200.7, color='GREEN')]
2020-05-16 14:00:20 INFO: skip by colors first_candle=CandleItem(low=198.8, high=200.7, open=199.6, close=200.7, color='GREEN') second_candle=CandleItem(low=199.3, high=200.9, open=200.7, close=200.35, color='RED') last_candle=CandleItem(low=199.7, high=201.4, open=200.35, close=201.15, color='GREEN')
2020-05-16 14:00:20 INFO: check need new order None
2020-05-16 14:00:20 INFO: init new order end
2020-05-16 14:00:20 INFO: 
2020-05-16 14:00:20 INFO: 
2020-05-16 14:00:20 INFO: 
2020-05-16 14:00:20 INFO: 
2020-05-16 14:02:00 INFO: 
2020-05-16 14:02:00 INFO: 
2020-05-16 14:02:00 INFO: 
2020-05-16 14:02:00 INFO: 
2020-05-16 14:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-05-16 14:02:00 INFO: clearing end
2020-05-16 14:02:00 INFO: 
2020-05-16 14:02:00 INFO: 
2020-05-16 14:02:00 INFO: 
2020-05-16 14:02:00 INFO: 
2020-05-16 15:00:20 INFO: 
2020-05-16 15:00:20 INFO: 
2020-05-16 15:00:20 INFO: 
2020-05-16 15:00:20 INFO: 
2020-05-16 15:00:20 INFO: init new order start
2020-05-16 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.15, 'high': 201.45, 'low': 200.15, 'close': 200.3, 'trades': 2101, 'volume': 1687640, 'vwap': 200.8, 'lastSize': 568, 'turnover': 33887308515, 'homeNotional': 15905.244389994406, 'foreignNotional': 3193734.8180401134}, {'timestamp': datetime.datetime(2020, 5, 16, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.35, 'high': 201.4, 'low': 199.7, 'close': 201.15, 'trades': 2545, 'volume': 2416313, 'vwap': 200.67, 'lastSize': 250, 'turnover': 48487662540, 'homeNotional': 22735.72473594129, 'foreignNotional': 4562356.695992233}, {'timestamp': datetime.datetime(2020, 5, 16, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.7, 'high': 200.9, 'low': 199.3, 'close': 200.35, 'trades': 1637, 'volume': 1402017, 'vwap': 200.16, 'lastSize': 293, 'turnover': 28062106345, 'homeNotional': 13172.888710042173, 'foreignNotional': 2636635.288435249}]
2020-05-16 15:00:20 INFO: prepare candles [CandleItem(low=200.15, high=201.45, open=201.15, close=200.3, color='RED'), CandleItem(low=199.7, high=201.4, open=200.35, close=201.15, color='GREEN'), CandleItem(low=199.3, high=200.9, open=200.7, close=200.35, color='RED')]
2020-05-16 15:00:20 INFO: skip by colors first_candle=CandleItem(low=199.3, high=200.9, open=200.7, close=200.35, color='RED') second_candle=CandleItem(low=199.7, high=201.4, open=200.35, close=201.15, color='GREEN') last_candle=CandleItem(low=200.15, high=201.45, open=201.15, close=200.3, color='RED')
2020-05-16 15:00:20 INFO: check need new order None
2020-05-16 15:00:20 INFO: init new order end
2020-05-16 15:00:20 INFO: 
2020-05-16 15:00:20 INFO: 
2020-05-16 15:00:20 INFO: 
2020-05-16 15:00:20 INFO: 
2020-05-16 15:02:00 INFO: 
2020-05-16 15:02:00 INFO: 
2020-05-16 15:02:00 INFO: 
2020-05-16 15:02:00 INFO: 
2020-05-16 15:02:00 INFO: clearing start
2020-05-16 15:02:00 INFO: clearing end
2020-05-16 15:02:00 INFO: 
2020-05-16 15:02:00 INFO: 
2020-05-16 15:02:00 INFO: 
2020-05-16 15:02:00 INFO: 
2020-05-16 16:00:20 INFO: 
2020-05-16 16:00:20 INFO: 
2020-05-16 16:00:20 INFO: 
2020-05-16 16:00:20 INFO: 
2020-05-16 16:00:20 INFO: init new order start
2020-05-16 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.3, 'high': 204.25, 'low': 200.25, 'close': 202.75, 'trades': 6379, 'volume': 7070568, 'vwap': 202.49, 'lastSize': 558, 'turnover': 143167494730, 'homeNotional': 66861.28025426852, 'foreignNotional': 13538480.76712642}, {'timestamp': datetime.datetime(2020, 5, 16, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.15, 'high': 201.45, 'low': 200.15, 'close': 200.3, 'trades': 2101, 'volume': 1687640, 'vwap': 200.8, 'lastSize': 568, 'turnover': 33887308515, 'homeNotional': 15905.244389994406, 'foreignNotional': 3193734.8180401134}, {'timestamp': datetime.datetime(2020, 5, 16, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.35, 'high': 201.4, 'low': 199.7, 'close': 201.15, 'trades': 2545, 'volume': 2416313, 'vwap': 200.67, 'lastSize': 250, 'turnover': 48487662540, 'homeNotional': 22735.72473594129, 'foreignNotional': 4562356.695992233}]
2020-05-16 16:00:21 INFO: prepare candles [CandleItem(low=200.25, high=204.25, open=200.3, close=202.75, color='GREEN'), CandleItem(low=200.15, high=201.45, open=201.15, close=200.3, color='RED'), CandleItem(low=199.7, high=201.4, open=200.35, close=201.15, color='GREEN')]
2020-05-16 16:00:21 INFO: skip by colors first_candle=CandleItem(low=199.7, high=201.4, open=200.35, close=201.15, color='GREEN') second_candle=CandleItem(low=200.15, high=201.45, open=201.15, close=200.3, color='RED') last_candle=CandleItem(low=200.25, high=204.25, open=200.3, close=202.75, color='GREEN')
2020-05-16 16:00:21 INFO: check need new order None
2020-05-16 16:00:21 INFO: init new order end
2020-05-16 16:00:21 INFO: 
2020-05-16 16:00:21 INFO: 
2020-05-16 16:00:21 INFO: 
2020-05-16 16:00:21 INFO: 
2020-05-16 16:02:00 INFO: 
2020-05-16 16:02:00 INFO: 
2020-05-16 16:02:00 INFO: 
2020-05-16 16:02:00 INFO: 
2020-05-16 16:02:00 INFO: clearing start
2020-05-16 16:02:00 INFO: clearing end
2020-05-16 16:02:00 INFO: 
2020-05-16 16:02:00 INFO: 
2020-05-16 16:02:00 INFO: 
2020-05-16 16:02:00 INFO: 
2020-05-16 17:00:20 INFO: 
2020-05-16 17:00:20 INFO: 
2020-05-16 17:00:20 INFO: 
2020-05-16 17:00:20 INFO: 
2020-05-16 17:00:20 INFO: init new order start
2020-05-16 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.75, 'high': 203.75, 'low': 201.8, 'close': 202.2, 'trades': 3254, 'volume': 3100220, 'vwap': 202.99, 'lastSize': 532, 'turnover': 62929616580, 'homeNotional': 29392.968414180657, 'foreignNotional': 5966360.498524925}, {'timestamp': datetime.datetime(2020, 5, 16, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.3, 'high': 204.25, 'low': 200.25, 'close': 202.75, 'trades': 6379, 'volume': 7070568, 'vwap': 202.49, 'lastSize': 558, 'turnover': 143167494730, 'homeNotional': 66861.28025426852, 'foreignNotional': 13538480.76712642}, {'timestamp': datetime.datetime(2020, 5, 16, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.15, 'high': 201.45, 'low': 200.15, 'close': 200.3, 'trades': 2101, 'volume': 1687640, 'vwap': 200.8, 'lastSize': 568, 'turnover': 33887308515, 'homeNotional': 15905.244389994406, 'foreignNotional': 3193734.8180401134}]
2020-05-16 17:00:20 INFO: prepare candles [CandleItem(low=201.8, high=203.75, open=202.75, close=202.2, color='RED'), CandleItem(low=200.25, high=204.25, open=200.3, close=202.75, color='GREEN'), CandleItem(low=200.15, high=201.45, open=201.15, close=200.3, color='RED')]
2020-05-16 17:00:20 INFO: skip by colors first_candle=CandleItem(low=200.15, high=201.45, open=201.15, close=200.3, color='RED') second_candle=CandleItem(low=200.25, high=204.25, open=200.3, close=202.75, color='GREEN') last_candle=CandleItem(low=201.8, high=203.75, open=202.75, close=202.2, color='RED')
2020-05-16 17:00:20 INFO: check need new order None
2020-05-16 17:00:20 INFO: init new order end
2020-05-16 17:00:20 INFO: 
2020-05-16 17:00:20 INFO: 
2020-05-16 17:00:20 INFO: 
2020-05-16 17:00:20 INFO: 
2020-05-16 17:02:00 INFO: 
2020-05-16 17:02:00 INFO: 
2020-05-16 17:02:00 INFO: 
2020-05-16 17:02:00 INFO: 
2020-05-16 17:02:00 INFO: clearing start
2020-05-16 17:02:00 INFO: clearing end
2020-05-16 17:02:00 INFO: 
2020-05-16 17:02:00 INFO: 
2020-05-16 17:02:00 INFO: 
2020-05-16 17:02:00 INFO: 
2020-05-16 17:03:30 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(
2020-05-16 17:03:34 INFO: 
2020-05-16 17:03:34 INFO: 
2020-05-16 17:03:34 INFO: 
2020-05-16 17:03:34 INFO: 
2020-05-16 17:03:34 INFO: start trader process
2020-05-16 17:03:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-16 17:03:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-16 17:03:34 INFO: Authenticating with API Key.
2020-05-16 17:03:35 INFO: Connected to WS.
2020-05-16 18:00:20 INFO: 
2020-05-16 18:00:20 INFO: 
2020-05-16 18:00:20 INFO: 
2020-05-16 18:00:20 INFO: 
2020-05-16 18:00:20 INFO: init new order start
2020-05-16 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 202.9, 'low': 200.4, 'close': 201.45, 'trades': 3647, 'volume': 2970511, 'vwap': 201.68, 'lastSize': 2700, 'turnover': 59907714565, 'homeNotional': 28034.786489560818, 'foreignNotional': 5653967.022769485}, {'timestamp': datetime.datetime(2020, 5, 16, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.75, 'high': 203.75, 'low': 201.8, 'close': 202.2, 'trades': 3254, 'volume': 3100220, 'vwap': 202.99, 'lastSize': 532, 'turnover': 62929616580, 'homeNotional': 29392.968414180657, 'foreignNotional': 5966360.498524925}, {'timestamp': datetime.datetime(2020, 5, 16, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.3, 'high': 204.25, 'low': 200.25, 'close': 202.75, 'trades': 6379, 'volume': 7070568, 'vwap': 202.49, 'lastSize': 558, 'turnover': 143167494730, 'homeNotional': 66861.28025426852, 'foreignNotional': 13538480.76712642}]
2020-05-16 18:00:21 INFO: prepare candles [CandleItem(low=200.4, high=202.9, open=202.2, close=201.45, color='RED'), CandleItem(low=201.8, high=203.75, open=202.75, close=202.2, color='RED'), CandleItem(low=200.25, high=204.25, open=200.3, close=202.75, color='GREEN')]
2020-05-16 18:00:21 INFO: skip by colors first_candle=CandleItem(low=200.25, high=204.25, open=200.3, close=202.75, color='GREEN') second_candle=CandleItem(low=201.8, high=203.75, open=202.75, close=202.2, color='RED') last_candle=CandleItem(low=200.4, high=202.9, open=202.2, close=201.45, color='RED')
2020-05-16 18:00:21 INFO: check need new order None
2020-05-16 18:00:21 INFO: init new order end
2020-05-16 18:00:21 INFO: 
2020-05-16 18:00:21 INFO: 
2020-05-16 18:00:21 INFO: 
2020-05-16 18:00:21 INFO: 
2020-05-16 18:02:00 INFO: 
2020-05-16 18:02:00 INFO: 
2020-05-16 18:02:00 INFO: 
2020-05-16 18:02:00 INFO: 
2020-05-16 18:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-05-16 18:02:00 INFO: clearing end
2020-05-16 18:02:00 INFO: 
2020-05-16 18:02:00 INFO: 
2020-05-16 18:02:00 INFO: 
2020-05-16 18:02:00 INFO: 
2020-05-16 19:00:20 INFO: 
2020-05-16 19:00:20 INFO: 
2020-05-16 19:00:20 INFO: 
2020-05-16 19:00:20 INFO: 
2020-05-16 19:00:20 INFO: init new order start
2020-05-16 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 201.6, 'low': 200.2, 'close': 200.75, 'trades': 2819, 'volume': 3188999, 'vwap': 200.83, 'lastSize': 17, 'turnover': 64044043640, 'homeNotional': 29930.713314769368, 'foreignNotional': 6010951.0477830805}, {'timestamp': datetime.datetime(2020, 5, 16, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 202.9, 'low': 200.4, 'close': 201.45, 'trades': 3647, 'volume': 2970511, 'vwap': 201.68, 'lastSize': 2700, 'turnover': 59907714565, 'homeNotional': 28034.786489560818, 'foreignNotional': 5653967.022769485}, {'timestamp': datetime.datetime(2020, 5, 16, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.75, 'high': 203.75, 'low': 201.8, 'close': 202.2, 'trades': 3254, 'volume': 3100220, 'vwap': 202.99, 'lastSize': 532, 'turnover': 62929616580, 'homeNotional': 29392.968414180657, 'foreignNotional': 5966360.498524925}]
2020-05-16 19:00:20 INFO: prepare candles [CandleItem(low=200.2, high=201.6, open=201.45, close=200.75, color='RED'), CandleItem(low=200.4, high=202.9, open=202.2, close=201.45, color='RED'), CandleItem(low=201.8, high=203.75, open=202.75, close=202.2, color='RED')]
2020-05-16 19:00:20 INFO: skip by colors first_candle=CandleItem(low=201.8, high=203.75, open=202.75, close=202.2, color='RED') second_candle=CandleItem(low=200.4, high=202.9, open=202.2, close=201.45, color='RED') last_candle=CandleItem(low=200.2, high=201.6, open=201.45, close=200.75, color='RED')
2020-05-16 19:00:20 INFO: check need new order None
2020-05-16 19:00:20 INFO: init new order end
2020-05-16 19:00:20 INFO: 
2020-05-16 19:00:20 INFO: 
2020-05-16 19:00:20 INFO: 
2020-05-16 19:00:20 INFO: 
2020-05-16 19:02:00 INFO: 
2020-05-16 19:02:00 INFO: 
2020-05-16 19:02:00 INFO: 
2020-05-16 19:02:00 INFO: 
2020-05-16 19:02:00 INFO: clearing start
2020-05-16 19:02:00 INFO: clearing end
2020-05-16 19:02:00 INFO: 
2020-05-16 19:02:00 INFO: 
2020-05-16 19:02:00 INFO: 
2020-05-16 19:02:00 INFO: 
2020-05-16 19:03:21 INFO: Websocket Closed
2020-05-16 19:03:22 WARNING: reconnect to socket
2020-05-16 19:03:22 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-16 19:03:22 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-16 19:03:22 INFO: Authenticating with API Key.
2020-05-16 19:03:23 INFO: Connected to WS.
2020-05-16 20:00:20 INFO: 
2020-05-16 20:00:20 INFO: 
2020-05-16 20:00:20 INFO: 
2020-05-16 20:00:20 INFO: 
2020-05-16 20:00:20 INFO: init new order start
2020-05-16 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 201.6, 'low': 198.35, 'close': 200.15, 'trades': 5310, 'volume': 6116209, 'vwap': 199.81, 'lastSize': 20, 'turnover': 122206506235, 'homeNotional': 57253.46751795516, 'foreignNotional': 11439808.643275043}, {'timestamp': datetime.datetime(2020, 5, 16, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 201.6, 'low': 200.2, 'close': 200.75, 'trades': 2819, 'volume': 3188999, 'vwap': 200.83, 'lastSize': 17, 'turnover': 64044043640, 'homeNotional': 29930.713314769368, 'foreignNotional': 6010951.0477830805}, {'timestamp': datetime.datetime(2020, 5, 16, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 202.9, 'low': 200.4, 'close': 201.45, 'trades': 3647, 'volume': 2970511, 'vwap': 201.68, 'lastSize': 2700, 'turnover': 59907714565, 'homeNotional': 28034.786489560818, 'foreignNotional': 5653967.022769485}]
2020-05-16 20:00:21 INFO: prepare candles [CandleItem(low=198.35, high=201.6, open=200.75, close=200.15, color='RED'), CandleItem(low=200.2, high=201.6, open=201.45, close=200.75, color='RED'), CandleItem(low=200.4, high=202.9, open=202.2, close=201.45, color='RED')]
2020-05-16 20:00:21 INFO: skip by colors first_candle=CandleItem(low=200.4, high=202.9, open=202.2, close=201.45, color='RED') second_candle=CandleItem(low=200.2, high=201.6, open=201.45, close=200.75, color='RED') last_candle=CandleItem(low=198.35, high=201.6, open=200.75, close=200.15, color='RED')
2020-05-16 20:00:21 INFO: check need new order None
2020-05-16 20:00:21 INFO: init new order end
2020-05-16 20:00:21 INFO: 
2020-05-16 20:00:21 INFO: 
2020-05-16 20:00:21 INFO: 
2020-05-16 20:00:21 INFO: 
2020-05-16 20:02:00 INFO: 
2020-05-16 20:02:00 INFO: 
2020-05-16 20:02:00 INFO: 
2020-05-16 20:02:00 INFO: 
2020-05-16 20:02:00 INFO: clearing start
2020-05-16 20:02:00 INFO: clearing end
2020-05-16 20:02:00 INFO: 
2020-05-16 20:02:00 INFO: 
2020-05-16 20:02:00 INFO: 
2020-05-16 20:02:00 INFO: 
2020-05-16 21:00:20 INFO: 
2020-05-16 21:00:20 INFO: 
2020-05-16 21:00:20 INFO: 
2020-05-16 21:00:20 INFO: 
2020-05-16 21:00:20 INFO: init new order start
2020-05-16 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.5, 'low': 197.95, 'close': 198.6, 'trades': 3355, 'volume': 3217411, 'vwap': 199.1, 'lastSize': 78, 'turnover': 64056013990, 'homeNotional': 30073.505389435053, 'foreignNotional': 5987465.17628773}, {'timestamp': datetime.datetime(2020, 5, 16, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 201.6, 'low': 198.35, 'close': 200.15, 'trades': 5310, 'volume': 6116209, 'vwap': 199.81, 'lastSize': 20, 'turnover': 122206506235, 'homeNotional': 57253.46751795516, 'foreignNotional': 11439808.643275043}, {'timestamp': datetime.datetime(2020, 5, 16, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 201.6, 'low': 200.2, 'close': 200.75, 'trades': 2819, 'volume': 3188999, 'vwap': 200.83, 'lastSize': 17, 'turnover': 64044043640, 'homeNotional': 29930.713314769368, 'foreignNotional': 6010951.0477830805}]
2020-05-16 21:00:20 INFO: prepare candles [CandleItem(low=197.95, high=200.5, open=200.15, close=198.6, color='RED'), CandleItem(low=198.35, high=201.6, open=200.75, close=200.15, color='RED'), CandleItem(low=200.2, high=201.6, open=201.45, close=200.75, color='RED')]
2020-05-16 21:00:20 INFO: skip by colors first_candle=CandleItem(low=200.2, high=201.6, open=201.45, close=200.75, color='RED') second_candle=CandleItem(low=198.35, high=201.6, open=200.75, close=200.15, color='RED') last_candle=CandleItem(low=197.95, high=200.5, open=200.15, close=198.6, color='RED')
2020-05-16 21:00:20 INFO: check need new order None
2020-05-16 21:00:20 INFO: init new order end
2020-05-16 21:00:20 INFO: 
2020-05-16 21:00:20 INFO: 
2020-05-16 21:00:20 INFO: 
2020-05-16 21:00:20 INFO: 
2020-05-16 21:02:00 INFO: 
2020-05-16 21:02:00 INFO: 
2020-05-16 21:02:00 INFO: 
2020-05-16 21:02:00 INFO: 
2020-05-16 21:02:00 INFO: clearing start
2020-05-16 21:02:00 INFO: clearing end
2020-05-16 21:02:00 INFO: 
2020-05-16 21:02:00 INFO: 
2020-05-16 21:02:00 INFO: 
2020-05-16 21:02:00 INFO: 
2020-05-16 22:00:20 INFO: 
2020-05-16 22:00:20 INFO: 
2020-05-16 22:00:20 INFO: 
2020-05-16 22:00:20 INFO: 
2020-05-16 22:00:20 INFO: init new order start
2020-05-16 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.6, 'high': 199.5, 'low': 197.85, 'close': 199.0, 'trades': 3611, 'volume': 3109306, 'vwap': 198.77, 'lastSize': 100, 'turnover': 61802784195, 'homeNotional': 28931.963649909405, 'foreignNotional': 5750727.346285323}, {'timestamp': datetime.datetime(2020, 5, 16, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.5, 'low': 197.95, 'close': 198.6, 'trades': 3355, 'volume': 3217411, 'vwap': 199.1, 'lastSize': 78, 'turnover': 64056013990, 'homeNotional': 30073.505389435053, 'foreignNotional': 5987465.17628773}, {'timestamp': datetime.datetime(2020, 5, 16, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.75, 'high': 201.6, 'low': 198.35, 'close': 200.15, 'trades': 5310, 'volume': 6116209, 'vwap': 199.81, 'lastSize': 20, 'turnover': 122206506235, 'homeNotional': 57253.46751795516, 'foreignNotional': 11439808.643275043}]
2020-05-16 22:00:21 INFO: prepare candles [CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN'), CandleItem(low=197.95, high=200.5, open=200.15, close=198.6, color='RED'), CandleItem(low=198.35, high=201.6, open=200.75, close=200.15, color='RED')]
2020-05-16 22:00:21 INFO: last_candle=CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN')
2020-05-16 22:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-16 22:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN')
2020-05-16 22:00:21 INFO: skip by CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-16 22:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-16 22:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN')
2020-05-16 22:00:21 INFO: skip by CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-16 22:00:21 INFO: not found applicable config for candle
2020-05-16 22:00:21 INFO: check need new order None
2020-05-16 22:00:21 INFO: init new order end
2020-05-16 22:00:21 INFO: 
2020-05-16 22:00:21 INFO: 
2020-05-16 22:00:21 INFO: 
2020-05-16 22:00:21 INFO: 
2020-05-16 22:02:00 INFO: 
2020-05-16 22:02:00 INFO: 
2020-05-16 22:02:00 INFO: 
2020-05-16 22:02:00 INFO: 
2020-05-16 22:02:00 INFO: clearing start
2020-05-16 22:02:00 INFO: clearing end
2020-05-16 22:02:00 INFO: 
2020-05-16 22:02:00 INFO: 
2020-05-16 22:02:00 INFO: 
2020-05-16 22:02:00 INFO: 
2020-05-16 23:00:20 INFO: 
2020-05-16 23:00:20 INFO: 
2020-05-16 23:00:20 INFO: 
2020-05-16 23:00:20 INFO: 
2020-05-16 23:00:20 INFO: init new order start
2020-05-16 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.0, 'high': 200.2, 'low': 198.5, 'close': 200.0, 'trades': 1858, 'volume': 1268432, 'vwap': 199.64, 'lastSize': 1549, 'turnover': 25322323970, 'homeNotional': 11812.192760612088, 'foreignNotional': 2358135.090590677}, {'timestamp': datetime.datetime(2020, 5, 16, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.6, 'high': 199.5, 'low': 197.85, 'close': 199.0, 'trades': 3611, 'volume': 3109306, 'vwap': 198.77, 'lastSize': 100, 'turnover': 61802784195, 'homeNotional': 28931.963649909405, 'foreignNotional': 5750727.346285323}, {'timestamp': datetime.datetime(2020, 5, 16, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 200.5, 'low': 197.95, 'close': 198.6, 'trades': 3355, 'volume': 3217411, 'vwap': 199.1, 'lastSize': 78, 'turnover': 64056013990, 'homeNotional': 30073.505389435053, 'foreignNotional': 5987465.17628773}]
2020-05-16 23:00:20 INFO: prepare candles [CandleItem(low=198.5, high=200.2, open=199.0, close=200.0, color='GREEN'), CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN'), CandleItem(low=197.95, high=200.5, open=200.15, close=198.6, color='RED')]
2020-05-16 23:00:20 INFO: skip by colors first_candle=CandleItem(low=197.95, high=200.5, open=200.15, close=198.6, color='RED') second_candle=CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN') last_candle=CandleItem(low=198.5, high=200.2, open=199.0, close=200.0, color='GREEN')
2020-05-16 23:00:20 INFO: check need new order None
2020-05-16 23:00:20 INFO: init new order end
2020-05-16 23:00:20 INFO: 
2020-05-16 23:00:20 INFO: 
2020-05-16 23:00:20 INFO: 
2020-05-16 23:00:20 INFO: 
2020-05-16 23:02:00 INFO: 
2020-05-16 23:02:00 INFO: 
2020-05-16 23:02:00 INFO: 
2020-05-16 23:02:00 INFO: 
2020-05-16 23:02:00 INFO: clearing start
2020-05-16 23:02:00 INFO: clearing end
2020-05-16 23:02:00 INFO: 
2020-05-16 23:02:00 INFO: 
2020-05-16 23:02:00 INFO: 
2020-05-16 23:02:00 INFO: 
2020-05-17 00:00:20 INFO: 
2020-05-17 00:00:20 INFO: 
2020-05-17 00:00:20 INFO: 
2020-05-17 00:00:20 INFO: 
2020-05-17 00:00:20 INFO: init new order start
2020-05-17 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.0, 'high': 200.65, 'low': 199.65, 'close': 200.15, 'trades': 1695, 'volume': 1152357, 'vwap': 200.18, 'lastSize': 25, 'turnover': 23067479505, 'homeNotional': 10774.821645598911, 'foreignNotional': 2156872.5773167163}, {'timestamp': datetime.datetime(2020, 5, 16, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.0, 'high': 200.2, 'low': 198.5, 'close': 200.0, 'trades': 1858, 'volume': 1268432, 'vwap': 199.64, 'lastSize': 1549, 'turnover': 25322323970, 'homeNotional': 11812.192760612088, 'foreignNotional': 2358135.090590677}, {'timestamp': datetime.datetime(2020, 5, 16, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 198.6, 'high': 199.5, 'low': 197.85, 'close': 199.0, 'trades': 3611, 'volume': 3109306, 'vwap': 198.77, 'lastSize': 100, 'turnover': 61802784195, 'homeNotional': 28931.963649909405, 'foreignNotional': 5750727.346285323}]
2020-05-17 00:00:20 INFO: prepare candles [CandleItem(low=199.65, high=200.65, open=200.0, close=200.15, color='GREEN'), CandleItem(low=198.5, high=200.2, open=199.0, close=200.0, color='GREEN'), CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN')]
2020-05-17 00:00:20 INFO: skip by colors first_candle=CandleItem(low=197.85, high=199.5, open=198.6, close=199.0, color='GREEN') second_candle=CandleItem(low=198.5, high=200.2, open=199.0, close=200.0, color='GREEN') last_candle=CandleItem(low=199.65, high=200.65, open=200.0, close=200.15, color='GREEN')
2020-05-17 00:00:20 INFO: check need new order None
2020-05-17 00:00:20 INFO: init new order end
2020-05-17 00:00:20 INFO: 
2020-05-17 00:00:20 INFO: 
2020-05-17 00:00:20 INFO: 
2020-05-17 00:00:20 INFO: 
2020-05-17 00:02:00 INFO: 
2020-05-17 00:02:00 INFO: 
2020-05-17 00:02:00 INFO: 
2020-05-17 00:02:00 INFO: 
2020-05-17 00:02:00 INFO: clearing start
2020-05-17 00:02:01 INFO: clearing end
2020-05-17 00:02:01 INFO: 
2020-05-17 00:02:01 INFO: 
2020-05-17 00:02:01 INFO: 
2020-05-17 00:02:01 INFO: 
2020-05-17 01:00:20 INFO: 
2020-05-17 01:00:20 INFO: 
2020-05-17 01:00:20 INFO: 
2020-05-17 01:00:20 INFO: 
2020-05-17 01:00:20 INFO: init new order start
2020-05-17 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 202.0, 'low': 200.05, 'close': 201.55, 'trades': 3005, 'volume': 3177266, 'vwap': 201.16, 'lastSize': 106, 'turnover': 63913688335, 'homeNotional': 29825.57329984114, 'foreignNotional': 5999692.728017043}, {'timestamp': datetime.datetime(2020, 5, 16, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.0, 'high': 200.65, 'low': 199.65, 'close': 200.15, 'trades': 1695, 'volume': 1152357, 'vwap': 200.18, 'lastSize': 25, 'turnover': 23067479505, 'homeNotional': 10774.821645598911, 'foreignNotional': 2156872.5773167163}, {'timestamp': datetime.datetime(2020, 5, 16, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 199.0, 'high': 200.2, 'low': 198.5, 'close': 200.0, 'trades': 1858, 'volume': 1268432, 'vwap': 199.64, 'lastSize': 1549, 'turnover': 25322323970, 'homeNotional': 11812.192760612088, 'foreignNotional': 2358135.090590677}]
2020-05-17 01:00:20 INFO: prepare candles [CandleItem(low=200.05, high=202.0, open=200.15, close=201.55, color='GREEN'), CandleItem(low=199.65, high=200.65, open=200.0, close=200.15, color='GREEN'), CandleItem(low=198.5, high=200.2, open=199.0, close=200.0, color='GREEN')]
2020-05-17 01:00:20 INFO: skip by colors first_candle=CandleItem(low=198.5, high=200.2, open=199.0, close=200.0, color='GREEN') second_candle=CandleItem(low=199.65, high=200.65, open=200.0, close=200.15, color='GREEN') last_candle=CandleItem(low=200.05, high=202.0, open=200.15, close=201.55, color='GREEN')
2020-05-17 01:00:20 INFO: check need new order None
2020-05-17 01:00:20 INFO: init new order end
2020-05-17 01:00:20 INFO: 
2020-05-17 01:00:20 INFO: 
2020-05-17 01:00:20 INFO: 
2020-05-17 01:00:20 INFO: 
2020-05-17 01:02:00 INFO: 
2020-05-17 01:02:00 INFO: 
2020-05-17 01:02:00 INFO: 
2020-05-17 01:02:00 INFO: 
2020-05-17 01:02:00 INFO: clearing start
2020-05-17 01:02:00 INFO: clearing end
2020-05-17 01:02:00 INFO: 
2020-05-17 01:02:00 INFO: 
2020-05-17 01:02:00 INFO: 
2020-05-17 01:02:00 INFO: 
2020-05-17 02:00:20 INFO: 
2020-05-17 02:00:20 INFO: 
2020-05-17 02:00:20 INFO: 
2020-05-17 02:00:20 INFO: 
2020-05-17 02:00:20 INFO: init new order start
2020-05-17 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 16, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.55, 'high': 202.0, 'low': 200.75, 'close': 201.4, 'trades': 1907, 'volume': 932429, 'vwap': 201.32, 'lastSize': 562, 'turnover': 18771225950, 'homeNotional': 8754.389772880326, 'foreignNotional': 1762397.9074857284}, {'timestamp': datetime.datetime(2020, 5, 16, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 202.0, 'low': 200.05, 'close': 201.55, 'trades': 3005, 'volume': 3177266, 'vwap': 201.16, 'lastSize': 106, 'turnover': 63913688335, 'homeNotional': 29825.57329984114, 'foreignNotional': 5999692.728017043}, {'timestamp': datetime.datetime(2020, 5, 16, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.0, 'high': 200.65, 'low': 199.65, 'close': 200.15, 'trades': 1695, 'volume': 1152357, 'vwap': 200.18, 'lastSize': 25, 'turnover': 23067479505, 'homeNotional': 10774.821645598911, 'foreignNotional': 2156872.5773167163}]
2020-05-17 02:00:20 INFO: prepare candles [CandleItem(low=200.75, high=202.0, open=201.55, close=201.4, color='RED'), CandleItem(low=200.05, high=202.0, open=200.15, close=201.55, color='GREEN'), CandleItem(low=199.65, high=200.65, open=200.0, close=200.15, color='GREEN')]
2020-05-17 02:00:20 INFO: last_candle=CandleItem(low=200.75, high=202.0, open=201.55, close=201.4, color='RED')
2020-05-17 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 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=200.75, high=202.0, open=201.55, close=201.4, color='RED')
2020-05-17 02:00:20 INFO: skip by CandleItem(low=200.75, high=202.0, open=201.55, close=201.4, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 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=200.75, high=202.0, open=201.55, close=201.4, color='RED')
2020-05-17 02:00:20 INFO: skip by CandleItem(low=200.75, high=202.0, open=201.55, close=201.4, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 02:00:20 INFO: not found applicable config for candle
2020-05-17 02:00:20 INFO: check need new order None
2020-05-17 02:00:20 INFO: init new order end
2020-05-17 02:00:20 INFO: 
2020-05-17 02:00:20 INFO: 
2020-05-17 02:00:20 INFO: 
2020-05-17 02:00:20 INFO: 
2020-05-17 02:02:00 INFO: 
2020-05-17 02:02:00 INFO: 
2020-05-17 02:02:00 INFO: 
2020-05-17 02:02:00 INFO: 
2020-05-17 02:02:00 INFO: clearing start
2020-05-17 02:02:00 INFO: clearing end
2020-05-17 02:02:00 INFO: 
2020-05-17 02:02:00 INFO: 
2020-05-17 02:02:00 INFO: 
2020-05-17 02:02:00 INFO: 
2020-05-17 03:00:20 INFO: 
2020-05-17 03:00:20 INFO: 
2020-05-17 03:00:20 INFO: 
2020-05-17 03:00:20 INFO: 
2020-05-17 03:00:20 INFO: init new order start
2020-05-17 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.7, 'low': 200.4, 'close': 200.5, 'trades': 1752, 'volume': 1221775, 'vwap': 201.09, 'lastSize': 2875, 'turnover': 24568466670, 'homeNotional': 11497.110115511616, 'foreignNotional': 2311940.0777530684}, {'timestamp': datetime.datetime(2020, 5, 16, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.55, 'high': 202.0, 'low': 200.75, 'close': 201.4, 'trades': 1907, 'volume': 932429, 'vwap': 201.32, 'lastSize': 562, 'turnover': 18771225950, 'homeNotional': 8754.389772880326, 'foreignNotional': 1762397.9074857284}, {'timestamp': datetime.datetime(2020, 5, 16, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.15, 'high': 202.0, 'low': 200.05, 'close': 201.55, 'trades': 3005, 'volume': 3177266, 'vwap': 201.16, 'lastSize': 106, 'turnover': 63913688335, 'homeNotional': 29825.57329984114, 'foreignNotional': 5999692.728017043}]
2020-05-17 03:00:20 INFO: prepare candles [CandleItem(low=200.4, high=201.7, open=201.4, close=200.5, color='RED'), CandleItem(low=200.75, high=202.0, open=201.55, close=201.4, color='RED'), CandleItem(low=200.05, high=202.0, open=200.15, close=201.55, color='GREEN')]
2020-05-17 03:00:20 INFO: skip by colors first_candle=CandleItem(low=200.05, high=202.0, open=200.15, close=201.55, color='GREEN') second_candle=CandleItem(low=200.75, high=202.0, open=201.55, close=201.4, color='RED') last_candle=CandleItem(low=200.4, high=201.7, open=201.4, close=200.5, color='RED')
2020-05-17 03:00:20 INFO: check need new order None
2020-05-17 03:00:20 INFO: init new order end
2020-05-17 03:00:20 INFO: 
2020-05-17 03:00:20 INFO: 
2020-05-17 03:00:20 INFO: 
2020-05-17 03:00:20 INFO: 
2020-05-17 03:02:00 INFO: 
2020-05-17 03:02:00 INFO: 
2020-05-17 03:02:00 INFO: 
2020-05-17 03:02:00 INFO: 
2020-05-17 03:02:00 INFO: clearing start
2020-05-17 03:02:00 INFO: clearing end
2020-05-17 03:02:00 INFO: 
2020-05-17 03:02:00 INFO: 
2020-05-17 03:02:00 INFO: 
2020-05-17 03:02:00 INFO: 
2020-05-17 04:00:20 INFO: 
2020-05-17 04:00:20 INFO: 
2020-05-17 04:00:20 INFO: 
2020-05-17 04:00:20 INFO: 
2020-05-17 04:00:20 INFO: init new order start
2020-05-17 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.5, 'high': 201.9, 'low': 199.55, 'close': 201.9, 'trades': 4618, 'volume': 4299896, 'vwap': 200.65, 'lastSize': 195, 'turnover': 86276792660, 'homeNotional': 40517.981342669, 'foreignNotional': 8130043.511422778}, {'timestamp': datetime.datetime(2020, 5, 17, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.7, 'low': 200.4, 'close': 200.5, 'trades': 1752, 'volume': 1221775, 'vwap': 201.09, 'lastSize': 2875, 'turnover': 24568466670, 'homeNotional': 11497.110115511616, 'foreignNotional': 2311940.0777530684}, {'timestamp': datetime.datetime(2020, 5, 16, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.55, 'high': 202.0, 'low': 200.75, 'close': 201.4, 'trades': 1907, 'volume': 932429, 'vwap': 201.32, 'lastSize': 562, 'turnover': 18771225950, 'homeNotional': 8754.389772880326, 'foreignNotional': 1762397.9074857284}]
2020-05-17 04:00:20 INFO: prepare candles [CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN'), CandleItem(low=200.4, high=201.7, open=201.4, close=200.5, color='RED'), CandleItem(low=200.75, high=202.0, open=201.55, close=201.4, color='RED')]
2020-05-17 04:00:20 INFO: last_candle=CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN')
2020-05-17 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN')
2020-05-17 04:00:20 INFO: skip by CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN')
2020-05-17 04:00:20 INFO: skip by CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 04:00:20 INFO: not found applicable config for candle
2020-05-17 04:00:20 INFO: check need new order None
2020-05-17 04:00:20 INFO: init new order end
2020-05-17 04:00:20 INFO: 
2020-05-17 04:00:20 INFO: 
2020-05-17 04:00:20 INFO: 
2020-05-17 04:00:20 INFO: 
2020-05-17 04:02:00 INFO: 
2020-05-17 04:02:00 INFO: 
2020-05-17 04:02:00 INFO: 
2020-05-17 04:02:00 INFO: 
2020-05-17 04:02:00 INFO: clearing start
2020-05-17 04:02:00 INFO: clearing end
2020-05-17 04:02:00 INFO: 
2020-05-17 04:02:00 INFO: 
2020-05-17 04:02:00 INFO: 
2020-05-17 04:02:00 INFO: 
2020-05-17 05:00:20 INFO: 
2020-05-17 05:00:20 INFO: 
2020-05-17 05:00:20 INFO: 
2020-05-17 05:00:20 INFO: 
2020-05-17 05:00:20 INFO: init new order start
2020-05-17 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.9, 'high': 202.6, 'low': 201.45, 'close': 201.45, 'trades': 2446, 'volume': 2677189, 'vwap': 201.96, 'lastSize': 750, 'turnover': 54067875580, 'homeNotional': 25398.803801589154, 'foreignNotional': 5129491.419510738}, {'timestamp': datetime.datetime(2020, 5, 17, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.5, 'high': 201.9, 'low': 199.55, 'close': 201.9, 'trades': 4618, 'volume': 4299896, 'vwap': 200.65, 'lastSize': 195, 'turnover': 86276792660, 'homeNotional': 40517.981342669, 'foreignNotional': 8130043.511422778}, {'timestamp': datetime.datetime(2020, 5, 17, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.4, 'high': 201.7, 'low': 200.4, 'close': 200.5, 'trades': 1752, 'volume': 1221775, 'vwap': 201.09, 'lastSize': 2875, 'turnover': 24568466670, 'homeNotional': 11497.110115511616, 'foreignNotional': 2311940.0777530684}]
2020-05-17 05:00:20 INFO: prepare candles [CandleItem(low=201.45, high=202.6, open=201.9, close=201.45, color='RED'), CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN'), CandleItem(low=200.4, high=201.7, open=201.4, close=200.5, color='RED')]
2020-05-17 05:00:20 INFO: skip by colors first_candle=CandleItem(low=200.4, high=201.7, open=201.4, close=200.5, color='RED') second_candle=CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN') last_candle=CandleItem(low=201.45, high=202.6, open=201.9, close=201.45, color='RED')
2020-05-17 05:00:20 INFO: check need new order None
2020-05-17 05:00:20 INFO: init new order end
2020-05-17 05:00:20 INFO: 
2020-05-17 05:00:20 INFO: 
2020-05-17 05:00:20 INFO: 
2020-05-17 05:00:20 INFO: 
2020-05-17 05:02:00 INFO: 
2020-05-17 05:02:00 INFO: 
2020-05-17 05:02:00 INFO: 
2020-05-17 05:02:00 INFO: 
2020-05-17 05:02:00 INFO: clearing start
2020-05-17 05:02:00 INFO: clearing end
2020-05-17 05:02:00 INFO: 
2020-05-17 05:02:00 INFO: 
2020-05-17 05:02:00 INFO: 
2020-05-17 05:02:00 INFO: 
2020-05-17 06:00:20 INFO: 
2020-05-17 06:00:20 INFO: 
2020-05-17 06:00:20 INFO: 
2020-05-17 06:00:20 INFO: 
2020-05-17 06:00:20 INFO: init new order start
2020-05-17 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 202.4, 'low': 201.4, 'close': 201.8, 'trades': 1280, 'volume': 1247667, 'vwap': 201.95, 'lastSize': 63, 'turnover': 25195971735, 'homeNotional': 11878.637476901877, 'foreignNotional': 2398833.7970455606}, {'timestamp': datetime.datetime(2020, 5, 17, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.9, 'high': 202.6, 'low': 201.45, 'close': 201.45, 'trades': 2446, 'volume': 2677189, 'vwap': 201.96, 'lastSize': 750, 'turnover': 54067875580, 'homeNotional': 25398.803801589154, 'foreignNotional': 5129491.419510738}, {'timestamp': datetime.datetime(2020, 5, 17, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 200.5, 'high': 201.9, 'low': 199.55, 'close': 201.9, 'trades': 4618, 'volume': 4299896, 'vwap': 200.65, 'lastSize': 195, 'turnover': 86276792660, 'homeNotional': 40517.981342669, 'foreignNotional': 8130043.511422778}]
2020-05-17 06:00:20 INFO: prepare candles [CandleItem(low=201.4, high=202.4, open=201.45, close=201.8, color='GREEN'), CandleItem(low=201.45, high=202.6, open=201.9, close=201.45, color='RED'), CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN')]
2020-05-17 06:00:20 INFO: skip by colors first_candle=CandleItem(low=199.55, high=201.9, open=200.5, close=201.9, color='GREEN') second_candle=CandleItem(low=201.45, high=202.6, open=201.9, close=201.45, color='RED') last_candle=CandleItem(low=201.4, high=202.4, open=201.45, close=201.8, color='GREEN')
2020-05-17 06:00:20 INFO: check need new order None
2020-05-17 06:00:20 INFO: init new order end
2020-05-17 06:00:20 INFO: 
2020-05-17 06:00:20 INFO: 
2020-05-17 06:00:20 INFO: 
2020-05-17 06:00:20 INFO: 
2020-05-17 06:02:00 INFO: 
2020-05-17 06:02:00 INFO: 
2020-05-17 06:02:00 INFO: 
2020-05-17 06:02:00 INFO: 
2020-05-17 06:02:00 INFO: clearing start
2020-05-17 06:02:00 INFO: clearing end
2020-05-17 06:02:00 INFO: 
2020-05-17 06:02:00 INFO: 
2020-05-17 06:02:00 INFO: 
2020-05-17 06:02:00 INFO: 
2020-05-17 07:00:20 INFO: 
2020-05-17 07:00:20 INFO: 
2020-05-17 07:00:20 INFO: 
2020-05-17 07:00:20 INFO: 
2020-05-17 07:00:20 INFO: init new order start
2020-05-17 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.8, 'high': 202.15, 'low': 201.4, 'close': 201.5, 'trades': 1296, 'volume': 1188493, 'vwap': 201.71, 'lastSize': 375, 'turnover': 23972578865, 'homeNotional': 11331.543388554823, 'foreignNotional': 2285640.036319062}, {'timestamp': datetime.datetime(2020, 5, 17, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 202.4, 'low': 201.4, 'close': 201.8, 'trades': 1280, 'volume': 1247667, 'vwap': 201.95, 'lastSize': 63, 'turnover': 25195971735, 'homeNotional': 11878.637476901877, 'foreignNotional': 2398833.7970455606}, {'timestamp': datetime.datetime(2020, 5, 17, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.9, 'high': 202.6, 'low': 201.45, 'close': 201.45, 'trades': 2446, 'volume': 2677189, 'vwap': 201.96, 'lastSize': 750, 'turnover': 54067875580, 'homeNotional': 25398.803801589154, 'foreignNotional': 5129491.419510738}]
2020-05-17 07:00:20 INFO: prepare candles [CandleItem(low=201.4, high=202.15, open=201.8, close=201.5, color='RED'), CandleItem(low=201.4, high=202.4, open=201.45, close=201.8, color='GREEN'), CandleItem(low=201.45, high=202.6, open=201.9, close=201.45, color='RED')]
2020-05-17 07:00:20 INFO: skip by colors first_candle=CandleItem(low=201.45, high=202.6, open=201.9, close=201.45, color='RED') second_candle=CandleItem(low=201.4, high=202.4, open=201.45, close=201.8, color='GREEN') last_candle=CandleItem(low=201.4, high=202.15, open=201.8, close=201.5, color='RED')
2020-05-17 07:00:20 INFO: check need new order None
2020-05-17 07:00:20 INFO: init new order end
2020-05-17 07:00:20 INFO: 
2020-05-17 07:00:20 INFO: 
2020-05-17 07:00:20 INFO: 
2020-05-17 07:00:20 INFO: 
2020-05-17 07:02:00 INFO: 
2020-05-17 07:02:00 INFO: 
2020-05-17 07:02:00 INFO: 
2020-05-17 07:02:00 INFO: 
2020-05-17 07:02:00 INFO: clearing start
2020-05-17 07:02:00 INFO: clearing end
2020-05-17 07:02:00 INFO: 
2020-05-17 07:02:00 INFO: 
2020-05-17 07:02:00 INFO: 
2020-05-17 07:02:00 INFO: 
2020-05-17 08:00:20 INFO: 
2020-05-17 08:00:20 INFO: 
2020-05-17 08:00:20 INFO: 
2020-05-17 08:00:20 INFO: 
2020-05-17 08:00:20 INFO: init new order start
2020-05-17 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.5, 'high': 202.25, 'low': 200.8, 'close': 201.05, 'trades': 2208, 'volume': 1659551, 'vwap': 201.52, 'lastSize': 756, 'turnover': 33442546435, 'homeNotional': 15814.577666174373, 'foreignNotional': 3186896.4700875827}, {'timestamp': datetime.datetime(2020, 5, 17, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.8, 'high': 202.15, 'low': 201.4, 'close': 201.5, 'trades': 1296, 'volume': 1188493, 'vwap': 201.71, 'lastSize': 375, 'turnover': 23972578865, 'homeNotional': 11331.543388554823, 'foreignNotional': 2285640.036319062}, {'timestamp': datetime.datetime(2020, 5, 17, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.45, 'high': 202.4, 'low': 201.4, 'close': 201.8, 'trades': 1280, 'volume': 1247667, 'vwap': 201.95, 'lastSize': 63, 'turnover': 25195971735, 'homeNotional': 11878.637476901877, 'foreignNotional': 2398833.7970455606}]
2020-05-17 08:00:20 INFO: prepare candles [CandleItem(low=200.8, high=202.25, open=201.5, close=201.05, color='RED'), CandleItem(low=201.4, high=202.15, open=201.8, close=201.5, color='RED'), CandleItem(low=201.4, high=202.4, open=201.45, close=201.8, color='GREEN')]
2020-05-17 08:00:20 INFO: skip by colors first_candle=CandleItem(low=201.4, high=202.4, open=201.45, close=201.8, color='GREEN') second_candle=CandleItem(low=201.4, high=202.15, open=201.8, close=201.5, color='RED') last_candle=CandleItem(low=200.8, high=202.25, open=201.5, close=201.05, color='RED')
2020-05-17 08:00:20 INFO: check need new order None
2020-05-17 08:00:20 INFO: init new order end
2020-05-17 08:00:20 INFO: 
2020-05-17 08:00:20 INFO: 
2020-05-17 08:00:20 INFO: 
2020-05-17 08:00:20 INFO: 
2020-05-17 08:02:00 INFO: 
2020-05-17 08:02:00 INFO: 
2020-05-17 08:02:00 INFO: 
2020-05-17 08:02:00 INFO: 
2020-05-17 08:02:00 INFO: clearing start
2020-05-17 08:02:00 INFO: clearing end
2020-05-17 08:02:00 INFO: 
2020-05-17 08:02:00 INFO: 
2020-05-17 08:02:00 INFO: 
2020-05-17 08:02:00 INFO: 
2020-05-17 08:14:52 ERROR: Error : Connection is already closed.
2020-05-17 08:14:52 ERROR: error from callback <bound method CustomBitmexWS.__on_error of <bitmex_ws.CustomBitmexWS object at 0x7f10684f49a0>>: Connection is already closed.
2020-05-17 08:14:52 INFO: Websocket Closed
2020-05-17 08:14:53 WARNING: reconnect to socket
2020-05-17 08:14:53 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-17 08:14:53 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-17 08:14:53 INFO: Authenticating with API Key.
2020-05-17 08:14:54 INFO: Connected to WS.
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:20 INFO: init new order start
2020-05-17 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.05, 'high': 201.5, 'low': 200.5, 'close': 201.1, 'trades': 1542, 'volume': 1326583, 'vwap': 200.98, 'lastSize': 1, 'turnover': 26660510685, 'homeNotional': 12602.729644389467, 'foreignNotional': 2532790.9490663595}, {'timestamp': datetime.datetime(2020, 5, 17, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.5, 'high': 202.25, 'low': 200.8, 'close': 201.05, 'trades': 2208, 'volume': 1659551, 'vwap': 201.52, 'lastSize': 756, 'turnover': 33442546435, 'homeNotional': 15814.577666174373, 'foreignNotional': 3186896.4700875827}, {'timestamp': datetime.datetime(2020, 5, 17, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.8, 'high': 202.15, 'low': 201.4, 'close': 201.5, 'trades': 1296, 'volume': 1188493, 'vwap': 201.71, 'lastSize': 375, 'turnover': 23972578865, 'homeNotional': 11331.543388554823, 'foreignNotional': 2285640.036319062}]
2020-05-17 09:00:20 INFO: prepare candles [CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN'), CandleItem(low=200.8, high=202.25, open=201.5, close=201.05, color='RED'), CandleItem(low=201.4, high=202.15, open=201.8, close=201.5, color='RED')]
2020-05-17 09:00:20 INFO: last_candle=CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN')
2020-05-17 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN')
2020-05-17 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=200.8, high=202.25, open=201.5, close=201.05, color='RED')
2020-05-17 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.4, high=202.15, open=201.8, close=201.5, color='RED')
2020-05-17 09:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-17 09:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-17 09:00:20 INFO: place order: start candle=CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-05-17 09:00:20 INFO: place order: side_factor=-1 init_trigger_price=201.55 init_order_price=201.6 stop_price_offset=0.0 candle.size=1.0 stop_price=200.5 take_price=207.6
2020-05-17 09:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('201.55000000000001136868377216160297393798828125') init_order_price=Decimal('201.599999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.0 stop_price=Decimal('200.5') take_price=Decimal('207.599999999999994315658113919198513031005859375')
2020-05-17 09:00:20 INFO: place order: compute qty=10
2020-05-17 09:00:20 INFO: place order: save order to db 62d5d018d39e4bc8878179989659c097; response=True
2020-05-17 09:00:20 INFO: post order to exchange resp={'orderID': '05c1413d-9fd9-ba23-b3b0-d869b565bffd', 'clOrdID': '62d5d018d39e4bc8878179989659c097', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 201.6, 'displayQty': None, 'stopPx': 201.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 0, 20, 683000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 0, 20, 683000, tzinfo=tzutc())}
2020-05-17 09:00:20 INFO: place new init order {'qty': 10, 'init_price': Decimal('201.55000000000001136868377216160297393798828125'), 'stop_price': Decimal('200.5'), 'take_price': Decimal('207.599999999999994315658113919198513031005859375'), 'order_uid': '62d5d018d39e4bc8878179989659c097', 'response': {'orderID': '05c1413d-9fd9-ba23-b3b0-d869b565bffd', 'clOrdID': '62d5d018d39e4bc8878179989659c097', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 201.6, 'displayQty': None, 'stopPx': 201.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 0, 20, 683000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 0, 20, 683000, tzinfo=tzutc())}}
2020-05-17 09:00:20 INFO: init new order end
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:20 INFO: 
2020-05-17 09:00:21 INFO: process event {'orderID': '05c1413d-9fd9-ba23-b3b0-d869b565bffd', 'clOrdID': '62d5d018d39e4bc8878179989659c097', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 201.6, 'displayQty': None, 'stopPx': 201.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-17T06:00:20.683Z', 'timestamp': '2020-05-17T06:00:20.683Z'}
2020-05-17 09:00:21 INFO: skip event 62d5d018d39e4bc8878179989659c097 New
2020-05-17 09:02:00 INFO: 
2020-05-17 09:02:00 INFO: 
2020-05-17 09:02:00 INFO: 
2020-05-17 09:02:00 INFO: 
2020-05-17 09:02:00 INFO: clearing start
2020-05-17 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '05c1413d-9fd9-ba23-b3b0-d869b565bffd', 'clOrdID': '62d5d018d39e4bc8878179989659c097', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 201.6, 'displayQty': None, 'stopPx': 201.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 0, 20, 683000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 0, 20, 683000, tzinfo=tzutc())}
2020-05-17 09:02:00 INFO: order time=2020-05-17 06:00:20.683000+00:00; delta from now UTC=0:01:40.189886 time_delta.total_seconds()=100.189886; time_diff_offset='3600'
2020-05-17 09:02:00 INFO: skip by time diff 2020-05-17 06:00:20.683000+00:00
2020-05-17 09:02:00 INFO: clearing end
2020-05-17 09:02:00 INFO: 
2020-05-17 09:02:00 INFO: 
2020-05-17 09:02:00 INFO: 
2020-05-17 09:02:00 INFO: 
2020-05-17 09:21:45 INFO: process event {'orderID': '05c1413d-9fd9-ba23-b3b0-d869b565bffd', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-17T06:21:44.988Z', 'clOrdID': '62d5d018d39e4bc8878179989659c097', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-17 09:21:45 INFO: skip event 62d5d018d39e4bc8878179989659c097 
2020-05-17 09:21:45 INFO: process event {'orderID': '05c1413d-9fd9-ba23-b3b0-d869b565bffd', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 10, 'avgPx': 201.55, 'transactTime': '2020-05-17T06:21:44.988Z', 'clOrdID': '62d5d018d39e4bc8878179989659c097', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-17T06:21:44.988Z'}
2020-05-17 09:21:45 INFO: add new event={'uid': '62d5d018d39e4bc8878179989659c097', 'status': 'Filled'}
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: process event start
2020-05-17 09:21:45 INFO: fetch new order event 62d5d018d39e4bc8878179989659c097
2020-05-17 09:21:45 INFO: fetch orders by event init={'stop': '200.5', 'take': '207.599999999999994315658113919198513031005859375', 'qty': '10', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-05-17 09:21:45 INFO: process init order filled
2020-05-17 09:21:45 INFO: save profit orders to storage stop=30ec19bfa2a64786b744ff085a65728c take=04a4d01a5bc7462c9069d23f43a7d23b
2020-05-17 09:21:45 INFO: place profit orders take_price=207.599999999999994315658113919198513031005859375, stop_price=200.5, qty=10, color=GREEN, ticker=ETHUSD 30ec19bfa2a64786b744ff085a65728c 04a4d01a5bc7462c9069d23f43a7d23b
2020-05-17 09:21:45 INFO: place stop order ETHUSD: qty=-10, stop_price=200.5, stop_uid=30ec19bfa2a64786b744ff085a65728c
2020-05-17 09:21:45 INFO: exchange resp for stop order={'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}
2020-05-17 09:21:45 INFO: place limit order ETHUSD: qty=-10, price=207.599999999999994315658113919198513031005859375, take_uid=04a4d01a5bc7462c9069d23f43a7d23b
2020-05-17 09:21:45 INFO: exchange resp for take profit order={'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}
2020-05-17 09:21:45 INFO: place profit orders={'stop': {'response': {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}, 'qty': Decimal('-10'), 'uid': '30ec19bfa2a64786b744ff085a65728c', 'price': Decimal('200.5')}, 'take': {'response': {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}, 'qty': Decimal('-10'), 'uid': '04a4d01a5bc7462c9069d23f43a7d23b', 'price': Decimal('207.599999999999994315658113919198513031005859375')}}
2020-05-17 09:21:45 INFO: rm init order from db 62d5d018d39e4bc8878179989659c097
2020-05-17 09:21:45 INFO: end process event_processing_result='proceed init order'
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: 
2020-05-17 09:21:45 INFO: process event {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-17T06:21:45.653Z', 'timestamp': '2020-05-17T06:21:45.653Z'}
2020-05-17 09:21:45 INFO: skip event 30ec19bfa2a64786b744ff085a65728c New
2020-05-17 09:21:45 INFO: process event {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-17T06:21:45.700Z', 'timestamp': '2020-05-17T06:21:45.700Z'}
2020-05-17 09:21:45 INFO: skip event 04a4d01a5bc7462c9069d23f43a7d23b New
2020-05-17 09:21:45 INFO: process event {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'workingIndicator': True, 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-17T06:21:45.700Z'}
2020-05-17 09:21:45 INFO: skip event 04a4d01a5bc7462c9069d23f43a7d23b 
2020-05-17 10:00:20 INFO: 
2020-05-17 10:00:20 INFO: 
2020-05-17 10:00:20 INFO: 
2020-05-17 10:00:20 INFO: 
2020-05-17 10:00:20 INFO: init new order start
2020-05-17 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.1, 'high': 202.55, 'low': 200.9, 'close': 202.25, 'trades': 1710, 'volume': 1476011, 'vwap': 201.99, 'lastSize': 1772, 'turnover': 29813001050, 'homeNotional': 14070.723287587603, 'foreignNotional': 2842067.2250206326}, {'timestamp': datetime.datetime(2020, 5, 17, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.05, 'high': 201.5, 'low': 200.5, 'close': 201.1, 'trades': 1542, 'volume': 1326583, 'vwap': 200.98, 'lastSize': 1, 'turnover': 26660510685, 'homeNotional': 12602.729644389467, 'foreignNotional': 2532790.9490663595}, {'timestamp': datetime.datetime(2020, 5, 17, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.5, 'high': 202.25, 'low': 200.8, 'close': 201.05, 'trades': 2208, 'volume': 1659551, 'vwap': 201.52, 'lastSize': 756, 'turnover': 33442546435, 'homeNotional': 15814.577666174373, 'foreignNotional': 3186896.4700875827}]
2020-05-17 10:00:20 INFO: prepare candles [CandleItem(low=200.9, high=202.55, open=201.1, close=202.25, color='GREEN'), CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN'), CandleItem(low=200.8, high=202.25, open=201.5, close=201.05, color='RED')]
2020-05-17 10:00:20 INFO: skip by colors first_candle=CandleItem(low=200.8, high=202.25, open=201.5, close=201.05, color='RED') second_candle=CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN') last_candle=CandleItem(low=200.9, high=202.55, open=201.1, close=202.25, color='GREEN')
2020-05-17 10:00:20 INFO: check need new order None
2020-05-17 10:00:20 INFO: init new order end
2020-05-17 10:00:20 INFO: 
2020-05-17 10:00:20 INFO: 
2020-05-17 10:00:20 INFO: 
2020-05-17 10:00:20 INFO: 
2020-05-17 10:02:00 INFO: 
2020-05-17 10:02:00 INFO: 
2020-05-17 10:02:00 INFO: 
2020-05-17 10:02:00 INFO: 
2020-05-17 10:02:00 INFO: clearing start
2020-05-17 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}
2020-05-17 10:02:00 INFO: skip by not found init order into storage
2020-05-17 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}
2020-05-17 10:02:00 INFO: skip by not found init order into storage
2020-05-17 10:02:00 INFO: clearing end
2020-05-17 10:02:00 INFO: 
2020-05-17 10:02:00 INFO: 
2020-05-17 10:02:00 INFO: 
2020-05-17 10:02:00 INFO: 
2020-05-17 11:00:20 INFO: 
2020-05-17 11:00:20 INFO: 
2020-05-17 11:00:20 INFO: 
2020-05-17 11:00:20 INFO: 
2020-05-17 11:00:20 INFO: init new order start
2020-05-17 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 203.5, 'low': 202.05, 'close': 202.35, 'trades': 2295, 'volume': 3437168, 'vwap': 202.67, 'lastSize': 2900, 'turnover': 69660780630, 'homeNotional': 32812.842923656885, 'foreignNotional': 6650162.560194827}, {'timestamp': datetime.datetime(2020, 5, 17, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.1, 'high': 202.55, 'low': 200.9, 'close': 202.25, 'trades': 1710, 'volume': 1476011, 'vwap': 201.99, 'lastSize': 1772, 'turnover': 29813001050, 'homeNotional': 14070.723287587603, 'foreignNotional': 2842067.2250206326}, {'timestamp': datetime.datetime(2020, 5, 17, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.05, 'high': 201.5, 'low': 200.5, 'close': 201.1, 'trades': 1542, 'volume': 1326583, 'vwap': 200.98, 'lastSize': 1, 'turnover': 26660510685, 'homeNotional': 12602.729644389467, 'foreignNotional': 2532790.9490663595}]
2020-05-17 11:00:20 INFO: prepare candles [CandleItem(low=202.05, high=203.5, open=202.25, close=202.35, color='GREEN'), CandleItem(low=200.9, high=202.55, open=201.1, close=202.25, color='GREEN'), CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN')]
2020-05-17 11:00:20 INFO: skip by colors first_candle=CandleItem(low=200.5, high=201.5, open=201.05, close=201.1, color='GREEN') second_candle=CandleItem(low=200.9, high=202.55, open=201.1, close=202.25, color='GREEN') last_candle=CandleItem(low=202.05, high=203.5, open=202.25, close=202.35, color='GREEN')
2020-05-17 11:00:20 INFO: check need new order None
2020-05-17 11:00:20 INFO: init new order end
2020-05-17 11:00:20 INFO: 
2020-05-17 11:00:20 INFO: 
2020-05-17 11:00:20 INFO: 
2020-05-17 11:00:20 INFO: 
2020-05-17 11:02:00 INFO: 
2020-05-17 11:02:00 INFO: 
2020-05-17 11:02:00 INFO: 
2020-05-17 11:02:00 INFO: 
2020-05-17 11:02:00 INFO: clearing start
2020-05-17 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}
2020-05-17 11:02:00 INFO: skip by not found init order into storage
2020-05-17 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}
2020-05-17 11:02:00 INFO: skip by not found init order into storage
2020-05-17 11:02:00 INFO: clearing end
2020-05-17 11:02:00 INFO: 
2020-05-17 11:02:00 INFO: 
2020-05-17 11:02:00 INFO: 
2020-05-17 11:02:00 INFO: 
2020-05-17 12:00:20 INFO: 
2020-05-17 12:00:20 INFO: 
2020-05-17 12:00:20 INFO: 
2020-05-17 12:00:20 INFO: 
2020-05-17 12:00:20 INFO: init new order start
2020-05-17 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 202.5, 'low': 201.1, 'close': 201.2, 'trades': 1568, 'volume': 1148211, 'vwap': 201.63, 'lastSize': 300, 'turnover': 23150543865, 'homeNotional': 10917.881510243256, 'foreignNotional': 2201299.0508918907}, {'timestamp': datetime.datetime(2020, 5, 17, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 203.5, 'low': 202.05, 'close': 202.35, 'trades': 2295, 'volume': 3437168, 'vwap': 202.67, 'lastSize': 2900, 'turnover': 69660780630, 'homeNotional': 32812.842923656885, 'foreignNotional': 6650162.560194827}, {'timestamp': datetime.datetime(2020, 5, 17, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.1, 'high': 202.55, 'low': 200.9, 'close': 202.25, 'trades': 1710, 'volume': 1476011, 'vwap': 201.99, 'lastSize': 1772, 'turnover': 29813001050, 'homeNotional': 14070.723287587603, 'foreignNotional': 2842067.2250206326}]
2020-05-17 12:00:20 INFO: prepare candles [CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED'), CandleItem(low=202.05, high=203.5, open=202.25, close=202.35, color='GREEN'), CandleItem(low=200.9, high=202.55, open=201.1, close=202.25, color='GREEN')]
2020-05-17 12:00:20 INFO: last_candle=CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED')
2020-05-17 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED')
2020-05-17 12:00:20 INFO: skip by CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 12:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 12:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED')
2020-05-17 12:00:20 INFO: skip by CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 12:00:20 INFO: not found applicable config for candle
2020-05-17 12:00:20 INFO: check need new order None
2020-05-17 12:00:20 INFO: init new order end
2020-05-17 12:00:20 INFO: 
2020-05-17 12:00:20 INFO: 
2020-05-17 12:00:20 INFO: 
2020-05-17 12:00:20 INFO: 
2020-05-17 12:02:00 INFO: 
2020-05-17 12:02:00 INFO: 
2020-05-17 12:02:00 INFO: 
2020-05-17 12:02:00 INFO: 
2020-05-17 12:02:00 INFO: clearing start
2020-05-17 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}
2020-05-17 12:02:00 INFO: skip by not found init order into storage
2020-05-17 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}
2020-05-17 12:02:00 INFO: skip by not found init order into storage
2020-05-17 12:02:00 INFO: clearing end
2020-05-17 12:02:00 INFO: 
2020-05-17 12:02:00 INFO: 
2020-05-17 12:02:00 INFO: 
2020-05-17 12:02:00 INFO: 
2020-05-17 13:00:20 INFO: 
2020-05-17 13:00:20 INFO: 
2020-05-17 13:00:20 INFO: 
2020-05-17 13:00:20 INFO: 
2020-05-17 13:00:20 INFO: init new order start
2020-05-17 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 202.25, 'low': 200.85, 'close': 201.5, 'trades': 2167, 'volume': 1832443, 'vwap': 201.6, 'lastSize': 265, 'turnover': 36940480155, 'homeNotional': 17394.512022008174, 'foreignNotional': 3506590.5621769154}, {'timestamp': datetime.datetime(2020, 5, 17, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 202.5, 'low': 201.1, 'close': 201.2, 'trades': 1568, 'volume': 1148211, 'vwap': 201.63, 'lastSize': 300, 'turnover': 23150543865, 'homeNotional': 10917.881510243256, 'foreignNotional': 2201299.0508918907}, {'timestamp': datetime.datetime(2020, 5, 17, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.25, 'high': 203.5, 'low': 202.05, 'close': 202.35, 'trades': 2295, 'volume': 3437168, 'vwap': 202.67, 'lastSize': 2900, 'turnover': 69660780630, 'homeNotional': 32812.842923656885, 'foreignNotional': 6650162.560194827}]
2020-05-17 13:00:20 INFO: prepare candles [CandleItem(low=200.85, high=202.25, open=201.2, close=201.5, color='GREEN'), CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED'), CandleItem(low=202.05, high=203.5, open=202.25, close=202.35, color='GREEN')]
2020-05-17 13:00:20 INFO: skip by colors first_candle=CandleItem(low=202.05, high=203.5, open=202.25, close=202.35, color='GREEN') second_candle=CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED') last_candle=CandleItem(low=200.85, high=202.25, open=201.2, close=201.5, color='GREEN')
2020-05-17 13:00:20 INFO: check need new order None
2020-05-17 13:00:20 INFO: init new order end
2020-05-17 13:00:20 INFO: 
2020-05-17 13:00:20 INFO: 
2020-05-17 13:00:20 INFO: 
2020-05-17 13:00:20 INFO: 
2020-05-17 13:02:00 INFO: 
2020-05-17 13:02:00 INFO: 
2020-05-17 13:02:00 INFO: 
2020-05-17 13:02:00 INFO: 
2020-05-17 13:02:00 INFO: clearing start
2020-05-17 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}
2020-05-17 13:02:00 INFO: skip by not found init order into storage
2020-05-17 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}
2020-05-17 13:02:00 INFO: skip by not found init order into storage
2020-05-17 13:02:00 INFO: clearing end
2020-05-17 13:02:00 INFO: 
2020-05-17 13:02:00 INFO: 
2020-05-17 13:02:00 INFO: 
2020-05-17 13:02:00 INFO: 
2020-05-17 14:00:20 INFO: 
2020-05-17 14:00:20 INFO: 
2020-05-17 14:00:20 INFO: 
2020-05-17 14:00:20 INFO: 
2020-05-17 14:00:20 INFO: init new order start
2020-05-17 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.5, 'high': 202.25, 'low': 201.5, 'close': 202.2, 'trades': 1058, 'volume': 917392, 'vwap': 202.0, 'lastSize': 71, 'turnover': 18530544600, 'homeNotional': 8731.902599132975, 'foreignNotional': 1763771.767701301}, {'timestamp': datetime.datetime(2020, 5, 17, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 202.25, 'low': 200.85, 'close': 201.5, 'trades': 2167, 'volume': 1832443, 'vwap': 201.6, 'lastSize': 265, 'turnover': 36940480155, 'homeNotional': 17394.512022008174, 'foreignNotional': 3506590.5621769154}, {'timestamp': datetime.datetime(2020, 5, 17, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.35, 'high': 202.5, 'low': 201.1, 'close': 201.2, 'trades': 1568, 'volume': 1148211, 'vwap': 201.63, 'lastSize': 300, 'turnover': 23150543865, 'homeNotional': 10917.881510243256, 'foreignNotional': 2201299.0508918907}]
2020-05-17 14:00:20 INFO: prepare candles [CandleItem(low=201.5, high=202.25, open=201.5, close=202.2, color='GREEN'), CandleItem(low=200.85, high=202.25, open=201.2, close=201.5, color='GREEN'), CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED')]
2020-05-17 14:00:20 INFO: skip by colors first_candle=CandleItem(low=201.1, high=202.5, open=202.35, close=201.2, color='RED') second_candle=CandleItem(low=200.85, high=202.25, open=201.2, close=201.5, color='GREEN') last_candle=CandleItem(low=201.5, high=202.25, open=201.5, close=202.2, color='GREEN')
2020-05-17 14:00:20 INFO: check need new order None
2020-05-17 14:00:20 INFO: init new order end
2020-05-17 14:00:20 INFO: 
2020-05-17 14:00:20 INFO: 
2020-05-17 14:00:20 INFO: 
2020-05-17 14:00:20 INFO: 
2020-05-17 14:02:01 INFO: 
2020-05-17 14:02:01 INFO: 
2020-05-17 14:02:01 INFO: 
2020-05-17 14:02:01 INFO: 
2020-05-17 14:02:01 INFO: clearing start
2020-05-17 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}
2020-05-17 14:02:01 INFO: skip by not found init order into storage
2020-05-17 14:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}
2020-05-17 14:02:01 INFO: skip by not found init order into storage
2020-05-17 14:02:01 INFO: clearing end
2020-05-17 14:02:01 INFO: 
2020-05-17 14:02:01 INFO: 
2020-05-17 14:02:01 INFO: 
2020-05-17 14:02:01 INFO: 
2020-05-17 15:00:20 INFO: 
2020-05-17 15:00:20 INFO: 
2020-05-17 15:00:20 INFO: 
2020-05-17 15:00:20 INFO: 
2020-05-17 15:00:20 INFO: init new order start
2020-05-17 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 202.25, 'low': 201.05, 'close': 201.55, 'trades': 1579, 'volume': 1398127, 'vwap': 201.44, 'lastSize': 2974, 'turnover': 28163717290, 'homeNotional': 13298.81475355531, 'foreignNotional': 2678901.9284499492}, {'timestamp': datetime.datetime(2020, 5, 17, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.5, 'high': 202.25, 'low': 201.5, 'close': 202.2, 'trades': 1058, 'volume': 917392, 'vwap': 202.0, 'lastSize': 71, 'turnover': 18530544600, 'homeNotional': 8731.902599132975, 'foreignNotional': 1763771.767701301}, {'timestamp': datetime.datetime(2020, 5, 17, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.2, 'high': 202.25, 'low': 200.85, 'close': 201.5, 'trades': 2167, 'volume': 1832443, 'vwap': 201.6, 'lastSize': 265, 'turnover': 36940480155, 'homeNotional': 17394.512022008174, 'foreignNotional': 3506590.5621769154}]
2020-05-17 15:00:20 INFO: prepare candles [CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED'), CandleItem(low=201.5, high=202.25, open=201.5, close=202.2, color='GREEN'), CandleItem(low=200.85, high=202.25, open=201.2, close=201.5, color='GREEN')]
2020-05-17 15:00:20 INFO: last_candle=CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED')
2020-05-17 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 15:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED')
2020-05-17 15:00:20 INFO: skip by CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 15:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 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=201.05, high=202.25, open=202.2, close=201.55, color='RED')
2020-05-17 15:00:20 INFO: skip by CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 15:00:20 INFO: not found applicable config for candle
2020-05-17 15:00:20 INFO: check need new order None
2020-05-17 15:00:20 INFO: init new order end
2020-05-17 15:00:20 INFO: 
2020-05-17 15:00:20 INFO: 
2020-05-17 15:00:20 INFO: 
2020-05-17 15:00:20 INFO: 
2020-05-17 15:02:00 INFO: 
2020-05-17 15:02:00 INFO: 
2020-05-17 15:02:00 INFO: 
2020-05-17 15:02:00 INFO: 
2020-05-17 15:02:00 INFO: clearing start
2020-05-17 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc())}
2020-05-17 15:02:00 INFO: skip by not found init order into storage
2020-05-17 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 207.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 6, 21, 45, 700000, tzinfo=tzutc())}
2020-05-17 15:02:00 INFO: skip by not found init order into storage
2020-05-17 15:02:00 INFO: clearing end
2020-05-17 15:02:00 INFO: 
2020-05-17 15:02:00 INFO: 
2020-05-17 15:02:00 INFO: 
2020-05-17 15:02:00 INFO: 
2020-05-17 15:59:14 INFO: process event {'orderID': 'fc30afc1-8773-2862-a411-aa2ffb7a1964', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 207.6, 'timestamp': '2020-05-17T12:59:14.257Z', 'clOrdID': '04a4d01a5bc7462c9069d23f43a7d23b', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-17 15:59:14 INFO: add new event={'uid': '04a4d01a5bc7462c9069d23f43a7d23b', 'status': 'Filled'}
2020-05-17 15:59:14 INFO: 
2020-05-17 15:59:14 INFO: 
2020-05-17 15:59:14 INFO: 
2020-05-17 15:59:14 INFO: 
2020-05-17 15:59:14 INFO: process event start
2020-05-17 15:59:14 INFO: fetch new order event 04a4d01a5bc7462c9069d23f43a7d23b
2020-05-17 15:59:14 INFO: fetch orders by event init=None profit_pair=30ec19bfa2a64786b744ff085a65728c
2020-05-17 15:59:14 INFO: process profit order filled
2020-05-17 15:59:16 INFO: cancel order=30ec19bfa2a64786b744ff085a65728c [{'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 200.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 17, 6, 21, 45, 653000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 17, 12, 59, 16, 643000, tzinfo=tzutc())}]
2020-05-17 15:59:16 INFO: end process event_processing_result='proceed profit order'
2020-05-17 15:59:16 INFO: 
2020-05-17 15:59:16 INFO: 
2020-05-17 15:59:16 INFO: 
2020-05-17 15:59:16 INFO: 
2020-05-17 15:59:16 INFO: process event {'orderID': '247453d4-575c-44ca-16c5-a9ad3cb46abc', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-05-17T12:59:16.643Z', 'clOrdID': '30ec19bfa2a64786b744ff085a65728c', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-17 15:59:16 INFO: skip event 30ec19bfa2a64786b744ff085a65728c Canceled
2020-05-17 16:00:20 INFO: 
2020-05-17 16:00:20 INFO: 
2020-05-17 16:00:20 INFO: 
2020-05-17 16:00:20 INFO: 
2020-05-17 16:00:20 INFO: init new order start
2020-05-17 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.55, 'high': 208.75, 'low': 201.5, 'close': 207.6, 'trades': 12933, 'volume': 19047949, 'vwap': 205.16, 'lastSize': 52, 'turnover': 390786916825, 'homeNotional': 184804.13800695562, 'foreignNotional': 37915476.66908033}, {'timestamp': datetime.datetime(2020, 5, 17, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 202.25, 'low': 201.05, 'close': 201.55, 'trades': 1579, 'volume': 1398127, 'vwap': 201.44, 'lastSize': 2974, 'turnover': 28163717290, 'homeNotional': 13298.81475355531, 'foreignNotional': 2678901.9284499492}, {'timestamp': datetime.datetime(2020, 5, 17, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.5, 'high': 202.25, 'low': 201.5, 'close': 202.2, 'trades': 1058, 'volume': 917392, 'vwap': 202.0, 'lastSize': 71, 'turnover': 18530544600, 'homeNotional': 8731.902599132975, 'foreignNotional': 1763771.767701301}]
2020-05-17 16:00:20 INFO: prepare candles [CandleItem(low=201.5, high=208.75, open=201.55, close=207.6, color='GREEN'), CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED'), CandleItem(low=201.5, high=202.25, open=201.5, close=202.2, color='GREEN')]
2020-05-17 16:00:20 INFO: skip by colors first_candle=CandleItem(low=201.5, high=202.25, open=201.5, close=202.2, color='GREEN') second_candle=CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED') last_candle=CandleItem(low=201.5, high=208.75, open=201.55, close=207.6, color='GREEN')
2020-05-17 16:00:20 INFO: check need new order None
2020-05-17 16:00:20 INFO: init new order end
2020-05-17 16:00:20 INFO: 
2020-05-17 16:00:20 INFO: 
2020-05-17 16:00:20 INFO: 
2020-05-17 16:00:20 INFO: 
2020-05-17 16:02:00 INFO: 
2020-05-17 16:02:00 INFO: 
2020-05-17 16:02:00 INFO: 
2020-05-17 16:02:00 INFO: 
2020-05-17 16:02:00 INFO: clearing start
2020-05-17 16:02:01 INFO: clearing end
2020-05-17 16:02:01 INFO: 
2020-05-17 16:02:01 INFO: 
2020-05-17 16:02:01 INFO: 
2020-05-17 16:02:01 INFO: 
2020-05-17 17:00:20 INFO: 
2020-05-17 17:00:20 INFO: 
2020-05-17 17:00:20 INFO: 
2020-05-17 17:00:20 INFO: 
2020-05-17 17:00:20 INFO: init new order start
2020-05-17 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 208.45, 'low': 206.8, 'close': 207.65, 'trades': 5334, 'volume': 8081185, 'vwap': 207.61, 'lastSize': 250, 'turnover': 167765660055, 'homeNotional': 78700.33886666954, 'foreignNotional': 16338261.175209133}, {'timestamp': datetime.datetime(2020, 5, 17, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.55, 'high': 208.75, 'low': 201.5, 'close': 207.6, 'trades': 12933, 'volume': 19047949, 'vwap': 205.16, 'lastSize': 52, 'turnover': 390786916825, 'homeNotional': 184804.13800695562, 'foreignNotional': 37915476.66908033}, {'timestamp': datetime.datetime(2020, 5, 17, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.2, 'high': 202.25, 'low': 201.05, 'close': 201.55, 'trades': 1579, 'volume': 1398127, 'vwap': 201.44, 'lastSize': 2974, 'turnover': 28163717290, 'homeNotional': 13298.81475355531, 'foreignNotional': 2678901.9284499492}]
2020-05-17 17:00:20 INFO: prepare candles [CandleItem(low=206.8, high=208.45, open=207.6, close=207.65, color='GREEN'), CandleItem(low=201.5, high=208.75, open=201.55, close=207.6, color='GREEN'), CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED')]
2020-05-17 17:00:20 INFO: skip by colors first_candle=CandleItem(low=201.05, high=202.25, open=202.2, close=201.55, color='RED') second_candle=CandleItem(low=201.5, high=208.75, open=201.55, close=207.6, color='GREEN') last_candle=CandleItem(low=206.8, high=208.45, open=207.6, close=207.65, color='GREEN')
2020-05-17 17:00:20 INFO: check need new order None
2020-05-17 17:00:20 INFO: init new order end
2020-05-17 17:00:20 INFO: 
2020-05-17 17:00:20 INFO: 
2020-05-17 17:00:20 INFO: 
2020-05-17 17:00:20 INFO: 
2020-05-17 17:02:00 INFO: 
2020-05-17 17:02:00 INFO: 
2020-05-17 17:02:00 INFO: 
2020-05-17 17:02:00 INFO: 
2020-05-17 17:02:00 INFO: clearing start
2020-05-17 17:02:00 INFO: clearing end
2020-05-17 17:02:00 INFO: 
2020-05-17 17:02:00 INFO: 
2020-05-17 17:02:00 INFO: 
2020-05-17 17:02:00 INFO: 
2020-05-17 18:00:20 INFO: 
2020-05-17 18:00:20 INFO: 
2020-05-17 18:00:20 INFO: 
2020-05-17 18:00:20 INFO: 
2020-05-17 18:00:20 INFO: init new order start
2020-05-17 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.65, 'high': 210.35, 'low': 207.2, 'close': 209.7, 'trades': 5676, 'volume': 6754184, 'vwap': 208.81, 'lastSize': 304, 'turnover': 141033967315, 'homeNotional': 65999.93289711079, 'foreignNotional': 13781546.38801998}, {'timestamp': datetime.datetime(2020, 5, 17, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 208.45, 'low': 206.8, 'close': 207.65, 'trades': 5334, 'volume': 8081185, 'vwap': 207.61, 'lastSize': 250, 'turnover': 167765660055, 'homeNotional': 78700.33886666954, 'foreignNotional': 16338261.175209133}, {'timestamp': datetime.datetime(2020, 5, 17, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 201.55, 'high': 208.75, 'low': 201.5, 'close': 207.6, 'trades': 12933, 'volume': 19047949, 'vwap': 205.16, 'lastSize': 52, 'turnover': 390786916825, 'homeNotional': 184804.13800695562, 'foreignNotional': 37915476.66908033}]
2020-05-17 18:00:20 INFO: prepare candles [CandleItem(low=207.2, high=210.35, open=207.65, close=209.7, color='GREEN'), CandleItem(low=206.8, high=208.45, open=207.6, close=207.65, color='GREEN'), CandleItem(low=201.5, high=208.75, open=201.55, close=207.6, color='GREEN')]
2020-05-17 18:00:20 INFO: skip by colors first_candle=CandleItem(low=201.5, high=208.75, open=201.55, close=207.6, color='GREEN') second_candle=CandleItem(low=206.8, high=208.45, open=207.6, close=207.65, color='GREEN') last_candle=CandleItem(low=207.2, high=210.35, open=207.65, close=209.7, color='GREEN')
2020-05-17 18:00:20 INFO: check need new order None
2020-05-17 18:00:20 INFO: init new order end
2020-05-17 18:00:20 INFO: 
2020-05-17 18:00:20 INFO: 
2020-05-17 18:00:20 INFO: 
2020-05-17 18:00:21 INFO: 
2020-05-17 18:02:00 INFO: 
2020-05-17 18:02:00 INFO: 
2020-05-17 18:02:00 INFO: 
2020-05-17 18:02:00 INFO: 
2020-05-17 18:02:00 INFO: clearing start
2020-05-17 18:02:00 INFO: clearing end
2020-05-17 18:02:00 INFO: 
2020-05-17 18:02:00 INFO: 
2020-05-17 18:02:00 INFO: 
2020-05-17 18:02:00 INFO: 
2020-05-17 19:00:20 INFO: 
2020-05-17 19:00:20 INFO: 
2020-05-17 19:00:20 INFO: 
2020-05-17 19:00:20 INFO: 
2020-05-17 19:00:20 INFO: init new order start
2020-05-17 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.7, 'high': 210.4, 'low': 208.25, 'close': 209.45, 'trades': 4999, 'volume': 5178407, 'vwap': 209.33, 'lastSize': 439, 'turnover': 108397303060, 'homeNotional': 50891.28005140868, 'foreignNotional': 10652885.060245484}, {'timestamp': datetime.datetime(2020, 5, 17, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.65, 'high': 210.35, 'low': 207.2, 'close': 209.7, 'trades': 5676, 'volume': 6754184, 'vwap': 208.81, 'lastSize': 304, 'turnover': 141033967315, 'homeNotional': 65999.93289711079, 'foreignNotional': 13781546.38801998}, {'timestamp': datetime.datetime(2020, 5, 17, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 208.45, 'low': 206.8, 'close': 207.65, 'trades': 5334, 'volume': 8081185, 'vwap': 207.61, 'lastSize': 250, 'turnover': 167765660055, 'homeNotional': 78700.33886666954, 'foreignNotional': 16338261.175209133}]
2020-05-17 19:00:20 INFO: prepare candles [CandleItem(low=208.25, high=210.4, open=209.7, close=209.45, color='RED'), CandleItem(low=207.2, high=210.35, open=207.65, close=209.7, color='GREEN'), CandleItem(low=206.8, high=208.45, open=207.6, close=207.65, color='GREEN')]
2020-05-17 19:00:20 INFO: last_candle=CandleItem(low=208.25, high=210.4, open=209.7, close=209.45, color='RED')
2020-05-17 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 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=208.25, high=210.4, open=209.7, close=209.45, color='RED')
2020-05-17 19:00:20 INFO: skip by CandleItem(low=208.25, high=210.4, open=209.7, close=209.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 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=208.25, high=210.4, open=209.7, close=209.45, color='RED')
2020-05-17 19:00:20 INFO: skip by CandleItem(low=208.25, high=210.4, open=209.7, close=209.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 19:00:20 INFO: not found applicable config for candle
2020-05-17 19:00:20 INFO: check need new order None
2020-05-17 19:00:20 INFO: init new order end
2020-05-17 19:00:20 INFO: 
2020-05-17 19:00:20 INFO: 
2020-05-17 19:00:20 INFO: 
2020-05-17 19:00:20 INFO: 
2020-05-17 19:02:00 INFO: 
2020-05-17 19:02:00 INFO: 
2020-05-17 19:02:00 INFO: 
2020-05-17 19:02:00 INFO: 
2020-05-17 19:02:00 INFO: clearing start
2020-05-17 19:02:00 INFO: clearing end
2020-05-17 19:02:00 INFO: 
2020-05-17 19:02:00 INFO: 
2020-05-17 19:02:00 INFO: 
2020-05-17 19:02:00 INFO: 
2020-05-17 20:00:20 INFO: 
2020-05-17 20:00:20 INFO: 
2020-05-17 20:00:20 INFO: 
2020-05-17 20:00:20 INFO: 
2020-05-17 20:00:20 INFO: init new order start
2020-05-17 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.45, 'high': 210.15, 'low': 207.6, 'close': 208.45, 'trades': 4328, 'volume': 6566286, 'vwap': 209.03, 'lastSize': 1000, 'turnover': 137252972820, 'homeNotional': 64277.11048792604, 'foreignNotional': 13435781.83920405}, {'timestamp': datetime.datetime(2020, 5, 17, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.7, 'high': 210.4, 'low': 208.25, 'close': 209.45, 'trades': 4999, 'volume': 5178407, 'vwap': 209.33, 'lastSize': 439, 'turnover': 108397303060, 'homeNotional': 50891.28005140868, 'foreignNotional': 10652885.060245484}, {'timestamp': datetime.datetime(2020, 5, 17, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.65, 'high': 210.35, 'low': 207.2, 'close': 209.7, 'trades': 5676, 'volume': 6754184, 'vwap': 208.81, 'lastSize': 304, 'turnover': 141033967315, 'homeNotional': 65999.93289711079, 'foreignNotional': 13781546.38801998}]
2020-05-17 20:00:20 INFO: prepare candles [CandleItem(low=207.6, high=210.15, open=209.45, close=208.45, color='RED'), CandleItem(low=208.25, high=210.4, open=209.7, close=209.45, color='RED'), CandleItem(low=207.2, high=210.35, open=207.65, close=209.7, color='GREEN')]
2020-05-17 20:00:20 INFO: skip by colors first_candle=CandleItem(low=207.2, high=210.35, open=207.65, close=209.7, color='GREEN') second_candle=CandleItem(low=208.25, high=210.4, open=209.7, close=209.45, color='RED') last_candle=CandleItem(low=207.6, high=210.15, open=209.45, close=208.45, color='RED')
2020-05-17 20:00:20 INFO: check need new order None
2020-05-17 20:00:20 INFO: init new order end
2020-05-17 20:00:20 INFO: 
2020-05-17 20:00:20 INFO: 
2020-05-17 20:00:20 INFO: 
2020-05-17 20:00:20 INFO: 
2020-05-17 20:02:00 INFO: 
2020-05-17 20:02:00 INFO: 
2020-05-17 20:02:00 INFO: 
2020-05-17 20:02:00 INFO: 
2020-05-17 20:02:00 INFO: clearing start
2020-05-17 20:02:00 INFO: clearing end
2020-05-17 20:02:00 INFO: 
2020-05-17 20:02:00 INFO: 
2020-05-17 20:02:00 INFO: 
2020-05-17 20:02:00 INFO: 
2020-05-17 21:00:20 INFO: 
2020-05-17 21:00:20 INFO: 
2020-05-17 21:00:20 INFO: 
2020-05-17 21:00:20 INFO: 
2020-05-17 21:00:20 INFO: init new order start
2020-05-17 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.45, 'high': 208.85, 'low': 208.1, 'close': 208.55, 'trades': 1970, 'volume': 2599784, 'vwap': 208.59, 'lastSize': 2500, 'turnover': 54226371795, 'homeNotional': 25354.874193214615, 'foreignNotional': 5288529.234786181}, {'timestamp': datetime.datetime(2020, 5, 17, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.45, 'high': 210.15, 'low': 207.6, 'close': 208.45, 'trades': 4328, 'volume': 6566286, 'vwap': 209.03, 'lastSize': 1000, 'turnover': 137252972820, 'homeNotional': 64277.11048792604, 'foreignNotional': 13435781.83920405}, {'timestamp': datetime.datetime(2020, 5, 17, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.7, 'high': 210.4, 'low': 208.25, 'close': 209.45, 'trades': 4999, 'volume': 5178407, 'vwap': 209.33, 'lastSize': 439, 'turnover': 108397303060, 'homeNotional': 50891.28005140868, 'foreignNotional': 10652885.060245484}]
2020-05-17 21:00:21 INFO: prepare candles [CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN'), CandleItem(low=207.6, high=210.15, open=209.45, close=208.45, color='RED'), CandleItem(low=208.25, high=210.4, open=209.7, close=209.45, color='RED')]
2020-05-17 21:00:21 INFO: last_candle=CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN')
2020-05-17 21:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 21:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN')
2020-05-17 21:00:21 INFO: skip by CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 21:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-17 21:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN')
2020-05-17 21:00:21 INFO: skip by CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-17 21:00:21 INFO: not found applicable config for candle
2020-05-17 21:00:21 INFO: check need new order None
2020-05-17 21:00:21 INFO: init new order end
2020-05-17 21:00:21 INFO: 
2020-05-17 21:00:21 INFO: 
2020-05-17 21:00:21 INFO: 
2020-05-17 21:00:21 INFO: 
2020-05-17 21:02:00 INFO: 
2020-05-17 21:02:00 INFO: 
2020-05-17 21:02:00 INFO: 
2020-05-17 21:02:00 INFO: 
2020-05-17 21:02:00 INFO: clearing start
2020-05-17 21:02:00 INFO: clearing end
2020-05-17 21:02:00 INFO: 
2020-05-17 21:02:00 INFO: 
2020-05-17 21:02:00 INFO: 
2020-05-17 21:02:00 INFO: 
2020-05-17 22:00:20 INFO: 
2020-05-17 22:00:20 INFO: 
2020-05-17 22:00:20 INFO: 
2020-05-17 22:00:20 INFO: 
2020-05-17 22:00:20 INFO: init new order start
2020-05-17 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.55, 'high': 208.6, 'low': 207.15, 'close': 208.05, 'trades': 1730, 'volume': 1626759, 'vwap': 207.86, 'lastSize': 357, 'turnover': 33812298820, 'homeNotional': 15836.951852525164, 'foreignNotional': 3291735.7936205543}, {'timestamp': datetime.datetime(2020, 5, 17, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.45, 'high': 208.85, 'low': 208.1, 'close': 208.55, 'trades': 1970, 'volume': 2599784, 'vwap': 208.59, 'lastSize': 2500, 'turnover': 54226371795, 'homeNotional': 25354.874193214615, 'foreignNotional': 5288529.234786181}, {'timestamp': datetime.datetime(2020, 5, 17, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.45, 'high': 210.15, 'low': 207.6, 'close': 208.45, 'trades': 4328, 'volume': 6566286, 'vwap': 209.03, 'lastSize': 1000, 'turnover': 137252972820, 'homeNotional': 64277.11048792604, 'foreignNotional': 13435781.83920405}]
2020-05-17 22:00:20 INFO: prepare candles [CandleItem(low=207.15, high=208.6, open=208.55, close=208.05, color='RED'), CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN'), CandleItem(low=207.6, high=210.15, open=209.45, close=208.45, color='RED')]
2020-05-17 22:00:20 INFO: skip by colors first_candle=CandleItem(low=207.6, high=210.15, open=209.45, close=208.45, color='RED') second_candle=CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN') last_candle=CandleItem(low=207.15, high=208.6, open=208.55, close=208.05, color='RED')
2020-05-17 22:00:20 INFO: check need new order None
2020-05-17 22:00:20 INFO: init new order end
2020-05-17 22:00:20 INFO: 
2020-05-17 22:00:20 INFO: 
2020-05-17 22:00:20 INFO: 
2020-05-17 22:00:20 INFO: 
2020-05-17 22:02:00 INFO: 
2020-05-17 22:02:00 INFO: 
2020-05-17 22:02:00 INFO: 
2020-05-17 22:02:00 INFO: 
2020-05-17 22:02:00 INFO: clearing start
2020-05-17 22:02:00 INFO: clearing end
2020-05-17 22:02:00 INFO: 
2020-05-17 22:02:00 INFO: 
2020-05-17 22:02:00 INFO: 
2020-05-17 22:02:00 INFO: 
2020-05-17 23:00:20 INFO: 
2020-05-17 23:00:20 INFO: 
2020-05-17 23:00:20 INFO: 
2020-05-17 23:00:20 INFO: 
2020-05-17 23:00:20 INFO: init new order start
2020-05-17 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.05, 'high': 208.3, 'low': 207.65, 'close': 208.25, 'trades': 885, 'volume': 760613, 'vwap': 207.95, 'lastSize': 14861, 'turnover': 15816249290, 'homeNotional': 7419.978437116779, 'foreignNotional': 1542918.7742836606}, {'timestamp': datetime.datetime(2020, 5, 17, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.55, 'high': 208.6, 'low': 207.15, 'close': 208.05, 'trades': 1730, 'volume': 1626759, 'vwap': 207.86, 'lastSize': 357, 'turnover': 33812298820, 'homeNotional': 15836.951852525164, 'foreignNotional': 3291735.7936205543}, {'timestamp': datetime.datetime(2020, 5, 17, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.45, 'high': 208.85, 'low': 208.1, 'close': 208.55, 'trades': 1970, 'volume': 2599784, 'vwap': 208.59, 'lastSize': 2500, 'turnover': 54226371795, 'homeNotional': 25354.874193214615, 'foreignNotional': 5288529.234786181}]
2020-05-17 23:00:20 INFO: prepare candles [CandleItem(low=207.65, high=208.3, open=208.05, close=208.25, color='GREEN'), CandleItem(low=207.15, high=208.6, open=208.55, close=208.05, color='RED'), CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN')]
2020-05-17 23:00:20 INFO: skip by colors first_candle=CandleItem(low=208.1, high=208.85, open=208.45, close=208.55, color='GREEN') second_candle=CandleItem(low=207.15, high=208.6, open=208.55, close=208.05, color='RED') last_candle=CandleItem(low=207.65, high=208.3, open=208.05, close=208.25, color='GREEN')
2020-05-17 23:00:20 INFO: check need new order None
2020-05-17 23:00:20 INFO: init new order end
2020-05-17 23:00:20 INFO: 
2020-05-17 23:00:20 INFO: 
2020-05-17 23:00:20 INFO: 
2020-05-17 23:00:20 INFO: 
2020-05-17 23:02:00 INFO: 
2020-05-17 23:02:00 INFO: 
2020-05-17 23:02:00 INFO: 
2020-05-17 23:02:00 INFO: 
2020-05-17 23:02:00 INFO: clearing start
2020-05-17 23:02:00 INFO: clearing end
2020-05-17 23:02:00 INFO: 
2020-05-17 23:02:00 INFO: 
2020-05-17 23:02:00 INFO: 
2020-05-17 23:02:00 INFO: 
2020-05-18 00:00:20 INFO: 
2020-05-18 00:00:20 INFO: 
2020-05-18 00:00:20 INFO: 
2020-05-18 00:00:20 INFO: 
2020-05-18 00:00:20 INFO: init new order start
2020-05-18 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.25, 'high': 208.4, 'low': 207.65, 'close': 208.3, 'trades': 1244, 'volume': 1418859, 'vwap': 208.0, 'lastSize': 2500, 'turnover': 29512153455, 'homeNotional': 13827.000402091993, 'foreignNotional': 2876007.5064840387}, {'timestamp': datetime.datetime(2020, 5, 17, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.05, 'high': 208.3, 'low': 207.65, 'close': 208.25, 'trades': 885, 'volume': 760613, 'vwap': 207.95, 'lastSize': 14861, 'turnover': 15816249290, 'homeNotional': 7419.978437116779, 'foreignNotional': 1542918.7742836606}, {'timestamp': datetime.datetime(2020, 5, 17, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.55, 'high': 208.6, 'low': 207.15, 'close': 208.05, 'trades': 1730, 'volume': 1626759, 'vwap': 207.86, 'lastSize': 357, 'turnover': 33812298820, 'homeNotional': 15836.951852525164, 'foreignNotional': 3291735.7936205543}]
2020-05-18 00:00:20 INFO: prepare candles [CandleItem(low=207.65, high=208.4, open=208.25, close=208.3, color='GREEN'), CandleItem(low=207.65, high=208.3, open=208.05, close=208.25, color='GREEN'), CandleItem(low=207.15, high=208.6, open=208.55, close=208.05, color='RED')]
2020-05-18 00:00:20 INFO: skip by colors first_candle=CandleItem(low=207.15, high=208.6, open=208.55, close=208.05, color='RED') second_candle=CandleItem(low=207.65, high=208.3, open=208.05, close=208.25, color='GREEN') last_candle=CandleItem(low=207.65, high=208.4, open=208.25, close=208.3, color='GREEN')
2020-05-18 00:00:20 INFO: check need new order None
2020-05-18 00:00:20 INFO: init new order end
2020-05-18 00:00:20 INFO: 
2020-05-18 00:00:20 INFO: 
2020-05-18 00:00:20 INFO: 
2020-05-18 00:00:20 INFO: 
2020-05-18 00:02:00 INFO: 
2020-05-18 00:02:00 INFO: 
2020-05-18 00:02:00 INFO: 
2020-05-18 00:02:00 INFO: 
2020-05-18 00:02:00 INFO: clearing start
2020-05-18 00:02:01 INFO: clearing end
2020-05-18 00:02:01 INFO: 
2020-05-18 00:02:01 INFO: 
2020-05-18 00:02:01 INFO: 
2020-05-18 00:02:01 INFO: 
2020-05-18 01:00:20 INFO: 
2020-05-18 01:00:20 INFO: 
2020-05-18 01:00:20 INFO: 
2020-05-18 01:00:20 INFO: 
2020-05-18 01:00:20 INFO: init new order start
2020-05-18 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.3, 'high': 209.95, 'low': 208.35, 'close': 209.3, 'trades': 2725, 'volume': 3270124, 'vwap': 209.34, 'lastSize': 777, 'turnover': 68455313220, 'homeNotional': 31943.80194182337, 'foreignNotional': 6686985.415742913}, {'timestamp': datetime.datetime(2020, 5, 17, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.25, 'high': 208.4, 'low': 207.65, 'close': 208.3, 'trades': 1244, 'volume': 1418859, 'vwap': 208.0, 'lastSize': 2500, 'turnover': 29512153455, 'homeNotional': 13827.000402091993, 'foreignNotional': 2876007.5064840387}, {'timestamp': datetime.datetime(2020, 5, 17, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.05, 'high': 208.3, 'low': 207.65, 'close': 208.25, 'trades': 885, 'volume': 760613, 'vwap': 207.95, 'lastSize': 14861, 'turnover': 15816249290, 'homeNotional': 7419.978437116779, 'foreignNotional': 1542918.7742836606}]
2020-05-18 01:00:20 INFO: prepare candles [CandleItem(low=208.35, high=209.95, open=208.3, close=209.3, color='GREEN'), CandleItem(low=207.65, high=208.4, open=208.25, close=208.3, color='GREEN'), CandleItem(low=207.65, high=208.3, open=208.05, close=208.25, color='GREEN')]
2020-05-18 01:00:20 INFO: skip by colors first_candle=CandleItem(low=207.65, high=208.3, open=208.05, close=208.25, color='GREEN') second_candle=CandleItem(low=207.65, high=208.4, open=208.25, close=208.3, color='GREEN') last_candle=CandleItem(low=208.35, high=209.95, open=208.3, close=209.3, color='GREEN')
2020-05-18 01:00:20 INFO: check need new order None
2020-05-18 01:00:20 INFO: init new order end
2020-05-18 01:00:20 INFO: 
2020-05-18 01:00:20 INFO: 
2020-05-18 01:00:20 INFO: 
2020-05-18 01:00:20 INFO: 
2020-05-18 01:02:00 INFO: 
2020-05-18 01:02:00 INFO: 
2020-05-18 01:02:00 INFO: 
2020-05-18 01:02:00 INFO: 
2020-05-18 01:02:00 INFO: clearing start
2020-05-18 01:02:00 INFO: clearing end
2020-05-18 01:02:00 INFO: 
2020-05-18 01:02:00 INFO: 
2020-05-18 01:02:00 INFO: 
2020-05-18 01:02:00 INFO: 
2020-05-18 02:00:20 INFO: 
2020-05-18 02:00:20 INFO: 
2020-05-18 02:00:20 INFO: 
2020-05-18 02:00:20 INFO: 
2020-05-18 02:00:20 INFO: init new order start
2020-05-18 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 17, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.3, 'high': 209.3, 'low': 206.25, 'close': 207.75, 'trades': 4528, 'volume': 5221855, 'vwap': 207.47, 'lastSize': 13, 'turnover': 108335609245, 'homeNotional': 50471.5500021363, 'foreignNotional': 10471232.593745438}, {'timestamp': datetime.datetime(2020, 5, 17, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.3, 'high': 209.95, 'low': 208.35, 'close': 209.3, 'trades': 2725, 'volume': 3270124, 'vwap': 209.34, 'lastSize': 777, 'turnover': 68455313220, 'homeNotional': 31943.80194182337, 'foreignNotional': 6686985.415742913}, {'timestamp': datetime.datetime(2020, 5, 17, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.25, 'high': 208.4, 'low': 207.65, 'close': 208.3, 'trades': 1244, 'volume': 1418859, 'vwap': 208.0, 'lastSize': 2500, 'turnover': 29512153455, 'homeNotional': 13827.000402091993, 'foreignNotional': 2876007.5064840387}]
2020-05-18 02:00:20 INFO: prepare candles [CandleItem(low=206.25, high=209.3, open=209.3, close=207.75, color='RED'), CandleItem(low=208.35, high=209.95, open=208.3, close=209.3, color='GREEN'), CandleItem(low=207.65, high=208.4, open=208.25, close=208.3, color='GREEN')]
2020-05-18 02:00:20 INFO: last_candle=CandleItem(low=206.25, high=209.3, open=209.3, close=207.75, color='RED')
2020-05-18 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 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=206.25, high=209.3, open=209.3, close=207.75, color='RED')
2020-05-18 02:00:20 INFO: skip by CandleItem(low=206.25, high=209.3, open=209.3, close=207.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 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=206.25, high=209.3, open=209.3, close=207.75, color='RED')
2020-05-18 02:00:20 INFO: skip by CandleItem(low=206.25, high=209.3, open=209.3, close=207.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 02:00:20 INFO: not found applicable config for candle
2020-05-18 02:00:20 INFO: check need new order None
2020-05-18 02:00:20 INFO: init new order end
2020-05-18 02:00:20 INFO: 
2020-05-18 02:00:20 INFO: 
2020-05-18 02:00:20 INFO: 
2020-05-18 02:00:20 INFO: 
2020-05-18 02:02:00 INFO: 
2020-05-18 02:02:00 INFO: 
2020-05-18 02:02:00 INFO: 
2020-05-18 02:02:00 INFO: 
2020-05-18 02:02:00 INFO: clearing start
2020-05-18 02:02:00 INFO: clearing end
2020-05-18 02:02:00 INFO: 
2020-05-18 02:02:00 INFO: 
2020-05-18 02:02:00 INFO: 
2020-05-18 02:02:00 INFO: 
2020-05-18 03:00:20 INFO: 
2020-05-18 03:00:20 INFO: 
2020-05-18 03:00:20 INFO: 
2020-05-18 03:00:20 INFO: 
2020-05-18 03:00:20 INFO: init new order start
2020-05-18 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.75, 'high': 208.15, 'low': 206.65, 'close': 207.25, 'trades': 1440, 'volume': 1359063, 'vwap': 207.34, 'lastSize': 170, 'turnover': 28177739165, 'homeNotional': 13162.590182223617, 'foreignNotional': 2729033.6778178387}, {'timestamp': datetime.datetime(2020, 5, 17, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.3, 'high': 209.3, 'low': 206.25, 'close': 207.75, 'trades': 4528, 'volume': 5221855, 'vwap': 207.47, 'lastSize': 13, 'turnover': 108335609245, 'homeNotional': 50471.5500021363, 'foreignNotional': 10471232.593745438}, {'timestamp': datetime.datetime(2020, 5, 17, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.3, 'high': 209.95, 'low': 208.35, 'close': 209.3, 'trades': 2725, 'volume': 3270124, 'vwap': 209.34, 'lastSize': 777, 'turnover': 68455313220, 'homeNotional': 31943.80194182337, 'foreignNotional': 6686985.415742913}]
2020-05-18 03:00:20 INFO: prepare candles [CandleItem(low=206.65, high=208.15, open=207.75, close=207.25, color='RED'), CandleItem(low=206.25, high=209.3, open=209.3, close=207.75, color='RED'), CandleItem(low=208.35, high=209.95, open=208.3, close=209.3, color='GREEN')]
2020-05-18 03:00:20 INFO: skip by colors first_candle=CandleItem(low=208.35, high=209.95, open=208.3, close=209.3, color='GREEN') second_candle=CandleItem(low=206.25, high=209.3, open=209.3, close=207.75, color='RED') last_candle=CandleItem(low=206.65, high=208.15, open=207.75, close=207.25, color='RED')
2020-05-18 03:00:20 INFO: check need new order None
2020-05-18 03:00:20 INFO: init new order end
2020-05-18 03:00:20 INFO: 
2020-05-18 03:00:20 INFO: 
2020-05-18 03:00:20 INFO: 
2020-05-18 03:00:20 INFO: 
2020-05-18 03:02:00 INFO: 
2020-05-18 03:02:00 INFO: 
2020-05-18 03:02:00 INFO: 
2020-05-18 03:02:00 INFO: 
2020-05-18 03:02:00 INFO: clearing start
2020-05-18 03:02:00 INFO: clearing end
2020-05-18 03:02:00 INFO: 
2020-05-18 03:02:00 INFO: 
2020-05-18 03:02:00 INFO: 
2020-05-18 03:02:00 INFO: 
2020-05-18 04:00:20 INFO: 
2020-05-18 04:00:20 INFO: 
2020-05-18 04:00:20 INFO: 
2020-05-18 04:00:20 INFO: 
2020-05-18 04:00:20 INFO: init new order start
2020-05-18 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.25, 'high': 209.15, 'low': 207.2, 'close': 208.7, 'trades': 2714, 'volume': 2218338, 'vwap': 208.35, 'lastSize': 1365, 'turnover': 46218255255, 'homeNotional': 21611.179264097787, 'foreignNotional': 4502632.005872535}, {'timestamp': datetime.datetime(2020, 5, 18, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.75, 'high': 208.15, 'low': 206.65, 'close': 207.25, 'trades': 1440, 'volume': 1359063, 'vwap': 207.34, 'lastSize': 170, 'turnover': 28177739165, 'homeNotional': 13162.590182223617, 'foreignNotional': 2729033.6778178387}, {'timestamp': datetime.datetime(2020, 5, 17, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.3, 'high': 209.3, 'low': 206.25, 'close': 207.75, 'trades': 4528, 'volume': 5221855, 'vwap': 207.47, 'lastSize': 13, 'turnover': 108335609245, 'homeNotional': 50471.5500021363, 'foreignNotional': 10471232.593745438}]
2020-05-18 04:00:20 INFO: prepare candles [CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN'), CandleItem(low=206.65, high=208.15, open=207.75, close=207.25, color='RED'), CandleItem(low=206.25, high=209.3, open=209.3, close=207.75, color='RED')]
2020-05-18 04:00:20 INFO: last_candle=CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN')
2020-05-18 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN')
2020-05-18 04:00:20 INFO: skip by CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN')
2020-05-18 04:00:20 INFO: skip by CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 04:00:20 INFO: not found applicable config for candle
2020-05-18 04:00:20 INFO: check need new order None
2020-05-18 04:00:20 INFO: init new order end
2020-05-18 04:00:20 INFO: 
2020-05-18 04:00:20 INFO: 
2020-05-18 04:00:20 INFO: 
2020-05-18 04:00:20 INFO: 
2020-05-18 04:02:03 INFO: 
2020-05-18 04:02:03 INFO: 
2020-05-18 04:02:03 INFO: 
2020-05-18 04:02:03 INFO: 
2020-05-18 04:02:03 INFO: clearing start
2020-05-18 04:02:03 INFO: clearing end
2020-05-18 04:02:03 INFO: 
2020-05-18 04:02:03 INFO: 
2020-05-18 04:02:03 INFO: 
2020-05-18 04:02:03 INFO: 
2020-05-18 05:00:20 INFO: 
2020-05-18 05:00:20 INFO: 
2020-05-18 05:00:20 INFO: 
2020-05-18 05:00:20 INFO: 
2020-05-18 05:00:20 INFO: init new order start
2020-05-18 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.7, 'high': 215.45, 'low': 208.3, 'close': 214.75, 'trades': 11890, 'volume': 15279794, 'vwap': 212.75, 'lastSize': 739, 'turnover': 325075712405, 'homeNotional': 150723.47186062028, 'foreignNotional': 32067447.598720912}, {'timestamp': datetime.datetime(2020, 5, 18, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.25, 'high': 209.15, 'low': 207.2, 'close': 208.7, 'trades': 2714, 'volume': 2218338, 'vwap': 208.35, 'lastSize': 1365, 'turnover': 46218255255, 'homeNotional': 21611.179264097787, 'foreignNotional': 4502632.005872535}, {'timestamp': datetime.datetime(2020, 5, 18, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.75, 'high': 208.15, 'low': 206.65, 'close': 207.25, 'trades': 1440, 'volume': 1359063, 'vwap': 207.34, 'lastSize': 170, 'turnover': 28177739165, 'homeNotional': 13162.590182223617, 'foreignNotional': 2729033.6778178387}]
2020-05-18 05:00:20 INFO: prepare candles [CandleItem(low=208.3, high=215.45, open=208.7, close=214.75, color='GREEN'), CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN'), CandleItem(low=206.65, high=208.15, open=207.75, close=207.25, color='RED')]
2020-05-18 05:00:20 INFO: skip by colors first_candle=CandleItem(low=206.65, high=208.15, open=207.75, close=207.25, color='RED') second_candle=CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN') last_candle=CandleItem(low=208.3, high=215.45, open=208.7, close=214.75, color='GREEN')
2020-05-18 05:00:20 INFO: check need new order None
2020-05-18 05:00:20 INFO: init new order end
2020-05-18 05:00:20 INFO: 
2020-05-18 05:00:20 INFO: 
2020-05-18 05:00:20 INFO: 
2020-05-18 05:00:20 INFO: 
2020-05-18 05:02:00 INFO: 
2020-05-18 05:02:00 INFO: 
2020-05-18 05:02:00 INFO: 
2020-05-18 05:02:00 INFO: 
2020-05-18 05:02:00 INFO: clearing start
2020-05-18 05:02:00 INFO: clearing end
2020-05-18 05:02:00 INFO: 
2020-05-18 05:02:00 INFO: 
2020-05-18 05:02:00 INFO: 
2020-05-18 05:02:00 INFO: 
2020-05-18 06:00:20 INFO: 
2020-05-18 06:00:20 INFO: 
2020-05-18 06:00:20 INFO: 
2020-05-18 06:00:20 INFO: 
2020-05-18 06:00:20 INFO: init new order start
2020-05-18 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.75, 'high': 215.65, 'low': 213.35, 'close': 214.7, 'trades': 4394, 'volume': 5590883, 'vwap': 214.59, 'lastSize': 80, 'turnover': 119971338215, 'homeNotional': 55281.48216466778, 'foreignNotional': 11862585.882540967}, {'timestamp': datetime.datetime(2020, 5, 18, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.7, 'high': 215.45, 'low': 208.3, 'close': 214.75, 'trades': 11890, 'volume': 15279794, 'vwap': 212.75, 'lastSize': 739, 'turnover': 325075712405, 'homeNotional': 150723.47186062028, 'foreignNotional': 32067447.598720912}, {'timestamp': datetime.datetime(2020, 5, 18, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.25, 'high': 209.15, 'low': 207.2, 'close': 208.7, 'trades': 2714, 'volume': 2218338, 'vwap': 208.35, 'lastSize': 1365, 'turnover': 46218255255, 'homeNotional': 21611.179264097787, 'foreignNotional': 4502632.005872535}]
2020-05-18 06:00:20 INFO: prepare candles [CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED'), CandleItem(low=208.3, high=215.45, open=208.7, close=214.75, color='GREEN'), CandleItem(low=207.2, high=209.15, open=207.25, close=208.7, color='GREEN')]
2020-05-18 06:00:20 INFO: last_candle=CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED')
2020-05-18 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)))
2020-05-18 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=213.35, high=215.65, open=214.75, close=214.7, color='RED')
2020-05-18 06:00:20 INFO: skip by CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 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)))
2020-05-18 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=213.35, high=215.65, open=214.75, close=214.7, color='RED')
2020-05-18 06:00:20 INFO: skip by CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 06:00:20 INFO: not found applicable config for candle
2020-05-18 06:00:20 INFO: check need new order None
2020-05-18 06:00:20 INFO: init new order end
2020-05-18 06:00:20 INFO: 
2020-05-18 06:00:20 INFO: 
2020-05-18 06:00:20 INFO: 
2020-05-18 06:00:20 INFO: 
2020-05-18 06:02:00 INFO: 
2020-05-18 06:02:00 INFO: 
2020-05-18 06:02:00 INFO: 
2020-05-18 06:02:00 INFO: 
2020-05-18 06:02:00 INFO: clearing start
2020-05-18 06:02:00 INFO: clearing end
2020-05-18 06:02:00 INFO: 
2020-05-18 06:02:00 INFO: 
2020-05-18 06:02:00 INFO: 
2020-05-18 06:02:00 INFO: 
2020-05-18 07:00:20 INFO: 
2020-05-18 07:00:20 INFO: 
2020-05-18 07:00:20 INFO: 
2020-05-18 07:00:20 INFO: 
2020-05-18 07:00:20 INFO: init new order start
2020-05-18 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 216.35, 'low': 214.05, 'close': 215.05, 'trades': 3638, 'volume': 3835014, 'vwap': 215.08, 'lastSize': 1567, 'turnover': 82480469410, 'homeNotional': 37802.19213444879, 'foreignNotional': 8130230.298248992}, {'timestamp': datetime.datetime(2020, 5, 18, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.75, 'high': 215.65, 'low': 213.35, 'close': 214.7, 'trades': 4394, 'volume': 5590883, 'vwap': 214.59, 'lastSize': 80, 'turnover': 119971338215, 'homeNotional': 55281.48216466778, 'foreignNotional': 11862585.882540967}, {'timestamp': datetime.datetime(2020, 5, 18, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.7, 'high': 215.45, 'low': 208.3, 'close': 214.75, 'trades': 11890, 'volume': 15279794, 'vwap': 212.75, 'lastSize': 739, 'turnover': 325075712405, 'homeNotional': 150723.47186062028, 'foreignNotional': 32067447.598720912}]
2020-05-18 07:00:20 INFO: prepare candles [CandleItem(low=214.05, high=216.35, open=214.7, close=215.05, color='GREEN'), CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED'), CandleItem(low=208.3, high=215.45, open=208.7, close=214.75, color='GREEN')]
2020-05-18 07:00:20 INFO: skip by colors first_candle=CandleItem(low=208.3, high=215.45, open=208.7, close=214.75, color='GREEN') second_candle=CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED') last_candle=CandleItem(low=214.05, high=216.35, open=214.7, close=215.05, color='GREEN')
2020-05-18 07:00:20 INFO: check need new order None
2020-05-18 07:00:20 INFO: init new order end
2020-05-18 07:00:20 INFO: 
2020-05-18 07:00:20 INFO: 
2020-05-18 07:00:20 INFO: 
2020-05-18 07:00:20 INFO: 
2020-05-18 07:02:00 INFO: 
2020-05-18 07:02:00 INFO: 
2020-05-18 07:02:00 INFO: 
2020-05-18 07:02:00 INFO: 
2020-05-18 07:02:00 INFO: clearing start
2020-05-18 07:02:00 INFO: clearing end
2020-05-18 07:02:00 INFO: 
2020-05-18 07:02:00 INFO: 
2020-05-18 07:02:00 INFO: 
2020-05-18 07:02:00 INFO: 
2020-05-18 08:00:20 INFO: 
2020-05-18 08:00:20 INFO: 
2020-05-18 08:00:20 INFO: 
2020-05-18 08:00:20 INFO: 
2020-05-18 08:00:20 INFO: init new order start
2020-05-18 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.05, 'high': 217.4, 'low': 214.9, 'close': 216.75, 'trades': 5894, 'volume': 8339249, 'vwap': 216.18, 'lastSize': 200, 'turnover': 180276611145, 'homeNotional': 82340.20115392441, 'foreignNotional': 17800240.20968665}, {'timestamp': datetime.datetime(2020, 5, 18, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 216.35, 'low': 214.05, 'close': 215.05, 'trades': 3638, 'volume': 3835014, 'vwap': 215.08, 'lastSize': 1567, 'turnover': 82480469410, 'homeNotional': 37802.19213444879, 'foreignNotional': 8130230.298248992}, {'timestamp': datetime.datetime(2020, 5, 18, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.75, 'high': 215.65, 'low': 213.35, 'close': 214.7, 'trades': 4394, 'volume': 5590883, 'vwap': 214.59, 'lastSize': 80, 'turnover': 119971338215, 'homeNotional': 55281.48216466778, 'foreignNotional': 11862585.882540967}]
2020-05-18 08:00:21 INFO: prepare candles [CandleItem(low=214.9, high=217.4, open=215.05, close=216.75, color='GREEN'), CandleItem(low=214.05, high=216.35, open=214.7, close=215.05, color='GREEN'), CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED')]
2020-05-18 08:00:21 INFO: skip by colors first_candle=CandleItem(low=213.35, high=215.65, open=214.75, close=214.7, color='RED') second_candle=CandleItem(low=214.05, high=216.35, open=214.7, close=215.05, color='GREEN') last_candle=CandleItem(low=214.9, high=217.4, open=215.05, close=216.75, color='GREEN')
2020-05-18 08:00:22 INFO: check need new order None
2020-05-18 08:00:22 INFO: init new order end
2020-05-18 08:00:22 INFO: 
2020-05-18 08:00:22 INFO: 
2020-05-18 08:00:22 INFO: 
2020-05-18 08:00:22 INFO: 
2020-05-18 08:02:06 INFO: 
2020-05-18 08:02:06 INFO: 
2020-05-18 08:02:06 INFO: 
2020-05-18 08:02:06 INFO: 
2020-05-18 08:02:06 INFO: clearing start
2020-05-18 08:02:06 INFO: clearing end
2020-05-18 08:02:06 INFO: 
2020-05-18 08:02:06 INFO: 
2020-05-18 08:02:06 INFO: 
2020-05-18 08:02:06 INFO: 
2020-05-18 09:00:20 INFO: 
2020-05-18 09:00:20 INFO: 
2020-05-18 09:00:20 INFO: 
2020-05-18 09:00:20 INFO: 
2020-05-18 09:00:20 INFO: init new order start
2020-05-18 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 216.75, 'high': 217.15, 'low': 215.55, 'close': 215.75, 'trades': 3186, 'volume': 3786385, 'vwap': 216.33, 'lastSize': 30, 'turnover': 81907781645, 'homeNotional': 37371.643111976315, 'foreignNotional': 8084314.1578524}, {'timestamp': datetime.datetime(2020, 5, 18, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.05, 'high': 217.4, 'low': 214.9, 'close': 216.75, 'trades': 5894, 'volume': 8339249, 'vwap': 216.18, 'lastSize': 200, 'turnover': 180276611145, 'homeNotional': 82340.20115392441, 'foreignNotional': 17800240.20968665}, {'timestamp': datetime.datetime(2020, 5, 18, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 216.35, 'low': 214.05, 'close': 215.05, 'trades': 3638, 'volume': 3835014, 'vwap': 215.08, 'lastSize': 1567, 'turnover': 82480469410, 'homeNotional': 37802.19213444879, 'foreignNotional': 8130230.298248992}]
2020-05-18 09:00:20 INFO: prepare candles [CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED'), CandleItem(low=214.9, high=217.4, open=215.05, close=216.75, color='GREEN'), CandleItem(low=214.05, high=216.35, open=214.7, close=215.05, color='GREEN')]
2020-05-18 09:00:20 INFO: last_candle=CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED')
2020-05-18 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED')
2020-05-18 09:00:20 INFO: skip by CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED')
2020-05-18 09:00:20 INFO: skip by CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 09:00:20 INFO: not found applicable config for candle
2020-05-18 09:00:21 INFO: check need new order None
2020-05-18 09:00:21 INFO: init new order end
2020-05-18 09:00:21 INFO: 
2020-05-18 09:00:21 INFO: 
2020-05-18 09:00:21 INFO: 
2020-05-18 09:00:21 INFO: 
2020-05-18 09:02:00 INFO: 
2020-05-18 09:02:00 INFO: 
2020-05-18 09:02:00 INFO: 
2020-05-18 09:02:00 INFO: 
2020-05-18 09:02:00 INFO: clearing start
2020-05-18 09:02:00 INFO: clearing end
2020-05-18 09:02:00 INFO: 
2020-05-18 09:02:00 INFO: 
2020-05-18 09:02:00 INFO: 
2020-05-18 09:02:00 INFO: 
2020-05-18 10:00:20 INFO: 
2020-05-18 10:00:20 INFO: 
2020-05-18 10:00:20 INFO: 
2020-05-18 10:00:20 INFO: 
2020-05-18 10:00:20 INFO: init new order start
2020-05-18 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.75, 'high': 216.4, 'low': 213.75, 'close': 214.6, 'trades': 4824, 'volume': 5718032, 'vwap': 214.97, 'lastSize': 545, 'turnover': 122919009480, 'homeNotional': 56084.12062548292, 'foreignNotional': 12056357.593355594}, {'timestamp': datetime.datetime(2020, 5, 18, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 216.75, 'high': 217.15, 'low': 215.55, 'close': 215.75, 'trades': 3186, 'volume': 3786385, 'vwap': 216.33, 'lastSize': 30, 'turnover': 81907781645, 'homeNotional': 37371.643111976315, 'foreignNotional': 8084314.1578524}, {'timestamp': datetime.datetime(2020, 5, 18, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.05, 'high': 217.4, 'low': 214.9, 'close': 216.75, 'trades': 5894, 'volume': 8339249, 'vwap': 216.18, 'lastSize': 200, 'turnover': 180276611145, 'homeNotional': 82340.20115392441, 'foreignNotional': 17800240.20968665}]
2020-05-18 10:00:20 INFO: prepare candles [CandleItem(low=213.75, high=216.4, open=215.75, close=214.6, color='RED'), CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED'), CandleItem(low=214.9, high=217.4, open=215.05, close=216.75, color='GREEN')]
2020-05-18 10:00:20 INFO: skip by colors first_candle=CandleItem(low=214.9, high=217.4, open=215.05, close=216.75, color='GREEN') second_candle=CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED') last_candle=CandleItem(low=213.75, high=216.4, open=215.75, close=214.6, color='RED')
2020-05-18 10:00:20 INFO: check need new order None
2020-05-18 10:00:20 INFO: init new order end
2020-05-18 10:00:20 INFO: 
2020-05-18 10:00:20 INFO: 
2020-05-18 10:00:20 INFO: 
2020-05-18 10:00:20 INFO: 
2020-05-18 10:02:00 INFO: 
2020-05-18 10:02:00 INFO: 
2020-05-18 10:02:00 INFO: 
2020-05-18 10:02:00 INFO: 
2020-05-18 10:02:00 INFO: clearing start
2020-05-18 10:02:00 INFO: clearing end
2020-05-18 10:02:00 INFO: 
2020-05-18 10:02:00 INFO: 
2020-05-18 10:02:00 INFO: 
2020-05-18 10:02:00 INFO: 
2020-05-18 11:00:20 INFO: 
2020-05-18 11:00:20 INFO: 
2020-05-18 11:00:20 INFO: 
2020-05-18 11:00:20 INFO: 
2020-05-18 11:00:20 INFO: init new order start
2020-05-18 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 215.1, 'low': 213.65, 'close': 214.4, 'trades': 2692, 'volume': 2606946, 'vwap': 214.32, 'lastSize': 27, 'turnover': 55871280235, 'homeNotional': 25480.736937913116, 'foreignNotional': 5460966.388104128}, {'timestamp': datetime.datetime(2020, 5, 18, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.75, 'high': 216.4, 'low': 213.75, 'close': 214.6, 'trades': 4824, 'volume': 5718032, 'vwap': 214.97, 'lastSize': 545, 'turnover': 122919009480, 'homeNotional': 56084.12062548292, 'foreignNotional': 12056357.593355594}, {'timestamp': datetime.datetime(2020, 5, 18, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 216.75, 'high': 217.15, 'low': 215.55, 'close': 215.75, 'trades': 3186, 'volume': 3786385, 'vwap': 216.33, 'lastSize': 30, 'turnover': 81907781645, 'homeNotional': 37371.643111976315, 'foreignNotional': 8084314.1578524}]
2020-05-18 11:00:21 INFO: prepare candles [CandleItem(low=213.65, high=215.1, open=214.6, close=214.4, color='RED'), CandleItem(low=213.75, high=216.4, open=215.75, close=214.6, color='RED'), CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED')]
2020-05-18 11:00:21 INFO: skip by colors first_candle=CandleItem(low=215.55, high=217.15, open=216.75, close=215.75, color='RED') second_candle=CandleItem(low=213.75, high=216.4, open=215.75, close=214.6, color='RED') last_candle=CandleItem(low=213.65, high=215.1, open=214.6, close=214.4, color='RED')
2020-05-18 11:00:21 INFO: check need new order None
2020-05-18 11:00:21 INFO: init new order end
2020-05-18 11:00:21 INFO: 
2020-05-18 11:00:21 INFO: 
2020-05-18 11:00:21 INFO: 
2020-05-18 11:00:21 INFO: 
2020-05-18 11:02:00 INFO: 
2020-05-18 11:02:00 INFO: 
2020-05-18 11:02:00 INFO: 
2020-05-18 11:02:00 INFO: 
2020-05-18 11:02:00 INFO: clearing start
2020-05-18 11:02:00 INFO: clearing end
2020-05-18 11:02:00 INFO: 
2020-05-18 11:02:00 INFO: 
2020-05-18 11:02:00 INFO: 
2020-05-18 11:02:00 INFO: 
2020-05-18 12:00:20 INFO: 
2020-05-18 12:00:20 INFO: 
2020-05-18 12:00:20 INFO: 
2020-05-18 12:00:20 INFO: 
2020-05-18 12:00:20 INFO: init new order start
2020-05-18 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.4, 'high': 215.45, 'low': 210.6, 'close': 212.25, 'trades': 5828, 'volume': 8474197, 'vwap': 213.1, 'lastSize': 40, 'turnover': 180584777980, 'homeNotional': 81833.20386715727, 'foreignNotional': 17439405.321871802}, {'timestamp': datetime.datetime(2020, 5, 18, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 215.1, 'low': 213.65, 'close': 214.4, 'trades': 2692, 'volume': 2606946, 'vwap': 214.32, 'lastSize': 27, 'turnover': 55871280235, 'homeNotional': 25480.736937913116, 'foreignNotional': 5460966.388104128}, {'timestamp': datetime.datetime(2020, 5, 18, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 215.75, 'high': 216.4, 'low': 213.75, 'close': 214.6, 'trades': 4824, 'volume': 5718032, 'vwap': 214.97, 'lastSize': 545, 'turnover': 122919009480, 'homeNotional': 56084.12062548292, 'foreignNotional': 12056357.593355594}]
2020-05-18 12:00:20 INFO: prepare candles [CandleItem(low=210.6, high=215.45, open=214.4, close=212.25, color='RED'), CandleItem(low=213.65, high=215.1, open=214.6, close=214.4, color='RED'), CandleItem(low=213.75, high=216.4, open=215.75, close=214.6, color='RED')]
2020-05-18 12:00:20 INFO: skip by colors first_candle=CandleItem(low=213.75, high=216.4, open=215.75, close=214.6, color='RED') second_candle=CandleItem(low=213.65, high=215.1, open=214.6, close=214.4, color='RED') last_candle=CandleItem(low=210.6, high=215.45, open=214.4, close=212.25, color='RED')
2020-05-18 12:00:20 INFO: check need new order None
2020-05-18 12:00:20 INFO: init new order end
2020-05-18 12:00:20 INFO: 
2020-05-18 12:00:20 INFO: 
2020-05-18 12:00:20 INFO: 
2020-05-18 12:00:20 INFO: 
2020-05-18 12:02:00 INFO: 
2020-05-18 12:02:00 INFO: 
2020-05-18 12:02:00 INFO: 
2020-05-18 12:02:00 INFO: 
2020-05-18 12:02:00 INFO: clearing start
2020-05-18 12:02:00 INFO: clearing end
2020-05-18 12:02:00 INFO: 
2020-05-18 12:02:00 INFO: 
2020-05-18 12:02:00 INFO: 
2020-05-18 12:02:00 INFO: 
2020-05-18 13:00:20 INFO: 
2020-05-18 13:00:20 INFO: 
2020-05-18 13:00:20 INFO: 
2020-05-18 13:00:20 INFO: 
2020-05-18 13:00:20 INFO: init new order start
2020-05-18 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.25, 'high': 212.9, 'low': 208.7, 'close': 210.9, 'trades': 5676, 'volume': 6488365, 'vwap': 211.28, 'lastSize': 4, 'turnover': 137080776225, 'homeNotional': 62054.6034306732, 'foreignNotional': 13110476.408601785}, {'timestamp': datetime.datetime(2020, 5, 18, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.4, 'high': 215.45, 'low': 210.6, 'close': 212.25, 'trades': 5828, 'volume': 8474197, 'vwap': 213.1, 'lastSize': 40, 'turnover': 180584777980, 'homeNotional': 81833.20386715727, 'foreignNotional': 17439405.321871802}, {'timestamp': datetime.datetime(2020, 5, 18, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.6, 'high': 215.1, 'low': 213.65, 'close': 214.4, 'trades': 2692, 'volume': 2606946, 'vwap': 214.32, 'lastSize': 27, 'turnover': 55871280235, 'homeNotional': 25480.736937913116, 'foreignNotional': 5460966.388104128}]
2020-05-18 13:00:20 INFO: prepare candles [CandleItem(low=208.7, high=212.9, open=212.25, close=210.9, color='RED'), CandleItem(low=210.6, high=215.45, open=214.4, close=212.25, color='RED'), CandleItem(low=213.65, high=215.1, open=214.6, close=214.4, color='RED')]
2020-05-18 13:00:20 INFO: skip by colors first_candle=CandleItem(low=213.65, high=215.1, open=214.6, close=214.4, color='RED') second_candle=CandleItem(low=210.6, high=215.45, open=214.4, close=212.25, color='RED') last_candle=CandleItem(low=208.7, high=212.9, open=212.25, close=210.9, color='RED')
2020-05-18 13:00:20 INFO: check need new order None
2020-05-18 13:00:20 INFO: init new order end
2020-05-18 13:00:20 INFO: 
2020-05-18 13:00:20 INFO: 
2020-05-18 13:00:20 INFO: 
2020-05-18 13:00:20 INFO: 
2020-05-18 13:02:00 INFO: 
2020-05-18 13:02:00 INFO: 
2020-05-18 13:02:00 INFO: 
2020-05-18 13:02:00 INFO: 
2020-05-18 13:02:00 INFO: clearing start
2020-05-18 13:02:01 INFO: clearing end
2020-05-18 13:02:01 INFO: 
2020-05-18 13:02:01 INFO: 
2020-05-18 13:02:01 INFO: 
2020-05-18 13:02:01 INFO: 
2020-05-18 14:00:20 INFO: 
2020-05-18 14:00:20 INFO: 
2020-05-18 14:00:20 INFO: 
2020-05-18 14:00:20 INFO: 
2020-05-18 14:00:20 INFO: init new order start
2020-05-18 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.9, 'high': 212.3, 'low': 210.75, 'close': 212.05, 'trades': 2725, 'volume': 3746672, 'vwap': 211.69, 'lastSize': 12, 'turnover': 79312848540, 'homeNotional': 36012.4441526465, 'foreignNotional': 7623468.28332728}, {'timestamp': datetime.datetime(2020, 5, 18, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.25, 'high': 212.9, 'low': 208.7, 'close': 210.9, 'trades': 5676, 'volume': 6488365, 'vwap': 211.28, 'lastSize': 4, 'turnover': 137080776225, 'homeNotional': 62054.6034306732, 'foreignNotional': 13110476.408601785}, {'timestamp': datetime.datetime(2020, 5, 18, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.4, 'high': 215.45, 'low': 210.6, 'close': 212.25, 'trades': 5828, 'volume': 8474197, 'vwap': 213.1, 'lastSize': 40, 'turnover': 180584777980, 'homeNotional': 81833.20386715727, 'foreignNotional': 17439405.321871802}]
2020-05-18 14:00:20 INFO: prepare candles [CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN'), CandleItem(low=208.7, high=212.9, open=212.25, close=210.9, color='RED'), CandleItem(low=210.6, high=215.45, open=214.4, close=212.25, color='RED')]
2020-05-18 14:00:20 INFO: last_candle=CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN')
2020-05-18 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN')
2020-05-18 14:00:20 INFO: skip by CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN')
2020-05-18 14:00:20 INFO: skip by CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 14:00:20 INFO: not found applicable config for candle
2020-05-18 14:00:20 INFO: check need new order None
2020-05-18 14:00:20 INFO: init new order end
2020-05-18 14:00:20 INFO: 
2020-05-18 14:00:20 INFO: 
2020-05-18 14:00:20 INFO: 
2020-05-18 14:00:20 INFO: 
2020-05-18 14:02:00 INFO: 
2020-05-18 14:02:00 INFO: 
2020-05-18 14:02:00 INFO: 
2020-05-18 14:02:00 INFO: 
2020-05-18 14:02:00 INFO: clearing start
2020-05-18 14:02:00 INFO: clearing end
2020-05-18 14:02:00 INFO: 
2020-05-18 14:02:00 INFO: 
2020-05-18 14:02:00 INFO: 
2020-05-18 14:02:00 INFO: 
2020-05-18 15:00:20 INFO: 
2020-05-18 15:00:20 INFO: 
2020-05-18 15:00:20 INFO: 
2020-05-18 15:00:20 INFO: 
2020-05-18 15:00:20 INFO: init new order start
2020-05-18 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.05, 'high': 212.6, 'low': 211.7, 'close': 211.85, 'trades': 1979, 'volume': 2404644, 'vwap': 212.06, 'lastSize': 9987, 'turnover': 50992009615, 'homeNotional': 23206.562403162734, 'foreignNotional': 4921103.83843248}, {'timestamp': datetime.datetime(2020, 5, 18, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.9, 'high': 212.3, 'low': 210.75, 'close': 212.05, 'trades': 2725, 'volume': 3746672, 'vwap': 211.69, 'lastSize': 12, 'turnover': 79312848540, 'homeNotional': 36012.4441526465, 'foreignNotional': 7623468.28332728}, {'timestamp': datetime.datetime(2020, 5, 18, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.25, 'high': 212.9, 'low': 208.7, 'close': 210.9, 'trades': 5676, 'volume': 6488365, 'vwap': 211.28, 'lastSize': 4, 'turnover': 137080776225, 'homeNotional': 62054.6034306732, 'foreignNotional': 13110476.408601785}]
2020-05-18 15:00:20 INFO: prepare candles [CandleItem(low=211.7, high=212.6, open=212.05, close=211.85, color='RED'), CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN'), CandleItem(low=208.7, high=212.9, open=212.25, close=210.9, color='RED')]
2020-05-18 15:00:20 INFO: skip by colors first_candle=CandleItem(low=208.7, high=212.9, open=212.25, close=210.9, color='RED') second_candle=CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN') last_candle=CandleItem(low=211.7, high=212.6, open=212.05, close=211.85, color='RED')
2020-05-18 15:00:20 INFO: check need new order None
2020-05-18 15:00:20 INFO: init new order end
2020-05-18 15:00:20 INFO: 
2020-05-18 15:00:20 INFO: 
2020-05-18 15:00:20 INFO: 
2020-05-18 15:00:20 INFO: 
2020-05-18 15:02:00 INFO: 
2020-05-18 15:02:00 INFO: 
2020-05-18 15:02:00 INFO: 
2020-05-18 15:02:00 INFO: 
2020-05-18 15:02:00 INFO: clearing start
2020-05-18 15:02:01 INFO: clearing end
2020-05-18 15:02:01 INFO: 
2020-05-18 15:02:01 INFO: 
2020-05-18 15:02:01 INFO: 
2020-05-18 15:02:01 INFO: 
2020-05-18 16:00:20 INFO: 
2020-05-18 16:00:20 INFO: 
2020-05-18 16:00:20 INFO: 
2020-05-18 16:00:20 INFO: 
2020-05-18 16:00:20 INFO: init new order start
2020-05-18 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.85, 'high': 212.5, 'low': 210.8, 'close': 212.4, 'trades': 3242, 'volume': 3297770, 'vwap': 211.68, 'lastSize': 46, 'turnover': 69804211205, 'homeNotional': 31714.26478482075, 'foreignNotional': 6713012.86054532}, {'timestamp': datetime.datetime(2020, 5, 18, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.05, 'high': 212.6, 'low': 211.7, 'close': 211.85, 'trades': 1979, 'volume': 2404644, 'vwap': 212.06, 'lastSize': 9987, 'turnover': 50992009615, 'homeNotional': 23206.562403162734, 'foreignNotional': 4921103.83843248}, {'timestamp': datetime.datetime(2020, 5, 18, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.9, 'high': 212.3, 'low': 210.75, 'close': 212.05, 'trades': 2725, 'volume': 3746672, 'vwap': 211.69, 'lastSize': 12, 'turnover': 79312848540, 'homeNotional': 36012.4441526465, 'foreignNotional': 7623468.28332728}]
2020-05-18 16:00:20 INFO: prepare candles [CandleItem(low=210.8, high=212.5, open=211.85, close=212.4, color='GREEN'), CandleItem(low=211.7, high=212.6, open=212.05, close=211.85, color='RED'), CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN')]
2020-05-18 16:00:20 INFO: skip by colors first_candle=CandleItem(low=210.75, high=212.3, open=210.9, close=212.05, color='GREEN') second_candle=CandleItem(low=211.7, high=212.6, open=212.05, close=211.85, color='RED') last_candle=CandleItem(low=210.8, high=212.5, open=211.85, close=212.4, color='GREEN')
2020-05-18 16:00:20 INFO: check need new order None
2020-05-18 16:00:20 INFO: init new order end
2020-05-18 16:00:20 INFO: 
2020-05-18 16:00:20 INFO: 
2020-05-18 16:00:20 INFO: 
2020-05-18 16:00:20 INFO: 
2020-05-18 16:02:00 INFO: 
2020-05-18 16:02:00 INFO: 
2020-05-18 16:02:00 INFO: 
2020-05-18 16:02:00 INFO: 
2020-05-18 16:02:00 INFO: clearing start
2020-05-18 16:02:00 INFO: clearing end
2020-05-18 16:02:00 INFO: 
2020-05-18 16:02:00 INFO: 
2020-05-18 16:02:00 INFO: 
2020-05-18 16:02:00 INFO: 
2020-05-18 17:00:20 INFO: 
2020-05-18 17:00:20 INFO: 
2020-05-18 17:00:20 INFO: 
2020-05-18 17:00:20 INFO: 
2020-05-18 17:00:20 INFO: init new order start
Traceback (most recent call last):
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response
    incoming_response.swagger_result = unmarshal_response_inner(  # type: ignore
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner
    response_spec = get_response_spec(status_code=response.status_code, op=op)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec
    raise MatchingResponseNotFound(
bravado_core.exception.MatchingResponseNotFound: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 88, in main
    order_props: OrderProperties = check_need_new_order(TICKER)
  File "/home/crypto/current/app/init_order_operations.py", line 53, in check_need_new_order
    source_buckets = get_buckets(ticker, 3)
  File "/home/crypto/current/app/bitmex_rest.py", line 16, in get_buckets
    return client_rest.Trade.Trade_getBucketed(binSize=bin_size, partial=False, symbol=ticker, count=count, start=start,
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 271, in result
    swagger_result = self._get_swagger_result(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 124, in wrapper
    return func(self, *args, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 300, in _get_swagger_result
    unmarshal_response(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 344, in unmarshal_response
    six.reraise(
  File "/home/crypto/venv/lib/python3.8/site-packages/six.py", line 695, in reraise
    raise value.with_traceback(tb)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 335, in unmarshal_response
    incoming_response.swagger_result = unmarshal_response_inner(  # type: ignore
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 370, in unmarshal_response_inner
    response_spec = get_response_spec(status_code=response.status_code, op=op)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/response.py", line 157, in get_response_spec
    raise MatchingResponseNotFound(
bravado.exception.HTTPTooManyRequests: 429 Too Many Requests: Response specification matching http status_code 429 not found for operation Operation(Trade_getBucketed). Either add a response specification for the status_code or use a `default` response.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-05-18 17:00:24 INFO: 
2020-05-18 17:00:24 INFO: 
2020-05-18 17:00:24 INFO: 
2020-05-18 17:00:24 INFO: 
2020-05-18 17:00:24 INFO: start trader process
2020-05-18 17:00:24 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-18 17:00:24 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-18 17:00:24 INFO: Authenticating with API Key.
2020-05-18 17:00:25 INFO: Connected to WS.
2020-05-18 18:00:20 INFO: 
2020-05-18 18:00:20 INFO: 
2020-05-18 18:00:20 INFO: 
2020-05-18 18:00:20 INFO: 
2020-05-18 18:00:20 INFO: init new order start
2020-05-18 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.55, 'high': 213.05, 'low': 211.8, 'close': 212.75, 'trades': 2253, 'volume': 2484547, 'vwap': 212.65, 'lastSize': 300, 'turnover': 52831670915, 'homeNotional': 24075.955526860325, 'foreignNotional': 5119559.387830876}, {'timestamp': datetime.datetime(2020, 5, 18, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.4, 'high': 213.25, 'low': 212.1, 'close': 212.55, 'trades': 3008, 'volume': 3920401, 'vwap': 212.68, 'lastSize': 10, 'turnover': 83375206400, 'homeNotional': 37886.71812099696, 'foreignNotional': 8057378.598584887}, {'timestamp': datetime.datetime(2020, 5, 18, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.85, 'high': 212.5, 'low': 210.8, 'close': 212.4, 'trades': 3242, 'volume': 3297770, 'vwap': 211.68, 'lastSize': 46, 'turnover': 69804211205, 'homeNotional': 31714.26478482075, 'foreignNotional': 6713012.86054532}]
2020-05-18 18:00:20 INFO: prepare candles [CandleItem(low=211.8, high=213.05, open=212.55, close=212.75, color='GREEN'), CandleItem(low=212.1, high=213.25, open=212.4, close=212.55, color='GREEN'), CandleItem(low=210.8, high=212.5, open=211.85, close=212.4, color='GREEN')]
2020-05-18 18:00:20 INFO: skip by colors first_candle=CandleItem(low=210.8, high=212.5, open=211.85, close=212.4, color='GREEN') second_candle=CandleItem(low=212.1, high=213.25, open=212.4, close=212.55, color='GREEN') last_candle=CandleItem(low=211.8, high=213.05, open=212.55, close=212.75, color='GREEN')
2020-05-18 18:00:20 INFO: check need new order None
2020-05-18 18:00:20 INFO: init new order end
2020-05-18 18:00:20 INFO: 
2020-05-18 18:00:20 INFO: 
2020-05-18 18:00:20 INFO: 
2020-05-18 18:00:20 INFO: 
2020-05-18 18:02:00 INFO: 
2020-05-18 18:02:00 INFO: 
2020-05-18 18:02:00 INFO: 
2020-05-18 18:02:00 INFO: 
2020-05-18 18:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-05-18 18:02:00 INFO: clearing end
2020-05-18 18:02:00 INFO: 
2020-05-18 18:02:00 INFO: 
2020-05-18 18:02:00 INFO: 
2020-05-18 18:02:00 INFO: 
2020-05-18 19:00:20 INFO: 
2020-05-18 19:00:20 INFO: 
2020-05-18 19:00:20 INFO: 
2020-05-18 19:00:20 INFO: 
2020-05-18 19:00:20 INFO: init new order start
2020-05-18 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.75, 'high': 212.8, 'low': 209.85, 'close': 211.2, 'trades': 3948, 'volume': 4740969, 'vwap': 211.37, 'lastSize': 100, 'turnover': 100206420175, 'homeNotional': 45886.31392389005, 'foreignNotional': 9698695.04868436}, {'timestamp': datetime.datetime(2020, 5, 18, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.55, 'high': 213.05, 'low': 211.8, 'close': 212.75, 'trades': 2253, 'volume': 2484547, 'vwap': 212.65, 'lastSize': 300, 'turnover': 52831670915, 'homeNotional': 24075.955526860325, 'foreignNotional': 5119559.387830876}, {'timestamp': datetime.datetime(2020, 5, 18, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.4, 'high': 213.25, 'low': 212.1, 'close': 212.55, 'trades': 3008, 'volume': 3920401, 'vwap': 212.68, 'lastSize': 10, 'turnover': 83375206400, 'homeNotional': 37886.71812099696, 'foreignNotional': 8057378.598584887}]
2020-05-18 19:00:20 INFO: prepare candles [CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED'), CandleItem(low=211.8, high=213.05, open=212.55, close=212.75, color='GREEN'), CandleItem(low=212.1, high=213.25, open=212.4, close=212.55, color='GREEN')]
2020-05-18 19:00:20 INFO: last_candle=CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED')
2020-05-18 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 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=209.85, high=212.8, open=212.75, close=211.2, color='RED')
2020-05-18 19:00:20 INFO: skip by CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 19:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 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=209.85, high=212.8, open=212.75, close=211.2, color='RED')
2020-05-18 19:00:20 INFO: skip by CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-18 19:00:20 INFO: not found applicable config for candle
2020-05-18 19:00:20 INFO: check need new order None
2020-05-18 19:00:20 INFO: init new order end
2020-05-18 19:00:20 INFO: 
2020-05-18 19:00:20 INFO: 
2020-05-18 19:00:20 INFO: 
2020-05-18 19:00:20 INFO: 
2020-05-18 19:02:00 INFO: 
2020-05-18 19:02:00 INFO: 
2020-05-18 19:02:00 INFO: 
2020-05-18 19:02:00 INFO: 
2020-05-18 19:02:00 INFO: clearing start
2020-05-18 19:02:00 INFO: clearing end
2020-05-18 19:02:00 INFO: 
2020-05-18 19:02:00 INFO: 
2020-05-18 19:02:00 INFO: 
2020-05-18 19:02:00 INFO: 
2020-05-18 20:00:20 INFO: 
2020-05-18 20:00:20 INFO: 
2020-05-18 20:00:20 INFO: 
2020-05-18 20:00:20 INFO: 
2020-05-18 20:00:20 INFO: init new order start
2020-05-18 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.2, 'high': 212.0, 'low': 209.0, 'close': 211.3, 'trades': 5390, 'volume': 4743794, 'vwap': 210.52, 'lastSize': 30, 'turnover': 99861747540, 'homeNotional': 45737.72658802668, 'foreignNotional': 9628352.592714658}, {'timestamp': datetime.datetime(2020, 5, 18, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.75, 'high': 212.8, 'low': 209.85, 'close': 211.2, 'trades': 3948, 'volume': 4740969, 'vwap': 211.37, 'lastSize': 100, 'turnover': 100206420175, 'homeNotional': 45886.31392389005, 'foreignNotional': 9698695.04868436}, {'timestamp': datetime.datetime(2020, 5, 18, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.55, 'high': 213.05, 'low': 211.8, 'close': 212.75, 'trades': 2253, 'volume': 2484547, 'vwap': 212.65, 'lastSize': 300, 'turnover': 52831670915, 'homeNotional': 24075.955526860325, 'foreignNotional': 5119559.387830876}]
2020-05-18 20:00:20 INFO: prepare candles [CandleItem(low=209.0, high=212.0, open=211.2, close=211.3, color='GREEN'), CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED'), CandleItem(low=211.8, high=213.05, open=212.55, close=212.75, color='GREEN')]
2020-05-18 20:00:20 INFO: skip by colors first_candle=CandleItem(low=211.8, high=213.05, open=212.55, close=212.75, color='GREEN') second_candle=CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED') last_candle=CandleItem(low=209.0, high=212.0, open=211.2, close=211.3, color='GREEN')
2020-05-18 20:00:20 INFO: check need new order None
2020-05-18 20:00:20 INFO: init new order end
2020-05-18 20:00:20 INFO: 
2020-05-18 20:00:20 INFO: 
2020-05-18 20:00:20 INFO: 
2020-05-18 20:00:20 INFO: 
2020-05-18 20:02:00 INFO: 
2020-05-18 20:02:00 INFO: 
2020-05-18 20:02:00 INFO: 
2020-05-18 20:02:00 INFO: 
2020-05-18 20:02:00 INFO: clearing start
2020-05-18 20:02:00 INFO: clearing end
2020-05-18 20:02:00 INFO: 
2020-05-18 20:02:00 INFO: 
2020-05-18 20:02:00 INFO: 
2020-05-18 20:02:00 INFO: 
2020-05-18 21:00:20 INFO: 
2020-05-18 21:00:20 INFO: 
2020-05-18 21:00:20 INFO: 
2020-05-18 21:00:20 INFO: 
2020-05-18 21:00:20 INFO: init new order start
2020-05-18 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.3, 'high': 212.35, 'low': 210.4, 'close': 212.15, 'trades': 3749, 'volume': 3964535, 'vwap': 211.46, 'lastSize': 20, 'turnover': 83830150005, 'homeNotional': 38076.986236183126, 'foreignNotional': 8051421.499761176}, {'timestamp': datetime.datetime(2020, 5, 18, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.2, 'high': 212.0, 'low': 209.0, 'close': 211.3, 'trades': 5390, 'volume': 4743794, 'vwap': 210.52, 'lastSize': 30, 'turnover': 99861747540, 'homeNotional': 45737.72658802668, 'foreignNotional': 9628352.592714658}, {'timestamp': datetime.datetime(2020, 5, 18, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.75, 'high': 212.8, 'low': 209.85, 'close': 211.2, 'trades': 3948, 'volume': 4740969, 'vwap': 211.37, 'lastSize': 100, 'turnover': 100206420175, 'homeNotional': 45886.31392389005, 'foreignNotional': 9698695.04868436}]
2020-05-18 21:00:20 INFO: prepare candles [CandleItem(low=210.4, high=212.35, open=211.3, close=212.15, color='GREEN'), CandleItem(low=209.0, high=212.0, open=211.2, close=211.3, color='GREEN'), CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED')]
2020-05-18 21:00:20 INFO: skip by colors first_candle=CandleItem(low=209.85, high=212.8, open=212.75, close=211.2, color='RED') second_candle=CandleItem(low=209.0, high=212.0, open=211.2, close=211.3, color='GREEN') last_candle=CandleItem(low=210.4, high=212.35, open=211.3, close=212.15, color='GREEN')
2020-05-18 21:00:20 INFO: check need new order None
2020-05-18 21:00:20 INFO: init new order end
2020-05-18 21:00:20 INFO: 
2020-05-18 21:00:20 INFO: 
2020-05-18 21:00:20 INFO: 
2020-05-18 21:00:20 INFO: 
2020-05-18 21:02:00 INFO: 
2020-05-18 21:02:00 INFO: 
2020-05-18 21:02:00 INFO: 
2020-05-18 21:02:00 INFO: 
2020-05-18 21:02:00 INFO: clearing start
2020-05-18 21:02:00 INFO: clearing end
2020-05-18 21:02:00 INFO: 
2020-05-18 21:02:00 INFO: 
2020-05-18 21:02:00 INFO: 
2020-05-18 21:02:00 INFO: 
2020-05-18 22:00:20 INFO: 
2020-05-18 22:00:20 INFO: 
2020-05-18 22:00:20 INFO: 
2020-05-18 22:00:20 INFO: 
2020-05-18 22:00:20 INFO: init new order start
2020-05-18 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.15, 'high': 212.8, 'low': 211.8, 'close': 211.95, 'trades': 2750, 'volume': 2725628, 'vwap': 212.11, 'lastSize': 1, 'turnover': 57812584145, 'homeNotional': 26248.79765301284, 'foreignNotional': 5567564.96127026}, {'timestamp': datetime.datetime(2020, 5, 18, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.3, 'high': 212.35, 'low': 210.4, 'close': 212.15, 'trades': 3749, 'volume': 3964535, 'vwap': 211.46, 'lastSize': 20, 'turnover': 83830150005, 'homeNotional': 38076.986236183126, 'foreignNotional': 8051421.499761176}, {'timestamp': datetime.datetime(2020, 5, 18, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.2, 'high': 212.0, 'low': 209.0, 'close': 211.3, 'trades': 5390, 'volume': 4743794, 'vwap': 210.52, 'lastSize': 30, 'turnover': 99861747540, 'homeNotional': 45737.72658802668, 'foreignNotional': 9628352.592714658}]
2020-05-18 22:00:21 INFO: prepare candles [CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED'), CandleItem(low=210.4, high=212.35, open=211.3, close=212.15, color='GREEN'), CandleItem(low=209.0, high=212.0, open=211.2, close=211.3, color='GREEN')]
2020-05-18 22:00:21 INFO: last_candle=CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED')
2020-05-18 22:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-18 22:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED')
2020-05-18 22:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=210.4, high=212.35, open=211.3, close=212.15, color='GREEN')
2020-05-18 22:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.0, high=212.0, open=211.2, close=211.3, color='GREEN')
2020-05-18 22:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-18 22:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-18 22:00:21 INFO: place order: start candle=CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED') ticker='ETHUSD' price_offset=0.1
2020-05-18 22:00:21 INFO: place order: side_factor=1 init_trigger_price=211.75 init_order_price=211.70000000000002 stop_price_offset=0.0 candle.size=1.0 stop_price=212.8 take_price=205.70000000000002
2020-05-18 22:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('211.75') init_order_price=Decimal('211.700000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.0 stop_price=Decimal('212.80000000000001136868377216160297393798828125') take_price=Decimal('205.700000000000017053025658242404460906982421875')
2020-05-18 22:00:21 INFO: place order: compute qty=-10
2020-05-18 22:00:21 INFO: place order: save order to db 75d3647d90974e129f5d51b7310c9902; response=True
2020-05-18 22:00:21 INFO: post order to exchange resp={'orderID': '774e5635-d245-d26e-2d53-38b23d5f7bd7', 'clOrdID': '75d3647d90974e129f5d51b7310c9902', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 211.7, 'displayQty': None, 'stopPx': 211.75, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 18, 19, 0, 21, 715000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 18, 19, 0, 21, 715000, tzinfo=tzutc())}
2020-05-18 22:00:21 INFO: place new init order {'qty': -10, 'init_price': Decimal('211.75'), 'stop_price': Decimal('212.80000000000001136868377216160297393798828125'), 'take_price': Decimal('205.700000000000017053025658242404460906982421875'), 'order_uid': '75d3647d90974e129f5d51b7310c9902', 'response': {'orderID': '774e5635-d245-d26e-2d53-38b23d5f7bd7', 'clOrdID': '75d3647d90974e129f5d51b7310c9902', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 211.7, 'displayQty': None, 'stopPx': 211.75, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 18, 19, 0, 21, 715000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 18, 19, 0, 21, 715000, tzinfo=tzutc())}}
2020-05-18 22:00:21 INFO: init new order end
2020-05-18 22:00:21 INFO: 
2020-05-18 22:00:21 INFO: 
2020-05-18 22:00:21 INFO: 
2020-05-18 22:00:21 INFO: 
2020-05-18 22:02:00 INFO: 
2020-05-18 22:02:00 INFO: 
2020-05-18 22:02:00 INFO: 
2020-05-18 22:02:00 INFO: 
2020-05-18 22:02:00 INFO: clearing start
2020-05-18 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '774e5635-d245-d26e-2d53-38b23d5f7bd7', 'clOrdID': '75d3647d90974e129f5d51b7310c9902', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 211.7, 'displayQty': None, 'stopPx': 211.75, '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': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 18, 19, 0, 21, 715000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 18, 19, 0, 21, 715000, tzinfo=tzutc())}
2020-05-18 22:02:00 INFO: order time=2020-05-18 19:00:21.715000+00:00; delta from now UTC=0:01:39.200867 time_delta.total_seconds()=99.200867; time_diff_offset='3600'
2020-05-18 22:02:00 INFO: skip by time diff 2020-05-18 19:00:21.715000+00:00
2020-05-18 22:02:00 INFO: clearing end
2020-05-18 22:02:00 INFO: 
2020-05-18 22:02:00 INFO: 
2020-05-18 22:02:00 INFO: 
2020-05-18 22:02:00 INFO: 
2020-05-18 23:00:20 INFO: 
2020-05-18 23:00:20 INFO: 
2020-05-18 23:00:20 INFO: 
2020-05-18 23:00:20 INFO: 
2020-05-18 23:00:20 INFO: init new order start
2020-05-18 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.95, 'high': 213.45, 'low': 211.7, 'close': 212.8, 'trades': 2778, 'volume': 3120782, 'vwap': 212.72, 'lastSize': 53, 'turnover': 66383404335, 'homeNotional': 30225.510417517813, 'foreignNotional': 6429404.970079883}, {'timestamp': datetime.datetime(2020, 5, 18, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.15, 'high': 212.8, 'low': 211.8, 'close': 211.95, 'trades': 2750, 'volume': 2725628, 'vwap': 212.11, 'lastSize': 1, 'turnover': 57812584145, 'homeNotional': 26248.79765301284, 'foreignNotional': 5567564.96127026}, {'timestamp': datetime.datetime(2020, 5, 18, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.3, 'high': 212.35, 'low': 210.4, 'close': 212.15, 'trades': 3749, 'volume': 3964535, 'vwap': 211.46, 'lastSize': 20, 'turnover': 83830150005, 'homeNotional': 38076.986236183126, 'foreignNotional': 8051421.499761176}]
2020-05-18 23:00:20 INFO: prepare candles [CandleItem(low=211.7, high=213.45, open=211.95, close=212.8, color='GREEN'), CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED'), CandleItem(low=210.4, high=212.35, open=211.3, close=212.15, color='GREEN')]
2020-05-18 23:00:20 INFO: skip by colors first_candle=CandleItem(low=210.4, high=212.35, open=211.3, close=212.15, color='GREEN') second_candle=CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED') last_candle=CandleItem(low=211.7, high=213.45, open=211.95, close=212.8, color='GREEN')
2020-05-18 23:00:20 INFO: check need new order None
2020-05-18 23:00:20 INFO: init new order end
2020-05-18 23:00:20 INFO: 
2020-05-18 23:00:20 INFO: 
2020-05-18 23:00:20 INFO: 
2020-05-18 23:00:20 INFO: 
2020-05-18 23:02:00 INFO: 
2020-05-18 23:02:00 INFO: 
2020-05-18 23:02:00 INFO: 
2020-05-18 23:02:00 INFO: 
2020-05-18 23:02:00 INFO: clearing start
2020-05-18 23:02:00 INFO: clearing end
2020-05-18 23:02:00 INFO: 
2020-05-18 23:02:00 INFO: 
2020-05-18 23:02:00 INFO: 
2020-05-18 23:02:00 INFO: 
2020-05-18 23:17:30 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(
2020-05-18 23:17:34 INFO: 
2020-05-18 23:17:34 INFO: 
2020-05-18 23:17:34 INFO: 
2020-05-18 23:17:34 INFO: 
2020-05-18 23:17:34 INFO: start trader process
2020-05-18 23:17:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-18 23:17:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-18 23:17:34 INFO: Authenticating with API Key.
2020-05-18 23:17:35 INFO: Connected to WS.
2020-05-19 00:00:20 INFO: 
2020-05-19 00:00:20 INFO: 
2020-05-19 00:00:20 INFO: 
2020-05-19 00:00:20 INFO: 
2020-05-19 00:00:20 INFO: init new order start
2020-05-19 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.8, 'high': 213.1, 'low': 212.5, 'close': 212.9, 'trades': 1789, 'volume': 1582730, 'vwap': 212.82, 'lastSize': 1, 'turnover': 33683366460, 'homeNotional': 15322.26495121587, 'foreignNotional': 3260855.871303556}, {'timestamp': datetime.datetime(2020, 5, 18, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.95, 'high': 213.45, 'low': 211.7, 'close': 212.8, 'trades': 2778, 'volume': 3120782, 'vwap': 212.72, 'lastSize': 53, 'turnover': 66383404335, 'homeNotional': 30225.510417517813, 'foreignNotional': 6429404.970079883}, {'timestamp': datetime.datetime(2020, 5, 18, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.15, 'high': 212.8, 'low': 211.8, 'close': 211.95, 'trades': 2750, 'volume': 2725628, 'vwap': 212.11, 'lastSize': 1, 'turnover': 57812584145, 'homeNotional': 26248.79765301284, 'foreignNotional': 5567564.96127026}]
2020-05-19 00:00:20 INFO: prepare candles [CandleItem(low=212.5, high=213.1, open=212.8, close=212.9, color='GREEN'), CandleItem(low=211.7, high=213.45, open=211.95, close=212.8, color='GREEN'), CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED')]
2020-05-19 00:00:20 INFO: skip by colors first_candle=CandleItem(low=211.8, high=212.8, open=212.15, close=211.95, color='RED') second_candle=CandleItem(low=211.7, high=213.45, open=211.95, close=212.8, color='GREEN') last_candle=CandleItem(low=212.5, high=213.1, open=212.8, close=212.9, color='GREEN')
2020-05-19 00:00:20 INFO: check need new order None
2020-05-19 00:00:20 INFO: init new order end
2020-05-19 00:00:20 INFO: 
2020-05-19 00:00:20 INFO: 
2020-05-19 00:00:20 INFO: 
2020-05-19 00:00:20 INFO: 
2020-05-19 00:02:00 INFO: 
2020-05-19 00:02:00 INFO: 
2020-05-19 00:02:00 INFO: 
2020-05-19 00:02:00 INFO: 
2020-05-19 00:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-05-19 00:02:00 INFO: clearing end
2020-05-19 00:02:00 INFO: 
2020-05-19 00:02:00 INFO: 
2020-05-19 00:02:00 INFO: 
2020-05-19 00:02:00 INFO: 
2020-05-19 01:00:20 INFO: 
2020-05-19 01:00:20 INFO: 
2020-05-19 01:00:20 INFO: 
2020-05-19 01:00:20 INFO: 
2020-05-19 01:00:20 INFO: init new order start
2020-05-19 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.9, 'high': 213.7, 'low': 212.6, 'close': 213.35, 'trades': 1664, 'volume': 1949787, 'vwap': 213.3, 'lastSize': 150, 'turnover': 41588263635, 'homeNotional': 18915.21292939685, 'foreignNotional': 4034550.477400393}, {'timestamp': datetime.datetime(2020, 5, 18, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.8, 'high': 213.1, 'low': 212.5, 'close': 212.9, 'trades': 1789, 'volume': 1582730, 'vwap': 212.82, 'lastSize': 1, 'turnover': 33683366460, 'homeNotional': 15322.26495121587, 'foreignNotional': 3260855.871303556}, {'timestamp': datetime.datetime(2020, 5, 18, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.95, 'high': 213.45, 'low': 211.7, 'close': 212.8, 'trades': 2778, 'volume': 3120782, 'vwap': 212.72, 'lastSize': 53, 'turnover': 66383404335, 'homeNotional': 30225.510417517813, 'foreignNotional': 6429404.970079883}]
2020-05-19 01:00:20 INFO: prepare candles [CandleItem(low=212.6, high=213.7, open=212.9, close=213.35, color='GREEN'), CandleItem(low=212.5, high=213.1, open=212.8, close=212.9, color='GREEN'), CandleItem(low=211.7, high=213.45, open=211.95, close=212.8, color='GREEN')]
2020-05-19 01:00:20 INFO: skip by colors first_candle=CandleItem(low=211.7, high=213.45, open=211.95, close=212.8, color='GREEN') second_candle=CandleItem(low=212.5, high=213.1, open=212.8, close=212.9, color='GREEN') last_candle=CandleItem(low=212.6, high=213.7, open=212.9, close=213.35, color='GREEN')
2020-05-19 01:00:20 INFO: check need new order None
2020-05-19 01:00:20 INFO: init new order end
2020-05-19 01:00:20 INFO: 
2020-05-19 01:00:20 INFO: 
2020-05-19 01:00:20 INFO: 
2020-05-19 01:00:20 INFO: 
2020-05-19 01:02:00 INFO: 
2020-05-19 01:02:00 INFO: 
2020-05-19 01:02:00 INFO: 
2020-05-19 01:02:00 INFO: 
2020-05-19 01:02:00 INFO: clearing start
2020-05-19 01:02:00 INFO: clearing end
2020-05-19 01:02:00 INFO: 
2020-05-19 01:02:00 INFO: 
2020-05-19 01:02:00 INFO: 
2020-05-19 01:02:00 INFO: 
2020-05-19 01:30:27 INFO: Websocket Closed
2020-05-19 01:30:27 WARNING: reconnect to socket
2020-05-19 01:30:27 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-19 01:30:27 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-19 01:30:27 INFO: Authenticating with API Key.
2020-05-19 01:30:28 INFO: Connected to WS.
2020-05-19 01:38:36 INFO: Websocket Closed
2020-05-19 01:38:37 WARNING: reconnect to socket
2020-05-19 01:38:37 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-19 01:38:37 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-19 01:38:37 INFO: Authenticating with API Key.
2020-05-19 01:38:38 INFO: Connected to WS.
2020-05-19 02:00:20 INFO: 
2020-05-19 02:00:20 INFO: 
2020-05-19 02:00:20 INFO: 
2020-05-19 02:00:20 INFO: 
2020-05-19 02:00:20 INFO: init new order start
2020-05-19 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 18, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.95, 'low': 212.95, 'close': 214.55, 'trades': 3076, 'volume': 3261624, 'vwap': 214.25, 'lastSize': 20, 'turnover': 69879248185, 'homeNotional': 31688.802007891205, 'foreignNotional': 6789250.818889872}, {'timestamp': datetime.datetime(2020, 5, 18, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.9, 'high': 213.7, 'low': 212.6, 'close': 213.35, 'trades': 1664, 'volume': 1949787, 'vwap': 213.3, 'lastSize': 150, 'turnover': 41588263635, 'homeNotional': 18915.21292939685, 'foreignNotional': 4034550.477400393}, {'timestamp': datetime.datetime(2020, 5, 18, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.8, 'high': 213.1, 'low': 212.5, 'close': 212.9, 'trades': 1789, 'volume': 1582730, 'vwap': 212.82, 'lastSize': 1, 'turnover': 33683366460, 'homeNotional': 15322.26495121587, 'foreignNotional': 3260855.871303556}]
2020-05-19 02:00:20 INFO: prepare candles [CandleItem(low=212.95, high=214.95, open=213.35, close=214.55, color='GREEN'), CandleItem(low=212.6, high=213.7, open=212.9, close=213.35, color='GREEN'), CandleItem(low=212.5, high=213.1, open=212.8, close=212.9, color='GREEN')]
2020-05-19 02:00:20 INFO: skip by colors first_candle=CandleItem(low=212.5, high=213.1, open=212.8, close=212.9, color='GREEN') second_candle=CandleItem(low=212.6, high=213.7, open=212.9, close=213.35, color='GREEN') last_candle=CandleItem(low=212.95, high=214.95, open=213.35, close=214.55, color='GREEN')
2020-05-19 02:00:20 INFO: check need new order None
2020-05-19 02:00:20 INFO: init new order end
2020-05-19 02:00:20 INFO: 
2020-05-19 02:00:20 INFO: 
2020-05-19 02:00:20 INFO: 
2020-05-19 02:00:20 INFO: 
2020-05-19 02:02:00 INFO: 
2020-05-19 02:02:00 INFO: 
2020-05-19 02:02:00 INFO: 
2020-05-19 02:02:00 INFO: 
2020-05-19 02:02:00 INFO: clearing start
2020-05-19 02:02:00 INFO: clearing end
2020-05-19 02:02:00 INFO: 
2020-05-19 02:02:00 INFO: 
2020-05-19 02:02:00 INFO: 
2020-05-19 02:02:00 INFO: 
2020-05-19 03:00:20 INFO: 
2020-05-19 03:00:20 INFO: 
2020-05-19 03:00:20 INFO: 
2020-05-19 03:00:20 INFO: 
2020-05-19 03:00:20 INFO: init new order start
2020-05-19 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.55, 'high': 215.25, 'low': 214.1, 'close': 214.95, 'trades': 2179, 'volume': 2314449, 'vwap': 214.75, 'lastSize': 200, 'turnover': 49702681120, 'homeNotional': 22508.659065440334, 'foreignNotional': 4833734.336256111}, {'timestamp': datetime.datetime(2020, 5, 18, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.95, 'low': 212.95, 'close': 214.55, 'trades': 3076, 'volume': 3261624, 'vwap': 214.25, 'lastSize': 20, 'turnover': 69879248185, 'homeNotional': 31688.802007891205, 'foreignNotional': 6789250.818889872}, {'timestamp': datetime.datetime(2020, 5, 18, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.9, 'high': 213.7, 'low': 212.6, 'close': 213.35, 'trades': 1664, 'volume': 1949787, 'vwap': 213.3, 'lastSize': 150, 'turnover': 41588263635, 'homeNotional': 18915.21292939685, 'foreignNotional': 4034550.477400393}]
2020-05-19 03:00:20 INFO: prepare candles [CandleItem(low=214.1, high=215.25, open=214.55, close=214.95, color='GREEN'), CandleItem(low=212.95, high=214.95, open=213.35, close=214.55, color='GREEN'), CandleItem(low=212.6, high=213.7, open=212.9, close=213.35, color='GREEN')]
2020-05-19 03:00:20 INFO: skip by colors first_candle=CandleItem(low=212.6, high=213.7, open=212.9, close=213.35, color='GREEN') second_candle=CandleItem(low=212.95, high=214.95, open=213.35, close=214.55, color='GREEN') last_candle=CandleItem(low=214.1, high=215.25, open=214.55, close=214.95, color='GREEN')
2020-05-19 03:00:20 INFO: check need new order None
2020-05-19 03:00:20 INFO: init new order end
2020-05-19 03:00:20 INFO: 
2020-05-19 03:00:20 INFO: 
2020-05-19 03:00:20 INFO: 
2020-05-19 03:00:20 INFO: 
2020-05-19 03:02:00 INFO: 
2020-05-19 03:02:00 INFO: 
2020-05-19 03:02:00 INFO: 
2020-05-19 03:02:00 INFO: 
2020-05-19 03:02:00 INFO: clearing start
2020-05-19 03:02:00 INFO: clearing end
2020-05-19 03:02:00 INFO: 
2020-05-19 03:02:00 INFO: 
2020-05-19 03:02:00 INFO: 
2020-05-19 03:02:00 INFO: 
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:20 INFO: init new order start
2020-05-19 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 215.2, 'low': 211.6, 'close': 212.1, 'trades': 5618, 'volume': 4783039, 'vwap': 213.12, 'lastSize': 314, 'turnover': 101935301125, 'homeNotional': 46132.534597960934, 'foreignNotional': 9831867.021608585}, {'timestamp': datetime.datetime(2020, 5, 19, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.55, 'high': 215.25, 'low': 214.1, 'close': 214.95, 'trades': 2179, 'volume': 2314449, 'vwap': 214.75, 'lastSize': 200, 'turnover': 49702681120, 'homeNotional': 22508.659065440334, 'foreignNotional': 4833734.336256111}, {'timestamp': datetime.datetime(2020, 5, 18, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 213.35, 'high': 214.95, 'low': 212.95, 'close': 214.55, 'trades': 3076, 'volume': 3261624, 'vwap': 214.25, 'lastSize': 20, 'turnover': 69879248185, 'homeNotional': 31688.802007891205, 'foreignNotional': 6789250.818889872}]
2020-05-19 04:00:20 INFO: prepare candles [CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED'), CandleItem(low=214.1, high=215.25, open=214.55, close=214.95, color='GREEN'), CandleItem(low=212.95, high=214.95, open=213.35, close=214.55, color='GREEN')]
2020-05-19 04:00:20 INFO: last_candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED')
2020-05-19 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-19 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED')
2020-05-19 04:00:20 INFO: skip by CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-19 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-19 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED')
2020-05-19 04:00:20 INFO: apply filter None to candle=CandleItem(low=214.1, high=215.25, open=214.55, close=214.95, color='GREEN')
2020-05-19 04:00:20 INFO: apply filter None to candle=CandleItem(low=212.95, high=214.95, open=213.35, close=214.55, color='GREEN')
2020-05-19 04:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-05-19 04:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED'), take_profit_factor=5.0, clearing_interval=3600)
2020-05-19 04:00:20 INFO: place order: start candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED') ticker='ETHUSD' price_offset=0.1
2020-05-19 04:00:20 INFO: place order: side_factor=1 init_trigger_price=211.54999999999998 init_order_price=211.5 stop_price_offset=0.0 candle.size=3.5999999999999943 stop_price=215.2 take_price=193.50000000000003
2020-05-19 04:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('211.549999999999982946974341757595539093017578125') init_order_price=Decimal('211.5') stop_price_offset=0.0 candle.size=3.5999999999999943 stop_price=Decimal('215.19999999999998863131622783839702606201171875') take_price=Decimal('193.500000000000028421709430404007434844970703125')
2020-05-19 04:00:20 INFO: place order: compute qty=-3
2020-05-19 04:00:20 INFO: place order: save order to db 588d5d247a234e0588c5450d2fbfd703; response=True
2020-05-19 04:00:20 INFO: post order to exchange resp={'orderID': 'd7f5bad6-55ca-a7e6-15bc-9f0322bc546e', 'clOrdID': '588d5d247a234e0588c5450d2fbfd703', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 211.5, 'displayQty': None, 'stopPx': 211.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc())}
2020-05-19 04:00:20 INFO: place new init order {'qty': -3, 'init_price': Decimal('211.549999999999982946974341757595539093017578125'), 'stop_price': Decimal('215.19999999999998863131622783839702606201171875'), 'take_price': Decimal('193.500000000000028421709430404007434844970703125'), 'order_uid': '588d5d247a234e0588c5450d2fbfd703', 'response': {'orderID': 'd7f5bad6-55ca-a7e6-15bc-9f0322bc546e', 'clOrdID': '588d5d247a234e0588c5450d2fbfd703', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 211.5, 'displayQty': None, 'stopPx': 211.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc())}}
2020-05-19 04:00:20 INFO: init new order end
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:20 INFO: 
2020-05-19 04:00:21 INFO: process event {'orderID': 'd7f5bad6-55ca-a7e6-15bc-9f0322bc546e', 'clOrdID': '588d5d247a234e0588c5450d2fbfd703', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 211.5, 'displayQty': None, 'stopPx': 211.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-19T01:00:20.738Z', 'timestamp': '2020-05-19T01:00:20.738Z'}
2020-05-19 04:00:21 INFO: skip event 588d5d247a234e0588c5450d2fbfd703 New
2020-05-19 04:02:00 INFO: 
2020-05-19 04:02:00 INFO: 
2020-05-19 04:02:00 INFO: 
2020-05-19 04:02:00 INFO: 
2020-05-19 04:02:00 INFO: clearing start
2020-05-19 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd7f5bad6-55ca-a7e6-15bc-9f0322bc546e', 'clOrdID': '588d5d247a234e0588c5450d2fbfd703', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 211.5, 'displayQty': None, 'stopPx': 211.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc())}
2020-05-19 04:02:00 INFO: order time=2020-05-19 01:00:20.738000+00:00; delta from now UTC=0:01:40.243002 time_delta.total_seconds()=100.243002; time_diff_offset='3600'
2020-05-19 04:02:00 INFO: skip by time diff 2020-05-19 01:00:20.738000+00:00
2020-05-19 04:02:00 INFO: clearing end
2020-05-19 04:02:00 INFO: 
2020-05-19 04:02:00 INFO: 
2020-05-19 04:02:00 INFO: 
2020-05-19 04:02:00 INFO: 
2020-05-19 05:00:20 INFO: 
2020-05-19 05:00:20 INFO: 
2020-05-19 05:00:20 INFO: 
2020-05-19 05:00:20 INFO: 
2020-05-19 05:00:20 INFO: init new order start
2020-05-19 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.1, 'high': 212.7, 'low': 211.8, 'close': 212.5, 'trades': 1524, 'volume': 1900535, 'vwap': 212.27, 'lastSize': 1471, 'turnover': 40341368185, 'homeNotional': 18318.024073001616, 'foreignNotional': 3888245.5301555777}, {'timestamp': datetime.datetime(2020, 5, 19, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 215.2, 'low': 211.6, 'close': 212.1, 'trades': 5618, 'volume': 4783039, 'vwap': 213.12, 'lastSize': 314, 'turnover': 101935301125, 'homeNotional': 46132.534597960934, 'foreignNotional': 9831867.021608585}, {'timestamp': datetime.datetime(2020, 5, 19, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.55, 'high': 215.25, 'low': 214.1, 'close': 214.95, 'trades': 2179, 'volume': 2314449, 'vwap': 214.75, 'lastSize': 200, 'turnover': 49702681120, 'homeNotional': 22508.659065440334, 'foreignNotional': 4833734.336256111}]
2020-05-19 05:00:20 INFO: prepare candles [CandleItem(low=211.8, high=212.7, open=212.1, close=212.5, color='GREEN'), CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED'), CandleItem(low=214.1, high=215.25, open=214.55, close=214.95, color='GREEN')]
2020-05-19 05:00:20 INFO: skip by colors first_candle=CandleItem(low=214.1, high=215.25, open=214.55, close=214.95, color='GREEN') second_candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED') last_candle=CandleItem(low=211.8, high=212.7, open=212.1, close=212.5, color='GREEN')
2020-05-19 05:00:20 INFO: check need new order None
2020-05-19 05:00:20 INFO: init new order end
2020-05-19 05:00:20 INFO: 
2020-05-19 05:00:20 INFO: 
2020-05-19 05:00:20 INFO: 
2020-05-19 05:00:20 INFO: 
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: clearing start
2020-05-19 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd7f5bad6-55ca-a7e6-15bc-9f0322bc546e', 'clOrdID': '588d5d247a234e0588c5450d2fbfd703', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 211.5, 'displayQty': None, 'stopPx': 211.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc())}
2020-05-19 05:02:00 INFO: order time=2020-05-19 01:00:20.738000+00:00; delta from now UTC=1:01:39.750229 time_delta.total_seconds()=3699.750229; time_diff_offset='3600'
2020-05-19 05:02:00 INFO: clear order 588d5d247a234e0588c5450d2fbfd703
2020-05-19 05:02:00 INFO: cancel order resp=[{'orderID': 'd7f5bad6-55ca-a7e6-15bc-9f0322bc546e', 'clOrdID': '588d5d247a234e0588c5450d2fbfd703', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 211.5, 'displayQty': None, 'stopPx': 211.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 1, 0, 20, 738000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 2, 2, 0, 664000, tzinfo=tzutc())}]
2020-05-19 05:02:00 INFO: clearing end
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: 
2020-05-19 05:02:00 INFO: process event {'orderID': 'd7f5bad6-55ca-a7e6-15bc-9f0322bc546e', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-05-19T02:02:00.664Z', 'clOrdID': '588d5d247a234e0588c5450d2fbfd703', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-19 05:02:00 INFO: skip event 588d5d247a234e0588c5450d2fbfd703 Canceled
2020-05-19 06:00:20 INFO: 
2020-05-19 06:00:20 INFO: 
2020-05-19 06:00:20 INFO: 
2020-05-19 06:00:20 INFO: 
2020-05-19 06:00:20 INFO: init new order start
2020-05-19 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.5, 'high': 212.55, 'low': 210.15, 'close': 211.9, 'trades': 4384, 'volume': 4776811, 'vwap': 211.4, 'lastSize': 835, 'turnover': 100978238725, 'homeNotional': 45839.31810889335, 'foreignNotional': 9690113.377045076}, {'timestamp': datetime.datetime(2020, 5, 19, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.1, 'high': 212.7, 'low': 211.8, 'close': 212.5, 'trades': 1524, 'volume': 1900535, 'vwap': 212.27, 'lastSize': 1471, 'turnover': 40341368185, 'homeNotional': 18318.024073001616, 'foreignNotional': 3888245.5301555777}, {'timestamp': datetime.datetime(2020, 5, 19, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 215.2, 'low': 211.6, 'close': 212.1, 'trades': 5618, 'volume': 4783039, 'vwap': 213.12, 'lastSize': 314, 'turnover': 101935301125, 'homeNotional': 46132.534597960934, 'foreignNotional': 9831867.021608585}]
2020-05-19 06:00:20 INFO: prepare candles [CandleItem(low=210.15, high=212.55, open=212.5, close=211.9, color='RED'), CandleItem(low=211.8, high=212.7, open=212.1, close=212.5, color='GREEN'), CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED')]
2020-05-19 06:00:20 INFO: skip by colors first_candle=CandleItem(low=211.6, high=215.2, open=214.95, close=212.1, color='RED') second_candle=CandleItem(low=211.8, high=212.7, open=212.1, close=212.5, color='GREEN') last_candle=CandleItem(low=210.15, high=212.55, open=212.5, close=211.9, color='RED')
2020-05-19 06:00:20 INFO: check need new order None
2020-05-19 06:00:20 INFO: init new order end
2020-05-19 06:00:20 INFO: 
2020-05-19 06:00:20 INFO: 
2020-05-19 06:00:20 INFO: 
2020-05-19 06:00:20 INFO: 
2020-05-19 06:02:00 INFO: 
2020-05-19 06:02:00 INFO: 
2020-05-19 06:02:00 INFO: 
2020-05-19 06:02:00 INFO: 
2020-05-19 06:02:00 INFO: clearing start
2020-05-19 06:02:00 INFO: clearing end
2020-05-19 06:02:00 INFO: 
2020-05-19 06:02:00 INFO: 
2020-05-19 06:02:00 INFO: 
2020-05-19 06:02:00 INFO: 
2020-05-19 07:00:20 INFO: 
2020-05-19 07:00:20 INFO: 
2020-05-19 07:00:20 INFO: 
2020-05-19 07:00:20 INFO: 
2020-05-19 07:00:20 INFO: init new order start
2020-05-19 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.9, 'high': 212.1, 'low': 209.65, 'close': 210.3, 'trades': 2772, 'volume': 2747793, 'vwap': 210.81, 'lastSize': 1, 'turnover': 57923647215, 'homeNotional': 26283.369258825955, 'foreignNotional': 5540621.273670487}, {'timestamp': datetime.datetime(2020, 5, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.5, 'high': 212.55, 'low': 210.15, 'close': 211.9, 'trades': 4384, 'volume': 4776811, 'vwap': 211.4, 'lastSize': 835, 'turnover': 100978238725, 'homeNotional': 45839.31810889335, 'foreignNotional': 9690113.377045076}, {'timestamp': datetime.datetime(2020, 5, 19, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.1, 'high': 212.7, 'low': 211.8, 'close': 212.5, 'trades': 1524, 'volume': 1900535, 'vwap': 212.27, 'lastSize': 1471, 'turnover': 40341368185, 'homeNotional': 18318.024073001616, 'foreignNotional': 3888245.5301555777}]
2020-05-19 07:00:21 INFO: prepare candles [CandleItem(low=209.65, high=212.1, open=211.9, close=210.3, color='RED'), CandleItem(low=210.15, high=212.55, open=212.5, close=211.9, color='RED'), CandleItem(low=211.8, high=212.7, open=212.1, close=212.5, color='GREEN')]
2020-05-19 07:00:21 INFO: skip by colors first_candle=CandleItem(low=211.8, high=212.7, open=212.1, close=212.5, color='GREEN') second_candle=CandleItem(low=210.15, high=212.55, open=212.5, close=211.9, color='RED') last_candle=CandleItem(low=209.65, high=212.1, open=211.9, close=210.3, color='RED')
2020-05-19 07:00:21 INFO: check need new order None
2020-05-19 07:00:21 INFO: init new order end
2020-05-19 07:00:21 INFO: 
2020-05-19 07:00:21 INFO: 
2020-05-19 07:00:21 INFO: 
2020-05-19 07:00:21 INFO: 
2020-05-19 07:02:00 INFO: 
2020-05-19 07:02:00 INFO: 
2020-05-19 07:02:00 INFO: 
2020-05-19 07:02:00 INFO: 
2020-05-19 07:02:00 INFO: clearing start
2020-05-19 07:02:00 INFO: clearing end
2020-05-19 07:02:00 INFO: 
2020-05-19 07:02:00 INFO: 
2020-05-19 07:02:00 INFO: 
2020-05-19 07:02:00 INFO: 
2020-05-19 08:00:20 INFO: 
2020-05-19 08:00:20 INFO: 
2020-05-19 08:00:20 INFO: 
2020-05-19 08:00:20 INFO: 
2020-05-19 08:00:20 INFO: init new order start
2020-05-19 08:00:27 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.3, 'high': 211.45, 'low': 209.6, 'close': 211.05, 'trades': 2805, 'volume': 3148002, 'vwap': 210.64, 'lastSize': 305, 'turnover': 66308829760, 'homeNotional': 29981.718768974297, 'foreignNotional': 6315306.586511681}, {'timestamp': datetime.datetime(2020, 5, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.9, 'high': 212.1, 'low': 209.65, 'close': 210.3, 'trades': 2772, 'volume': 2747793, 'vwap': 210.81, 'lastSize': 1, 'turnover': 57923647215, 'homeNotional': 26283.369258825955, 'foreignNotional': 5540621.273670487}, {'timestamp': datetime.datetime(2020, 5, 19, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.5, 'high': 212.55, 'low': 210.15, 'close': 211.9, 'trades': 4384, 'volume': 4776811, 'vwap': 211.4, 'lastSize': 835, 'turnover': 100978238725, 'homeNotional': 45839.31810889335, 'foreignNotional': 9690113.377045076}]
2020-05-19 08:00:27 INFO: prepare candles [CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN'), CandleItem(low=209.65, high=212.1, open=211.9, close=210.3, color='RED'), CandleItem(low=210.15, high=212.55, open=212.5, close=211.9, color='RED')]
2020-05-19 08:00:27 INFO: last_candle=CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN')
2020-05-19 08:00:27 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-19 08:00:27 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN')
2020-05-19 08:00:27 INFO: skip by CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-19 08:00:27 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-19 08:00:28 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN')
2020-05-19 08:00:29 INFO: skip by CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-19 08:00:29 INFO: not found applicable config for candle
2020-05-19 08:00:29 INFO: check need new order None
2020-05-19 08:00:29 INFO: init new order end
2020-05-19 08:00:29 INFO: 
2020-05-19 08:00:29 INFO: 
2020-05-19 08:00:29 INFO: 
2020-05-19 08:00:29 INFO: 
2020-05-19 08:02:00 INFO: 
2020-05-19 08:02:00 INFO: 
2020-05-19 08:02:00 INFO: 
2020-05-19 08:02:00 INFO: 
2020-05-19 08:02:00 INFO: clearing start
2020-05-19 08:02:00 INFO: clearing end
2020-05-19 08:02:00 INFO: 
2020-05-19 08:02:00 INFO: 
2020-05-19 08:02:00 INFO: 
2020-05-19 08:02:00 INFO: 
2020-05-19 09:00:20 INFO: 
2020-05-19 09:00:20 INFO: 
2020-05-19 09:00:20 INFO: 
2020-05-19 09:00:20 INFO: 
2020-05-19 09:00:20 INFO: init new order start
2020-05-19 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.05, 'high': 212.8, 'low': 210.95, 'close': 212.7, 'trades': 2325, 'volume': 2679960, 'vwap': 212.05, 'lastSize': 14, 'turnover': 56827181220, 'homeNotional': 25650.659268591822, 'foreignNotional': 5439121.246180375}, {'timestamp': datetime.datetime(2020, 5, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.3, 'high': 211.45, 'low': 209.6, 'close': 211.05, 'trades': 2805, 'volume': 3148002, 'vwap': 210.64, 'lastSize': 305, 'turnover': 66308829760, 'homeNotional': 29981.718768974297, 'foreignNotional': 6315306.586511681}, {'timestamp': datetime.datetime(2020, 5, 19, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.9, 'high': 212.1, 'low': 209.65, 'close': 210.3, 'trades': 2772, 'volume': 2747793, 'vwap': 210.81, 'lastSize': 1, 'turnover': 57923647215, 'homeNotional': 26283.369258825955, 'foreignNotional': 5540621.273670487}]
2020-05-19 09:00:20 INFO: prepare candles [CandleItem(low=210.95, high=212.8, open=211.05, close=212.7, color='GREEN'), CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN'), CandleItem(low=209.65, high=212.1, open=211.9, close=210.3, color='RED')]
2020-05-19 09:00:20 INFO: skip by colors first_candle=CandleItem(low=209.65, high=212.1, open=211.9, close=210.3, color='RED') second_candle=CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN') last_candle=CandleItem(low=210.95, high=212.8, open=211.05, close=212.7, color='GREEN')
2020-05-19 09:00:20 INFO: check need new order None
2020-05-19 09:00:20 INFO: init new order end
2020-05-19 09:00:20 INFO: 
2020-05-19 09:00:20 INFO: 
2020-05-19 09:00:20 INFO: 
2020-05-19 09:00:20 INFO: 
2020-05-19 09:02:00 INFO: 
2020-05-19 09:02:00 INFO: 
2020-05-19 09:02:00 INFO: 
2020-05-19 09:02:00 INFO: 
2020-05-19 09:02:00 INFO: clearing start
2020-05-19 09:02:00 INFO: clearing end
2020-05-19 09:02:00 INFO: 
2020-05-19 09:02:00 INFO: 
2020-05-19 09:02:00 INFO: 
2020-05-19 09:02:00 INFO: 
2020-05-19 09:28:43 INFO: process event {'orderID': 'd339b312-fdd7-857b-f1bc-1984a22cee83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': 212.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2020-05-19T06:28:43.191Z', 'timestamp': '2020-05-19T06:28:43.191Z'}
2020-05-19 09:28:43 INFO: skip event  New
2020-05-19 09:28:43 INFO: process event {'orderID': 'd339b312-fdd7-857b-f1bc-1984a22cee83', 'side': 'Sell', 'orderQty': 20, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 20, 'avgPx': 212.3, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-19T06:28:43.191Z'}
2020-05-19 09:28:43 INFO: add new event={'uid': '', 'status': 'Filled'}
2020-05-19 09:28:43 INFO: 
2020-05-19 09:28:43 INFO: 
2020-05-19 09:28:43 INFO: 
2020-05-19 09:28:43 INFO: 
2020-05-19 09:28:43 INFO: process event start
2020-05-19 09:28:43 INFO: fetch new order event 
2020-05-19 09:28:43 INFO: fetch orders by event init=None profit_pair=None
2020-05-19 09:28:43 WARNING: NOT FOUND ORDER INTO STORAGE!
2020-05-19 09:28:43 INFO: end process event_processing_result='not found order'
2020-05-19 09:28:43 INFO: 
2020-05-19 09:28:43 INFO: 
2020-05-19 09:28:43 INFO: 
2020-05-19 09:28:43 INFO: 
2020-05-19 10:00:20 INFO: 
2020-05-19 10:00:20 INFO: 
2020-05-19 10:00:20 INFO: 
2020-05-19 10:00:20 INFO: 
2020-05-19 10:00:20 INFO: init new order start
2020-05-19 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.7, 'high': 212.85, 'low': 211.8, 'close': 212.15, 'trades': 1550, 'volume': 1690307, 'vwap': 212.31, 'lastSize': 1, 'turnover': 35886029535, 'homeNotional': 16212.159351326873, 'foreignNotional': 3441921.6987918303}, {'timestamp': datetime.datetime(2020, 5, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.05, 'high': 212.8, 'low': 210.95, 'close': 212.7, 'trades': 2325, 'volume': 2679960, 'vwap': 212.05, 'lastSize': 14, 'turnover': 56827181220, 'homeNotional': 25650.659268591822, 'foreignNotional': 5439121.246180375}, {'timestamp': datetime.datetime(2020, 5, 19, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.3, 'high': 211.45, 'low': 209.6, 'close': 211.05, 'trades': 2805, 'volume': 3148002, 'vwap': 210.64, 'lastSize': 305, 'turnover': 66308829760, 'homeNotional': 29981.718768974297, 'foreignNotional': 6315306.586511681}]
2020-05-19 10:00:21 INFO: prepare candles [CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED'), CandleItem(low=210.95, high=212.8, open=211.05, close=212.7, color='GREEN'), CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN')]
2020-05-19 10:00:21 INFO: last_candle=CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED')
2020-05-19 10:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-19 10:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED')
2020-05-19 10:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=210.95, high=212.8, open=211.05, close=212.7, color='GREEN')
2020-05-19 10:00:21 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.6, high=211.45, open=210.3, close=211.05, color='GREEN')
2020-05-19 10:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-19 10:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-19 10:00:21 INFO: place order: start candle=CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED') ticker='ETHUSD' price_offset=0.1
2020-05-19 10:00:21 INFO: place order: side_factor=1 init_trigger_price=211.75 init_order_price=211.70000000000002 stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=212.85 take_price=205.40000000000012
2020-05-19 10:00:21 INFO: place order round: side_factor=1 init_trigger_price=Decimal('211.75') init_order_price=Decimal('211.700000000000017053025658242404460906982421875') stop_price_offset=0.0 candle.size=1.049999999999983 stop_price=Decimal('212.849999999999994315658113919198513031005859375') take_price=Decimal('205.400000000000119371179607696831226348876953125')
2020-05-19 10:00:21 INFO: place order: compute qty=-9
2020-05-19 10:00:21 INFO: place order: save order to db dd4513c18d0646868366224d40dac3c3; response=True
2020-05-19 10:00:21 INFO: post order to exchange resp={'orderID': 'f315d9b0-de92-64df-679f-c64386223aaa', 'clOrdID': 'dd4513c18d0646868366224d40dac3c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 211.7, 'displayQty': None, 'stopPx': 211.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 0, 21, 743000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 0, 21, 743000, tzinfo=tzutc())}
2020-05-19 10:00:21 INFO: place new init order {'qty': -9, 'init_price': Decimal('211.75'), 'stop_price': Decimal('212.849999999999994315658113919198513031005859375'), 'take_price': Decimal('205.400000000000119371179607696831226348876953125'), 'order_uid': 'dd4513c18d0646868366224d40dac3c3', 'response': {'orderID': 'f315d9b0-de92-64df-679f-c64386223aaa', 'clOrdID': 'dd4513c18d0646868366224d40dac3c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 211.7, 'displayQty': None, 'stopPx': 211.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 0, 21, 743000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 0, 21, 743000, tzinfo=tzutc())}}
2020-05-19 10:00:21 INFO: init new order end
2020-05-19 10:00:21 INFO: 
2020-05-19 10:00:21 INFO: 
2020-05-19 10:00:21 INFO: 
2020-05-19 10:00:21 INFO: 
2020-05-19 10:00:21 INFO: process event {'orderID': 'f315d9b0-de92-64df-679f-c64386223aaa', 'clOrdID': 'dd4513c18d0646868366224d40dac3c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 211.7, 'displayQty': None, 'stopPx': 211.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-19T07:00:21.743Z', 'timestamp': '2020-05-19T07:00:21.743Z'}
2020-05-19 10:00:21 INFO: skip event dd4513c18d0646868366224d40dac3c3 New
2020-05-19 10:02:00 INFO: 
2020-05-19 10:02:00 INFO: 
2020-05-19 10:02:00 INFO: 
2020-05-19 10:02:00 INFO: 
2020-05-19 10:02:00 INFO: clearing start
2020-05-19 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f315d9b0-de92-64df-679f-c64386223aaa', 'clOrdID': 'dd4513c18d0646868366224d40dac3c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 9, 'price': 211.7, 'displayQty': None, 'stopPx': 211.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 0, 21, 743000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 0, 21, 743000, tzinfo=tzutc())}
2020-05-19 10:02:00 INFO: order time=2020-05-19 07:00:21.743000+00:00; delta from now UTC=0:01:39.221340 time_delta.total_seconds()=99.22134; time_diff_offset='3600'
2020-05-19 10:02:00 INFO: skip by time diff 2020-05-19 07:00:21.743000+00:00
2020-05-19 10:02:00 INFO: clearing end
2020-05-19 10:02:00 INFO: 
2020-05-19 10:02:00 INFO: 
2020-05-19 10:02:00 INFO: 
2020-05-19 10:02:00 INFO: 
2020-05-19 10:47:41 INFO: process event {'orderID': 'f315d9b0-de92-64df-679f-c64386223aaa', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-19T07:47:41.328Z', 'clOrdID': 'dd4513c18d0646868366224d40dac3c3', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-19 10:47:41 INFO: skip event dd4513c18d0646868366224d40dac3c3 
2020-05-19 10:47:41 INFO: process event {'orderID': 'f315d9b0-de92-64df-679f-c64386223aaa', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 9, 'avgPx': 211.75, 'transactTime': '2020-05-19T07:47:41.328Z', 'clOrdID': 'dd4513c18d0646868366224d40dac3c3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-19T07:47:41.328Z'}
2020-05-19 10:47:41 INFO: add new event={'uid': 'dd4513c18d0646868366224d40dac3c3', 'status': 'Filled'}
2020-05-19 10:47:42 INFO: 
2020-05-19 10:47:42 INFO: 
2020-05-19 10:47:42 INFO: 
2020-05-19 10:47:42 INFO: 
2020-05-19 10:47:42 INFO: process event start
2020-05-19 10:47:42 INFO: fetch new order event dd4513c18d0646868366224d40dac3c3
2020-05-19 10:47:42 INFO: fetch orders by event init={'stop': '212.849999999999994315658113919198513031005859375', 'take': '205.400000000000119371179607696831226348876953125', 'qty': '9', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-05-19 10:47:42 INFO: process init order filled
2020-05-19 10:47:42 INFO: save profit orders to storage stop=33a0558850d34bf89fd381e62439e6c3 take=ded6beece8344b8fb82c24b0023eac2a
2020-05-19 10:47:42 INFO: place profit orders take_price=205.400000000000119371179607696831226348876953125, stop_price=212.849999999999994315658113919198513031005859375, qty=9, color=RED, ticker=ETHUSD 33a0558850d34bf89fd381e62439e6c3 ded6beece8344b8fb82c24b0023eac2a
2020-05-19 10:47:42 INFO: place stop order ETHUSD: qty=9, stop_price=212.849999999999994315658113919198513031005859375, stop_uid=33a0558850d34bf89fd381e62439e6c3
2020-05-19 10:47:42 INFO: exchange resp for stop order={'orderID': '55a05ae6-c46b-826a-4971-4351697a9040', 'clOrdID': '33a0558850d34bf89fd381e62439e6c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 212.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 47, 42, 265000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 47, 42, 265000, tzinfo=tzutc())}
2020-05-19 10:47:42 INFO: process event {'orderID': '55a05ae6-c46b-826a-4971-4351697a9040', 'clOrdID': '33a0558850d34bf89fd381e62439e6c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 212.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-19T07:47:42.265Z', 'timestamp': '2020-05-19T07:47:42.265Z'}
2020-05-19 10:47:42 INFO: skip event 33a0558850d34bf89fd381e62439e6c3 New
2020-05-19 10:47:42 INFO: place limit order ETHUSD: qty=9, price=205.400000000000119371179607696831226348876953125, take_uid=ded6beece8344b8fb82c24b0023eac2a
2020-05-19 10:47:42 INFO: process event {'orderID': '2e9a2f04-d8e4-3841-d8bd-54425aa23e99', 'clOrdID': 'ded6beece8344b8fb82c24b0023eac2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 205.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-19T07:47:42.306Z', 'timestamp': '2020-05-19T07:47:42.306Z'}
2020-05-19 10:47:42 INFO: skip event ded6beece8344b8fb82c24b0023eac2a New
2020-05-19 10:47:42 INFO: process event {'orderID': '2e9a2f04-d8e4-3841-d8bd-54425aa23e99', 'workingIndicator': True, 'clOrdID': 'ded6beece8344b8fb82c24b0023eac2a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-19T07:47:42.306Z'}
2020-05-19 10:47:42 INFO: skip event ded6beece8344b8fb82c24b0023eac2a 
2020-05-19 10:47:42 INFO: exchange resp for take profit order={'orderID': '2e9a2f04-d8e4-3841-d8bd-54425aa23e99', 'clOrdID': 'ded6beece8344b8fb82c24b0023eac2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 205.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 47, 42, 306000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 47, 42, 306000, tzinfo=tzutc())}
2020-05-19 10:47:42 INFO: place profit orders={'stop': {'response': {'orderID': '55a05ae6-c46b-826a-4971-4351697a9040', 'clOrdID': '33a0558850d34bf89fd381e62439e6c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 212.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 47, 42, 265000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 47, 42, 265000, tzinfo=tzutc())}, 'qty': Decimal('9'), 'uid': '33a0558850d34bf89fd381e62439e6c3', 'price': Decimal('212.849999999999994315658113919198513031005859375')}, 'take': {'response': {'orderID': '2e9a2f04-d8e4-3841-d8bd-54425aa23e99', 'clOrdID': 'ded6beece8344b8fb82c24b0023eac2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 205.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 47, 42, 306000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 47, 42, 306000, tzinfo=tzutc())}, 'qty': Decimal('9'), 'uid': 'ded6beece8344b8fb82c24b0023eac2a', 'price': Decimal('205.400000000000119371179607696831226348876953125')}}
2020-05-19 10:47:42 INFO: rm init order from db dd4513c18d0646868366224d40dac3c3
2020-05-19 10:47:42 INFO: end process event_processing_result='proceed init order'
2020-05-19 10:47:42 INFO: 
2020-05-19 10:47:42 INFO: 
2020-05-19 10:47:42 INFO: 
2020-05-19 10:47:42 INFO: 
2020-05-19 11:00:20 INFO: 
2020-05-19 11:00:20 INFO: 
2020-05-19 11:00:20 INFO: 
2020-05-19 11:00:20 INFO: 
2020-05-19 11:00:20 INFO: init new order start
2020-05-19 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.15, 'high': 212.45, 'low': 211.4, 'close': 211.6, 'trades': 1221, 'volume': 1122858, 'vwap': 211.92, 'lastSize': 59, 'turnover': 23795071205, 'homeNotional': 10759.999989426678, 'foreignNotional': 2280213.3476873543}, {'timestamp': datetime.datetime(2020, 5, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.7, 'high': 212.85, 'low': 211.8, 'close': 212.15, 'trades': 1550, 'volume': 1690307, 'vwap': 212.31, 'lastSize': 1, 'turnover': 35886029535, 'homeNotional': 16212.159351326873, 'foreignNotional': 3441921.6987918303}, {'timestamp': datetime.datetime(2020, 5, 19, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.05, 'high': 212.8, 'low': 210.95, 'close': 212.7, 'trades': 2325, 'volume': 2679960, 'vwap': 212.05, 'lastSize': 14, 'turnover': 56827181220, 'homeNotional': 25650.659268591822, 'foreignNotional': 5439121.246180375}]
2020-05-19 11:00:20 INFO: prepare candles [CandleItem(low=211.4, high=212.45, open=212.15, close=211.6, color='RED'), CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED'), CandleItem(low=210.95, high=212.8, open=211.05, close=212.7, color='GREEN')]
2020-05-19 11:00:20 INFO: skip by colors first_candle=CandleItem(low=210.95, high=212.8, open=211.05, close=212.7, color='GREEN') second_candle=CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED') last_candle=CandleItem(low=211.4, high=212.45, open=212.15, close=211.6, color='RED')
2020-05-19 11:00:20 INFO: check need new order None
2020-05-19 11:00:20 INFO: init new order end
2020-05-19 11:00:20 INFO: 
2020-05-19 11:00:20 INFO: 
2020-05-19 11:00:20 INFO: 
2020-05-19 11:00:20 INFO: 
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:00 INFO: clearing start
2020-05-19 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '55a05ae6-c46b-826a-4971-4351697a9040', 'clOrdID': '33a0558850d34bf89fd381e62439e6c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': None, 'displayQty': None, 'stopPx': 212.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 47, 42, 265000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 47, 42, 265000, tzinfo=tzutc())}
2020-05-19 11:02:00 INFO: skip by not found init order into storage
2020-05-19 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2e9a2f04-d8e4-3841-d8bd-54425aa23e99', 'clOrdID': 'ded6beece8344b8fb82c24b0023eac2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 205.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 9, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 47, 42, 306000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 7, 47, 42, 306000, tzinfo=tzutc())}
2020-05-19 11:02:00 INFO: skip by not found init order into storage
2020-05-19 11:02:00 INFO: clearing end
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:00 INFO: 
2020-05-19 11:02:20 INFO: process event {'orderID': '55a05ae6-c46b-826a-4971-4351697a9040', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-05-19T08:02:20.031Z', 'clOrdID': '33a0558850d34bf89fd381e62439e6c3', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-19 11:02:20 INFO: skip event 33a0558850d34bf89fd381e62439e6c3 
2020-05-19 11:02:20 INFO: process event {'orderID': '55a05ae6-c46b-826a-4971-4351697a9040', 'price': 212.85, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 9, 'avgPx': 212.85, 'transactTime': '2020-05-19T08:02:20.031Z', 'clOrdID': '33a0558850d34bf89fd381e62439e6c3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-19T08:02:20.031Z'}
2020-05-19 11:02:20 INFO: add new event={'uid': '33a0558850d34bf89fd381e62439e6c3', 'status': 'Filled'}
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:20 INFO: process event start
2020-05-19 11:02:20 INFO: fetch new order event 33a0558850d34bf89fd381e62439e6c3
2020-05-19 11:02:20 INFO: fetch orders by event init=None profit_pair=ded6beece8344b8fb82c24b0023eac2a
2020-05-19 11:02:20 INFO: process profit order filled
2020-05-19 11:02:20 INFO: cancel order=ded6beece8344b8fb82c24b0023eac2a [{'orderID': '2e9a2f04-d8e4-3841-d8bd-54425aa23e99', 'clOrdID': 'ded6beece8344b8fb82c24b0023eac2a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 9, 'price': 205.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 19, 7, 47, 42, 306000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 19, 8, 2, 20, 821000, tzinfo=tzutc())}]
2020-05-19 11:02:20 INFO: end process event_processing_result='proceed profit order'
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:20 INFO: 
2020-05-19 11:02:21 INFO: process event {'orderID': '2e9a2f04-d8e4-3841-d8bd-54425aa23e99', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-05-19T08:02:20.821Z', 'clOrdID': 'ded6beece8344b8fb82c24b0023eac2a', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-19 11:02:21 INFO: skip event ded6beece8344b8fb82c24b0023eac2a Canceled
2020-05-19 12:00:20 INFO: 
2020-05-19 12:00:20 INFO: 
2020-05-19 12:00:20 INFO: 
2020-05-19 12:00:20 INFO: 
2020-05-19 12:00:20 INFO: init new order start
2020-05-19 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.6, 'high': 216.15, 'low': 211.6, 'close': 214.7, 'trades': 5770, 'volume': 6625710, 'vwap': 214.39, 'lastSize': 300, 'turnover': 142047300330, 'homeNotional': 64574.69781740531, 'foreignNotional': 13844477.84645329}, {'timestamp': datetime.datetime(2020, 5, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.15, 'high': 212.45, 'low': 211.4, 'close': 211.6, 'trades': 1221, 'volume': 1122858, 'vwap': 211.92, 'lastSize': 59, 'turnover': 23795071205, 'homeNotional': 10759.999989426678, 'foreignNotional': 2280213.3476873543}, {'timestamp': datetime.datetime(2020, 5, 19, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.7, 'high': 212.85, 'low': 211.8, 'close': 212.15, 'trades': 1550, 'volume': 1690307, 'vwap': 212.31, 'lastSize': 1, 'turnover': 35886029535, 'homeNotional': 16212.159351326873, 'foreignNotional': 3441921.6987918303}]
2020-05-19 12:00:21 INFO: prepare candles [CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN'), CandleItem(low=211.4, high=212.45, open=212.15, close=211.6, color='RED'), CandleItem(low=211.8, high=212.85, open=212.7, close=212.15, color='RED')]
2020-05-19 12:00:21 INFO: last_candle=CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN')
2020-05-19 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)))
2020-05-19 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=211.6, high=216.15, open=211.6, close=214.7, color='GREEN')
2020-05-19 12:00:21 INFO: skip by CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-19 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)))
2020-05-19 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=211.6, high=216.15, open=211.6, close=214.7, color='GREEN')
2020-05-19 12:00:21 INFO: skip by CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-19 12:00:21 INFO: not found applicable config for candle
2020-05-19 12:00:21 INFO: check need new order None
2020-05-19 12:00:21 INFO: init new order end
2020-05-19 12:00:21 INFO: 
2020-05-19 12:00:21 INFO: 
2020-05-19 12:00:21 INFO: 
2020-05-19 12:00:21 INFO: 
2020-05-19 12:02:00 INFO: 
2020-05-19 12:02:00 INFO: 
2020-05-19 12:02:00 INFO: 
2020-05-19 12:02:00 INFO: 
2020-05-19 12:02:00 INFO: clearing start
2020-05-19 12:02:00 INFO: clearing end
2020-05-19 12:02:00 INFO: 
2020-05-19 12:02:00 INFO: 
2020-05-19 12:02:00 INFO: 
2020-05-19 12:02:00 INFO: 
2020-05-19 13:00:20 INFO: 
2020-05-19 13:00:20 INFO: 
2020-05-19 13:00:20 INFO: 
2020-05-19 13:00:20 INFO: 
2020-05-19 13:00:20 INFO: init new order start
2020-05-19 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 215.0, 'low': 214.1, 'close': 214.3, 'trades': 2134, 'volume': 2288236, 'vwap': 214.6, 'lastSize': 1800, 'turnover': 49104142595, 'homeNotional': 22394.657474587944, 'foreignNotional': 4805760.375146123}, {'timestamp': datetime.datetime(2020, 5, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.6, 'high': 216.15, 'low': 211.6, 'close': 214.7, 'trades': 5770, 'volume': 6625710, 'vwap': 214.39, 'lastSize': 300, 'turnover': 142047300330, 'homeNotional': 64574.69781740531, 'foreignNotional': 13844477.84645329}, {'timestamp': datetime.datetime(2020, 5, 19, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 212.15, 'high': 212.45, 'low': 211.4, 'close': 211.6, 'trades': 1221, 'volume': 1122858, 'vwap': 211.92, 'lastSize': 59, 'turnover': 23795071205, 'homeNotional': 10759.999989426678, 'foreignNotional': 2280213.3476873543}]
2020-05-19 13:00:20 INFO: prepare candles [CandleItem(low=214.1, high=215.0, open=214.7, close=214.3, color='RED'), CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN'), CandleItem(low=211.4, high=212.45, open=212.15, close=211.6, color='RED')]
2020-05-19 13:00:20 INFO: skip by colors first_candle=CandleItem(low=211.4, high=212.45, open=212.15, close=211.6, color='RED') second_candle=CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN') last_candle=CandleItem(low=214.1, high=215.0, open=214.7, close=214.3, color='RED')
2020-05-19 13:00:20 INFO: check need new order None
2020-05-19 13:00:20 INFO: init new order end
2020-05-19 13:00:20 INFO: 
2020-05-19 13:00:20 INFO: 
2020-05-19 13:00:20 INFO: 
2020-05-19 13:00:20 INFO: 
2020-05-19 13:02:00 INFO: 
2020-05-19 13:02:00 INFO: 
2020-05-19 13:02:00 INFO: 
2020-05-19 13:02:00 INFO: 
2020-05-19 13:02:00 INFO: clearing start
2020-05-19 13:02:00 INFO: clearing end
2020-05-19 13:02:00 INFO: 
2020-05-19 13:02:00 INFO: 
2020-05-19 13:02:00 INFO: 
2020-05-19 13:02:00 INFO: 
2020-05-19 14:00:20 INFO: 
2020-05-19 14:00:20 INFO: 
2020-05-19 14:00:20 INFO: 
2020-05-19 14:00:20 INFO: 
2020-05-19 14:00:20 INFO: init new order start
2020-05-19 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 19, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.3, 'high': 214.75, 'low': 213.75, 'close': 214.15, 'trades': 1810, 'volume': 1980291, 'vwap': 214.27, 'lastSize': 1000, 'turnover': 42430356215, 'homeNotional': 19370.686199332355, 'foreignNotional': 4150430.9489232367}, {'timestamp': datetime.datetime(2020, 5, 19, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 214.7, 'high': 215.0, 'low': 214.1, 'close': 214.3, 'trades': 2134, 'volume': 2288236, 'vwap': 214.6, 'lastSize': 1800, 'turnover': 49104142595, 'homeNotional': 22394.657474587944, 'foreignNotional': 4805760.375146123}, {'timestamp': datetime.datetime(2020, 5, 19, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 211.6, 'high': 216.15, 'low': 211.6, 'close': 214.7, 'trades': 5770, 'volume': 6625710, 'vwap': 214.39, 'lastSize': 300, 'turnover': 142047300330, 'homeNotional': 64574.69781740531, 'foreignNotional': 13844477.84645329}]
2020-05-19 14:00:21 INFO: prepare candles [CandleItem(low=213.75, high=214.75, open=214.3, close=214.15, color='RED'), CandleItem(low=214.1, high=215.0, open=214.7, close=214.3, color='RED'), CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN')]
2020-05-19 14:00:21 INFO: skip by colors first_candle=CandleItem(low=211.6, high=216.15, open=211.6, close=214.7, color='GREEN') second_candle=CandleItem(low=214.1, high=215.0, open=214.7, close=214.3, color='RED') last_candle=CandleItem(low=213.75, high=214.75, open=214.3, close=214.15, color='RED')
2020-05-19 14:00:21 INFO: check need new order None
2020-05-19 14:00:21 INFO: init new order end
2020-05-19 14:00:21 INFO: 
2020-05-19 14:00:21 INFO: 
2020-05-19 14:00:21 INFO: 
2020-05-19 14:00:21 INFO: 
2020-05-19 14:02:00 INFO: 
2020-05-19 14:02:00 INFO: 
2020-05-19 14:02:00 INFO: 
2020-05-19 14:02:00 INFO: 
2020-05-19 14:02:00 INFO: clearing start
2020-05-19 14:02:00 INFO: clearing end
2020-05-19 14:02:00 INFO: 
2020-05-19 14:02:00 INFO: 
2020-05-19 14:02:00 INFO: 
2020-05-19 14:02:00 INFO: 
2020-05-19 15:00:20 INFO: 
2020-05-19 15:00:20 INFO: 
2020-05-19 15:00:20 INFO: 
2020-05-19 15:00:20 INFO: 
2020-05-19 15:00:20 INFO: init new order start
2020-05-19 15:01:37 INFO: Websocket Closed
Traceback (most recent call last):
  File "app/trader.py", line 131, in <module>
    main()
  File "app/trader.py", line 88, in main
    order_props: OrderProperties = check_need_new_order(TICKER)
  File "/home/crypto/current/app/init_order_operations.py", line 53, in check_need_new_order
    source_buckets = get_buckets(ticker, 3)
  File "/home/crypto/current/app/bitmex_rest.py", line 16, in get_buckets
    return client_rest.Trade.Trade_getBucketed(binSize=bin_size, partial=False, symbol=ticker, count=count, start=start,
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 271, in result
    swagger_result = self._get_swagger_result(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 124, in wrapper
    return func(self, *args, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 300, in _get_swagger_result
    unmarshal_response(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 334, in unmarshal_response
    raise_on_unexpected(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 408, in raise_on_unexpected
    raise make_http_exception(response=http_response)
bravado.exception.HTTPBadGateway: 502 Bad Gateway: <html><body><h1>502 Bad Gateway</h1>
The server returned an invalid or incomplete response.
</body></html>

Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 96, in from_url
    spec_dict = loader.load_spec(spec_url)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/swagger_model.py", line 102, in load_spec
    response = request(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 282, in result
    raise make_http_exception(response=incoming_response)
bravado.exception.HTTPServiceUnavailable: 503 Service Unavailable: <html>
<head>
  <!-- Refresh this page every 5s -->
  <meta http-equiv="refresh" content="5" />
  <style>
    a {
      color:#9bd0f6;
      text-decoration:none;
    }
  </style>
</head>
<body style="background:#6D7D82;font-family:'Open Sans','Helvetica Neue','Helvetica',Arial;">
<div style="margin:auto;position:absolute;top:0;right:0;left:0;bottom:0;height:400px;width:500px;">
  <div style="background:#4C5051;color:white;padding:40px;border-radius:2px;box-shadow:4px 4px 5px 2px rgba(0,0,0,.25);">
    <h1 style="margin-top:0">Downtime in Progress</h1>
    BitMEX is currently down for maintenance.<br>
    Please view the <a href="https://status.bitmex.com">BitMEX Status Page</a> for more details.<br><br>
    If you believe you are seeing this message in error, please contact <a href="https://bitmex.freshdesk.com">BitMEX Support</a>.
  </div>
</div>
</body>
</html>


/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-05-22 16:02:43 INFO: 
2020-05-22 16:02:43 INFO: 
2020-05-22 16:02:43 INFO: 
2020-05-22 16:02:43 INFO: 
2020-05-22 16:02:43 INFO: start trader process
2020-05-22 16:02:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-22 16:02:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-22 16:02:43 INFO: Authenticating with API Key.
2020-05-22 16:02:44 INFO: Connected to WS.
2020-05-22 16:07:14 WARNING: handle interrupt sig 2 False
2020-05-22 16:07:14 INFO: Websocket Closed
Traceback (most recent call last):
  File "app/trader.py", line 24, in <module>
    from clearing_operations import fetch_orders_for_clearing, clear_order
  File "/home/crypto/current/app/clearing_operations.py", line 5, in <module>
    from bitmex_rest import cancel_order, get_self_orders
  File "/home/crypto/current/app/bitmex_rest.py", line 48, in <module>
    client_rest = bitmex.bitmex(test=TEST_MODE, api_key=API_KEY, api_secret=API_SECRET)
  File "/home/crypto/venv/lib/python3.8/site-packages/bitmex.py", line 35, in bitmex
    return SwaggerClient.from_url(spec_uri, config=config, http_client=request_client)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 107, in from_url
    return cls.from_spec(spec_dict, spec_url, http_client, config)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/client.py", line 133, in from_spec
    swagger_spec = Spec.from_dict(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py", line 232, in from_dict
    spec.build()
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py", line 244, in build
    self._validate_spec()
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py", line 237, in _validate_spec
    self.resolver = validator20.validate_spec(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py", line 159, in validate_spec
    swagger_resolver = validate_json(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/common.py", line 24, in wrapper
    return method(*args, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py", line 210, in validate_json
    ref_validators.validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 52, in validate
    instance_cls(schema, *args, **kwargs).validate(instance)
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 352, in validate
    for error in self.iter_errors(*args, **kwargs):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 282, in properties
    for error in validator.descend(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 23, in patternProperties
    for error in validator.descend(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 282, in properties
    for error in validator.descend(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 282, in properties
    for error in validator.descend(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 23, in patternProperties
    for error in validator.descend(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 337, in oneOf
    errs = list(validator.descend(instance, subschema, schema_path=index))
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 282, in properties
    for error in validator.descend(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 180, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 337, in oneOf
    errs = list(validator.descend(instance, subschema, schema_path=index))
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 282, in properties
    for error in validator.descend(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 263, in ref
    for error in validator.descend(instance, resolved):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 344, in descend
    for error in self.iter_errors(instance, schema):
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 328, in iter_errors
    for error in errors:
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 137, in validator_wrapper
    for error in deref_and_validate(
  File "/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/ref_validators.py", line 185, in deref_and_validate
    for error in default_validator_callable(
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/_validators.py", line 322, in anyOf
    errs = list(validator.descend(instance, subschema, schema_path=index))
  File "/home/crypto/venv/lib/python3.8/site-packages/jsonschema/validators.py", line 343, in descend
    def descend(self, instance, schema, path=None, schema_path=None):
KeyboardInterrupt
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-05-22 16:07:21 INFO: 
2020-05-22 16:07:21 INFO: 
2020-05-22 16:07:21 INFO: 
2020-05-22 16:07:21 INFO: 
2020-05-22 16:07:21 INFO: start trader process
2020-05-22 16:07:21 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-22 16:07:21 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-22 16:07:21 INFO: Authenticating with API Key.
2020-05-22 16:07:22 INFO: Connected to WS.
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-05-22 16:07:34 INFO: 
2020-05-22 16:07:34 INFO: 
2020-05-22 16:07:34 INFO: 
2020-05-22 16:07:34 INFO: 
2020-05-22 16:07:34 INFO: start trader process
2020-05-22 16:07:34 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-05-22 16:07:34 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-05-22 16:07:34 INFO: Authenticating with API Key.
2020-05-22 16:07:35 INFO: Connected to WS.
2020-05-22 17:00:20 INFO: 
2020-05-22 17:00:20 INFO: 
2020-05-22 17:00:20 INFO: 
2020-05-22 17:00:20 INFO: 
2020-05-22 17:00:20 INFO: init new order start
2020-05-22 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.2, 'high': 203.2, 'low': 201.4, 'close': 202.3, 'trades': 3003, 'volume': 2680615, 'vwap': 202.28, 'lastSize': 4557, 'turnover': 54220844215, 'homeNotional': 24480.778135813656, 'foreignNotional': 4951755.981462103}, {'timestamp': datetime.datetime(2020, 5, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.45, 'high': 204.4, 'low': 203.15, 'close': 203.2, 'trades': 2611, 'volume': 2505879, 'vwap': 203.82, 'lastSize': 50, 'turnover': 51072990500, 'homeNotional': 22981.380633521105, 'foreignNotional': 4683898.579185771}, {'timestamp': datetime.datetime(2020, 5, 22, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.4, 'high': 203.85, 'low': 202.7, 'close': 203.45, 'trades': 2090, 'volume': 2027192, 'vwap': 203.35, 'lastSize': 503, 'turnover': 41221115630, 'homeNotional': 18565.841717980362, 'foreignNotional': 3775202.466752711}]
2020-05-22 17:00:20 INFO: prepare candles [CandleItem(low=201.4, high=203.2, open=203.2, close=202.3, color='RED'), CandleItem(low=203.15, high=204.4, open=203.45, close=203.2, color='RED'), CandleItem(low=202.7, high=203.85, open=203.4, close=203.45, color='GREEN')]
2020-05-22 17:00:20 INFO: skip by colors first_candle=CandleItem(low=202.7, high=203.85, open=203.4, close=203.45, color='GREEN') second_candle=CandleItem(low=203.15, high=204.4, open=203.45, close=203.2, color='RED') last_candle=CandleItem(low=201.4, high=203.2, open=203.2, close=202.3, color='RED')
2020-05-22 17:00:20 INFO: check need new order None
2020-05-22 17:00:20 INFO: init new order end
2020-05-22 17:00:20 INFO: 
2020-05-22 17:00:20 INFO: 
2020-05-22 17:00:20 INFO: 
2020-05-22 17:00:20 INFO: 
2020-05-22 17:02:00 INFO: 
2020-05-22 17:02:00 INFO: 
2020-05-22 17:02:00 INFO: 
2020-05-22 17:02:00 INFO: 
2020-05-22 17:02:00 INFO: clearing start
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-05-22 17:02:00 INFO: clearing end
2020-05-22 17:02:00 INFO: 
2020-05-22 17:02:00 INFO: 
2020-05-22 17:02:00 INFO: 
2020-05-22 17:02:00 INFO: 
2020-05-22 18:00:20 INFO: 
2020-05-22 18:00:20 INFO: 
2020-05-22 18:00:20 INFO: 
2020-05-22 18:00:20 INFO: 
2020-05-22 18:00:20 INFO: init new order start
2020-05-22 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.75, 'low': 202.3, 'close': 202.95, 'trades': 2497, 'volume': 2629131, 'vwap': 203.13, 'lastSize': 747, 'turnover': 53403198670, 'homeNotional': 24034.14085671069, 'foreignNotional': 4881850.108246799}, {'timestamp': datetime.datetime(2020, 5, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.2, 'high': 203.2, 'low': 201.4, 'close': 202.3, 'trades': 3003, 'volume': 2680615, 'vwap': 202.28, 'lastSize': 4557, 'turnover': 54220844215, 'homeNotional': 24480.778135813656, 'foreignNotional': 4951755.981462103}, {'timestamp': datetime.datetime(2020, 5, 22, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.45, 'high': 204.4, 'low': 203.15, 'close': 203.2, 'trades': 2611, 'volume': 2505879, 'vwap': 203.82, 'lastSize': 50, 'turnover': 51072990500, 'homeNotional': 22981.380633521105, 'foreignNotional': 4683898.579185771}]
2020-05-22 18:00:20 INFO: prepare candles [CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN'), CandleItem(low=201.4, high=203.2, open=203.2, close=202.3, color='RED'), CandleItem(low=203.15, high=204.4, open=203.45, close=203.2, color='RED')]
2020-05-22 18:00:20 INFO: last_candle=CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN')
2020-05-22 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-22 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN')
2020-05-22 18:00:20 INFO: skip by CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-22 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-22 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN')
2020-05-22 18:00:20 INFO: skip by CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-22 18:00:20 INFO: not found applicable config for candle
2020-05-22 18:00:20 INFO: check need new order None
2020-05-22 18:00:20 INFO: init new order end
2020-05-22 18:00:20 INFO: 
2020-05-22 18:00:20 INFO: 
2020-05-22 18:00:20 INFO: 
2020-05-22 18:00:20 INFO: 
2020-05-22 18:02:00 INFO: 
2020-05-22 18:02:00 INFO: 
2020-05-22 18:02:00 INFO: 
2020-05-22 18:02:00 INFO: 
2020-05-22 18:02:00 INFO: clearing start
2020-05-22 18:02:00 INFO: clearing end
2020-05-22 18:02:00 INFO: 
2020-05-22 18:02:00 INFO: 
2020-05-22 18:02:00 INFO: 
2020-05-22 18:02:00 INFO: 
2020-05-22 19:00:20 INFO: 
2020-05-22 19:00:20 INFO: 
2020-05-22 19:00:20 INFO: 
2020-05-22 19:00:20 INFO: 
2020-05-22 19:00:20 INFO: init new order start
2020-05-22 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.95, 'high': 205.75, 'low': 202.95, 'close': 205.2, 'trades': 5007, 'volume': 5540487, 'vwap': 204.68, 'lastSize': 60, 'turnover': 113398217540, 'homeNotional': 50864.40506011172, 'foreignNotional': 10410576.68588002}, {'timestamp': datetime.datetime(2020, 5, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.75, 'low': 202.3, 'close': 202.95, 'trades': 2497, 'volume': 2629131, 'vwap': 203.13, 'lastSize': 747, 'turnover': 53403198670, 'homeNotional': 24034.14085671069, 'foreignNotional': 4881850.108246799}, {'timestamp': datetime.datetime(2020, 5, 22, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.2, 'high': 203.2, 'low': 201.4, 'close': 202.3, 'trades': 3003, 'volume': 2680615, 'vwap': 202.28, 'lastSize': 4557, 'turnover': 54220844215, 'homeNotional': 24480.778135813656, 'foreignNotional': 4951755.981462103}]
2020-05-22 19:00:21 INFO: prepare candles [CandleItem(low=202.95, high=205.75, open=202.95, close=205.2, color='GREEN'), CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN'), CandleItem(low=201.4, high=203.2, open=203.2, close=202.3, color='RED')]
2020-05-22 19:00:21 INFO: skip by colors first_candle=CandleItem(low=201.4, high=203.2, open=203.2, close=202.3, color='RED') second_candle=CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN') last_candle=CandleItem(low=202.95, high=205.75, open=202.95, close=205.2, color='GREEN')
2020-05-22 19:00:21 INFO: check need new order None
2020-05-22 19:00:21 INFO: init new order end
2020-05-22 19:00:21 INFO: 
2020-05-22 19:00:21 INFO: 
2020-05-22 19:00:21 INFO: 
2020-05-22 19:00:21 INFO: 
2020-05-22 19:02:00 INFO: 
2020-05-22 19:02:00 INFO: 
2020-05-22 19:02:00 INFO: 
2020-05-22 19:02:00 INFO: 
2020-05-22 19:02:00 INFO: clearing start
2020-05-22 19:02:00 INFO: clearing end
2020-05-22 19:02:00 INFO: 
2020-05-22 19:02:00 INFO: 
2020-05-22 19:02:00 INFO: 
2020-05-22 19:02:00 INFO: 
2020-05-22 20:00:20 INFO: 
2020-05-22 20:00:20 INFO: 
2020-05-22 20:00:20 INFO: 
2020-05-22 20:00:20 INFO: 
2020-05-22 20:00:20 INFO: init new order start
2020-05-22 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.2, 'high': 208.4, 'low': 204.85, 'close': 208.25, 'trades': 7484, 'volume': 9029661, 'vwap': 206.57, 'lastSize': 600, 'turnover': 186524196965, 'homeNotional': 83196.19611262828, 'foreignNotional': 17185737.082858924}, {'timestamp': datetime.datetime(2020, 5, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.95, 'high': 205.75, 'low': 202.95, 'close': 205.2, 'trades': 5007, 'volume': 5540487, 'vwap': 204.68, 'lastSize': 60, 'turnover': 113398217540, 'homeNotional': 50864.40506011172, 'foreignNotional': 10410576.68588002}, {'timestamp': datetime.datetime(2020, 5, 22, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.3, 'high': 203.75, 'low': 202.3, 'close': 202.95, 'trades': 2497, 'volume': 2629131, 'vwap': 203.13, 'lastSize': 747, 'turnover': 53403198670, 'homeNotional': 24034.14085671069, 'foreignNotional': 4881850.108246799}]
2020-05-22 20:00:20 INFO: prepare candles [CandleItem(low=204.85, high=208.4, open=205.2, close=208.25, color='GREEN'), CandleItem(low=202.95, high=205.75, open=202.95, close=205.2, color='GREEN'), CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN')]
2020-05-22 20:00:20 INFO: skip by colors first_candle=CandleItem(low=202.3, high=203.75, open=202.3, close=202.95, color='GREEN') second_candle=CandleItem(low=202.95, high=205.75, open=202.95, close=205.2, color='GREEN') last_candle=CandleItem(low=204.85, high=208.4, open=205.2, close=208.25, color='GREEN')
2020-05-22 20:00:20 INFO: check need new order None
2020-05-22 20:00:20 INFO: init new order end
2020-05-22 20:00:20 INFO: 
2020-05-22 20:00:20 INFO: 
2020-05-22 20:00:20 INFO: 
2020-05-22 20:00:20 INFO: 
2020-05-22 20:02:00 INFO: 
2020-05-22 20:02:00 INFO: 
2020-05-22 20:02:00 INFO: 
2020-05-22 20:02:00 INFO: 
2020-05-22 20:02:00 INFO: clearing start
2020-05-22 20:02:00 INFO: clearing end
2020-05-22 20:02:00 INFO: 
2020-05-22 20:02:00 INFO: 
2020-05-22 20:02:00 INFO: 
2020-05-22 20:02:00 INFO: 
2020-05-22 21:00:20 INFO: 
2020-05-22 21:00:20 INFO: 
2020-05-22 21:00:20 INFO: 
2020-05-22 21:00:20 INFO: 
2020-05-22 21:00:20 INFO: init new order start
2020-05-22 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.25, 'high': 208.6, 'low': 207.15, 'close': 207.6, 'trades': 3638, 'volume': 4315367, 'vwap': 208.06, 'lastSize': 1, 'turnover': 89782997715, 'homeNotional': 39814.728672751065, 'foreignNotional': 8283639.767600733}, {'timestamp': datetime.datetime(2020, 5, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.2, 'high': 208.4, 'low': 204.85, 'close': 208.25, 'trades': 7484, 'volume': 9029661, 'vwap': 206.57, 'lastSize': 600, 'turnover': 186524196965, 'homeNotional': 83196.19611262828, 'foreignNotional': 17185737.082858924}, {'timestamp': datetime.datetime(2020, 5, 22, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 202.95, 'high': 205.75, 'low': 202.95, 'close': 205.2, 'trades': 5007, 'volume': 5540487, 'vwap': 204.68, 'lastSize': 60, 'turnover': 113398217540, 'homeNotional': 50864.40506011172, 'foreignNotional': 10410576.68588002}]
2020-05-22 21:00:20 INFO: prepare candles [CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED'), CandleItem(low=204.85, high=208.4, open=205.2, close=208.25, color='GREEN'), CandleItem(low=202.95, high=205.75, open=202.95, close=205.2, color='GREEN')]
2020-05-22 21:00:20 INFO: last_candle=CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED')
2020-05-22 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)))
2020-05-22 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=207.15, high=208.6, open=208.25, close=207.6, color='RED')
2020-05-22 21:00:20 INFO: skip by CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-22 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)))
2020-05-22 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=207.15, high=208.6, open=208.25, close=207.6, color='RED')
2020-05-22 21:00:20 INFO: skip by CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-22 21:00:20 INFO: not found applicable config for candle
2020-05-22 21:00:20 INFO: check need new order None
2020-05-22 21:00:20 INFO: init new order end
2020-05-22 21:00:20 INFO: 
2020-05-22 21:00:20 INFO: 
2020-05-22 21:00:20 INFO: 
2020-05-22 21:00:20 INFO: 
2020-05-22 21:02:00 INFO: 
2020-05-22 21:02:00 INFO: 
2020-05-22 21:02:00 INFO: 
2020-05-22 21:02:00 INFO: 
2020-05-22 21:02:00 INFO: clearing start
2020-05-22 21:02:00 INFO: clearing end
2020-05-22 21:02:00 INFO: 
2020-05-22 21:02:00 INFO: 
2020-05-22 21:02:00 INFO: 
2020-05-22 21:02:00 INFO: 
2020-05-22 22:00:20 INFO: 
2020-05-22 22:00:20 INFO: 
2020-05-22 22:00:20 INFO: 
2020-05-22 22:00:20 INFO: 
2020-05-22 22:00:20 INFO: init new order start
2020-05-22 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 209.45, 'low': 207.6, 'close': 208.4, 'trades': 3415, 'volume': 3610543, 'vwap': 208.68, 'lastSize': 100, 'turnover': 75344357075, 'homeNotional': 33243.97794018405, 'foreignNotional': 6937320.872048403}, {'timestamp': datetime.datetime(2020, 5, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.25, 'high': 208.6, 'low': 207.15, 'close': 207.6, 'trades': 3638, 'volume': 4315367, 'vwap': 208.06, 'lastSize': 1, 'turnover': 89782997715, 'homeNotional': 39814.728672751065, 'foreignNotional': 8283639.767600733}, {'timestamp': datetime.datetime(2020, 5, 22, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.2, 'high': 208.4, 'low': 204.85, 'close': 208.25, 'trades': 7484, 'volume': 9029661, 'vwap': 206.57, 'lastSize': 600, 'turnover': 186524196965, 'homeNotional': 83196.19611262828, 'foreignNotional': 17185737.082858924}]
2020-05-22 22:00:21 INFO: prepare candles [CandleItem(low=207.6, high=209.45, open=207.6, close=208.4, color='GREEN'), CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED'), CandleItem(low=204.85, high=208.4, open=205.2, close=208.25, color='GREEN')]
2020-05-22 22:00:21 INFO: skip by colors first_candle=CandleItem(low=204.85, high=208.4, open=205.2, close=208.25, color='GREEN') second_candle=CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED') last_candle=CandleItem(low=207.6, high=209.45, open=207.6, close=208.4, color='GREEN')
2020-05-22 22:00:21 INFO: check need new order None
2020-05-22 22:00:21 INFO: init new order end
2020-05-22 22:00:21 INFO: 
2020-05-22 22:00:21 INFO: 
2020-05-22 22:00:21 INFO: 
2020-05-22 22:00:21 INFO: 
2020-05-22 22:02:00 INFO: 
2020-05-22 22:02:00 INFO: 
2020-05-22 22:02:00 INFO: 
2020-05-22 22:02:00 INFO: 
2020-05-22 22:02:00 INFO: clearing start
2020-05-22 22:02:00 INFO: clearing end
2020-05-22 22:02:00 INFO: 
2020-05-22 22:02:00 INFO: 
2020-05-22 22:02:00 INFO: 
2020-05-22 22:02:00 INFO: 
2020-05-22 23:00:20 INFO: 
2020-05-22 23:00:20 INFO: 
2020-05-22 23:00:20 INFO: 
2020-05-22 23:00:20 INFO: 
2020-05-22 23:00:20 INFO: init new order start
2020-05-22 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.4, 'high': 209.2, 'low': 206.85, 'close': 207.95, 'trades': 3178, 'volume': 3020188, 'vwap': 207.98, 'lastSize': 10000, 'turnover': 62813834920, 'homeNotional': 27739.46205533803, 'foreignNotional': 5769293.982576805}, {'timestamp': datetime.datetime(2020, 5, 22, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 209.45, 'low': 207.6, 'close': 208.4, 'trades': 3415, 'volume': 3610543, 'vwap': 208.68, 'lastSize': 100, 'turnover': 75344357075, 'homeNotional': 33243.97794018405, 'foreignNotional': 6937320.872048403}, {'timestamp': datetime.datetime(2020, 5, 22, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.25, 'high': 208.6, 'low': 207.15, 'close': 207.6, 'trades': 3638, 'volume': 4315367, 'vwap': 208.06, 'lastSize': 1, 'turnover': 89782997715, 'homeNotional': 39814.728672751065, 'foreignNotional': 8283639.767600733}]
2020-05-22 23:00:20 INFO: prepare candles [CandleItem(low=206.85, high=209.2, open=208.4, close=207.95, color='RED'), CandleItem(low=207.6, high=209.45, open=207.6, close=208.4, color='GREEN'), CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED')]
2020-05-22 23:00:20 INFO: skip by colors first_candle=CandleItem(low=207.15, high=208.6, open=208.25, close=207.6, color='RED') second_candle=CandleItem(low=207.6, high=209.45, open=207.6, close=208.4, color='GREEN') last_candle=CandleItem(low=206.85, high=209.2, open=208.4, close=207.95, color='RED')
2020-05-22 23:00:20 INFO: check need new order None
2020-05-22 23:00:20 INFO: init new order end
2020-05-22 23:00:20 INFO: 
2020-05-22 23:00:20 INFO: 
2020-05-22 23:00:20 INFO: 
2020-05-22 23:00:20 INFO: 
2020-05-22 23:02:00 INFO: 
2020-05-22 23:02:00 INFO: 
2020-05-22 23:02:00 INFO: 
2020-05-22 23:02:00 INFO: 
2020-05-22 23:02:00 INFO: clearing start
2020-05-22 23:02:00 INFO: clearing end
2020-05-22 23:02:00 INFO: 
2020-05-22 23:02:00 INFO: 
2020-05-22 23:02:00 INFO: 
2020-05-22 23:02:00 INFO: 
2020-05-23 00:00:20 INFO: 
2020-05-23 00:00:20 INFO: 
2020-05-23 00:00:20 INFO: 
2020-05-23 00:00:20 INFO: 
2020-05-23 00:00:20 INFO: init new order start
2020-05-23 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.95, 'high': 209.45, 'low': 207.2, 'close': 208.65, 'trades': 2363, 'volume': 1755128, 'vwap': 208.21, 'lastSize': 5, 'turnover': 36543050360, 'homeNotional': 16104.276090783425, 'foreignNotional': 3353048.045002758}, {'timestamp': datetime.datetime(2020, 5, 22, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.4, 'high': 209.2, 'low': 206.85, 'close': 207.95, 'trades': 3178, 'volume': 3020188, 'vwap': 207.98, 'lastSize': 10000, 'turnover': 62813834920, 'homeNotional': 27739.46205533803, 'foreignNotional': 5769293.982576805}, {'timestamp': datetime.datetime(2020, 5, 22, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 209.45, 'low': 207.6, 'close': 208.4, 'trades': 3415, 'volume': 3610543, 'vwap': 208.68, 'lastSize': 100, 'turnover': 75344357075, 'homeNotional': 33243.97794018405, 'foreignNotional': 6937320.872048403}]
2020-05-23 00:00:20 INFO: prepare candles [CandleItem(low=207.2, high=209.45, open=207.95, close=208.65, color='GREEN'), CandleItem(low=206.85, high=209.2, open=208.4, close=207.95, color='RED'), CandleItem(low=207.6, high=209.45, open=207.6, close=208.4, color='GREEN')]
2020-05-23 00:00:20 INFO: skip by colors first_candle=CandleItem(low=207.6, high=209.45, open=207.6, close=208.4, color='GREEN') second_candle=CandleItem(low=206.85, high=209.2, open=208.4, close=207.95, color='RED') last_candle=CandleItem(low=207.2, high=209.45, open=207.95, close=208.65, color='GREEN')
2020-05-23 00:00:20 INFO: check need new order None
2020-05-23 00:00:20 INFO: init new order end
2020-05-23 00:00:20 INFO: 
2020-05-23 00:00:20 INFO: 
2020-05-23 00:00:20 INFO: 
2020-05-23 00:00:20 INFO: 
2020-05-23 00:02:00 INFO: 
2020-05-23 00:02:00 INFO: 
2020-05-23 00:02:00 INFO: 
2020-05-23 00:02:00 INFO: 
2020-05-23 00:02:00 INFO: clearing start
2020-05-23 00:02:00 INFO: clearing end
2020-05-23 00:02:00 INFO: 
2020-05-23 00:02:00 INFO: 
2020-05-23 00:02:00 INFO: 
2020-05-23 00:02:00 INFO: 
2020-05-23 01:00:20 INFO: 
2020-05-23 01:00:20 INFO: 
2020-05-23 01:00:20 INFO: 
2020-05-23 01:00:20 INFO: 
2020-05-23 01:00:20 INFO: init new order start
2020-05-23 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.65, 'high': 209.0, 'low': 207.95, 'close': 208.7, 'trades': 1728, 'volume': 1781511, 'vwap': 208.52, 'lastSize': 1590, 'turnover': 37146368230, 'homeNotional': 16366.86011353295, 'foreignNotional': 3412663.5890741264}, {'timestamp': datetime.datetime(2020, 5, 22, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.95, 'high': 209.45, 'low': 207.2, 'close': 208.65, 'trades': 2363, 'volume': 1755128, 'vwap': 208.21, 'lastSize': 5, 'turnover': 36543050360, 'homeNotional': 16104.276090783425, 'foreignNotional': 3353048.045002758}, {'timestamp': datetime.datetime(2020, 5, 22, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.4, 'high': 209.2, 'low': 206.85, 'close': 207.95, 'trades': 3178, 'volume': 3020188, 'vwap': 207.98, 'lastSize': 10000, 'turnover': 62813834920, 'homeNotional': 27739.46205533803, 'foreignNotional': 5769293.982576805}]
2020-05-23 01:00:20 INFO: prepare candles [CandleItem(low=207.95, high=209.0, open=208.65, close=208.7, color='GREEN'), CandleItem(low=207.2, high=209.45, open=207.95, close=208.65, color='GREEN'), CandleItem(low=206.85, high=209.2, open=208.4, close=207.95, color='RED')]
2020-05-23 01:00:20 INFO: skip by colors first_candle=CandleItem(low=206.85, high=209.2, open=208.4, close=207.95, color='RED') second_candle=CandleItem(low=207.2, high=209.45, open=207.95, close=208.65, color='GREEN') last_candle=CandleItem(low=207.95, high=209.0, open=208.65, close=208.7, color='GREEN')
2020-05-23 01:00:20 INFO: check need new order None
2020-05-23 01:00:20 INFO: init new order end
2020-05-23 01:00:20 INFO: 
2020-05-23 01:00:20 INFO: 
2020-05-23 01:00:20 INFO: 
2020-05-23 01:00:20 INFO: 
2020-05-23 01:02:00 INFO: 
2020-05-23 01:02:00 INFO: 
2020-05-23 01:02:00 INFO: 
2020-05-23 01:02:00 INFO: 
2020-05-23 01:02:00 INFO: clearing start
2020-05-23 01:02:00 INFO: clearing end
2020-05-23 01:02:00 INFO: 
2020-05-23 01:02:00 INFO: 
2020-05-23 01:02:00 INFO: 
2020-05-23 01:02:00 INFO: 
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:20 INFO: init new order start
2020-05-23 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 22, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.7, 'high': 209.1, 'low': 207.95, 'close': 208.6, 'trades': 1455, 'volume': 1098605, 'vwap': 208.62, 'lastSize': 165, 'turnover': 22918030930, 'homeNotional': 10110.659233256356, 'foreignNotional': 2109189.848327474}, {'timestamp': datetime.datetime(2020, 5, 22, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.65, 'high': 209.0, 'low': 207.95, 'close': 208.7, 'trades': 1728, 'volume': 1781511, 'vwap': 208.52, 'lastSize': 1590, 'turnover': 37146368230, 'homeNotional': 16366.86011353295, 'foreignNotional': 3412663.5890741264}, {'timestamp': datetime.datetime(2020, 5, 22, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.95, 'high': 209.45, 'low': 207.2, 'close': 208.65, 'trades': 2363, 'volume': 1755128, 'vwap': 208.21, 'lastSize': 5, 'turnover': 36543050360, 'homeNotional': 16104.276090783425, 'foreignNotional': 3353048.045002758}]
2020-05-23 02:00:20 INFO: prepare candles [CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED'), CandleItem(low=207.95, high=209.0, open=208.65, close=208.7, color='GREEN'), CandleItem(low=207.2, high=209.45, open=207.95, close=208.65, color='GREEN')]
2020-05-23 02:00:20 INFO: last_candle=CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED')
2020-05-23 02:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 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=207.95, high=209.1, open=208.7, close=208.6, color='RED')
2020-05-23 02:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=207.95, high=209.0, open=208.65, close=208.7, color='GREEN')
2020-05-23 02:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=207.2, high=209.45, open=207.95, close=208.65, color='GREEN')
2020-05-23 02:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-23 02:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-23 02:00:20 INFO: place order: start candle=CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED') ticker='ETHUSD' price_offset=0.1
2020-05-23 02:00:20 INFO: place order: side_factor=1 init_trigger_price=207.89999999999998 init_order_price=207.85 stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=209.1 take_price=200.94999999999996
2020-05-23 02:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('207.8999999999999772626324556767940521240234375') init_order_price=Decimal('207.849999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.1500000000000057 stop_price=Decimal('209.099999999999994315658113919198513031005859375') take_price=Decimal('200.949999999999960209606797434389591217041015625')
2020-05-23 02:00:20 INFO: place order: compute qty=-8
2020-05-23 02:00:20 INFO: place order: save order to db 400f38592a084268bb3cac11d87d22b2; response=True
2020-05-23 02:00:20 INFO: post order to exchange resp={'orderID': '92bdf3e1-da6a-406a-3134-b513a9d22d21', 'clOrdID': '400f38592a084268bb3cac11d87d22b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 207.85, 'displayQty': None, 'stopPx': 207.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 0, 20, 764000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 0, 20, 764000, tzinfo=tzutc())}
2020-05-23 02:00:20 INFO: place new init order {'qty': -8, 'init_price': Decimal('207.8999999999999772626324556767940521240234375'), 'stop_price': Decimal('209.099999999999994315658113919198513031005859375'), 'take_price': Decimal('200.949999999999960209606797434389591217041015625'), 'order_uid': '400f38592a084268bb3cac11d87d22b2', 'response': {'orderID': '92bdf3e1-da6a-406a-3134-b513a9d22d21', 'clOrdID': '400f38592a084268bb3cac11d87d22b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 207.85, 'displayQty': None, 'stopPx': 207.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 0, 20, 764000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 0, 20, 764000, tzinfo=tzutc())}}
2020-05-23 02:00:20 INFO: init new order end
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:20 INFO: 
2020-05-23 02:00:21 INFO: process event {'orderID': '92bdf3e1-da6a-406a-3134-b513a9d22d21', 'clOrdID': '400f38592a084268bb3cac11d87d22b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 207.85, 'displayQty': None, 'stopPx': 207.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-22T23:00:20.764Z', 'timestamp': '2020-05-22T23:00:20.764Z'}
2020-05-23 02:00:21 INFO: skip event 400f38592a084268bb3cac11d87d22b2 New
2020-05-23 02:02:00 INFO: 
2020-05-23 02:02:00 INFO: 
2020-05-23 02:02:00 INFO: 
2020-05-23 02:02:00 INFO: 
2020-05-23 02:02:00 INFO: clearing start
2020-05-23 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '92bdf3e1-da6a-406a-3134-b513a9d22d21', 'clOrdID': '400f38592a084268bb3cac11d87d22b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 207.85, 'displayQty': None, 'stopPx': 207.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 0, 20, 764000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 0, 20, 764000, tzinfo=tzutc())}
2020-05-23 02:02:00 INFO: order time=2020-05-22 23:00:20.764000+00:00; delta from now UTC=0:01:40.166362 time_delta.total_seconds()=100.166362; time_diff_offset='3600'
2020-05-23 02:02:00 INFO: skip by time diff 2020-05-22 23:00:20.764000+00:00
2020-05-23 02:02:00 INFO: clearing end
2020-05-23 02:02:00 INFO: 
2020-05-23 02:02:00 INFO: 
2020-05-23 02:02:00 INFO: 
2020-05-23 02:02:00 INFO: 
2020-05-23 02:16:04 INFO: process event {'orderID': '92bdf3e1-da6a-406a-3134-b513a9d22d21', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-22T23:16:04.271Z', 'clOrdID': '400f38592a084268bb3cac11d87d22b2', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-23 02:16:04 INFO: skip event 400f38592a084268bb3cac11d87d22b2 
2020-05-23 02:16:04 INFO: process event {'orderID': '92bdf3e1-da6a-406a-3134-b513a9d22d21', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 207.9, 'transactTime': '2020-05-22T23:16:04.271Z', 'clOrdID': '400f38592a084268bb3cac11d87d22b2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-22T23:16:04.271Z'}
2020-05-23 02:16:04 INFO: add new event={'uid': '400f38592a084268bb3cac11d87d22b2', 'status': 'Filled'}
2020-05-23 02:16:04 INFO: 
2020-05-23 02:16:04 INFO: 
2020-05-23 02:16:04 INFO: 
2020-05-23 02:16:04 INFO: 
2020-05-23 02:16:04 INFO: process event start
2020-05-23 02:16:04 INFO: fetch new order event 400f38592a084268bb3cac11d87d22b2
2020-05-23 02:16:04 INFO: fetch orders by event init={'stop': '209.099999999999994315658113919198513031005859375', 'take': '200.949999999999960209606797434389591217041015625', 'qty': '8', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-05-23 02:16:04 INFO: process init order filled
2020-05-23 02:16:04 INFO: save profit orders to storage stop=fd6506d6fffe4f7b9504eba538ac2309 take=e35c0c1e670d4b6fb59145d726687b63
2020-05-23 02:16:04 INFO: place profit orders take_price=200.949999999999960209606797434389591217041015625, stop_price=209.099999999999994315658113919198513031005859375, qty=8, color=RED, ticker=ETHUSD fd6506d6fffe4f7b9504eba538ac2309 e35c0c1e670d4b6fb59145d726687b63
2020-05-23 02:16:04 INFO: place stop order ETHUSD: qty=8, stop_price=209.099999999999994315658113919198513031005859375, stop_uid=fd6506d6fffe4f7b9504eba538ac2309
2020-05-23 02:16:05 INFO: process event {'orderID': 'c7bb8ec6-791f-92d5-631f-e32895e995ed', 'clOrdID': 'fd6506d6fffe4f7b9504eba538ac2309', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 209.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-22T23:16:05.026Z', 'timestamp': '2020-05-22T23:16:05.026Z'}
2020-05-23 02:16:05 INFO: skip event fd6506d6fffe4f7b9504eba538ac2309 New
2020-05-23 02:16:05 INFO: exchange resp for stop order={'orderID': 'c7bb8ec6-791f-92d5-631f-e32895e995ed', 'clOrdID': 'fd6506d6fffe4f7b9504eba538ac2309', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 209.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 16, 5, 26000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 16, 5, 26000, tzinfo=tzutc())}
2020-05-23 02:16:05 INFO: place limit order ETHUSD: qty=8, price=200.949999999999960209606797434389591217041015625, take_uid=e35c0c1e670d4b6fb59145d726687b63
2020-05-23 02:16:05 INFO: process event {'orderID': '7233660e-6556-52ac-b1ab-c1d50a255d9d', 'clOrdID': 'e35c0c1e670d4b6fb59145d726687b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 200.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-22T23:16:05.124Z', 'timestamp': '2020-05-22T23:16:05.124Z'}
2020-05-23 02:16:05 INFO: skip event e35c0c1e670d4b6fb59145d726687b63 New
2020-05-23 02:16:05 INFO: exchange resp for take profit order={'orderID': '7233660e-6556-52ac-b1ab-c1d50a255d9d', 'clOrdID': 'e35c0c1e670d4b6fb59145d726687b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 200.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 16, 5, 124000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 16, 5, 124000, tzinfo=tzutc())}
2020-05-23 02:16:05 INFO: place profit orders={'stop': {'response': {'orderID': 'c7bb8ec6-791f-92d5-631f-e32895e995ed', 'clOrdID': 'fd6506d6fffe4f7b9504eba538ac2309', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 209.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 16, 5, 26000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 16, 5, 26000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': 'fd6506d6fffe4f7b9504eba538ac2309', 'price': Decimal('209.099999999999994315658113919198513031005859375')}, 'take': {'response': {'orderID': '7233660e-6556-52ac-b1ab-c1d50a255d9d', 'clOrdID': 'e35c0c1e670d4b6fb59145d726687b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 200.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 16, 5, 124000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 16, 5, 124000, tzinfo=tzutc())}, 'qty': Decimal('8'), 'uid': 'e35c0c1e670d4b6fb59145d726687b63', 'price': Decimal('200.949999999999960209606797434389591217041015625')}}
2020-05-23 02:16:05 INFO: process event {'orderID': '7233660e-6556-52ac-b1ab-c1d50a255d9d', 'workingIndicator': True, 'clOrdID': 'e35c0c1e670d4b6fb59145d726687b63', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-22T23:16:05.124Z'}
2020-05-23 02:16:05 INFO: rm init order from db 400f38592a084268bb3cac11d87d22b2
2020-05-23 02:16:05 INFO: end process event_processing_result='proceed init order'
2020-05-23 02:16:05 INFO: 
2020-05-23 02:16:05 INFO: 
2020-05-23 02:16:05 INFO: 
2020-05-23 02:16:05 INFO: 
2020-05-23 02:16:05 INFO: skip event e35c0c1e670d4b6fb59145d726687b63 
2020-05-23 03:00:20 INFO: 
2020-05-23 03:00:20 INFO: 
2020-05-23 03:00:20 INFO: 
2020-05-23 03:00:20 INFO: 
2020-05-23 03:00:20 INFO: init new order start
2020-05-23 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.6, 'high': 208.65, 'low': 206.2, 'close': 207.6, 'trades': 2739, 'volume': 2313598, 'vwap': 207.33, 'lastSize': 100, 'turnover': 47966823410, 'homeNotional': 21206.863183982416, 'foreignNotional': 4396745.5869833445}, {'timestamp': datetime.datetime(2020, 5, 22, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.7, 'high': 209.1, 'low': 207.95, 'close': 208.6, 'trades': 1455, 'volume': 1098605, 'vwap': 208.62, 'lastSize': 165, 'turnover': 22918030930, 'homeNotional': 10110.659233256356, 'foreignNotional': 2109189.848327474}, {'timestamp': datetime.datetime(2020, 5, 22, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.65, 'high': 209.0, 'low': 207.95, 'close': 208.7, 'trades': 1728, 'volume': 1781511, 'vwap': 208.52, 'lastSize': 1590, 'turnover': 37146368230, 'homeNotional': 16366.86011353295, 'foreignNotional': 3412663.5890741264}]
2020-05-23 03:00:20 INFO: prepare candles [CandleItem(low=206.2, high=208.65, open=208.6, close=207.6, color='RED'), CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED'), CandleItem(low=207.95, high=209.0, open=208.65, close=208.7, color='GREEN')]
2020-05-23 03:00:20 INFO: skip by colors first_candle=CandleItem(low=207.95, high=209.0, open=208.65, close=208.7, color='GREEN') second_candle=CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED') last_candle=CandleItem(low=206.2, high=208.65, open=208.6, close=207.6, color='RED')
2020-05-23 03:00:20 INFO: check need new order None
2020-05-23 03:00:20 INFO: init new order end
2020-05-23 03:00:20 INFO: 
2020-05-23 03:00:20 INFO: 
2020-05-23 03:00:20 INFO: 
2020-05-23 03:00:20 INFO: 
2020-05-23 03:02:00 INFO: 
2020-05-23 03:02:00 INFO: 
2020-05-23 03:02:00 INFO: 
2020-05-23 03:02:00 INFO: 
2020-05-23 03:02:00 INFO: clearing start
2020-05-23 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'c7bb8ec6-791f-92d5-631f-e32895e995ed', 'clOrdID': 'fd6506d6fffe4f7b9504eba538ac2309', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 209.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 16, 5, 26000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 16, 5, 26000, tzinfo=tzutc())}
2020-05-23 03:02:00 INFO: skip by not found init order into storage
2020-05-23 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7233660e-6556-52ac-b1ab-c1d50a255d9d', 'clOrdID': 'e35c0c1e670d4b6fb59145d726687b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 200.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 16, 5, 124000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 22, 23, 16, 5, 124000, tzinfo=tzutc())}
2020-05-23 03:02:00 INFO: skip by not found init order into storage
2020-05-23 03:02:00 INFO: clearing end
2020-05-23 03:02:00 INFO: 
2020-05-23 03:02:00 INFO: 
2020-05-23 03:02:00 INFO: 
2020-05-23 03:02:00 INFO: 
2020-05-23 03:23:59 INFO: process event {'orderID': 'c7bb8ec6-791f-92d5-631f-e32895e995ed', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-05-23T00:23:59.473Z', 'clOrdID': 'fd6506d6fffe4f7b9504eba538ac2309', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-23 03:23:59 INFO: skip event fd6506d6fffe4f7b9504eba538ac2309 
2020-05-23 03:23:59 INFO: process event {'orderID': 'c7bb8ec6-791f-92d5-631f-e32895e995ed', 'price': 209.1, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 209.1, 'transactTime': '2020-05-23T00:23:59.473Z', 'clOrdID': 'fd6506d6fffe4f7b9504eba538ac2309', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-23T00:23:59.473Z'}
2020-05-23 03:23:59 INFO: add new event={'uid': 'fd6506d6fffe4f7b9504eba538ac2309', 'status': 'Filled'}
2020-05-23 03:24:00 INFO: 
2020-05-23 03:24:00 INFO: 
2020-05-23 03:24:00 INFO: 
2020-05-23 03:24:00 INFO: 
2020-05-23 03:24:00 INFO: process event start
2020-05-23 03:24:00 INFO: fetch new order event fd6506d6fffe4f7b9504eba538ac2309
2020-05-23 03:24:00 INFO: fetch orders by event init=None profit_pair=e35c0c1e670d4b6fb59145d726687b63
2020-05-23 03:24:00 INFO: process profit order filled
2020-05-23 03:24:02 INFO: process event {'orderID': '7233660e-6556-52ac-b1ab-c1d50a255d9d', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-05-23T00:24:02.163Z', 'clOrdID': 'e35c0c1e670d4b6fb59145d726687b63', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-23 03:24:02 INFO: skip event e35c0c1e670d4b6fb59145d726687b63 Canceled
2020-05-23 03:24:02 INFO: cancel order=e35c0c1e670d4b6fb59145d726687b63 [{'orderID': '7233660e-6556-52ac-b1ab-c1d50a255d9d', 'clOrdID': 'e35c0c1e670d4b6fb59145d726687b63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 200.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 22, 23, 16, 5, 124000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 0, 24, 2, 163000, tzinfo=tzutc())}]
2020-05-23 03:24:02 INFO: end process event_processing_result='proceed profit order'
2020-05-23 03:24:02 INFO: 
2020-05-23 03:24:02 INFO: 
2020-05-23 03:24:02 INFO: 
2020-05-23 03:24:02 INFO: 
2020-05-23 04:00:20 INFO: 
2020-05-23 04:00:20 INFO: 
2020-05-23 04:00:20 INFO: 
2020-05-23 04:00:20 INFO: 
2020-05-23 04:00:20 INFO: init new order start
2020-05-23 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 210.0, 'low': 207.6, 'close': 209.5, 'trades': 4308, 'volume': 4874411, 'vwap': 209.25, 'lastSize': 1498, 'turnover': 101992958110, 'homeNotional': 44942.753099844784, 'foreignNotional': 9403960.74075599}, {'timestamp': datetime.datetime(2020, 5, 23, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.6, 'high': 208.65, 'low': 206.2, 'close': 207.6, 'trades': 2739, 'volume': 2313598, 'vwap': 207.33, 'lastSize': 100, 'turnover': 47966823410, 'homeNotional': 21206.863183982416, 'foreignNotional': 4396745.5869833445}, {'timestamp': datetime.datetime(2020, 5, 22, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.7, 'high': 209.1, 'low': 207.95, 'close': 208.6, 'trades': 1455, 'volume': 1098605, 'vwap': 208.62, 'lastSize': 165, 'turnover': 22918030930, 'homeNotional': 10110.659233256356, 'foreignNotional': 2109189.848327474}]
2020-05-23 04:00:20 INFO: prepare candles [CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN'), CandleItem(low=206.2, high=208.65, open=208.6, close=207.6, color='RED'), CandleItem(low=207.95, high=209.1, open=208.7, close=208.6, color='RED')]
2020-05-23 04:00:20 INFO: last_candle=CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN')
2020-05-23 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN')
2020-05-23 04:00:20 INFO: skip by CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 04:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 04:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN')
2020-05-23 04:00:20 INFO: skip by CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 04:00:20 INFO: not found applicable config for candle
2020-05-23 04:00:20 INFO: check need new order None
2020-05-23 04:00:20 INFO: init new order end
2020-05-23 04:00:20 INFO: 
2020-05-23 04:00:20 INFO: 
2020-05-23 04:00:20 INFO: 
2020-05-23 04:00:20 INFO: 
2020-05-23 04:02:00 INFO: 
2020-05-23 04:02:00 INFO: 
2020-05-23 04:02:00 INFO: 
2020-05-23 04:02:00 INFO: 
2020-05-23 04:02:00 INFO: clearing start
2020-05-23 04:02:01 INFO: clearing end
2020-05-23 04:02:01 INFO: 
2020-05-23 04:02:01 INFO: 
2020-05-23 04:02:01 INFO: 
2020-05-23 04:02:01 INFO: 
2020-05-23 05:00:20 INFO: 
2020-05-23 05:00:20 INFO: 
2020-05-23 05:00:20 INFO: 
2020-05-23 05:00:20 INFO: 
2020-05-23 05:00:20 INFO: init new order start
2020-05-23 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.5, 'high': 209.7, 'low': 208.85, 'close': 209.3, 'trades': 1882, 'volume': 2434221, 'vwap': 209.26, 'lastSize': 3000, 'turnover': 50937542800, 'homeNotional': 22509.458548321963, 'foreignNotional': 4710244.358413977}, {'timestamp': datetime.datetime(2020, 5, 23, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 210.0, 'low': 207.6, 'close': 209.5, 'trades': 4308, 'volume': 4874411, 'vwap': 209.25, 'lastSize': 1498, 'turnover': 101992958110, 'homeNotional': 44942.753099844784, 'foreignNotional': 9403960.74075599}, {'timestamp': datetime.datetime(2020, 5, 23, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.6, 'high': 208.65, 'low': 206.2, 'close': 207.6, 'trades': 2739, 'volume': 2313598, 'vwap': 207.33, 'lastSize': 100, 'turnover': 47966823410, 'homeNotional': 21206.863183982416, 'foreignNotional': 4396745.5869833445}]
2020-05-23 05:00:20 INFO: prepare candles [CandleItem(low=208.85, high=209.7, open=209.5, close=209.3, color='RED'), CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN'), CandleItem(low=206.2, high=208.65, open=208.6, close=207.6, color='RED')]
2020-05-23 05:00:20 INFO: skip by colors first_candle=CandleItem(low=206.2, high=208.65, open=208.6, close=207.6, color='RED') second_candle=CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN') last_candle=CandleItem(low=208.85, high=209.7, open=209.5, close=209.3, color='RED')
2020-05-23 05:00:20 INFO: check need new order None
2020-05-23 05:00:20 INFO: init new order end
2020-05-23 05:00:20 INFO: 
2020-05-23 05:00:20 INFO: 
2020-05-23 05:00:20 INFO: 
2020-05-23 05:00:20 INFO: 
2020-05-23 05:02:00 INFO: 
2020-05-23 05:02:00 INFO: 
2020-05-23 05:02:00 INFO: 
2020-05-23 05:02:00 INFO: 
2020-05-23 05:02:00 INFO: clearing start
2020-05-23 05:02:00 INFO: clearing end
2020-05-23 05:02:00 INFO: 
2020-05-23 05:02:00 INFO: 
2020-05-23 05:02:00 INFO: 
2020-05-23 05:02:00 INFO: 
2020-05-23 06:00:20 INFO: 
2020-05-23 06:00:20 INFO: 
2020-05-23 06:00:20 INFO: 
2020-05-23 06:00:20 INFO: 
2020-05-23 06:00:20 INFO: init new order start
2020-05-23 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.3, 'high': 211.5, 'low': 209.3, 'close': 210.4, 'trades': 4236, 'volume': 4854386, 'vwap': 210.75, 'lastSize': 623, 'turnover': 102304773670, 'homeNotional': 44970.84332182406, 'foreignNotional': 9477493.089527525}, {'timestamp': datetime.datetime(2020, 5, 23, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.5, 'high': 209.7, 'low': 208.85, 'close': 209.3, 'trades': 1882, 'volume': 2434221, 'vwap': 209.26, 'lastSize': 3000, 'turnover': 50937542800, 'homeNotional': 22509.458548321963, 'foreignNotional': 4710244.358413977}, {'timestamp': datetime.datetime(2020, 5, 23, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 210.0, 'low': 207.6, 'close': 209.5, 'trades': 4308, 'volume': 4874411, 'vwap': 209.25, 'lastSize': 1498, 'turnover': 101992958110, 'homeNotional': 44942.753099844784, 'foreignNotional': 9403960.74075599}]
2020-05-23 06:00:20 INFO: prepare candles [CandleItem(low=209.3, high=211.5, open=209.3, close=210.4, color='GREEN'), CandleItem(low=208.85, high=209.7, open=209.5, close=209.3, color='RED'), CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN')]
2020-05-23 06:00:20 INFO: skip by colors first_candle=CandleItem(low=207.6, high=210.0, open=207.6, close=209.5, color='GREEN') second_candle=CandleItem(low=208.85, high=209.7, open=209.5, close=209.3, color='RED') last_candle=CandleItem(low=209.3, high=211.5, open=209.3, close=210.4, color='GREEN')
2020-05-23 06:00:20 INFO: check need new order None
2020-05-23 06:00:20 INFO: init new order end
2020-05-23 06:00:20 INFO: 
2020-05-23 06:00:20 INFO: 
2020-05-23 06:00:20 INFO: 
2020-05-23 06:00:20 INFO: 
2020-05-23 06:02:00 INFO: 
2020-05-23 06:02:00 INFO: 
2020-05-23 06:02:00 INFO: 
2020-05-23 06:02:00 INFO: 
2020-05-23 06:02:00 INFO: clearing start
2020-05-23 06:02:00 INFO: clearing end
2020-05-23 06:02:00 INFO: 
2020-05-23 06:02:00 INFO: 
2020-05-23 06:02:00 INFO: 
2020-05-23 06:02:00 INFO: 
2020-05-23 07:00:20 INFO: 
2020-05-23 07:00:20 INFO: 
2020-05-23 07:00:20 INFO: 
2020-05-23 07:00:20 INFO: 
2020-05-23 07:00:20 INFO: init new order start
2020-05-23 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.25, 'low': 209.55, 'close': 210.15, 'trades': 2865, 'volume': 2922392, 'vwap': 210.37, 'lastSize': 452, 'turnover': 61476957880, 'homeNotional': 27148.622941997382, 'foreignNotional': 5711134.582437865}, {'timestamp': datetime.datetime(2020, 5, 23, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.3, 'high': 211.5, 'low': 209.3, 'close': 210.4, 'trades': 4236, 'volume': 4854386, 'vwap': 210.75, 'lastSize': 623, 'turnover': 102304773670, 'homeNotional': 44970.84332182406, 'foreignNotional': 9477493.089527525}, {'timestamp': datetime.datetime(2020, 5, 23, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.5, 'high': 209.7, 'low': 208.85, 'close': 209.3, 'trades': 1882, 'volume': 2434221, 'vwap': 209.26, 'lastSize': 3000, 'turnover': 50937542800, 'homeNotional': 22509.458548321963, 'foreignNotional': 4710244.358413977}]
2020-05-23 07:00:20 INFO: prepare candles [CandleItem(low=209.55, high=211.25, open=210.4, close=210.15, color='RED'), CandleItem(low=209.3, high=211.5, open=209.3, close=210.4, color='GREEN'), CandleItem(low=208.85, high=209.7, open=209.5, close=209.3, color='RED')]
2020-05-23 07:00:20 INFO: skip by colors first_candle=CandleItem(low=208.85, high=209.7, open=209.5, close=209.3, color='RED') second_candle=CandleItem(low=209.3, high=211.5, open=209.3, close=210.4, color='GREEN') last_candle=CandleItem(low=209.55, high=211.25, open=210.4, close=210.15, color='RED')
2020-05-23 07:00:20 INFO: check need new order None
2020-05-23 07:00:20 INFO: init new order end
2020-05-23 07:00:20 INFO: 
2020-05-23 07:00:20 INFO: 
2020-05-23 07:00:20 INFO: 
2020-05-23 07:00:20 INFO: 
2020-05-23 07:02:00 INFO: 
2020-05-23 07:02:00 INFO: 
2020-05-23 07:02:00 INFO: 
2020-05-23 07:02:00 INFO: 
2020-05-23 07:02:00 INFO: clearing start
2020-05-23 07:02:00 INFO: clearing end
2020-05-23 07:02:00 INFO: 
2020-05-23 07:02:00 INFO: 
2020-05-23 07:02:00 INFO: 
2020-05-23 07:02:00 INFO: 
2020-05-23 08:00:20 INFO: 
2020-05-23 08:00:20 INFO: 
2020-05-23 08:00:20 INFO: 
2020-05-23 08:00:20 INFO: 
2020-05-23 08:00:20 INFO: init new order start
2020-05-23 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.15, 'high': 210.65, 'low': 208.7, 'close': 209.05, 'trades': 2659, 'volume': 3261964, 'vwap': 209.58, 'lastSize': 5, 'turnover': 68361273985, 'homeNotional': 30254.416094321026, 'foreignNotional': 6340474.615241498}, {'timestamp': datetime.datetime(2020, 5, 23, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.25, 'low': 209.55, 'close': 210.15, 'trades': 2865, 'volume': 2922392, 'vwap': 210.37, 'lastSize': 452, 'turnover': 61476957880, 'homeNotional': 27148.622941997382, 'foreignNotional': 5711134.582437865}, {'timestamp': datetime.datetime(2020, 5, 23, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.3, 'high': 211.5, 'low': 209.3, 'close': 210.4, 'trades': 4236, 'volume': 4854386, 'vwap': 210.75, 'lastSize': 623, 'turnover': 102304773670, 'homeNotional': 44970.84332182406, 'foreignNotional': 9477493.089527525}]
2020-05-23 08:00:20 INFO: prepare candles [CandleItem(low=208.7, high=210.65, open=210.15, close=209.05, color='RED'), CandleItem(low=209.55, high=211.25, open=210.4, close=210.15, color='RED'), CandleItem(low=209.3, high=211.5, open=209.3, close=210.4, color='GREEN')]
2020-05-23 08:00:20 INFO: skip by colors first_candle=CandleItem(low=209.3, high=211.5, open=209.3, close=210.4, color='GREEN') second_candle=CandleItem(low=209.55, high=211.25, open=210.4, close=210.15, color='RED') last_candle=CandleItem(low=208.7, high=210.65, open=210.15, close=209.05, color='RED')
2020-05-23 08:00:20 INFO: check need new order None
2020-05-23 08:00:20 INFO: init new order end
2020-05-23 08:00:20 INFO: 
2020-05-23 08:00:20 INFO: 
2020-05-23 08:00:20 INFO: 
2020-05-23 08:00:20 INFO: 
2020-05-23 08:02:00 INFO: 
2020-05-23 08:02:00 INFO: 
2020-05-23 08:02:00 INFO: 
2020-05-23 08:02:00 INFO: 
2020-05-23 08:02:00 INFO: clearing start
2020-05-23 08:02:00 INFO: clearing end
2020-05-23 08:02:00 INFO: 
2020-05-23 08:02:00 INFO: 
2020-05-23 08:02:00 INFO: 
2020-05-23 08:02:00 INFO: 
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:20 INFO: init new order start
2020-05-23 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.05, 'high': 209.2, 'low': 208.0, 'close': 209.15, 'trades': 2413, 'volume': 2811226, 'vwap': 208.6, 'lastSize': 1150, 'turnover': 58640540700, 'homeNotional': 26017.07722540831, 'foreignNotional': 5427014.19667706}, {'timestamp': datetime.datetime(2020, 5, 23, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.15, 'high': 210.65, 'low': 208.7, 'close': 209.05, 'trades': 2659, 'volume': 3261964, 'vwap': 209.58, 'lastSize': 5, 'turnover': 68361273985, 'homeNotional': 30254.416094321026, 'foreignNotional': 6340474.615241498}, {'timestamp': datetime.datetime(2020, 5, 23, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.4, 'high': 211.25, 'low': 209.55, 'close': 210.15, 'trades': 2865, 'volume': 2922392, 'vwap': 210.37, 'lastSize': 452, 'turnover': 61476957880, 'homeNotional': 27148.622941997382, 'foreignNotional': 5711134.582437865}]
2020-05-23 09:00:20 INFO: prepare candles [CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN'), CandleItem(low=208.7, high=210.65, open=210.15, close=209.05, color='RED'), CandleItem(low=209.55, high=211.25, open=210.4, close=210.15, color='RED')]
2020-05-23 09:00:20 INFO: last_candle=CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN')
2020-05-23 09:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 09:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN')
2020-05-23 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=208.7, high=210.65, open=210.15, close=209.05, color='RED')
2020-05-23 09:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.55, high=211.25, open=210.4, close=210.15, color='RED')
2020-05-23 09:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-23 09:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-23 09:00:20 INFO: place order: start candle=CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-05-23 09:00:20 INFO: place order: side_factor=-1 init_trigger_price=209.25 init_order_price=209.29999999999998 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=208.0 take_price=216.49999999999991
2020-05-23 09:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('209.25') init_order_price=Decimal('209.299999999999982946974341757595539093017578125') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('208') take_price=Decimal('216.499999999999914734871708787977695465087890625')
2020-05-23 09:00:20 INFO: place order: compute qty=8
2020-05-23 09:00:20 INFO: place order: save order to db 5d01600129a146529a4dd7c342354e33; response=True
2020-05-23 09:00:20 INFO: post order to exchange resp={'orderID': '778fdaed-61a1-8540-b71b-b9cc83df462c', 'clOrdID': '5d01600129a146529a4dd7c342354e33', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.3, 'displayQty': None, 'stopPx': 209.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc())}
2020-05-23 09:00:20 INFO: place new init order {'qty': 8, 'init_price': Decimal('209.25'), 'stop_price': Decimal('208'), 'take_price': Decimal('216.499999999999914734871708787977695465087890625'), 'order_uid': '5d01600129a146529a4dd7c342354e33', 'response': {'orderID': '778fdaed-61a1-8540-b71b-b9cc83df462c', 'clOrdID': '5d01600129a146529a4dd7c342354e33', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.3, 'displayQty': None, 'stopPx': 209.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc())}}
2020-05-23 09:00:20 INFO: init new order end
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:20 INFO: 
2020-05-23 09:00:21 INFO: process event {'orderID': '778fdaed-61a1-8540-b71b-b9cc83df462c', 'clOrdID': '5d01600129a146529a4dd7c342354e33', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.3, 'displayQty': None, 'stopPx': 209.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-23T06:00:20.820Z', 'timestamp': '2020-05-23T06:00:20.820Z'}
2020-05-23 09:00:21 INFO: skip event 5d01600129a146529a4dd7c342354e33 New
2020-05-23 09:02:00 INFO: 
2020-05-23 09:02:00 INFO: 
2020-05-23 09:02:00 INFO: 
2020-05-23 09:02:00 INFO: 
2020-05-23 09:02:00 INFO: clearing start
2020-05-23 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '778fdaed-61a1-8540-b71b-b9cc83df462c', 'clOrdID': '5d01600129a146529a4dd7c342354e33', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.3, 'displayQty': None, 'stopPx': 209.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc())}
2020-05-23 09:02:00 INFO: order time=2020-05-23 06:00:20.820000+00:00; delta from now UTC=0:01:40.177285 time_delta.total_seconds()=100.177285; time_diff_offset='3600'
2020-05-23 09:02:00 INFO: skip by time diff 2020-05-23 06:00:20.820000+00:00
2020-05-23 09:02:00 INFO: clearing end
2020-05-23 09:02:00 INFO: 
2020-05-23 09:02:00 INFO: 
2020-05-23 09:02:00 INFO: 
2020-05-23 09:02:00 INFO: 
2020-05-23 10:00:20 INFO: 
2020-05-23 10:00:20 INFO: 
2020-05-23 10:00:20 INFO: 
2020-05-23 10:00:20 INFO: 
2020-05-23 10:00:20 INFO: init new order start
2020-05-23 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.15, 'high': 209.2, 'low': 207.6, 'close': 208.45, 'trades': 2130, 'volume': 2457056, 'vwap': 208.17, 'lastSize': 20000, 'turnover': 51146688010, 'homeNotional': 22692.50488210244, 'foreignNotional': 4723736.235941368}, {'timestamp': datetime.datetime(2020, 5, 23, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.05, 'high': 209.2, 'low': 208.0, 'close': 209.15, 'trades': 2413, 'volume': 2811226, 'vwap': 208.6, 'lastSize': 1150, 'turnover': 58640540700, 'homeNotional': 26017.07722540831, 'foreignNotional': 5427014.19667706}, {'timestamp': datetime.datetime(2020, 5, 23, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.15, 'high': 210.65, 'low': 208.7, 'close': 209.05, 'trades': 2659, 'volume': 3261964, 'vwap': 209.58, 'lastSize': 5, 'turnover': 68361273985, 'homeNotional': 30254.416094321026, 'foreignNotional': 6340474.615241498}]
2020-05-23 10:00:21 INFO: prepare candles [CandleItem(low=207.6, high=209.2, open=209.15, close=208.45, color='RED'), CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN'), CandleItem(low=208.7, high=210.65, open=210.15, close=209.05, color='RED')]
2020-05-23 10:00:21 INFO: skip by colors first_candle=CandleItem(low=208.7, high=210.65, open=210.15, close=209.05, color='RED') second_candle=CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN') last_candle=CandleItem(low=207.6, high=209.2, open=209.15, close=208.45, color='RED')
2020-05-23 10:00:21 INFO: check need new order None
2020-05-23 10:00:21 INFO: init new order end
2020-05-23 10:00:21 INFO: 
2020-05-23 10:00:21 INFO: 
2020-05-23 10:00:21 INFO: 
2020-05-23 10:00:21 INFO: 
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:00 INFO: clearing start
2020-05-23 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '778fdaed-61a1-8540-b71b-b9cc83df462c', 'clOrdID': '5d01600129a146529a4dd7c342354e33', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.3, 'displayQty': None, 'stopPx': 209.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc())}
2020-05-23 10:02:00 INFO: order time=2020-05-23 06:00:20.820000+00:00; delta from now UTC=1:01:39.461516 time_delta.total_seconds()=3699.461516; time_diff_offset='3600'
2020-05-23 10:02:00 INFO: clear order 5d01600129a146529a4dd7c342354e33
2020-05-23 10:02:00 INFO: cancel order resp=[{'orderID': '778fdaed-61a1-8540-b71b-b9cc83df462c', 'clOrdID': '5d01600129a146529a4dd7c342354e33', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 209.3, 'displayQty': None, 'stopPx': 209.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 6, 0, 20, 820000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 7, 2, 0, 744000, tzinfo=tzutc())}]
2020-05-23 10:02:00 INFO: clearing end
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:00 INFO: 
2020-05-23 10:02:01 INFO: process event {'orderID': '778fdaed-61a1-8540-b71b-b9cc83df462c', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-05-23T07:02:00.744Z', 'clOrdID': '5d01600129a146529a4dd7c342354e33', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-23 10:02:01 INFO: skip event 5d01600129a146529a4dd7c342354e33 Canceled
2020-05-23 11:00:20 INFO: 
2020-05-23 11:00:20 INFO: 
2020-05-23 11:00:20 INFO: 
2020-05-23 11:00:20 INFO: 
2020-05-23 11:00:20 INFO: init new order start
2020-05-23 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.45, 'high': 209.05, 'low': 207.5, 'close': 208.55, 'trades': 2359, 'volume': 2714767, 'vwap': 208.33, 'lastSize': 92, 'turnover': 56556489455, 'homeNotional': 25101.5544594127, 'foreignNotional': 5229395.407253381}, {'timestamp': datetime.datetime(2020, 5, 23, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.15, 'high': 209.2, 'low': 207.6, 'close': 208.45, 'trades': 2130, 'volume': 2457056, 'vwap': 208.17, 'lastSize': 20000, 'turnover': 51146688010, 'homeNotional': 22692.50488210244, 'foreignNotional': 4723736.235941368}, {'timestamp': datetime.datetime(2020, 5, 23, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.05, 'high': 209.2, 'low': 208.0, 'close': 209.15, 'trades': 2413, 'volume': 2811226, 'vwap': 208.6, 'lastSize': 1150, 'turnover': 58640540700, 'homeNotional': 26017.07722540831, 'foreignNotional': 5427014.19667706}]
2020-05-23 11:00:21 INFO: prepare candles [CandleItem(low=207.5, high=209.05, open=208.45, close=208.55, color='GREEN'), CandleItem(low=207.6, high=209.2, open=209.15, close=208.45, color='RED'), CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN')]
2020-05-23 11:00:21 INFO: skip by colors first_candle=CandleItem(low=208.0, high=209.2, open=209.05, close=209.15, color='GREEN') second_candle=CandleItem(low=207.6, high=209.2, open=209.15, close=208.45, color='RED') last_candle=CandleItem(low=207.5, high=209.05, open=208.45, close=208.55, color='GREEN')
2020-05-23 11:00:21 INFO: check need new order None
2020-05-23 11:00:21 INFO: init new order end
2020-05-23 11:00:21 INFO: 
2020-05-23 11:00:21 INFO: 
2020-05-23 11:00:21 INFO: 
2020-05-23 11:00:21 INFO: 
2020-05-23 11:02:00 INFO: 
2020-05-23 11:02:00 INFO: 
2020-05-23 11:02:00 INFO: 
2020-05-23 11:02:00 INFO: 
2020-05-23 11:02:00 INFO: clearing start
2020-05-23 11:02:00 INFO: clearing end
2020-05-23 11:02:00 INFO: 
2020-05-23 11:02:00 INFO: 
2020-05-23 11:02:00 INFO: 
2020-05-23 11:02:00 INFO: 
2020-05-23 12:00:20 INFO: 
2020-05-23 12:00:20 INFO: 
2020-05-23 12:00:20 INFO: 
2020-05-23 12:00:20 INFO: 
2020-05-23 12:00:20 INFO: init new order start
2020-05-23 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.55, 'high': 208.55, 'low': 206.85, 'close': 207.85, 'trades': 3117, 'volume': 3408723, 'vwap': 207.51, 'lastSize': 1731, 'turnover': 70732087850, 'homeNotional': 31378.326559959856, 'foreignNotional': 6511131.992632358}, {'timestamp': datetime.datetime(2020, 5, 23, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.45, 'high': 209.05, 'low': 207.5, 'close': 208.55, 'trades': 2359, 'volume': 2714767, 'vwap': 208.33, 'lastSize': 92, 'turnover': 56556489455, 'homeNotional': 25101.5544594127, 'foreignNotional': 5229395.407253381}, {'timestamp': datetime.datetime(2020, 5, 23, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.15, 'high': 209.2, 'low': 207.6, 'close': 208.45, 'trades': 2130, 'volume': 2457056, 'vwap': 208.17, 'lastSize': 20000, 'turnover': 51146688010, 'homeNotional': 22692.50488210244, 'foreignNotional': 4723736.235941368}]
2020-05-23 12:00:20 INFO: prepare candles [CandleItem(low=206.85, high=208.55, open=208.55, close=207.85, color='RED'), CandleItem(low=207.5, high=209.05, open=208.45, close=208.55, color='GREEN'), CandleItem(low=207.6, high=209.2, open=209.15, close=208.45, color='RED')]
2020-05-23 12:00:20 INFO: skip by colors first_candle=CandleItem(low=207.6, high=209.2, open=209.15, close=208.45, color='RED') second_candle=CandleItem(low=207.5, high=209.05, open=208.45, close=208.55, color='GREEN') last_candle=CandleItem(low=206.85, high=208.55, open=208.55, close=207.85, color='RED')
2020-05-23 12:00:20 INFO: check need new order None
2020-05-23 12:00:20 INFO: init new order end
2020-05-23 12:00:20 INFO: 
2020-05-23 12:00:20 INFO: 
2020-05-23 12:00:20 INFO: 
2020-05-23 12:00:20 INFO: 
2020-05-23 12:02:00 INFO: 
2020-05-23 12:02:00 INFO: 
2020-05-23 12:02:00 INFO: 
2020-05-23 12:02:00 INFO: 
2020-05-23 12:02:00 INFO: clearing start
2020-05-23 12:02:00 INFO: clearing end
2020-05-23 12:02:00 INFO: 
2020-05-23 12:02:00 INFO: 
2020-05-23 12:02:00 INFO: 
2020-05-23 12:02:00 INFO: 
2020-05-23 13:00:20 INFO: 
2020-05-23 13:00:20 INFO: 
2020-05-23 13:00:20 INFO: 
2020-05-23 13:00:20 INFO: 
2020-05-23 13:00:20 INFO: init new order start
2020-05-23 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.85, 'high': 208.3, 'low': 205.2, 'close': 206.25, 'trades': 2846, 'volume': 3147988, 'vwap': 206.82, 'lastSize': 200, 'turnover': 65103618650, 'homeNotional': 28830.213035322868, 'foreignNotional': 5962460.334679259}, {'timestamp': datetime.datetime(2020, 5, 23, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.55, 'high': 208.55, 'low': 206.85, 'close': 207.85, 'trades': 3117, 'volume': 3408723, 'vwap': 207.51, 'lastSize': 1731, 'turnover': 70732087850, 'homeNotional': 31378.326559959856, 'foreignNotional': 6511131.992632358}, {'timestamp': datetime.datetime(2020, 5, 23, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.45, 'high': 209.05, 'low': 207.5, 'close': 208.55, 'trades': 2359, 'volume': 2714767, 'vwap': 208.33, 'lastSize': 92, 'turnover': 56556489455, 'homeNotional': 25101.5544594127, 'foreignNotional': 5229395.407253381}]
2020-05-23 13:00:20 INFO: prepare candles [CandleItem(low=205.2, high=208.3, open=207.85, close=206.25, color='RED'), CandleItem(low=206.85, high=208.55, open=208.55, close=207.85, color='RED'), CandleItem(low=207.5, high=209.05, open=208.45, close=208.55, color='GREEN')]
2020-05-23 13:00:20 INFO: skip by colors first_candle=CandleItem(low=207.5, high=209.05, open=208.45, close=208.55, color='GREEN') second_candle=CandleItem(low=206.85, high=208.55, open=208.55, close=207.85, color='RED') last_candle=CandleItem(low=205.2, high=208.3, open=207.85, close=206.25, color='RED')
2020-05-23 13:00:20 INFO: check need new order None
2020-05-23 13:00:20 INFO: init new order end
2020-05-23 13:00:20 INFO: 
2020-05-23 13:00:20 INFO: 
2020-05-23 13:00:20 INFO: 
2020-05-23 13:00:20 INFO: 
2020-05-23 13:02:00 INFO: 
2020-05-23 13:02:00 INFO: 
2020-05-23 13:02:00 INFO: 
2020-05-23 13:02:00 INFO: 
2020-05-23 13:02:00 INFO: clearing start
2020-05-23 13:02:00 INFO: clearing end
2020-05-23 13:02:00 INFO: 
2020-05-23 13:02:00 INFO: 
2020-05-23 13:02:00 INFO: 
2020-05-23 13:02:00 INFO: 
2020-05-23 14:00:20 INFO: 
2020-05-23 14:00:20 INFO: 
2020-05-23 14:00:20 INFO: 
2020-05-23 14:00:20 INFO: 
2020-05-23 14:00:20 INFO: init new order start
2020-05-23 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.25, 'high': 206.75, 'low': 205.55, 'close': 206.7, 'trades': 2859, 'volume': 3931604, 'vwap': 206.17, 'lastSize': 1, 'turnover': 81055746685, 'homeNotional': 35881.710885299064, 'foreignNotional': 7397543.535675979}, {'timestamp': datetime.datetime(2020, 5, 23, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.85, 'high': 208.3, 'low': 205.2, 'close': 206.25, 'trades': 2846, 'volume': 3147988, 'vwap': 206.82, 'lastSize': 200, 'turnover': 65103618650, 'homeNotional': 28830.213035322868, 'foreignNotional': 5962460.334679259}, {'timestamp': datetime.datetime(2020, 5, 23, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.55, 'high': 208.55, 'low': 206.85, 'close': 207.85, 'trades': 3117, 'volume': 3408723, 'vwap': 207.51, 'lastSize': 1731, 'turnover': 70732087850, 'homeNotional': 31378.326559959856, 'foreignNotional': 6511131.992632358}]
2020-05-23 14:00:20 INFO: prepare candles [CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN'), CandleItem(low=205.2, high=208.3, open=207.85, close=206.25, color='RED'), CandleItem(low=206.85, high=208.55, open=208.55, close=207.85, color='RED')]
2020-05-23 14:00:20 INFO: last_candle=CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN')
2020-05-23 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN')
2020-05-23 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=205.2, high=208.3, open=207.85, close=206.25, color='RED')
2020-05-23 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=206.85, high=208.55, open=208.55, close=207.85, color='RED')
2020-05-23 14:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-23 14:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-23 14:00:20 INFO: place order: start candle=CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-05-23 14:00:20 INFO: place order: side_factor=-1 init_trigger_price=206.8 init_order_price=206.85 stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=205.55 take_price=214.04999999999993
2020-05-23 14:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('206.80000000000001136868377216160297393798828125') init_order_price=Decimal('206.849999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=1.1999999999999886 stop_price=Decimal('205.55000000000001136868377216160297393798828125') take_price=Decimal('214.049999999999926103555480949580669403076171875')
2020-05-23 14:00:20 INFO: place order: compute qty=8
2020-05-23 14:00:20 INFO: place order: save order to db 2ef15d1e9a784280bb4bc6762061b713; response=True
2020-05-23 14:00:21 INFO: post order to exchange resp={'orderID': '1929751b-cada-9f8d-69a6-b495e7f2b7f6', 'clOrdID': '2ef15d1e9a784280bb4bc6762061b713', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 206.85, 'displayQty': None, 'stopPx': 206.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 0, 21, 983000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 0, 21, 983000, tzinfo=tzutc())}
2020-05-23 14:00:21 INFO: place new init order {'qty': 8, 'init_price': Decimal('206.80000000000001136868377216160297393798828125'), 'stop_price': Decimal('205.55000000000001136868377216160297393798828125'), 'take_price': Decimal('214.049999999999926103555480949580669403076171875'), 'order_uid': '2ef15d1e9a784280bb4bc6762061b713', 'response': {'orderID': '1929751b-cada-9f8d-69a6-b495e7f2b7f6', 'clOrdID': '2ef15d1e9a784280bb4bc6762061b713', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 206.85, 'displayQty': None, 'stopPx': 206.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 0, 21, 983000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 0, 21, 983000, tzinfo=tzutc())}}
2020-05-23 14:00:21 INFO: init new order end
2020-05-23 14:00:21 INFO: 
2020-05-23 14:00:21 INFO: 
2020-05-23 14:00:21 INFO: 
2020-05-23 14:00:21 INFO: 
2020-05-23 14:00:21 INFO: process event {'orderID': '1929751b-cada-9f8d-69a6-b495e7f2b7f6', 'clOrdID': '2ef15d1e9a784280bb4bc6762061b713', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 206.85, 'displayQty': None, 'stopPx': 206.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-23T11:00:21.983Z', 'timestamp': '2020-05-23T11:00:21.983Z'}
2020-05-23 14:00:22 INFO: skip event 2ef15d1e9a784280bb4bc6762061b713 New
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:00 INFO: clearing start
2020-05-23 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '1929751b-cada-9f8d-69a6-b495e7f2b7f6', 'clOrdID': '2ef15d1e9a784280bb4bc6762061b713', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 8, 'price': 206.85, 'displayQty': None, 'stopPx': 206.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 0, 21, 983000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 0, 21, 983000, tzinfo=tzutc())}
2020-05-23 14:02:00 INFO: order time=2020-05-23 11:00:21.983000+00:00; delta from now UTC=0:01:38.167847 time_delta.total_seconds()=98.167847; time_diff_offset='3600'
2020-05-23 14:02:00 INFO: skip by time diff 2020-05-23 11:00:21.983000+00:00
2020-05-23 14:02:00 INFO: clearing end
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:00 INFO: 
2020-05-23 14:02:11 INFO: process event {'orderID': '1929751b-cada-9f8d-69a6-b495e7f2b7f6', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-23T11:02:11.874Z', 'clOrdID': '2ef15d1e9a784280bb4bc6762061b713', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-23 14:02:11 INFO: skip event 2ef15d1e9a784280bb4bc6762061b713 
2020-05-23 14:02:11 INFO: process event {'orderID': '1929751b-cada-9f8d-69a6-b495e7f2b7f6', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 206.85, 'transactTime': '2020-05-23T11:02:11.874Z', 'clOrdID': '2ef15d1e9a784280bb4bc6762061b713', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-23T11:02:11.874Z'}
2020-05-23 14:02:11 INFO: add new event={'uid': '2ef15d1e9a784280bb4bc6762061b713', 'status': 'Filled'}
2020-05-23 14:02:12 INFO: 
2020-05-23 14:02:12 INFO: 
2020-05-23 14:02:12 INFO: 
2020-05-23 14:02:12 INFO: 
2020-05-23 14:02:12 INFO: process event start
2020-05-23 14:02:12 INFO: fetch new order event 2ef15d1e9a784280bb4bc6762061b713
2020-05-23 14:02:12 INFO: fetch orders by event init={'stop': '205.55000000000001136868377216160297393798828125', 'take': '214.049999999999926103555480949580669403076171875', 'qty': '8', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-05-23 14:02:12 INFO: process init order filled
2020-05-23 14:02:12 INFO: save profit orders to storage stop=d9beb2f387cd40b9804cf96f8d71ff02 take=14976670b81e4f1db6475bb6d38348c3
2020-05-23 14:02:12 INFO: place profit orders take_price=214.049999999999926103555480949580669403076171875, stop_price=205.55000000000001136868377216160297393798828125, qty=8, color=GREEN, ticker=ETHUSD d9beb2f387cd40b9804cf96f8d71ff02 14976670b81e4f1db6475bb6d38348c3
2020-05-23 14:02:12 INFO: place stop order ETHUSD: qty=-8, stop_price=205.55000000000001136868377216160297393798828125, stop_uid=d9beb2f387cd40b9804cf96f8d71ff02
2020-05-23 14:02:12 INFO: exchange resp for stop order={'orderID': 'a4f98172-3d09-9710-a1d5-87fed9caba5e', 'clOrdID': 'd9beb2f387cd40b9804cf96f8d71ff02', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 2, 12, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 2, 12, 950000, tzinfo=tzutc())}
2020-05-23 14:02:12 INFO: place limit order ETHUSD: qty=-8, price=214.049999999999926103555480949580669403076171875, take_uid=14976670b81e4f1db6475bb6d38348c3
2020-05-23 14:02:12 INFO: process event {'orderID': 'a4f98172-3d09-9710-a1d5-87fed9caba5e', 'clOrdID': 'd9beb2f387cd40b9804cf96f8d71ff02', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-23T11:02:12.950Z', 'timestamp': '2020-05-23T11:02:12.950Z'}
2020-05-23 14:02:12 INFO: skip event d9beb2f387cd40b9804cf96f8d71ff02 New
2020-05-23 14:02:13 INFO: exchange resp for take profit order={'orderID': '3b63056b-9734-97c6-71d4-4da0c1579b7f', 'clOrdID': '14976670b81e4f1db6475bb6d38348c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 214.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 2, 13, 781000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 2, 13, 781000, tzinfo=tzutc())}
2020-05-23 14:02:13 INFO: process event {'orderID': '3b63056b-9734-97c6-71d4-4da0c1579b7f', 'clOrdID': '14976670b81e4f1db6475bb6d38348c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 214.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-23T11:02:13.781Z', 'timestamp': '2020-05-23T11:02:13.781Z'}
2020-05-23 14:02:13 INFO: skip event 14976670b81e4f1db6475bb6d38348c3 New
2020-05-23 14:02:13 INFO: process event {'orderID': '3b63056b-9734-97c6-71d4-4da0c1579b7f', 'workingIndicator': True, 'clOrdID': '14976670b81e4f1db6475bb6d38348c3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-23T11:02:13.781Z'}
2020-05-23 14:02:13 INFO: skip event 14976670b81e4f1db6475bb6d38348c3 
2020-05-23 14:02:13 INFO: place profit orders={'stop': {'response': {'orderID': 'a4f98172-3d09-9710-a1d5-87fed9caba5e', 'clOrdID': 'd9beb2f387cd40b9804cf96f8d71ff02', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 2, 12, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 2, 12, 950000, tzinfo=tzutc())}, 'qty': Decimal('-8'), 'uid': 'd9beb2f387cd40b9804cf96f8d71ff02', 'price': Decimal('205.55000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '3b63056b-9734-97c6-71d4-4da0c1579b7f', 'clOrdID': '14976670b81e4f1db6475bb6d38348c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 214.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 2, 13, 781000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 2, 13, 781000, tzinfo=tzutc())}, 'qty': Decimal('-8'), 'uid': '14976670b81e4f1db6475bb6d38348c3', 'price': Decimal('214.049999999999926103555480949580669403076171875')}}
2020-05-23 14:02:13 INFO: rm init order from db 2ef15d1e9a784280bb4bc6762061b713
2020-05-23 14:02:13 INFO: end process event_processing_result='proceed init order'
2020-05-23 14:02:13 INFO: 
2020-05-23 14:02:13 INFO: 
2020-05-23 14:02:13 INFO: 
2020-05-23 14:02:13 INFO: 
2020-05-23 15:00:20 INFO: 
2020-05-23 15:00:20 INFO: 
2020-05-23 15:00:20 INFO: 
2020-05-23 15:00:20 INFO: 
2020-05-23 15:00:20 INFO: init new order start
2020-05-23 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.7, 'high': 207.8, 'low': 206.45, 'close': 207.35, 'trades': 1975, 'volume': 1653095, 'vwap': 207.24, 'lastSize': 650, 'turnover': 34258454035, 'homeNotional': 15158.34917821659, 'foreignNotional': 3141396.0198714137}, {'timestamp': datetime.datetime(2020, 5, 23, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.25, 'high': 206.75, 'low': 205.55, 'close': 206.7, 'trades': 2859, 'volume': 3931604, 'vwap': 206.17, 'lastSize': 1, 'turnover': 81055746685, 'homeNotional': 35881.710885299064, 'foreignNotional': 7397543.535675979}, {'timestamp': datetime.datetime(2020, 5, 23, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.85, 'high': 208.3, 'low': 205.2, 'close': 206.25, 'trades': 2846, 'volume': 3147988, 'vwap': 206.82, 'lastSize': 200, 'turnover': 65103618650, 'homeNotional': 28830.213035322868, 'foreignNotional': 5962460.334679259}]
2020-05-23 15:00:21 INFO: prepare candles [CandleItem(low=206.45, high=207.8, open=206.7, close=207.35, color='GREEN'), CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN'), CandleItem(low=205.2, high=208.3, open=207.85, close=206.25, color='RED')]
2020-05-23 15:00:21 INFO: skip by colors first_candle=CandleItem(low=205.2, high=208.3, open=207.85, close=206.25, color='RED') second_candle=CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN') last_candle=CandleItem(low=206.45, high=207.8, open=206.7, close=207.35, color='GREEN')
2020-05-23 15:00:21 INFO: check need new order None
2020-05-23 15:00:21 INFO: init new order end
2020-05-23 15:00:21 INFO: 
2020-05-23 15:00:21 INFO: 
2020-05-23 15:00:21 INFO: 
2020-05-23 15:00:21 INFO: 
2020-05-23 15:02:00 INFO: 
2020-05-23 15:02:00 INFO: 
2020-05-23 15:02:00 INFO: 
2020-05-23 15:02:00 INFO: 
2020-05-23 15:02:00 INFO: clearing start
2020-05-23 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a4f98172-3d09-9710-a1d5-87fed9caba5e', 'clOrdID': 'd9beb2f387cd40b9804cf96f8d71ff02', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': None, 'displayQty': None, 'stopPx': 205.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 2, 12, 950000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 2, 12, 950000, tzinfo=tzutc())}
2020-05-23 15:02:00 INFO: skip by not found init order into storage
2020-05-23 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3b63056b-9734-97c6-71d4-4da0c1579b7f', 'clOrdID': '14976670b81e4f1db6475bb6d38348c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 214.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 8, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 2, 13, 781000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 11, 2, 13, 781000, tzinfo=tzutc())}
2020-05-23 15:02:00 INFO: skip by not found init order into storage
2020-05-23 15:02:00 INFO: clearing end
2020-05-23 15:02:00 INFO: 
2020-05-23 15:02:00 INFO: 
2020-05-23 15:02:00 INFO: 
2020-05-23 15:02:00 INFO: 
2020-05-23 15:31:42 INFO: process event {'orderID': 'a4f98172-3d09-9710-a1d5-87fed9caba5e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-05-23T12:31:42.445Z', 'clOrdID': 'd9beb2f387cd40b9804cf96f8d71ff02', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-23 15:31:42 INFO: skip event d9beb2f387cd40b9804cf96f8d71ff02 
2020-05-23 15:31:42 INFO: process event {'orderID': 'a4f98172-3d09-9710-a1d5-87fed9caba5e', 'price': 205.55, 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 8, 'avgPx': 205.55, 'transactTime': '2020-05-23T12:31:42.445Z', 'clOrdID': 'd9beb2f387cd40b9804cf96f8d71ff02', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-23T12:31:42.445Z'}
2020-05-23 15:31:42 INFO: add new event={'uid': 'd9beb2f387cd40b9804cf96f8d71ff02', 'status': 'Filled'}
2020-05-23 15:31:43 INFO: 
2020-05-23 15:31:43 INFO: 
2020-05-23 15:31:43 INFO: 
2020-05-23 15:31:43 INFO: 
2020-05-23 15:31:43 INFO: process event start
2020-05-23 15:31:43 INFO: fetch new order event d9beb2f387cd40b9804cf96f8d71ff02
2020-05-23 15:31:43 INFO: fetch orders by event init=None profit_pair=14976670b81e4f1db6475bb6d38348c3
2020-05-23 15:31:43 INFO: process profit order filled
2020-05-23 15:31:44 INFO: process event {'orderID': '3b63056b-9734-97c6-71d4-4da0c1579b7f', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-05-23T12:31:44.778Z', 'clOrdID': '14976670b81e4f1db6475bb6d38348c3', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-23 15:31:44 INFO: skip event 14976670b81e4f1db6475bb6d38348c3 Canceled
2020-05-23 15:31:44 INFO: cancel order=14976670b81e4f1db6475bb6d38348c3 [{'orderID': '3b63056b-9734-97c6-71d4-4da0c1579b7f', 'clOrdID': '14976670b81e4f1db6475bb6d38348c3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 8, 'price': 214.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 23, 11, 2, 13, 781000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 23, 12, 31, 44, 778000, tzinfo=tzutc())}]
2020-05-23 15:31:44 INFO: end process event_processing_result='proceed profit order'
2020-05-23 15:31:44 INFO: 
2020-05-23 15:31:44 INFO: 
2020-05-23 15:31:44 INFO: 
2020-05-23 15:31:44 INFO: 
2020-05-23 16:00:20 INFO: 
2020-05-23 16:00:20 INFO: 
2020-05-23 16:00:20 INFO: 
2020-05-23 16:00:20 INFO: 
2020-05-23 16:00:20 INFO: init new order start
2020-05-23 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.35, 'high': 207.35, 'low': 204.2, 'close': 206.45, 'trades': 4116, 'volume': 4304126, 'vwap': 205.91, 'lastSize': 1, 'turnover': 88623961780, 'homeNotional': 39299.27887220937, 'foreignNotional': 8091983.522704166}, {'timestamp': datetime.datetime(2020, 5, 23, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.7, 'high': 207.8, 'low': 206.45, 'close': 207.35, 'trades': 1975, 'volume': 1653095, 'vwap': 207.24, 'lastSize': 650, 'turnover': 34258454035, 'homeNotional': 15158.34917821659, 'foreignNotional': 3141396.0198714137}, {'timestamp': datetime.datetime(2020, 5, 23, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.25, 'high': 206.75, 'low': 205.55, 'close': 206.7, 'trades': 2859, 'volume': 3931604, 'vwap': 206.17, 'lastSize': 1, 'turnover': 81055746685, 'homeNotional': 35881.710885299064, 'foreignNotional': 7397543.535675979}]
2020-05-23 16:00:20 INFO: prepare candles [CandleItem(low=204.2, high=207.35, open=207.35, close=206.45, color='RED'), CandleItem(low=206.45, high=207.8, open=206.7, close=207.35, color='GREEN'), CandleItem(low=205.55, high=206.75, open=206.25, close=206.7, color='GREEN')]
2020-05-23 16:00:20 INFO: last_candle=CandleItem(low=204.2, high=207.35, open=207.35, close=206.45, color='RED')
2020-05-23 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 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=204.2, high=207.35, open=207.35, close=206.45, color='RED')
2020-05-23 16:00:20 INFO: skip by CandleItem(low=204.2, high=207.35, open=207.35, close=206.45, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 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=204.2, high=207.35, open=207.35, close=206.45, color='RED')
2020-05-23 16:00:20 INFO: skip by CandleItem(low=204.2, high=207.35, open=207.35, close=206.45, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 16:00:20 INFO: not found applicable config for candle
2020-05-23 16:00:20 INFO: check need new order None
2020-05-23 16:00:20 INFO: init new order end
2020-05-23 16:00:20 INFO: 
2020-05-23 16:00:20 INFO: 
2020-05-23 16:00:20 INFO: 
2020-05-23 16:00:20 INFO: 
2020-05-23 16:02:00 INFO: 
2020-05-23 16:02:00 INFO: 
2020-05-23 16:02:00 INFO: 
2020-05-23 16:02:00 INFO: 
2020-05-23 16:02:00 INFO: clearing start
2020-05-23 16:02:00 INFO: clearing end
2020-05-23 16:02:00 INFO: 
2020-05-23 16:02:00 INFO: 
2020-05-23 16:02:00 INFO: 
2020-05-23 16:02:00 INFO: 
2020-05-23 17:00:20 INFO: 
2020-05-23 17:00:20 INFO: 
2020-05-23 17:00:20 INFO: 
2020-05-23 17:00:20 INFO: 
2020-05-23 17:00:20 INFO: init new order start
2020-05-23 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 207.1, 'low': 206.0, 'close': 206.0, 'trades': 2592, 'volume': 2778159, 'vwap': 206.39, 'lastSize': 50, 'turnover': 57336497755, 'homeNotional': 25436.023429475543, 'foreignNotional': 5249567.922504583}, {'timestamp': datetime.datetime(2020, 5, 23, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.35, 'high': 207.35, 'low': 204.2, 'close': 206.45, 'trades': 4116, 'volume': 4304126, 'vwap': 205.91, 'lastSize': 1, 'turnover': 88623961780, 'homeNotional': 39299.27887220937, 'foreignNotional': 8091983.522704166}, {'timestamp': datetime.datetime(2020, 5, 23, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.7, 'high': 207.8, 'low': 206.45, 'close': 207.35, 'trades': 1975, 'volume': 1653095, 'vwap': 207.24, 'lastSize': 650, 'turnover': 34258454035, 'homeNotional': 15158.34917821659, 'foreignNotional': 3141396.0198714137}]
2020-05-23 17:00:20 INFO: prepare candles [CandleItem(low=206.0, high=207.1, open=206.45, close=206.0, color='RED'), CandleItem(low=204.2, high=207.35, open=207.35, close=206.45, color='RED'), CandleItem(low=206.45, high=207.8, open=206.7, close=207.35, color='GREEN')]
2020-05-23 17:00:20 INFO: skip by colors first_candle=CandleItem(low=206.45, high=207.8, open=206.7, close=207.35, color='GREEN') second_candle=CandleItem(low=204.2, high=207.35, open=207.35, close=206.45, color='RED') last_candle=CandleItem(low=206.0, high=207.1, open=206.45, close=206.0, color='RED')
2020-05-23 17:00:20 INFO: check need new order None
2020-05-23 17:00:20 INFO: init new order end
2020-05-23 17:00:20 INFO: 
2020-05-23 17:00:20 INFO: 
2020-05-23 17:00:20 INFO: 
2020-05-23 17:00:20 INFO: 
2020-05-23 17:02:00 INFO: 
2020-05-23 17:02:00 INFO: 
2020-05-23 17:02:00 INFO: 
2020-05-23 17:02:00 INFO: 
2020-05-23 17:02:00 INFO: clearing start
2020-05-23 17:02:00 INFO: clearing end
2020-05-23 17:02:00 INFO: 
2020-05-23 17:02:00 INFO: 
2020-05-23 17:02:00 INFO: 
2020-05-23 17:02:00 INFO: 
2020-05-23 18:00:20 INFO: 
2020-05-23 18:00:20 INFO: 
2020-05-23 18:00:20 INFO: 
2020-05-23 18:00:20 INFO: 
2020-05-23 18:00:20 INFO: init new order start
2020-05-23 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 208.1, 'low': 205.4, 'close': 207.6, 'trades': 3973, 'volume': 3961507, 'vwap': 207.0, 'lastSize': 2386, 'turnover': 82002661055, 'homeNotional': 36370.36513681878, 'foreignNotional': 7528681.844654569}, {'timestamp': datetime.datetime(2020, 5, 23, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 207.1, 'low': 206.0, 'close': 206.0, 'trades': 2592, 'volume': 2778159, 'vwap': 206.39, 'lastSize': 50, 'turnover': 57336497755, 'homeNotional': 25436.023429475543, 'foreignNotional': 5249567.922504583}, {'timestamp': datetime.datetime(2020, 5, 23, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.35, 'high': 207.35, 'low': 204.2, 'close': 206.45, 'trades': 4116, 'volume': 4304126, 'vwap': 205.91, 'lastSize': 1, 'turnover': 88623961780, 'homeNotional': 39299.27887220937, 'foreignNotional': 8091983.522704166}]
2020-05-23 18:00:20 INFO: prepare candles [CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN'), CandleItem(low=206.0, high=207.1, open=206.45, close=206.0, color='RED'), CandleItem(low=204.2, high=207.35, open=207.35, close=206.45, color='RED')]
2020-05-23 18:00:20 INFO: last_candle=CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN')
2020-05-23 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN')
2020-05-23 18:00:20 INFO: skip by CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 18:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 18:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN')
2020-05-23 18:00:20 INFO: skip by CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 18:00:20 INFO: not found applicable config for candle
2020-05-23 18:00:20 INFO: check need new order None
2020-05-23 18:00:20 INFO: init new order end
2020-05-23 18:00:20 INFO: 
2020-05-23 18:00:20 INFO: 
2020-05-23 18:00:20 INFO: 
2020-05-23 18:00:20 INFO: 
2020-05-23 18:02:00 INFO: 
2020-05-23 18:02:00 INFO: 
2020-05-23 18:02:00 INFO: 
2020-05-23 18:02:00 INFO: 
2020-05-23 18:02:00 INFO: clearing start
2020-05-23 18:02:00 INFO: clearing end
2020-05-23 18:02:00 INFO: 
2020-05-23 18:02:00 INFO: 
2020-05-23 18:02:00 INFO: 
2020-05-23 18:02:00 INFO: 
2020-05-23 19:00:20 INFO: 
2020-05-23 19:00:20 INFO: 
2020-05-23 19:00:20 INFO: 
2020-05-23 19:00:20 INFO: 
2020-05-23 19:00:20 INFO: init new order start
2020-05-23 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 208.0, 'low': 206.9, 'close': 207.75, 'trades': 1936, 'volume': 1567898, 'vwap': 207.42, 'lastSize': 1, 'turnover': 32520894055, 'homeNotional': 14411.03259466004, 'foreignNotional': 2989100.380547911}, {'timestamp': datetime.datetime(2020, 5, 23, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 208.1, 'low': 205.4, 'close': 207.6, 'trades': 3973, 'volume': 3961507, 'vwap': 207.0, 'lastSize': 2386, 'turnover': 82002661055, 'homeNotional': 36370.36513681878, 'foreignNotional': 7528681.844654569}, {'timestamp': datetime.datetime(2020, 5, 23, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.45, 'high': 207.1, 'low': 206.0, 'close': 206.0, 'trades': 2592, 'volume': 2778159, 'vwap': 206.39, 'lastSize': 50, 'turnover': 57336497755, 'homeNotional': 25436.023429475543, 'foreignNotional': 5249567.922504583}]
2020-05-23 19:00:20 INFO: prepare candles [CandleItem(low=206.9, high=208.0, open=207.6, close=207.75, color='GREEN'), CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN'), CandleItem(low=206.0, high=207.1, open=206.45, close=206.0, color='RED')]
2020-05-23 19:00:20 INFO: skip by colors first_candle=CandleItem(low=206.0, high=207.1, open=206.45, close=206.0, color='RED') second_candle=CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN') last_candle=CandleItem(low=206.9, high=208.0, open=207.6, close=207.75, color='GREEN')
2020-05-23 19:00:20 INFO: check need new order None
2020-05-23 19:00:20 INFO: init new order end
2020-05-23 19:00:20 INFO: 
2020-05-23 19:00:20 INFO: 
2020-05-23 19:00:20 INFO: 
2020-05-23 19:00:20 INFO: 
2020-05-23 19:02:00 INFO: 
2020-05-23 19:02:00 INFO: 
2020-05-23 19:02:00 INFO: 
2020-05-23 19:02:00 INFO: 
2020-05-23 19:02:00 INFO: clearing start
2020-05-23 19:02:00 INFO: clearing end
2020-05-23 19:02:00 INFO: 
2020-05-23 19:02:00 INFO: 
2020-05-23 19:02:00 INFO: 
2020-05-23 19:02:00 INFO: 
2020-05-23 20:00:20 INFO: 
2020-05-23 20:00:20 INFO: 
2020-05-23 20:00:20 INFO: 
2020-05-23 20:00:20 INFO: 
2020-05-23 20:00:20 INFO: init new order start
2020-05-23 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.75, 'high': 208.55, 'low': 205.8, 'close': 206.9, 'trades': 3696, 'volume': 3651520, 'vwap': 207.14, 'lastSize': 738, 'turnover': 75635689525, 'homeNotional': 33515.99477021153, 'foreignNotional': 6942396.494971214}, {'timestamp': datetime.datetime(2020, 5, 23, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 208.0, 'low': 206.9, 'close': 207.75, 'trades': 1936, 'volume': 1567898, 'vwap': 207.42, 'lastSize': 1, 'turnover': 32520894055, 'homeNotional': 14411.03259466004, 'foreignNotional': 2989100.380547911}, {'timestamp': datetime.datetime(2020, 5, 23, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 208.1, 'low': 205.4, 'close': 207.6, 'trades': 3973, 'volume': 3961507, 'vwap': 207.0, 'lastSize': 2386, 'turnover': 82002661055, 'homeNotional': 36370.36513681878, 'foreignNotional': 7528681.844654569}]
2020-05-23 20:00:21 INFO: prepare candles [CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED'), CandleItem(low=206.9, high=208.0, open=207.6, close=207.75, color='GREEN'), CandleItem(low=205.4, high=208.1, open=206.0, close=207.6, color='GREEN')]
2020-05-23 20:00:21 INFO: last_candle=CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED')
2020-05-23 20:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 20:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED')
2020-05-23 20:00:21 INFO: skip by CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 20:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-23 20:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED')
2020-05-23 20:00:21 INFO: skip by CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-23 20:00:21 INFO: not found applicable config for candle
2020-05-23 20:00:21 INFO: check need new order None
2020-05-23 20:00:21 INFO: init new order end
2020-05-23 20:00:21 INFO: 
2020-05-23 20:00:21 INFO: 
2020-05-23 20:00:21 INFO: 
2020-05-23 20:00:21 INFO: 
2020-05-23 20:02:00 INFO: 
2020-05-23 20:02:00 INFO: 
2020-05-23 20:02:00 INFO: 
2020-05-23 20:02:00 INFO: 
2020-05-23 20:02:00 INFO: clearing start
2020-05-23 20:02:00 INFO: clearing end
2020-05-23 20:02:00 INFO: 
2020-05-23 20:02:00 INFO: 
2020-05-23 20:02:00 INFO: 
2020-05-23 20:02:00 INFO: 
2020-05-23 21:00:20 INFO: 
2020-05-23 21:00:20 INFO: 
2020-05-23 21:00:20 INFO: 
2020-05-23 21:00:20 INFO: 
2020-05-23 21:00:20 INFO: init new order start
2020-05-23 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.9, 'high': 207.55, 'low': 206.55, 'close': 207.2, 'trades': 1312, 'volume': 1098040, 'vwap': 207.21, 'lastSize': 150, 'turnover': 22752103320, 'homeNotional': 10088.850746952574, 'foreignNotional': 2090478.0705282912}, {'timestamp': datetime.datetime(2020, 5, 23, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.75, 'high': 208.55, 'low': 205.8, 'close': 206.9, 'trades': 3696, 'volume': 3651520, 'vwap': 207.14, 'lastSize': 738, 'turnover': 75635689525, 'homeNotional': 33515.99477021153, 'foreignNotional': 6942396.494971214}, {'timestamp': datetime.datetime(2020, 5, 23, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.6, 'high': 208.0, 'low': 206.9, 'close': 207.75, 'trades': 1936, 'volume': 1567898, 'vwap': 207.42, 'lastSize': 1, 'turnover': 32520894055, 'homeNotional': 14411.03259466004, 'foreignNotional': 2989100.380547911}]
2020-05-23 21:00:20 INFO: prepare candles [CandleItem(low=206.55, high=207.55, open=206.9, close=207.2, color='GREEN'), CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED'), CandleItem(low=206.9, high=208.0, open=207.6, close=207.75, color='GREEN')]
2020-05-23 21:00:20 INFO: skip by colors first_candle=CandleItem(low=206.9, high=208.0, open=207.6, close=207.75, color='GREEN') second_candle=CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED') last_candle=CandleItem(low=206.55, high=207.55, open=206.9, close=207.2, color='GREEN')
2020-05-23 21:00:20 INFO: check need new order None
2020-05-23 21:00:20 INFO: init new order end
2020-05-23 21:00:20 INFO: 
2020-05-23 21:00:20 INFO: 
2020-05-23 21:00:20 INFO: 
2020-05-23 21:00:20 INFO: 
2020-05-23 21:02:00 INFO: 
2020-05-23 21:02:00 INFO: 
2020-05-23 21:02:00 INFO: 
2020-05-23 21:02:00 INFO: 
2020-05-23 21:02:00 INFO: clearing start
2020-05-23 21:02:00 INFO: clearing end
2020-05-23 21:02:00 INFO: 
2020-05-23 21:02:00 INFO: 
2020-05-23 21:02:00 INFO: 
2020-05-23 21:02:00 INFO: 
2020-05-23 22:00:20 INFO: 
2020-05-23 22:00:20 INFO: 
2020-05-23 22:00:20 INFO: 
2020-05-23 22:00:20 INFO: 
2020-05-23 22:00:20 INFO: init new order start
2020-05-23 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.2, 'high': 207.85, 'low': 206.55, 'close': 206.95, 'trades': 1611, 'volume': 1155539, 'vwap': 207.05, 'lastSize': 7, 'turnover': 23924528425, 'homeNotional': 10598.006042041816, 'foreignNotional': 2194238.8951291796}, {'timestamp': datetime.datetime(2020, 5, 23, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.9, 'high': 207.55, 'low': 206.55, 'close': 207.2, 'trades': 1312, 'volume': 1098040, 'vwap': 207.21, 'lastSize': 150, 'turnover': 22752103320, 'homeNotional': 10088.850746952574, 'foreignNotional': 2090478.0705282912}, {'timestamp': datetime.datetime(2020, 5, 23, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.75, 'high': 208.55, 'low': 205.8, 'close': 206.9, 'trades': 3696, 'volume': 3651520, 'vwap': 207.14, 'lastSize': 738, 'turnover': 75635689525, 'homeNotional': 33515.99477021153, 'foreignNotional': 6942396.494971214}]
2020-05-23 22:00:20 INFO: prepare candles [CandleItem(low=206.55, high=207.85, open=207.2, close=206.95, color='RED'), CandleItem(low=206.55, high=207.55, open=206.9, close=207.2, color='GREEN'), CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED')]
2020-05-23 22:00:20 INFO: skip by colors first_candle=CandleItem(low=205.8, high=208.55, open=207.75, close=206.9, color='RED') second_candle=CandleItem(low=206.55, high=207.55, open=206.9, close=207.2, color='GREEN') last_candle=CandleItem(low=206.55, high=207.85, open=207.2, close=206.95, color='RED')
2020-05-23 22:00:20 INFO: check need new order None
2020-05-23 22:00:20 INFO: init new order end
2020-05-23 22:00:20 INFO: 
2020-05-23 22:00:20 INFO: 
2020-05-23 22:00:20 INFO: 
2020-05-23 22:00:20 INFO: 
2020-05-23 22:02:00 INFO: 
2020-05-23 22:02:00 INFO: 
2020-05-23 22:02:00 INFO: 
2020-05-23 22:02:00 INFO: 
2020-05-23 22:02:00 INFO: clearing start
2020-05-23 22:02:00 INFO: clearing end
2020-05-23 22:02:00 INFO: 
2020-05-23 22:02:00 INFO: 
2020-05-23 22:02:00 INFO: 
2020-05-23 22:02:00 INFO: 
2020-05-23 23:00:20 INFO: 
2020-05-23 23:00:20 INFO: 
2020-05-23 23:00:20 INFO: 
2020-05-23 23:00:20 INFO: 
2020-05-23 23:00:20 INFO: init new order start
2020-05-23 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.6, 'low': 206.05, 'close': 207.25, 'trades': 2195, 'volume': 1623542, 'vwap': 207.06, 'lastSize': 10, 'turnover': 33616028845, 'homeNotional': 14888.252979600682, 'foreignNotional': 3082677.369557105}, {'timestamp': datetime.datetime(2020, 5, 23, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.2, 'high': 207.85, 'low': 206.55, 'close': 206.95, 'trades': 1611, 'volume': 1155539, 'vwap': 207.05, 'lastSize': 7, 'turnover': 23924528425, 'homeNotional': 10598.006042041816, 'foreignNotional': 2194238.8951291796}, {'timestamp': datetime.datetime(2020, 5, 23, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.9, 'high': 207.55, 'low': 206.55, 'close': 207.2, 'trades': 1312, 'volume': 1098040, 'vwap': 207.21, 'lastSize': 150, 'turnover': 22752103320, 'homeNotional': 10088.850746952574, 'foreignNotional': 2090478.0705282912}]
2020-05-23 23:00:20 INFO: prepare candles [CandleItem(low=206.05, high=207.6, open=206.95, close=207.25, color='GREEN'), CandleItem(low=206.55, high=207.85, open=207.2, close=206.95, color='RED'), CandleItem(low=206.55, high=207.55, open=206.9, close=207.2, color='GREEN')]
2020-05-23 23:00:20 INFO: skip by colors first_candle=CandleItem(low=206.55, high=207.55, open=206.9, close=207.2, color='GREEN') second_candle=CandleItem(low=206.55, high=207.85, open=207.2, close=206.95, color='RED') last_candle=CandleItem(low=206.05, high=207.6, open=206.95, close=207.25, color='GREEN')
2020-05-23 23:00:20 INFO: check need new order None
2020-05-23 23:00:20 INFO: init new order end
2020-05-23 23:00:20 INFO: 
2020-05-23 23:00:20 INFO: 
2020-05-23 23:00:20 INFO: 
2020-05-23 23:00:20 INFO: 
2020-05-23 23:02:00 INFO: 
2020-05-23 23:02:00 INFO: 
2020-05-23 23:02:00 INFO: 
2020-05-23 23:02:00 INFO: 
2020-05-23 23:02:00 INFO: clearing start
2020-05-23 23:02:00 INFO: clearing end
2020-05-23 23:02:00 INFO: 
2020-05-23 23:02:00 INFO: 
2020-05-23 23:02:00 INFO: 
2020-05-23 23:02:00 INFO: 
2020-05-24 00:00:20 INFO: 
2020-05-24 00:00:20 INFO: 
2020-05-24 00:00:20 INFO: 
2020-05-24 00:00:20 INFO: 
2020-05-24 00:00:20 INFO: init new order start
2020-05-24 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.25, 'high': 208.65, 'low': 207.25, 'close': 208.15, 'trades': 2176, 'volume': 1790031, 'vwap': 208.09, 'lastSize': 500, 'turnover': 37248183555, 'homeNotional': 16479.195314436638, 'foreignNotional': 3429113.8986005005}, {'timestamp': datetime.datetime(2020, 5, 23, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.6, 'low': 206.05, 'close': 207.25, 'trades': 2195, 'volume': 1623542, 'vwap': 207.06, 'lastSize': 10, 'turnover': 33616028845, 'homeNotional': 14888.252979600682, 'foreignNotional': 3082677.369557105}, {'timestamp': datetime.datetime(2020, 5, 23, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.2, 'high': 207.85, 'low': 206.55, 'close': 206.95, 'trades': 1611, 'volume': 1155539, 'vwap': 207.05, 'lastSize': 7, 'turnover': 23924528425, 'homeNotional': 10598.006042041816, 'foreignNotional': 2194238.8951291796}]
2020-05-24 00:00:20 INFO: prepare candles [CandleItem(low=207.25, high=208.65, open=207.25, close=208.15, color='GREEN'), CandleItem(low=206.05, high=207.6, open=206.95, close=207.25, color='GREEN'), CandleItem(low=206.55, high=207.85, open=207.2, close=206.95, color='RED')]
2020-05-24 00:00:20 INFO: skip by colors first_candle=CandleItem(low=206.55, high=207.85, open=207.2, close=206.95, color='RED') second_candle=CandleItem(low=206.05, high=207.6, open=206.95, close=207.25, color='GREEN') last_candle=CandleItem(low=207.25, high=208.65, open=207.25, close=208.15, color='GREEN')
2020-05-24 00:00:20 INFO: check need new order None
2020-05-24 00:00:20 INFO: init new order end
2020-05-24 00:00:20 INFO: 
2020-05-24 00:00:20 INFO: 
2020-05-24 00:00:20 INFO: 
2020-05-24 00:00:20 INFO: 
2020-05-24 00:02:00 INFO: 
2020-05-24 00:02:00 INFO: 
2020-05-24 00:02:00 INFO: 
2020-05-24 00:02:00 INFO: 
2020-05-24 00:02:00 INFO: clearing start
2020-05-24 00:02:00 INFO: clearing end
2020-05-24 00:02:00 INFO: 
2020-05-24 00:02:00 INFO: 
2020-05-24 00:02:00 INFO: 
2020-05-24 00:02:00 INFO: 
2020-05-24 01:00:20 INFO: 
2020-05-24 01:00:20 INFO: 
2020-05-24 01:00:20 INFO: 
2020-05-24 01:00:20 INFO: 
2020-05-24 01:00:20 INFO: init new order start
2020-05-24 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.15, 'high': 208.3, 'low': 207.65, 'close': 208.2, 'trades': 1390, 'volume': 1502366, 'vwap': 207.96, 'lastSize': 1, 'turnover': 31242191550, 'homeNotional': 13867.115429843117, 'foreignNotional': 2883712.5367421247}, {'timestamp': datetime.datetime(2020, 5, 23, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.25, 'high': 208.65, 'low': 207.25, 'close': 208.15, 'trades': 2176, 'volume': 1790031, 'vwap': 208.09, 'lastSize': 500, 'turnover': 37248183555, 'homeNotional': 16479.195314436638, 'foreignNotional': 3429113.8986005005}, {'timestamp': datetime.datetime(2020, 5, 23, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.95, 'high': 207.6, 'low': 206.05, 'close': 207.25, 'trades': 2195, 'volume': 1623542, 'vwap': 207.06, 'lastSize': 10, 'turnover': 33616028845, 'homeNotional': 14888.252979600682, 'foreignNotional': 3082677.369557105}]
2020-05-24 01:00:21 INFO: prepare candles [CandleItem(low=207.65, high=208.3, open=208.15, close=208.2, color='GREEN'), CandleItem(low=207.25, high=208.65, open=207.25, close=208.15, color='GREEN'), CandleItem(low=206.05, high=207.6, open=206.95, close=207.25, color='GREEN')]
2020-05-24 01:00:21 INFO: skip by colors first_candle=CandleItem(low=206.05, high=207.6, open=206.95, close=207.25, color='GREEN') second_candle=CandleItem(low=207.25, high=208.65, open=207.25, close=208.15, color='GREEN') last_candle=CandleItem(low=207.65, high=208.3, open=208.15, close=208.2, color='GREEN')
2020-05-24 01:00:21 INFO: check need new order None
2020-05-24 01:00:21 INFO: init new order end
2020-05-24 01:00:21 INFO: 
2020-05-24 01:00:21 INFO: 
2020-05-24 01:00:21 INFO: 
2020-05-24 01:00:21 INFO: 
2020-05-24 01:02:00 INFO: 
2020-05-24 01:02:00 INFO: 
2020-05-24 01:02:00 INFO: 
2020-05-24 01:02:00 INFO: 
2020-05-24 01:02:00 INFO: clearing start
2020-05-24 01:02:00 INFO: clearing end
2020-05-24 01:02:00 INFO: 
2020-05-24 01:02:00 INFO: 
2020-05-24 01:02:00 INFO: 
2020-05-24 01:02:00 INFO: 
2020-05-24 02:00:20 INFO: 
2020-05-24 02:00:20 INFO: 
2020-05-24 02:00:20 INFO: 
2020-05-24 02:00:20 INFO: 
2020-05-24 02:00:20 INFO: init new order start
2020-05-24 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 23, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.2, 'high': 208.55, 'low': 207.65, 'close': 208.2, 'trades': 1896, 'volume': 1849831, 'vwap': 208.18, 'lastSize': 104, 'turnover': 38509159340, 'homeNotional': 17072.71183789641, 'foreignNotional': 3554140.7016131254}, {'timestamp': datetime.datetime(2020, 5, 23, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.15, 'high': 208.3, 'low': 207.65, 'close': 208.2, 'trades': 1390, 'volume': 1502366, 'vwap': 207.96, 'lastSize': 1, 'turnover': 31242191550, 'homeNotional': 13867.115429843117, 'foreignNotional': 2883712.5367421247}, {'timestamp': datetime.datetime(2020, 5, 23, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.25, 'high': 208.65, 'low': 207.25, 'close': 208.15, 'trades': 2176, 'volume': 1790031, 'vwap': 208.09, 'lastSize': 500, 'turnover': 37248183555, 'homeNotional': 16479.195314436638, 'foreignNotional': 3429113.8986005005}]
2020-05-24 02:00:20 INFO: skip by found empty buckets
2020-05-24 02:00:20 INFO: check need new order None
2020-05-24 02:00:20 INFO: init new order end
2020-05-24 02:00:20 INFO: 
2020-05-24 02:00:20 INFO: 
2020-05-24 02:00:20 INFO: 
2020-05-24 02:00:20 INFO: 
2020-05-24 02:02:00 INFO: 
2020-05-24 02:02:00 INFO: 
2020-05-24 02:02:00 INFO: 
2020-05-24 02:02:00 INFO: 
2020-05-24 02:02:00 INFO: clearing start
2020-05-24 02:02:00 INFO: clearing end
2020-05-24 02:02:00 INFO: 
2020-05-24 02:02:00 INFO: 
2020-05-24 02:02:00 INFO: 
2020-05-24 02:02:00 INFO: 
2020-05-24 03:00:20 INFO: 
2020-05-24 03:00:20 INFO: 
2020-05-24 03:00:20 INFO: 
2020-05-24 03:00:20 INFO: 
2020-05-24 03:00:20 INFO: init new order start
2020-05-24 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.2, 'high': 208.55, 'low': 206.65, 'close': 206.85, 'trades': 2256, 'volume': 2185701, 'vwap': 207.2, 'lastSize': 250, 'turnover': 45286308905, 'homeNotional': 20081.587854332138, 'foreignNotional': 4160796.5975127555}, {'timestamp': datetime.datetime(2020, 5, 23, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.2, 'high': 208.55, 'low': 207.65, 'close': 208.2, 'trades': 1896, 'volume': 1849831, 'vwap': 208.18, 'lastSize': 104, 'turnover': 38509159340, 'homeNotional': 17072.71183789641, 'foreignNotional': 3554140.7016131254}, {'timestamp': datetime.datetime(2020, 5, 23, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.15, 'high': 208.3, 'low': 207.65, 'close': 208.2, 'trades': 1390, 'volume': 1502366, 'vwap': 207.96, 'lastSize': 1, 'turnover': 31242191550, 'homeNotional': 13867.115429843117, 'foreignNotional': 2883712.5367421247}]
2020-05-24 03:00:20 INFO: skip by found empty buckets
2020-05-24 03:00:20 INFO: check need new order None
2020-05-24 03:00:20 INFO: init new order end
2020-05-24 03:00:20 INFO: 
2020-05-24 03:00:20 INFO: 
2020-05-24 03:00:20 INFO: 
2020-05-24 03:00:20 INFO: 
2020-05-24 03:02:00 INFO: 
2020-05-24 03:02:00 INFO: 
2020-05-24 03:02:00 INFO: 
2020-05-24 03:02:00 INFO: 
2020-05-24 03:02:00 INFO: clearing start
2020-05-24 03:02:00 INFO: clearing end
2020-05-24 03:02:00 INFO: 
2020-05-24 03:02:00 INFO: 
2020-05-24 03:02:00 INFO: 
2020-05-24 03:02:00 INFO: 
2020-05-24 04:00:20 INFO: 
2020-05-24 04:00:20 INFO: 
2020-05-24 04:00:20 INFO: 
2020-05-24 04:00:20 INFO: 
2020-05-24 04:00:20 INFO: init new order start
2020-05-24 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.85, 'high': 207.95, 'low': 206.25, 'close': 207.55, 'trades': 2498, 'volume': 1792194, 'vwap': 207.04, 'lastSize': 5000, 'turnover': 37105283725, 'homeNotional': 16437.62132741406, 'foreignNotional': 3403229.517620599}, {'timestamp': datetime.datetime(2020, 5, 24, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.2, 'high': 208.55, 'low': 206.65, 'close': 206.85, 'trades': 2256, 'volume': 2185701, 'vwap': 207.2, 'lastSize': 250, 'turnover': 45286308905, 'homeNotional': 20081.587854332138, 'foreignNotional': 4160796.5975127555}, {'timestamp': datetime.datetime(2020, 5, 23, 23, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.2, 'high': 208.55, 'low': 207.65, 'close': 208.2, 'trades': 1896, 'volume': 1849831, 'vwap': 208.18, 'lastSize': 104, 'turnover': 38509159340, 'homeNotional': 17072.71183789641, 'foreignNotional': 3554140.7016131254}]
2020-05-24 04:00:21 INFO: skip by found empty buckets
2020-05-24 04:00:21 INFO: check need new order None
2020-05-24 04:00:21 INFO: init new order end
2020-05-24 04:00:21 INFO: 
2020-05-24 04:00:21 INFO: 
2020-05-24 04:00:21 INFO: 
2020-05-24 04:00:21 INFO: 
2020-05-24 04:02:00 INFO: 
2020-05-24 04:02:00 INFO: 
2020-05-24 04:02:00 INFO: 
2020-05-24 04:02:00 INFO: 
2020-05-24 04:02:00 INFO: clearing start
2020-05-24 04:02:00 INFO: clearing end
2020-05-24 04:02:00 INFO: 
2020-05-24 04:02:00 INFO: 
2020-05-24 04:02:00 INFO: 
2020-05-24 04:02:00 INFO: 
2020-05-24 05:00:20 INFO: 
2020-05-24 05:00:20 INFO: 
2020-05-24 05:00:20 INFO: 
2020-05-24 05:00:20 INFO: 
2020-05-24 05:00:20 INFO: init new order start
2020-05-24 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.55, 'high': 208.55, 'low': 207.4, 'close': 208.0, 'trades': 1725, 'volume': 2668712, 'vwap': 208.21, 'lastSize': 10, 'turnover': 55564062720, 'homeNotional': 24546.112192698776, 'foreignNotional': 5110638.238654273}, {'timestamp': datetime.datetime(2020, 5, 24, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.85, 'high': 207.95, 'low': 206.25, 'close': 207.55, 'trades': 2498, 'volume': 1792194, 'vwap': 207.04, 'lastSize': 5000, 'turnover': 37105283725, 'homeNotional': 16437.62132741406, 'foreignNotional': 3403229.517620599}, {'timestamp': datetime.datetime(2020, 5, 24, 0, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.2, 'high': 208.55, 'low': 206.65, 'close': 206.85, 'trades': 2256, 'volume': 2185701, 'vwap': 207.2, 'lastSize': 250, 'turnover': 45286308905, 'homeNotional': 20081.587854332138, 'foreignNotional': 4160796.5975127555}]
2020-05-24 05:00:20 INFO: prepare candles [CandleItem(low=207.4, high=208.55, open=207.55, close=208.0, color='GREEN'), CandleItem(low=206.25, high=207.95, open=206.85, close=207.55, color='GREEN'), CandleItem(low=206.65, high=208.55, open=208.2, close=206.85, color='RED')]
2020-05-24 05:00:20 INFO: skip by colors first_candle=CandleItem(low=206.65, high=208.55, open=208.2, close=206.85, color='RED') second_candle=CandleItem(low=206.25, high=207.95, open=206.85, close=207.55, color='GREEN') last_candle=CandleItem(low=207.4, high=208.55, open=207.55, close=208.0, color='GREEN')
2020-05-24 05:00:20 INFO: check need new order None
2020-05-24 05:00:20 INFO: init new order end
2020-05-24 05:00:20 INFO: 
2020-05-24 05:00:20 INFO: 
2020-05-24 05:00:20 INFO: 
2020-05-24 05:00:20 INFO: 
2020-05-24 05:02:00 INFO: 
2020-05-24 05:02:00 INFO: 
2020-05-24 05:02:00 INFO: 
2020-05-24 05:02:00 INFO: 
2020-05-24 05:02:00 INFO: clearing start
2020-05-24 05:02:00 INFO: clearing end
2020-05-24 05:02:00 INFO: 
2020-05-24 05:02:00 INFO: 
2020-05-24 05:02:00 INFO: 
2020-05-24 05:02:00 INFO: 
2020-05-24 06:00:20 INFO: 
2020-05-24 06:00:20 INFO: 
2020-05-24 06:00:20 INFO: 
2020-05-24 06:00:20 INFO: 
2020-05-24 06:00:20 INFO: init new order start
2020-05-24 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.0, 'high': 209.9, 'low': 208.05, 'close': 209.15, 'trades': 3131, 'volume': 3373572, 'vwap': 209.19, 'lastSize': 248, 'turnover': 70571437775, 'homeNotional': 31063.665855934152, 'foreignNotional': 6498197.883795862}, {'timestamp': datetime.datetime(2020, 5, 24, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.55, 'high': 208.55, 'low': 207.4, 'close': 208.0, 'trades': 1725, 'volume': 2668712, 'vwap': 208.21, 'lastSize': 10, 'turnover': 55564062720, 'homeNotional': 24546.112192698776, 'foreignNotional': 5110638.238654273}, {'timestamp': datetime.datetime(2020, 5, 24, 1, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.85, 'high': 207.95, 'low': 206.25, 'close': 207.55, 'trades': 2498, 'volume': 1792194, 'vwap': 207.04, 'lastSize': 5000, 'turnover': 37105283725, 'homeNotional': 16437.62132741406, 'foreignNotional': 3403229.517620599}]
2020-05-24 06:00:20 INFO: prepare candles [CandleItem(low=208.05, high=209.9, open=208.0, close=209.15, color='GREEN'), CandleItem(low=207.4, high=208.55, open=207.55, close=208.0, color='GREEN'), CandleItem(low=206.25, high=207.95, open=206.85, close=207.55, color='GREEN')]
2020-05-24 06:00:20 INFO: skip by colors first_candle=CandleItem(low=206.25, high=207.95, open=206.85, close=207.55, color='GREEN') second_candle=CandleItem(low=207.4, high=208.55, open=207.55, close=208.0, color='GREEN') last_candle=CandleItem(low=208.05, high=209.9, open=208.0, close=209.15, color='GREEN')
2020-05-24 06:00:20 INFO: check need new order None
2020-05-24 06:00:20 INFO: init new order end
2020-05-24 06:00:20 INFO: 
2020-05-24 06:00:20 INFO: 
2020-05-24 06:00:20 INFO: 
2020-05-24 06:00:20 INFO: 
2020-05-24 06:02:00 INFO: 
2020-05-24 06:02:00 INFO: 
2020-05-24 06:02:00 INFO: 
2020-05-24 06:02:00 INFO: 
2020-05-24 06:02:00 INFO: clearing start
2020-05-24 06:02:01 INFO: clearing end
2020-05-24 06:02:01 INFO: 
2020-05-24 06:02:01 INFO: 
2020-05-24 06:02:01 INFO: 
2020-05-24 06:02:01 INFO: 
2020-05-24 07:00:20 INFO: 
2020-05-24 07:00:20 INFO: 
2020-05-24 07:00:20 INFO: 
2020-05-24 07:00:20 INFO: 
2020-05-24 07:00:20 INFO: init new order start
2020-05-24 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.15, 'high': 209.55, 'low': 208.0, 'close': 208.95, 'trades': 2678, 'volume': 3013380, 'vwap': 208.84, 'lastSize': 150, 'turnover': 62928815250, 'homeNotional': 27727.026051709887, 'foreignNotional': 5790278.785285947}, {'timestamp': datetime.datetime(2020, 5, 24, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.0, 'high': 209.9, 'low': 208.05, 'close': 209.15, 'trades': 3131, 'volume': 3373572, 'vwap': 209.19, 'lastSize': 248, 'turnover': 70571437775, 'homeNotional': 31063.665855934152, 'foreignNotional': 6498197.883795862}, {'timestamp': datetime.datetime(2020, 5, 24, 2, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.55, 'high': 208.55, 'low': 207.4, 'close': 208.0, 'trades': 1725, 'volume': 2668712, 'vwap': 208.21, 'lastSize': 10, 'turnover': 55564062720, 'homeNotional': 24546.112192698776, 'foreignNotional': 5110638.238654273}]
2020-05-24 07:00:20 INFO: prepare candles [CandleItem(low=208.0, high=209.55, open=209.15, close=208.95, color='RED'), CandleItem(low=208.05, high=209.9, open=208.0, close=209.15, color='GREEN'), CandleItem(low=207.4, high=208.55, open=207.55, close=208.0, color='GREEN')]
2020-05-24 07:00:20 INFO: last_candle=CandleItem(low=208.0, high=209.55, open=209.15, close=208.95, color='RED')
2020-05-24 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)))
2020-05-24 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=208.0, high=209.55, open=209.15, close=208.95, color='RED')
2020-05-24 07:00:20 INFO: skip by CandleItem(low=208.0, high=209.55, open=209.15, close=208.95, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 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)))
2020-05-24 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=208.0, high=209.55, open=209.15, close=208.95, color='RED')
2020-05-24 07:00:20 INFO: skip by CandleItem(low=208.0, high=209.55, open=209.15, close=208.95, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 07:00:20 INFO: not found applicable config for candle
2020-05-24 07:00:20 INFO: check need new order None
2020-05-24 07:00:20 INFO: init new order end
2020-05-24 07:00:20 INFO: 
2020-05-24 07:00:20 INFO: 
2020-05-24 07:00:20 INFO: 
2020-05-24 07:00:20 INFO: 
2020-05-24 07:02:00 INFO: 
2020-05-24 07:02:00 INFO: 
2020-05-24 07:02:00 INFO: 
2020-05-24 07:02:00 INFO: 
2020-05-24 07:02:00 INFO: clearing start
2020-05-24 07:02:00 INFO: clearing end
2020-05-24 07:02:00 INFO: 
2020-05-24 07:02:00 INFO: 
2020-05-24 07:02:00 INFO: 
2020-05-24 07:02:00 INFO: 
2020-05-24 08:00:20 INFO: 
2020-05-24 08:00:20 INFO: 
2020-05-24 08:00:20 INFO: 
2020-05-24 08:00:20 INFO: 
2020-05-24 08:00:20 INFO: init new order start
2020-05-24 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.95, 'high': 209.65, 'low': 208.65, 'close': 208.65, 'trades': 2195, 'volume': 2067429, 'vwap': 209.29, 'lastSize': 2300, 'turnover': 43269068275, 'homeNotional': 19037.379535960474, 'foreignNotional': 3984321.0422891835}, {'timestamp': datetime.datetime(2020, 5, 24, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.15, 'high': 209.55, 'low': 208.0, 'close': 208.95, 'trades': 2678, 'volume': 3013380, 'vwap': 208.84, 'lastSize': 150, 'turnover': 62928815250, 'homeNotional': 27727.026051709887, 'foreignNotional': 5790278.785285947}, {'timestamp': datetime.datetime(2020, 5, 24, 3, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.0, 'high': 209.9, 'low': 208.05, 'close': 209.15, 'trades': 3131, 'volume': 3373572, 'vwap': 209.19, 'lastSize': 248, 'turnover': 70571437775, 'homeNotional': 31063.665855934152, 'foreignNotional': 6498197.883795862}]
2020-05-24 08:00:20 INFO: prepare candles [CandleItem(low=208.65, high=209.65, open=208.95, close=208.65, color='RED'), CandleItem(low=208.0, high=209.55, open=209.15, close=208.95, color='RED'), CandleItem(low=208.05, high=209.9, open=208.0, close=209.15, color='GREEN')]
2020-05-24 08:00:20 INFO: skip by colors first_candle=CandleItem(low=208.05, high=209.9, open=208.0, close=209.15, color='GREEN') second_candle=CandleItem(low=208.0, high=209.55, open=209.15, close=208.95, color='RED') last_candle=CandleItem(low=208.65, high=209.65, open=208.95, close=208.65, color='RED')
2020-05-24 08:00:20 INFO: check need new order None
2020-05-24 08:00:20 INFO: init new order end
2020-05-24 08:00:20 INFO: 
2020-05-24 08:00:20 INFO: 
2020-05-24 08:00:20 INFO: 
2020-05-24 08:00:20 INFO: 
2020-05-24 08:02:00 INFO: 
2020-05-24 08:02:00 INFO: 
2020-05-24 08:02:00 INFO: 
2020-05-24 08:02:00 INFO: 
2020-05-24 08:02:00 INFO: clearing start
2020-05-24 08:02:00 INFO: clearing end
2020-05-24 08:02:00 INFO: 
2020-05-24 08:02:00 INFO: 
2020-05-24 08:02:00 INFO: 
2020-05-24 08:02:00 INFO: 
2020-05-24 09:00:20 INFO: 
2020-05-24 09:00:20 INFO: 
2020-05-24 09:00:20 INFO: 
2020-05-24 09:00:20 INFO: 
2020-05-24 09:00:20 INFO: init new order start
2020-05-24 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.65, 'high': 209.85, 'low': 208.3, 'close': 209.25, 'trades': 2616, 'volume': 2702398, 'vwap': 209.32, 'lastSize': 1500, 'turnover': 56565457430, 'homeNotional': 24886.637917131327, 'foreignNotional': 5209173.684461106}, {'timestamp': datetime.datetime(2020, 5, 24, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.95, 'high': 209.65, 'low': 208.65, 'close': 208.65, 'trades': 2195, 'volume': 2067429, 'vwap': 209.29, 'lastSize': 2300, 'turnover': 43269068275, 'homeNotional': 19037.379535960474, 'foreignNotional': 3984321.0422891835}, {'timestamp': datetime.datetime(2020, 5, 24, 4, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.15, 'high': 209.55, 'low': 208.0, 'close': 208.95, 'trades': 2678, 'volume': 3013380, 'vwap': 208.84, 'lastSize': 150, 'turnover': 62928815250, 'homeNotional': 27727.026051709887, 'foreignNotional': 5790278.785285947}]
2020-05-24 09:00:21 INFO: prepare candles [CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN'), CandleItem(low=208.65, high=209.65, open=208.95, close=208.65, color='RED'), CandleItem(low=208.0, high=209.55, open=209.15, close=208.95, color='RED')]
2020-05-24 09:00:21 INFO: last_candle=CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN')
2020-05-24 09:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 09:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN')
2020-05-24 09:00:21 INFO: skip by CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 09:00:21 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 09:00:21 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN')
2020-05-24 09:00:21 INFO: skip by CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 09:00:21 INFO: not found applicable config for candle
2020-05-24 09:00:21 INFO: check need new order None
2020-05-24 09:00:21 INFO: init new order end
2020-05-24 09:00:21 INFO: 
2020-05-24 09:00:21 INFO: 
2020-05-24 09:00:21 INFO: 
2020-05-24 09:00:21 INFO: 
2020-05-24 09:02:00 INFO: 
2020-05-24 09:02:00 INFO: 
2020-05-24 09:02:00 INFO: 
2020-05-24 09:02:00 INFO: 
2020-05-24 09:02:00 INFO: clearing start
2020-05-24 09:02:00 INFO: clearing end
2020-05-24 09:02:00 INFO: 
2020-05-24 09:02:00 INFO: 
2020-05-24 09:02:00 INFO: 
2020-05-24 09:02:00 INFO: 
2020-05-24 10:00:20 INFO: 
2020-05-24 10:00:20 INFO: 
2020-05-24 10:00:20 INFO: 
2020-05-24 10:00:20 INFO: 
2020-05-24 10:00:20 INFO: init new order start
2020-05-24 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.25, 'high': 211.35, 'low': 209.25, 'close': 210.55, 'trades': 5053, 'volume': 6200269, 'vwap': 210.69, 'lastSize': 1, 'turnover': 130628268680, 'homeNotional': 57467.19149689648, 'foreignNotional': 12107296.607996069}, {'timestamp': datetime.datetime(2020, 5, 24, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.65, 'high': 209.85, 'low': 208.3, 'close': 209.25, 'trades': 2616, 'volume': 2702398, 'vwap': 209.32, 'lastSize': 1500, 'turnover': 56565457430, 'homeNotional': 24886.637917131327, 'foreignNotional': 5209173.684461106}, {'timestamp': datetime.datetime(2020, 5, 24, 5, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.95, 'high': 209.65, 'low': 208.65, 'close': 208.65, 'trades': 2195, 'volume': 2067429, 'vwap': 209.29, 'lastSize': 2300, 'turnover': 43269068275, 'homeNotional': 19037.379535960474, 'foreignNotional': 3984321.0422891835}]
2020-05-24 10:00:20 INFO: prepare candles [CandleItem(low=209.25, high=211.35, open=209.25, close=210.55, color='GREEN'), CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN'), CandleItem(low=208.65, high=209.65, open=208.95, close=208.65, color='RED')]
2020-05-24 10:00:20 INFO: skip by colors first_candle=CandleItem(low=208.65, high=209.65, open=208.95, close=208.65, color='RED') second_candle=CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN') last_candle=CandleItem(low=209.25, high=211.35, open=209.25, close=210.55, color='GREEN')
2020-05-24 10:00:20 INFO: check need new order None
2020-05-24 10:00:20 INFO: init new order end
2020-05-24 10:00:20 INFO: 
2020-05-24 10:00:20 INFO: 
2020-05-24 10:00:20 INFO: 
2020-05-24 10:00:20 INFO: 
2020-05-24 10:02:00 INFO: 
2020-05-24 10:02:00 INFO: 
2020-05-24 10:02:00 INFO: 
2020-05-24 10:02:00 INFO: 
2020-05-24 10:02:00 INFO: clearing start
2020-05-24 10:02:00 INFO: clearing end
2020-05-24 10:02:00 INFO: 
2020-05-24 10:02:00 INFO: 
2020-05-24 10:02:00 INFO: 
2020-05-24 10:02:00 INFO: 
2020-05-24 11:00:20 INFO: 
2020-05-24 11:00:20 INFO: 
2020-05-24 11:00:20 INFO: 
2020-05-24 11:00:20 INFO: 
2020-05-24 11:00:20 INFO: init new order start
2020-05-24 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.55, 'high': 211.05, 'low': 209.8, 'close': 209.95, 'trades': 2432, 'volume': 2200483, 'vwap': 210.49, 'lastSize': 150, 'turnover': 46317046355, 'homeNotional': 20419.268070085614, 'foreignNotional': 4297972.608801216}, {'timestamp': datetime.datetime(2020, 5, 24, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.25, 'high': 211.35, 'low': 209.25, 'close': 210.55, 'trades': 5053, 'volume': 6200269, 'vwap': 210.69, 'lastSize': 1, 'turnover': 130628268680, 'homeNotional': 57467.19149689648, 'foreignNotional': 12107296.607996069}, {'timestamp': datetime.datetime(2020, 5, 24, 6, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 208.65, 'high': 209.85, 'low': 208.3, 'close': 209.25, 'trades': 2616, 'volume': 2702398, 'vwap': 209.32, 'lastSize': 1500, 'turnover': 56565457430, 'homeNotional': 24886.637917131327, 'foreignNotional': 5209173.684461106}]
2020-05-24 11:00:20 INFO: prepare candles [CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED'), CandleItem(low=209.25, high=211.35, open=209.25, close=210.55, color='GREEN'), CandleItem(low=208.3, high=209.85, open=208.65, close=209.25, color='GREEN')]
2020-05-24 11:00:20 INFO: last_candle=CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED')
2020-05-24 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED')
2020-05-24 11:00:20 INFO: skip by CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 11:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 11:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED')
2020-05-24 11:00:20 INFO: skip by CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 11:00:20 INFO: not found applicable config for candle
2020-05-24 11:00:20 INFO: check need new order None
2020-05-24 11:00:20 INFO: init new order end
2020-05-24 11:00:20 INFO: 
2020-05-24 11:00:20 INFO: 
2020-05-24 11:00:20 INFO: 
2020-05-24 11:00:20 INFO: 
2020-05-24 11:02:00 INFO: 
2020-05-24 11:02:00 INFO: 
2020-05-24 11:02:00 INFO: 
2020-05-24 11:02:00 INFO: 
2020-05-24 11:02:00 INFO: clearing start
2020-05-24 11:02:00 INFO: clearing end
2020-05-24 11:02:00 INFO: 
2020-05-24 11:02:00 INFO: 
2020-05-24 11:02:00 INFO: 
2020-05-24 11:02:00 INFO: 
2020-05-24 12:00:20 INFO: 
2020-05-24 12:00:20 INFO: 
2020-05-24 12:00:20 INFO: 
2020-05-24 12:00:20 INFO: 
2020-05-24 12:00:20 INFO: init new order start
2020-05-24 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 210.65, 'low': 209.8, 'close': 210.15, 'trades': 1677, 'volume': 1189173, 'vwap': 210.21, 'lastSize': 54, 'turnover': 24997088305, 'homeNotional': 11016.388321922712, 'foreignNotional': 2315709.385732781}, {'timestamp': datetime.datetime(2020, 5, 24, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.55, 'high': 211.05, 'low': 209.8, 'close': 209.95, 'trades': 2432, 'volume': 2200483, 'vwap': 210.49, 'lastSize': 150, 'turnover': 46317046355, 'homeNotional': 20419.268070085614, 'foreignNotional': 4297972.608801216}, {'timestamp': datetime.datetime(2020, 5, 24, 7, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.25, 'high': 211.35, 'low': 209.25, 'close': 210.55, 'trades': 5053, 'volume': 6200269, 'vwap': 210.69, 'lastSize': 1, 'turnover': 130628268680, 'homeNotional': 57467.19149689648, 'foreignNotional': 12107296.607996069}]
2020-05-24 12:00:20 INFO: prepare candles [CandleItem(low=209.8, high=210.65, open=209.95, close=210.15, color='GREEN'), CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED'), CandleItem(low=209.25, high=211.35, open=209.25, close=210.55, color='GREEN')]
2020-05-24 12:00:20 INFO: skip by colors first_candle=CandleItem(low=209.25, high=211.35, open=209.25, close=210.55, color='GREEN') second_candle=CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED') last_candle=CandleItem(low=209.8, high=210.65, open=209.95, close=210.15, color='GREEN')
2020-05-24 12:00:20 INFO: check need new order None
2020-05-24 12:00:20 INFO: init new order end
2020-05-24 12:00:20 INFO: 
2020-05-24 12:00:20 INFO: 
2020-05-24 12:00:20 INFO: 
2020-05-24 12:00:20 INFO: 
2020-05-24 12:02:00 INFO: 
2020-05-24 12:02:00 INFO: 
2020-05-24 12:02:00 INFO: 
2020-05-24 12:02:00 INFO: 
2020-05-24 12:02:00 INFO: clearing start
2020-05-24 12:02:00 INFO: clearing end
2020-05-24 12:02:00 INFO: 
2020-05-24 12:02:00 INFO: 
2020-05-24 12:02:00 INFO: 
2020-05-24 12:02:00 INFO: 
2020-05-24 13:00:20 INFO: 
2020-05-24 13:00:20 INFO: 
2020-05-24 13:00:20 INFO: 
2020-05-24 13:00:20 INFO: 
2020-05-24 13:00:20 INFO: init new order start
2020-05-24 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.15, 'high': 211.05, 'low': 209.95, 'close': 210.2, 'trades': 2298, 'volume': 1674510, 'vwap': 210.54, 'lastSize': 140, 'turnover': 35254495000, 'homeNotional': 15542.130192304006, 'foreignNotional': 3272185.666541951}, {'timestamp': datetime.datetime(2020, 5, 24, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 210.65, 'low': 209.8, 'close': 210.15, 'trades': 1677, 'volume': 1189173, 'vwap': 210.21, 'lastSize': 54, 'turnover': 24997088305, 'homeNotional': 11016.388321922712, 'foreignNotional': 2315709.385732781}, {'timestamp': datetime.datetime(2020, 5, 24, 8, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.55, 'high': 211.05, 'low': 209.8, 'close': 209.95, 'trades': 2432, 'volume': 2200483, 'vwap': 210.49, 'lastSize': 150, 'turnover': 46317046355, 'homeNotional': 20419.268070085614, 'foreignNotional': 4297972.608801216}]
2020-05-24 13:00:20 INFO: prepare candles [CandleItem(low=209.95, high=211.05, open=210.15, close=210.2, color='GREEN'), CandleItem(low=209.8, high=210.65, open=209.95, close=210.15, color='GREEN'), CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED')]
2020-05-24 13:00:20 INFO: skip by colors first_candle=CandleItem(low=209.8, high=211.05, open=210.55, close=209.95, color='RED') second_candle=CandleItem(low=209.8, high=210.65, open=209.95, close=210.15, color='GREEN') last_candle=CandleItem(low=209.95, high=211.05, open=210.15, close=210.2, color='GREEN')
2020-05-24 13:00:20 INFO: check need new order None
2020-05-24 13:00:20 INFO: init new order end
2020-05-24 13:00:20 INFO: 
2020-05-24 13:00:20 INFO: 
2020-05-24 13:00:20 INFO: 
2020-05-24 13:00:20 INFO: 
2020-05-24 13:02:00 INFO: 
2020-05-24 13:02:00 INFO: 
2020-05-24 13:02:00 INFO: 
2020-05-24 13:02:00 INFO: 
2020-05-24 13:02:00 INFO: clearing start
2020-05-24 13:02:00 INFO: clearing end
2020-05-24 13:02:00 INFO: 
2020-05-24 13:02:00 INFO: 
2020-05-24 13:02:00 INFO: 
2020-05-24 13:02:00 INFO: 
2020-05-24 14:00:20 INFO: 
2020-05-24 14:00:20 INFO: 
2020-05-24 14:00:20 INFO: 
2020-05-24 14:00:20 INFO: 
2020-05-24 14:00:20 INFO: init new order start
2020-05-24 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.2, 'high': 210.65, 'low': 209.7, 'close': 210.0, 'trades': 1601, 'volume': 1289238, 'vwap': 210.19, 'lastSize': 265, 'turnover': 27098063180, 'homeNotional': 11958.92589448315, 'foreignNotional': 2513609.2919599344}, {'timestamp': datetime.datetime(2020, 5, 24, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.15, 'high': 211.05, 'low': 209.95, 'close': 210.2, 'trades': 2298, 'volume': 1674510, 'vwap': 210.54, 'lastSize': 140, 'turnover': 35254495000, 'homeNotional': 15542.130192304006, 'foreignNotional': 3272185.666541951}, {'timestamp': datetime.datetime(2020, 5, 24, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 209.95, 'high': 210.65, 'low': 209.8, 'close': 210.15, 'trades': 1677, 'volume': 1189173, 'vwap': 210.21, 'lastSize': 54, 'turnover': 24997088305, 'homeNotional': 11016.388321922712, 'foreignNotional': 2315709.385732781}]
2020-05-24 14:00:20 INFO: prepare candles [CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED'), CandleItem(low=209.95, high=211.05, open=210.15, close=210.2, color='GREEN'), CandleItem(low=209.8, high=210.65, open=209.95, close=210.15, color='GREEN')]
2020-05-24 14:00:20 INFO: last_candle=CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED')
2020-05-24 14:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 14:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED')
2020-05-24 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.95, high=211.05, open=210.15, close=210.2, color='GREEN')
2020-05-24 14:00:20 INFO: apply filter CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=209.8, high=210.65, open=209.95, close=210.15, color='GREEN')
2020-05-24 14:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-24 14:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED'), take_profit_factor=6.0, clearing_interval=3600)
2020-05-24 14:00:20 INFO: place order: start candle=CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED') ticker='ETHUSD' price_offset=0.1
2020-05-24 14:00:20 INFO: place order: side_factor=1 init_trigger_price=209.64999999999998 init_order_price=209.6 stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=210.65 take_price=203.8999999999999
2020-05-24 14:00:20 INFO: place order round: side_factor=1 init_trigger_price=Decimal('209.6499999999999772626324556767940521240234375') init_order_price=Decimal('209.599999999999994315658113919198513031005859375') stop_price_offset=0.0 candle.size=0.950000000000017 stop_price=Decimal('210.650000000000005684341886080801486968994140625') take_price=Decimal('203.899999999999891997504164464771747589111328125')
2020-05-24 14:00:20 INFO: place order: compute qty=-10
2020-05-24 14:00:20 INFO: place order: save order to db 2aaa6c22efd548ebaa80959ffd8db42d; response=True
2020-05-24 14:00:20 INFO: process event {'orderID': '5c1191ca-e5d6-adc0-54ca-39c9456d1105', 'clOrdID': '2aaa6c22efd548ebaa80959ffd8db42d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 209.6, 'displayQty': None, 'stopPx': 209.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-24T11:00:20.927Z', 'timestamp': '2020-05-24T11:00:20.927Z'}
2020-05-24 14:00:20 INFO: skip event 2aaa6c22efd548ebaa80959ffd8db42d New
2020-05-24 14:00:20 INFO: post order to exchange resp={'orderID': '5c1191ca-e5d6-adc0-54ca-39c9456d1105', 'clOrdID': '2aaa6c22efd548ebaa80959ffd8db42d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 209.6, 'displayQty': None, 'stopPx': 209.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 0, 20, 927000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 0, 20, 927000, tzinfo=tzutc())}
2020-05-24 14:00:20 INFO: place new init order {'qty': -10, 'init_price': Decimal('209.6499999999999772626324556767940521240234375'), 'stop_price': Decimal('210.650000000000005684341886080801486968994140625'), 'take_price': Decimal('203.899999999999891997504164464771747589111328125'), 'order_uid': '2aaa6c22efd548ebaa80959ffd8db42d', 'response': {'orderID': '5c1191ca-e5d6-adc0-54ca-39c9456d1105', 'clOrdID': '2aaa6c22efd548ebaa80959ffd8db42d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 209.6, 'displayQty': None, 'stopPx': 209.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 0, 20, 927000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 0, 20, 927000, tzinfo=tzutc())}}
2020-05-24 14:00:20 INFO: init new order end
2020-05-24 14:00:20 INFO: 
2020-05-24 14:00:20 INFO: 
2020-05-24 14:00:20 INFO: 
2020-05-24 14:00:20 INFO: 
2020-05-24 14:02:00 INFO: 
2020-05-24 14:02:00 INFO: 
2020-05-24 14:02:00 INFO: 
2020-05-24 14:02:00 INFO: 
2020-05-24 14:02:00 INFO: clearing start
2020-05-24 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '5c1191ca-e5d6-adc0-54ca-39c9456d1105', 'clOrdID': '2aaa6c22efd548ebaa80959ffd8db42d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 209.6, 'displayQty': None, 'stopPx': 209.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 0, 20, 927000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 0, 20, 927000, tzinfo=tzutc())}
2020-05-24 14:02:00 INFO: order time=2020-05-24 11:00:20.927000+00:00; delta from now UTC=0:01:39.214213 time_delta.total_seconds()=99.214213; time_diff_offset='3600'
2020-05-24 14:02:00 INFO: skip by time diff 2020-05-24 11:00:20.927000+00:00
2020-05-24 14:02:00 INFO: clearing end
2020-05-24 14:02:00 INFO: 
2020-05-24 14:02:00 INFO: 
2020-05-24 14:02:00 INFO: 
2020-05-24 14:02:00 INFO: 
2020-05-24 14:03:12 INFO: process event {'orderID': '5c1191ca-e5d6-adc0-54ca-39c9456d1105', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-24T11:03:12.821Z', 'clOrdID': '2aaa6c22efd548ebaa80959ffd8db42d', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-24 14:03:12 INFO: skip event 2aaa6c22efd548ebaa80959ffd8db42d 
2020-05-24 14:03:12 INFO: process event {'orderID': '5c1191ca-e5d6-adc0-54ca-39c9456d1105', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 10, 'avgPx': 209.65, 'transactTime': '2020-05-24T11:03:12.821Z', 'clOrdID': '2aaa6c22efd548ebaa80959ffd8db42d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-24T11:03:12.821Z'}
2020-05-24 14:03:12 INFO: add new event={'uid': '2aaa6c22efd548ebaa80959ffd8db42d', 'status': 'Filled'}
2020-05-24 14:03:13 INFO: 
2020-05-24 14:03:13 INFO: 
2020-05-24 14:03:13 INFO: 
2020-05-24 14:03:13 INFO: 
2020-05-24 14:03:13 INFO: process event start
2020-05-24 14:03:13 INFO: fetch new order event 2aaa6c22efd548ebaa80959ffd8db42d
2020-05-24 14:03:13 INFO: fetch orders by event init={'stop': '210.650000000000005684341886080801486968994140625', 'take': '203.899999999999891997504164464771747589111328125', 'qty': '10', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-05-24 14:03:13 INFO: process init order filled
2020-05-24 14:03:13 INFO: save profit orders to storage stop=c045c4a655624db8910c8847f33084d3 take=d457509a26074af2b3ff898316e1e478
2020-05-24 14:03:13 INFO: place profit orders take_price=203.899999999999891997504164464771747589111328125, stop_price=210.650000000000005684341886080801486968994140625, qty=10, color=RED, ticker=ETHUSD c045c4a655624db8910c8847f33084d3 d457509a26074af2b3ff898316e1e478
2020-05-24 14:03:13 INFO: place stop order ETHUSD: qty=10, stop_price=210.650000000000005684341886080801486968994140625, stop_uid=c045c4a655624db8910c8847f33084d3
2020-05-24 14:03:13 INFO: exchange resp for stop order={'orderID': 'a598076a-37f1-d5f2-1c95-2ca500830708', 'clOrdID': 'c045c4a655624db8910c8847f33084d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 210.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc())}
2020-05-24 14:03:13 INFO: place limit order ETHUSD: qty=10, price=203.899999999999891997504164464771747589111328125, take_uid=d457509a26074af2b3ff898316e1e478
2020-05-24 14:03:13 INFO: process event {'orderID': 'a598076a-37f1-d5f2-1c95-2ca500830708', 'clOrdID': 'c045c4a655624db8910c8847f33084d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 210.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-24T11:03:13.261Z', 'timestamp': '2020-05-24T11:03:13.261Z'}
2020-05-24 14:03:13 INFO: skip event c045c4a655624db8910c8847f33084d3 New
2020-05-24 14:03:13 INFO: process event {'orderID': '9337cfe9-cd90-7cce-535d-c0f4b5033ad7', 'clOrdID': 'd457509a26074af2b3ff898316e1e478', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-24T11:03:13.297Z', 'timestamp': '2020-05-24T11:03:13.297Z'}
2020-05-24 14:03:13 INFO: skip event d457509a26074af2b3ff898316e1e478 New
2020-05-24 14:03:13 INFO: process event {'orderID': '9337cfe9-cd90-7cce-535d-c0f4b5033ad7', 'workingIndicator': True, 'clOrdID': 'd457509a26074af2b3ff898316e1e478', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-24T11:03:13.297Z'}
2020-05-24 14:03:13 INFO: skip event d457509a26074af2b3ff898316e1e478 
2020-05-24 14:03:13 INFO: exchange resp for take profit order={'orderID': '9337cfe9-cd90-7cce-535d-c0f4b5033ad7', 'clOrdID': 'd457509a26074af2b3ff898316e1e478', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc())}
2020-05-24 14:03:13 INFO: place profit orders={'stop': {'response': {'orderID': 'a598076a-37f1-d5f2-1c95-2ca500830708', 'clOrdID': 'c045c4a655624db8910c8847f33084d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 210.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc())}, 'qty': Decimal('10'), 'uid': 'c045c4a655624db8910c8847f33084d3', 'price': Decimal('210.650000000000005684341886080801486968994140625')}, 'take': {'response': {'orderID': '9337cfe9-cd90-7cce-535d-c0f4b5033ad7', 'clOrdID': 'd457509a26074af2b3ff898316e1e478', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc())}, 'qty': Decimal('10'), 'uid': 'd457509a26074af2b3ff898316e1e478', 'price': Decimal('203.899999999999891997504164464771747589111328125')}}
2020-05-24 14:03:13 INFO: rm init order from db 2aaa6c22efd548ebaa80959ffd8db42d
2020-05-24 14:03:13 INFO: end process event_processing_result='proceed init order'
2020-05-24 14:03:13 INFO: 
2020-05-24 14:03:13 INFO: 
2020-05-24 14:03:13 INFO: 
2020-05-24 14:03:13 INFO: 
2020-05-24 15:00:20 INFO: 
2020-05-24 15:00:20 INFO: 
2020-05-24 15:00:20 INFO: 
2020-05-24 15:00:20 INFO: 
2020-05-24 15:00:20 INFO: init new order start
2020-05-24 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.0, 'high': 210.0, 'low': 204.8, 'close': 206.0, 'trades': 9151, 'volume': 11307893, 'vwap': 207.22, 'lastSize': 200, 'turnover': 234313446415, 'homeNotional': 103949.39371459975, 'foreignNotional': 21539966.928380486}, {'timestamp': datetime.datetime(2020, 5, 24, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.2, 'high': 210.65, 'low': 209.7, 'close': 210.0, 'trades': 1601, 'volume': 1289238, 'vwap': 210.19, 'lastSize': 265, 'turnover': 27098063180, 'homeNotional': 11958.92589448315, 'foreignNotional': 2513609.2919599344}, {'timestamp': datetime.datetime(2020, 5, 24, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.15, 'high': 211.05, 'low': 209.95, 'close': 210.2, 'trades': 2298, 'volume': 1674510, 'vwap': 210.54, 'lastSize': 140, 'turnover': 35254495000, 'homeNotional': 15542.130192304006, 'foreignNotional': 3272185.666541951}]
2020-05-24 15:00:20 INFO: prepare candles [CandleItem(low=204.8, high=210.0, open=210.0, close=206.0, color='RED'), CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED'), CandleItem(low=209.95, high=211.05, open=210.15, close=210.2, color='GREEN')]
2020-05-24 15:00:20 INFO: skip by colors first_candle=CandleItem(low=209.95, high=211.05, open=210.15, close=210.2, color='GREEN') second_candle=CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED') last_candle=CandleItem(low=204.8, high=210.0, open=210.0, close=206.0, color='RED')
2020-05-24 15:00:20 INFO: check need new order None
2020-05-24 15:00:20 INFO: init new order end
2020-05-24 15:00:20 INFO: 
2020-05-24 15:00:20 INFO: 
2020-05-24 15:00:20 INFO: 
2020-05-24 15:00:20 INFO: 
2020-05-24 15:02:00 INFO: 
2020-05-24 15:02:00 INFO: 
2020-05-24 15:02:00 INFO: 
2020-05-24 15:02:00 INFO: 
2020-05-24 15:02:00 INFO: clearing start
2020-05-24 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a598076a-37f1-d5f2-1c95-2ca500830708', 'clOrdID': 'c045c4a655624db8910c8847f33084d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 210.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc())}
2020-05-24 15:02:00 INFO: skip by not found init order into storage
2020-05-24 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9337cfe9-cd90-7cce-535d-c0f4b5033ad7', 'clOrdID': 'd457509a26074af2b3ff898316e1e478', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc())}
2020-05-24 15:02:00 INFO: skip by not found init order into storage
2020-05-24 15:02:00 INFO: clearing end
2020-05-24 15:02:00 INFO: 
2020-05-24 15:02:00 INFO: 
2020-05-24 15:02:00 INFO: 
2020-05-24 15:02:00 INFO: 
2020-05-24 16:00:20 INFO: 
2020-05-24 16:00:20 INFO: 
2020-05-24 16:00:20 INFO: 
2020-05-24 16:00:20 INFO: 
2020-05-24 16:00:20 INFO: init new order start
2020-05-24 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 207.5, 'low': 205.2, 'close': 207.4, 'trades': 4678, 'volume': 5087577, 'vwap': 206.63, 'lastSize': 4000, 'turnover': 105121102670, 'homeNotional': 46458.13319737465, 'foreignNotional': 9599357.480855234}, {'timestamp': datetime.datetime(2020, 5, 24, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.0, 'high': 210.0, 'low': 204.8, 'close': 206.0, 'trades': 9151, 'volume': 11307893, 'vwap': 207.22, 'lastSize': 200, 'turnover': 234313446415, 'homeNotional': 103949.39371459975, 'foreignNotional': 21539966.928380486}, {'timestamp': datetime.datetime(2020, 5, 24, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.2, 'high': 210.65, 'low': 209.7, 'close': 210.0, 'trades': 1601, 'volume': 1289238, 'vwap': 210.19, 'lastSize': 265, 'turnover': 27098063180, 'homeNotional': 11958.92589448315, 'foreignNotional': 2513609.2919599344}]
2020-05-24 16:00:20 INFO: prepare candles [CandleItem(low=205.2, high=207.5, open=206.0, close=207.4, color='GREEN'), CandleItem(low=204.8, high=210.0, open=210.0, close=206.0, color='RED'), CandleItem(low=209.7, high=210.65, open=210.2, close=210.0, color='RED')]
2020-05-24 16:00:20 INFO: last_candle=CandleItem(low=205.2, high=207.5, open=206.0, close=207.4, color='GREEN')
2020-05-24 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 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=205.2, high=207.5, open=206.0, close=207.4, color='GREEN')
2020-05-24 16:00:20 INFO: skip by CandleItem(low=205.2, high=207.5, open=206.0, close=207.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 16:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 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=205.2, high=207.5, open=206.0, close=207.4, color='GREEN')
2020-05-24 16:00:20 INFO: skip by CandleItem(low=205.2, high=207.5, open=206.0, close=207.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 16:00:20 INFO: not found applicable config for candle
2020-05-24 16:00:20 INFO: check need new order None
2020-05-24 16:00:20 INFO: init new order end
2020-05-24 16:00:20 INFO: 
2020-05-24 16:00:20 INFO: 
2020-05-24 16:00:20 INFO: 
2020-05-24 16:00:20 INFO: 
2020-05-24 16:02:00 INFO: 
2020-05-24 16:02:00 INFO: 
2020-05-24 16:02:00 INFO: 
2020-05-24 16:02:00 INFO: 
2020-05-24 16:02:00 INFO: clearing start
2020-05-24 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a598076a-37f1-d5f2-1c95-2ca500830708', 'clOrdID': 'c045c4a655624db8910c8847f33084d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 210.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc())}
2020-05-24 16:02:01 INFO: skip by not found init order into storage
2020-05-24 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '9337cfe9-cd90-7cce-535d-c0f4b5033ad7', 'clOrdID': 'd457509a26074af2b3ff898316e1e478', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 203.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 11, 3, 13, 297000, tzinfo=tzutc())}
2020-05-24 16:02:01 INFO: skip by not found init order into storage
2020-05-24 16:02:01 INFO: clearing end
2020-05-24 16:02:01 INFO: 
2020-05-24 16:02:01 INFO: 
2020-05-24 16:02:01 INFO: 
2020-05-24 16:02:01 INFO: 
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:20 INFO: init new order start
2020-05-24 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.4, 'high': 207.6, 'low': 205.0, 'close': 206.05, 'trades': 3981, 'volume': 4329289, 'vwap': 206.52, 'lastSize': 500, 'turnover': 89407378360, 'homeNotional': 39435.40104297584, 'foreignNotional': 8144229.883709014}, {'timestamp': datetime.datetime(2020, 5, 24, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 207.5, 'low': 205.2, 'close': 207.4, 'trades': 4678, 'volume': 5087577, 'vwap': 206.63, 'lastSize': 4000, 'turnover': 105121102670, 'homeNotional': 46458.13319737465, 'foreignNotional': 9599357.480855234}, {'timestamp': datetime.datetime(2020, 5, 24, 12, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 210.0, 'high': 210.0, 'low': 204.8, 'close': 206.0, 'trades': 9151, 'volume': 11307893, 'vwap': 207.22, 'lastSize': 200, 'turnover': 234313446415, 'homeNotional': 103949.39371459975, 'foreignNotional': 21539966.928380486}]
2020-05-24 17:00:20 INFO: prepare candles [CandleItem(low=205.0, high=207.6, open=207.4, close=206.05, color='RED'), CandleItem(low=205.2, high=207.5, open=206.0, close=207.4, color='GREEN'), CandleItem(low=204.8, high=210.0, open=210.0, close=206.0, color='RED')]
2020-05-24 17:00:20 INFO: skip by colors first_candle=CandleItem(low=204.8, high=210.0, open=210.0, close=206.0, color='RED') second_candle=CandleItem(low=205.2, high=207.5, open=206.0, close=207.4, color='GREEN') last_candle=CandleItem(low=205.0, high=207.6, open=207.4, close=206.05, color='RED')
2020-05-24 17:00:20 INFO: check need new order None
2020-05-24 17:00:20 INFO: init new order end
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:20 INFO: 
2020-05-24 17:00:58 INFO: process event {'orderID': '9337cfe9-cd90-7cce-535d-c0f4b5033ad7', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 203.9, 'timestamp': '2020-05-24T14:00:58.312Z', 'clOrdID': 'd457509a26074af2b3ff898316e1e478', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-24 17:00:58 INFO: add new event={'uid': 'd457509a26074af2b3ff898316e1e478', 'status': 'Filled'}
2020-05-24 17:00:59 INFO: 
2020-05-24 17:00:59 INFO: 
2020-05-24 17:00:59 INFO: 
2020-05-24 17:00:59 INFO: 
2020-05-24 17:00:59 INFO: process event start
2020-05-24 17:00:59 INFO: fetch new order event d457509a26074af2b3ff898316e1e478
2020-05-24 17:00:59 INFO: fetch orders by event init=None profit_pair=c045c4a655624db8910c8847f33084d3
2020-05-24 17:00:59 INFO: process profit order filled
2020-05-24 17:01:00 INFO: cancel order=c045c4a655624db8910c8847f33084d3 [{'orderID': 'a598076a-37f1-d5f2-1c95-2ca500830708', 'clOrdID': 'c045c4a655624db8910c8847f33084d3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 210.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 11, 3, 13, 261000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 14, 1, 0, 927000, tzinfo=tzutc())}]
2020-05-24 17:01:00 INFO: end process event_processing_result='proceed profit order'
2020-05-24 17:01:00 INFO: 
2020-05-24 17:01:00 INFO: 
2020-05-24 17:01:00 INFO: 
2020-05-24 17:01:00 INFO: 
2020-05-24 17:01:01 INFO: process event {'orderID': 'a598076a-37f1-d5f2-1c95-2ca500830708', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-05-24T14:01:00.927Z', 'clOrdID': 'c045c4a655624db8910c8847f33084d3', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-24 17:01:01 INFO: skip event c045c4a655624db8910c8847f33084d3 Canceled
2020-05-24 17:02:00 INFO: 
2020-05-24 17:02:00 INFO: 
2020-05-24 17:02:00 INFO: 
2020-05-24 17:02:00 INFO: 
2020-05-24 17:02:00 INFO: clearing start
2020-05-24 17:02:00 INFO: clearing end
2020-05-24 17:02:00 INFO: 
2020-05-24 17:02:00 INFO: 
2020-05-24 17:02:00 INFO: 
2020-05-24 17:02:00 INFO: 
2020-05-24 18:00:20 INFO: 
2020-05-24 18:00:20 INFO: 
2020-05-24 18:00:20 INFO: 
2020-05-24 18:00:20 INFO: 
2020-05-24 18:00:20 INFO: init new order start
2020-05-24 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 206.2, 'low': 203.55, 'close': 206.05, 'trades': 5483, 'volume': 5270523, 'vwap': 205.05, 'lastSize': 1012, 'turnover': 108071152555, 'homeNotional': 47695.3933981627, 'foreignNotional': 9779914.800508834}, {'timestamp': datetime.datetime(2020, 5, 24, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.4, 'high': 207.6, 'low': 205.0, 'close': 206.05, 'trades': 3981, 'volume': 4329289, 'vwap': 206.52, 'lastSize': 500, 'turnover': 89407378360, 'homeNotional': 39435.40104297584, 'foreignNotional': 8144229.883709014}, {'timestamp': datetime.datetime(2020, 5, 24, 13, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.0, 'high': 207.5, 'low': 205.2, 'close': 207.4, 'trades': 4678, 'volume': 5087577, 'vwap': 206.63, 'lastSize': 4000, 'turnover': 105121102670, 'homeNotional': 46458.13319737465, 'foreignNotional': 9599357.480855234}]
2020-05-24 18:00:20 INFO: skip by found empty buckets
2020-05-24 18:00:20 INFO: check need new order None
2020-05-24 18:00:20 INFO: init new order end
2020-05-24 18:00:20 INFO: 
2020-05-24 18:00:20 INFO: 
2020-05-24 18:00:20 INFO: 
2020-05-24 18:00:20 INFO: 
2020-05-24 18:02:00 INFO: 
2020-05-24 18:02:00 INFO: 
2020-05-24 18:02:00 INFO: 
2020-05-24 18:02:00 INFO: 
2020-05-24 18:02:00 INFO: clearing start
2020-05-24 18:02:00 INFO: clearing end
2020-05-24 18:02:00 INFO: 
2020-05-24 18:02:00 INFO: 
2020-05-24 18:02:00 INFO: 
2020-05-24 18:02:00 INFO: 
2020-05-24 19:00:20 INFO: 
2020-05-24 19:00:20 INFO: 
2020-05-24 19:00:20 INFO: 
2020-05-24 19:00:20 INFO: 
2020-05-24 19:00:20 INFO: init new order start
2020-05-24 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 206.8, 'low': 204.85, 'close': 205.6, 'trades': 3907, 'volume': 4403456, 'vwap': 206.01, 'lastSize': 2000, 'turnover': 90715170815, 'homeNotional': 39928.175251013505, 'foreignNotional': 8225597.998077172}, {'timestamp': datetime.datetime(2020, 5, 24, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 206.2, 'low': 203.55, 'close': 206.05, 'trades': 5483, 'volume': 5270523, 'vwap': 205.05, 'lastSize': 1012, 'turnover': 108071152555, 'homeNotional': 47695.3933981627, 'foreignNotional': 9779914.800508834}, {'timestamp': datetime.datetime(2020, 5, 24, 14, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 207.4, 'high': 207.6, 'low': 205.0, 'close': 206.05, 'trades': 3981, 'volume': 4329289, 'vwap': 206.52, 'lastSize': 500, 'turnover': 89407378360, 'homeNotional': 39435.40104297584, 'foreignNotional': 8144229.883709014}]
2020-05-24 19:00:20 INFO: skip by found empty buckets
2020-05-24 19:00:20 INFO: check need new order None
2020-05-24 19:00:20 INFO: init new order end
2020-05-24 19:00:20 INFO: 
2020-05-24 19:00:20 INFO: 
2020-05-24 19:00:20 INFO: 
2020-05-24 19:00:20 INFO: 
2020-05-24 19:02:00 INFO: 
2020-05-24 19:02:00 INFO: 
2020-05-24 19:02:00 INFO: 
2020-05-24 19:02:00 INFO: 
2020-05-24 19:02:00 INFO: clearing start
2020-05-24 19:02:00 INFO: clearing end
2020-05-24 19:02:00 INFO: 
2020-05-24 19:02:00 INFO: 
2020-05-24 19:02:00 INFO: 
2020-05-24 19:02:00 INFO: 
2020-05-24 20:00:20 INFO: 
2020-05-24 20:00:20 INFO: 
2020-05-24 20:00:20 INFO: 
2020-05-24 20:00:20 INFO: 
2020-05-24 20:00:20 INFO: init new order start
2020-05-24 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.6, 'high': 205.55, 'low': 200.65, 'close': 203.9, 'trades': 12925, 'volume': 14756571, 'vwap': 203.15, 'lastSize': 300, 'turnover': 299766692765, 'homeNotional': 132066.86534821152, 'foreignNotional': 26828866.83070599}, {'timestamp': datetime.datetime(2020, 5, 24, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 206.8, 'low': 204.85, 'close': 205.6, 'trades': 3907, 'volume': 4403456, 'vwap': 206.01, 'lastSize': 2000, 'turnover': 90715170815, 'homeNotional': 39928.175251013505, 'foreignNotional': 8225597.998077172}, {'timestamp': datetime.datetime(2020, 5, 24, 15, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 206.2, 'low': 203.55, 'close': 206.05, 'trades': 5483, 'volume': 5270523, 'vwap': 205.05, 'lastSize': 1012, 'turnover': 108071152555, 'homeNotional': 47695.3933981627, 'foreignNotional': 9779914.800508834}]
2020-05-24 20:00:21 INFO: skip by found empty buckets
2020-05-24 20:00:21 INFO: check need new order None
2020-05-24 20:00:21 INFO: init new order end
2020-05-24 20:00:21 INFO: 
2020-05-24 20:00:21 INFO: 
2020-05-24 20:00:21 INFO: 
2020-05-24 20:00:21 INFO: 
2020-05-24 20:02:00 INFO: 
2020-05-24 20:02:00 INFO: 
2020-05-24 20:02:00 INFO: 
2020-05-24 20:02:00 INFO: 
2020-05-24 20:02:00 INFO: clearing start
2020-05-24 20:02:00 INFO: clearing end
2020-05-24 20:02:00 INFO: 
2020-05-24 20:02:00 INFO: 
2020-05-24 20:02:00 INFO: 
2020-05-24 20:02:00 INFO: 
2020-05-24 21:00:20 INFO: 
2020-05-24 21:00:20 INFO: 
2020-05-24 21:00:20 INFO: 
2020-05-24 21:00:20 INFO: 
2020-05-24 21:00:20 INFO: init new order start
2020-05-24 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.9, 'high': 204.7, 'low': 203.4, 'close': 203.75, 'trades': 3492, 'volume': 2955919, 'vwap': 203.94, 'lastSize': 285, 'turnover': 60282111795, 'homeNotional': 26452.32325993585, 'foreignNotional': 5394614.151750264}, {'timestamp': datetime.datetime(2020, 5, 24, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.6, 'high': 205.55, 'low': 200.65, 'close': 203.9, 'trades': 12925, 'volume': 14756571, 'vwap': 203.15, 'lastSize': 300, 'turnover': 299766692765, 'homeNotional': 132066.86534821152, 'foreignNotional': 26828866.83070599}, {'timestamp': datetime.datetime(2020, 5, 24, 16, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.05, 'high': 206.8, 'low': 204.85, 'close': 205.6, 'trades': 3907, 'volume': 4403456, 'vwap': 206.01, 'lastSize': 2000, 'turnover': 90715170815, 'homeNotional': 39928.175251013505, 'foreignNotional': 8225597.998077172}]
2020-05-24 21:00:20 INFO: prepare candles [CandleItem(low=203.4, high=204.7, open=203.9, close=203.75, color='RED'), CandleItem(low=200.65, high=205.55, open=205.6, close=203.9, color='RED'), CandleItem(low=204.85, high=206.8, open=206.05, close=205.6, color='RED')]
2020-05-24 21:00:20 INFO: skip by colors first_candle=CandleItem(low=204.85, high=206.8, open=206.05, close=205.6, color='RED') second_candle=CandleItem(low=200.65, high=205.55, open=205.6, close=203.9, color='RED') last_candle=CandleItem(low=203.4, high=204.7, open=203.9, close=203.75, color='RED')
2020-05-24 21:00:20 INFO: check need new order None
2020-05-24 21:00:20 INFO: init new order end
2020-05-24 21:00:20 INFO: 
2020-05-24 21:00:20 INFO: 
2020-05-24 21:00:20 INFO: 
2020-05-24 21:00:20 INFO: 
2020-05-24 21:02:00 INFO: 
2020-05-24 21:02:00 INFO: 
2020-05-24 21:02:00 INFO: 
2020-05-24 21:02:00 INFO: 
2020-05-24 21:02:00 INFO: clearing start
2020-05-24 21:02:00 INFO: clearing end
2020-05-24 21:02:00 INFO: 
2020-05-24 21:02:00 INFO: 
2020-05-24 21:02:00 INFO: 
2020-05-24 21:02:00 INFO: 
2020-05-24 22:00:20 INFO: 
2020-05-24 22:00:20 INFO: 
2020-05-24 22:00:20 INFO: 
2020-05-24 22:00:20 INFO: 
2020-05-24 22:00:20 INFO: init new order start
2020-05-24 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.75, 'high': 204.45, 'low': 203.0, 'close': 203.55, 'trades': 2418, 'volume': 2062733, 'vwap': 203.73, 'lastSize': 1328, 'turnover': 42023999755, 'homeNotional': 18440.609451423974, 'foreignNotional': 3756913.9531685533}, {'timestamp': datetime.datetime(2020, 5, 24, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.9, 'high': 204.7, 'low': 203.4, 'close': 203.75, 'trades': 3492, 'volume': 2955919, 'vwap': 203.94, 'lastSize': 285, 'turnover': 60282111795, 'homeNotional': 26452.32325993585, 'foreignNotional': 5394614.151750264}, {'timestamp': datetime.datetime(2020, 5, 24, 17, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 205.6, 'high': 205.55, 'low': 200.65, 'close': 203.9, 'trades': 12925, 'volume': 14756571, 'vwap': 203.15, 'lastSize': 300, 'turnover': 299766692765, 'homeNotional': 132066.86534821152, 'foreignNotional': 26828866.83070599}]
2020-05-24 22:00:21 INFO: prepare candles [CandleItem(low=203.0, high=204.45, open=203.75, close=203.55, color='RED'), CandleItem(low=203.4, high=204.7, open=203.9, close=203.75, color='RED'), CandleItem(low=200.65, high=205.55, open=205.6, close=203.9, color='RED')]
2020-05-24 22:00:21 INFO: skip by colors first_candle=CandleItem(low=200.65, high=205.55, open=205.6, close=203.9, color='RED') second_candle=CandleItem(low=203.4, high=204.7, open=203.9, close=203.75, color='RED') last_candle=CandleItem(low=203.0, high=204.45, open=203.75, close=203.55, color='RED')
2020-05-24 22:00:21 INFO: check need new order None
2020-05-24 22:00:21 INFO: init new order end
2020-05-24 22:00:21 INFO: 
2020-05-24 22:00:21 INFO: 
2020-05-24 22:00:21 INFO: 
2020-05-24 22:00:21 INFO: 
2020-05-24 22:02:00 INFO: 
2020-05-24 22:02:00 INFO: 
2020-05-24 22:02:00 INFO: 
2020-05-24 22:02:00 INFO: 
2020-05-24 22:02:00 INFO: clearing start
2020-05-24 22:02:00 INFO: clearing end
2020-05-24 22:02:00 INFO: 
2020-05-24 22:02:00 INFO: 
2020-05-24 22:02:00 INFO: 
2020-05-24 22:02:00 INFO: 
2020-05-24 23:00:20 INFO: 
2020-05-24 23:00:20 INFO: 
2020-05-24 23:00:20 INFO: 
2020-05-24 23:00:20 INFO: 
2020-05-24 23:00:20 INFO: init new order start
2020-05-24 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.55, 'high': 206.8, 'low': 203.05, 'close': 206.4, 'trades': 5214, 'volume': 4342853, 'vwap': 205.72, 'lastSize': 500, 'turnover': 89338155815, 'homeNotional': 39124.15781919146, 'foreignNotional': 8048454.078671631}, {'timestamp': datetime.datetime(2020, 5, 24, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.75, 'high': 204.45, 'low': 203.0, 'close': 203.55, 'trades': 2418, 'volume': 2062733, 'vwap': 203.73, 'lastSize': 1328, 'turnover': 42023999755, 'homeNotional': 18440.609451423974, 'foreignNotional': 3756913.9531685533}, {'timestamp': datetime.datetime(2020, 5, 24, 18, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.9, 'high': 204.7, 'low': 203.4, 'close': 203.75, 'trades': 3492, 'volume': 2955919, 'vwap': 203.94, 'lastSize': 285, 'turnover': 60282111795, 'homeNotional': 26452.32325993585, 'foreignNotional': 5394614.151750264}]
2020-05-24 23:00:20 INFO: prepare candles [CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN'), CandleItem(low=203.0, high=204.45, open=203.75, close=203.55, color='RED'), CandleItem(low=203.4, high=204.7, open=203.9, close=203.75, color='RED')]
2020-05-24 23:00:20 INFO: last_candle=CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN')
2020-05-24 23:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=6.0, clearing_interval=3600, first_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), second_candle=CandleFilter(size=None, body=MinMaxFilter(min=0.0, max=100.0)), last_candle=CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN')
2020-05-24 23:00:20 INFO: skip by CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN') and CandleFilter(size=MinMaxFilter(min=0.4, max=0.59), body=MinMaxFilter(min=0.0, max=100.0))
2020-05-24 23:00:20 INFO: apply filters to candles filter_config=InitOrderConfig(take_profit_factor=5.0, clearing_interval=3600, first_candle=None, second_candle=None, last_candle=CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)))
2020-05-24 23:00:20 INFO: apply filter CandleFilter(size=MinMaxFilter(min=1.6, max=1.99), body=MinMaxFilter(min=0.0, max=100.0)) to candle=CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN')
2020-05-24 23:00:20 INFO: apply filter None to candle=CandleItem(low=203.0, high=204.45, open=203.75, close=203.55, color='RED')
2020-05-24 23:00:20 INFO: apply filter None to candle=CandleItem(low=203.4, high=204.7, open=203.9, close=203.75, color='RED')
2020-05-24 23:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-05-24 23:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN'), take_profit_factor=5.0, clearing_interval=3600)
2020-05-24 23:00:20 INFO: place order: start candle=CandleItem(low=203.05, high=206.8, open=203.55, close=206.4, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-05-24 23:00:20 INFO: place order: side_factor=-1 init_trigger_price=206.85000000000002 init_order_price=206.9 stop_price_offset=0.0 candle.size=3.75 stop_price=203.05 take_price=225.65
2020-05-24 23:00:20 INFO: place order round: side_factor=-1 init_trigger_price=Decimal('206.8500000000000227373675443232059478759765625') init_order_price=Decimal('206.900000000000005684341886080801486968994140625') stop_price_offset=0.0 candle.size=3.75 stop_price=Decimal('203.05000000000001136868377216160297393798828125') take_price=Decimal('225.650000000000005684341886080801486968994140625')
2020-05-24 23:00:20 INFO: place order: compute qty=3
2020-05-24 23:00:20 INFO: place order: save order to db 7dc7c863615046d2a7bc5a9164551295; response=True
2020-05-24 23:00:21 INFO: process event {'orderID': '0f4d7854-3e6b-e465-8a8c-2a3a94c4b4b4', 'clOrdID': '7dc7c863615046d2a7bc5a9164551295', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 206.9, 'displayQty': None, 'stopPx': 206.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-05-24T20:00:21.632Z', 'timestamp': '2020-05-24T20:00:21.632Z'}
2020-05-24 23:00:21 INFO: skip event 7dc7c863615046d2a7bc5a9164551295 New
2020-05-24 23:00:21 INFO: post order to exchange resp={'orderID': '0f4d7854-3e6b-e465-8a8c-2a3a94c4b4b4', 'clOrdID': '7dc7c863615046d2a7bc5a9164551295', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 206.9, 'displayQty': None, 'stopPx': 206.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 0, 21, 632000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 0, 21, 632000, tzinfo=tzutc())}
2020-05-24 23:00:21 INFO: place new init order {'qty': 3, 'init_price': Decimal('206.8500000000000227373675443232059478759765625'), 'stop_price': Decimal('203.05000000000001136868377216160297393798828125'), 'take_price': Decimal('225.650000000000005684341886080801486968994140625'), 'order_uid': '7dc7c863615046d2a7bc5a9164551295', 'response': {'orderID': '0f4d7854-3e6b-e465-8a8c-2a3a94c4b4b4', 'clOrdID': '7dc7c863615046d2a7bc5a9164551295', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 206.9, 'displayQty': None, 'stopPx': 206.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 0, 21, 632000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 0, 21, 632000, tzinfo=tzutc())}}
2020-05-24 23:00:21 INFO: init new order end
2020-05-24 23:00:21 INFO: 
2020-05-24 23:00:21 INFO: 
2020-05-24 23:00:21 INFO: 
2020-05-24 23:00:21 INFO: 
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:00 INFO: clearing start
2020-05-24 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '0f4d7854-3e6b-e465-8a8c-2a3a94c4b4b4', 'clOrdID': '7dc7c863615046d2a7bc5a9164551295', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 206.9, 'displayQty': None, 'stopPx': 206.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 0, 21, 632000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 0, 21, 632000, tzinfo=tzutc())}
2020-05-24 23:02:00 INFO: order time=2020-05-24 20:00:21.632000+00:00; delta from now UTC=0:01:39.199872 time_delta.total_seconds()=99.199872; time_diff_offset='3600'
2020-05-24 23:02:00 INFO: skip by time diff 2020-05-24 20:00:21.632000+00:00
2020-05-24 23:02:00 INFO: clearing end
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:00 INFO: 
2020-05-24 23:02:01 INFO: process event {'orderID': '0f4d7854-3e6b-e465-8a8c-2a3a94c4b4b4', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-05-24T20:02:01.381Z', 'clOrdID': '7dc7c863615046d2a7bc5a9164551295', 'account': 605536, 'symbol': 'ETHUSD'}
2020-05-24 23:02:01 INFO: skip event 7dc7c863615046d2a7bc5a9164551295 
2020-05-24 23:02:01 INFO: process event {'orderID': '0f4d7854-3e6b-e465-8a8c-2a3a94c4b4b4', 'ordStatus': 'Filled', 'leavesQty': 0, 'cumQty': 3, 'avgPx': 206.85, 'transactTime': '2020-05-24T20:02:01.381Z', 'clOrdID': '7dc7c863615046d2a7bc5a9164551295', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-24T20:02:01.381Z'}
2020-05-24 23:02:01 INFO: add new event={'uid': '7dc7c863615046d2a7bc5a9164551295', 'status': 'Filled'}
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: process event start
2020-05-24 23:02:01 INFO: fetch new order event 7dc7c863615046d2a7bc5a9164551295
2020-05-24 23:02:01 INFO: fetch orders by event init={'stop': '203.05000000000001136868377216160297393798828125', 'take': '225.650000000000005684341886080801486968994140625', 'qty': '3', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-05-24 23:02:01 INFO: process init order filled
2020-05-24 23:02:01 INFO: save profit orders to storage stop=d076d49ddc3049bea3d7db897db220d5 take=e68520fbcf49484cbc673466c9a79378
2020-05-24 23:02:01 INFO: place profit orders take_price=225.650000000000005684341886080801486968994140625, stop_price=203.05000000000001136868377216160297393798828125, qty=3, color=GREEN, ticker=ETHUSD d076d49ddc3049bea3d7db897db220d5 e68520fbcf49484cbc673466c9a79378
2020-05-24 23:02:01 INFO: place stop order ETHUSD: qty=-3, stop_price=203.05000000000001136868377216160297393798828125, stop_uid=d076d49ddc3049bea3d7db897db220d5
2020-05-24 23:02:01 INFO: exchange resp for stop order={'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 203.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc())}
2020-05-24 23:02:01 INFO: place limit order ETHUSD: qty=-3, price=225.650000000000005684341886080801486968994140625, take_uid=e68520fbcf49484cbc673466c9a79378
2020-05-24 23:02:01 INFO: process event {'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 203.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-05-24T20:02:01.870Z', 'timestamp': '2020-05-24T20:02:01.870Z'}
2020-05-24 23:02:01 INFO: skip event d076d49ddc3049bea3d7db897db220d5 New
2020-05-24 23:02:01 INFO: process event {'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 225.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-05-24T20:02:01.926Z', 'timestamp': '2020-05-24T20:02:01.926Z'}
2020-05-24 23:02:01 INFO: exchange resp for take profit order={'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 225.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc())}
2020-05-24 23:02:01 INFO: place profit orders={'stop': {'response': {'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 203.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc())}, 'qty': Decimal('-3'), 'uid': 'd076d49ddc3049bea3d7db897db220d5', 'price': Decimal('203.05000000000001136868377216160297393798828125')}, 'take': {'response': {'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 225.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc())}, 'qty': Decimal('-3'), 'uid': 'e68520fbcf49484cbc673466c9a79378', 'price': Decimal('225.650000000000005684341886080801486968994140625')}}
2020-05-24 23:02:01 INFO: skip event e68520fbcf49484cbc673466c9a79378 New
2020-05-24 23:02:01 INFO: rm init order from db 7dc7c863615046d2a7bc5a9164551295
2020-05-24 23:02:01 INFO: end process event_processing_result='proceed init order'
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: 
2020-05-24 23:02:01 INFO: process event {'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'workingIndicator': True, 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-05-24T20:02:01.926Z'}
2020-05-24 23:02:01 INFO: skip event e68520fbcf49484cbc673466c9a79378 
2020-05-25 00:00:20 INFO: 
2020-05-25 00:00:20 INFO: 
2020-05-25 00:00:20 INFO: 
2020-05-25 00:00:20 INFO: 
2020-05-25 00:00:20 INFO: init new order start
2020-05-25 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.1, 'low': 206.2, 'close': 206.4, 'trades': 2449, 'volume': 2797875, 'vwap': 206.71, 'lastSize': 150, 'turnover': 57834357795, 'homeNotional': 25231.539710671674, 'foreignNotional': 5215573.411504334}, {'timestamp': datetime.datetime(2020, 5, 24, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.55, 'high': 206.8, 'low': 203.05, 'close': 206.4, 'trades': 5214, 'volume': 4342853, 'vwap': 205.72, 'lastSize': 500, 'turnover': 89338155815, 'homeNotional': 39124.15781919146, 'foreignNotional': 8048454.078671631}, {'timestamp': datetime.datetime(2020, 5, 24, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.75, 'high': 204.45, 'low': 203.0, 'close': 203.55, 'trades': 2418, 'volume': 2062733, 'vwap': 203.73, 'lastSize': 1328, 'turnover': 42023999755, 'homeNotional': 18440.609451423974, 'foreignNotional': 3756913.9531685533}]
2020-05-25 00:00:20 INFO: skip by found empty buckets
2020-05-25 00:00:20 INFO: check need new order None
2020-05-25 00:00:20 INFO: init new order end
2020-05-25 00:00:20 INFO: 
2020-05-25 00:00:20 INFO: 
2020-05-25 00:00:20 INFO: 
2020-05-25 00:00:20 INFO: 
2020-05-25 00:02:00 INFO: 
2020-05-25 00:02:00 INFO: 
2020-05-25 00:02:00 INFO: 
2020-05-25 00:02:00 INFO: 
2020-05-25 00:02:00 INFO: clearing start
2020-05-25 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 203.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 870000, tzinfo=tzutc())}
2020-05-25 00:02:00 INFO: skip by not found init order into storage
2020-05-25 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '927f9dfc-e2fe-a364-a995-5b85d140181b', 'clOrdID': 'e68520fbcf49484cbc673466c9a79378', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 225.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 24, 20, 2, 1, 926000, tzinfo=tzutc())}
2020-05-25 00:02:00 INFO: skip by not found init order into storage
2020-05-25 00:02:00 INFO: clearing end
2020-05-25 00:02:00 INFO: 
2020-05-25 00:02:00 INFO: 
2020-05-25 00:02:00 INFO: 
2020-05-25 00:02:00 INFO: 
2020-05-25 01:00:20 INFO: 
2020-05-25 01:00:20 INFO: 
2020-05-25 01:00:20 INFO: 
2020-05-25 01:00:20 INFO: 
2020-05-25 01:00:20 INFO: init new order start
2020-05-25 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 5, 24, 22, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.9, 'low': 206.3, 'close': 207.2, 'trades': 2435, 'volume': 2425842, 'vwap': 207.16, 'lastSize': 100, 'turnover': 50252430850, 'homeNotional': 21949.064481146335, 'foreignNotional': 4546883.273332337}, {'timestamp': datetime.datetime(2020, 5, 24, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 206.4, 'high': 207.1, 'low': 206.2, 'close': 206.4, 'trades': 2449, 'volume': 2797875, 'vwap': 206.71, 'lastSize': 150, 'turnover': 57834357795, 'homeNotional': 25231.539710671674, 'foreignNotional': 5215573.411504334}, {'timestamp': datetime.datetime(2020, 5, 24, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 203.55, 'high': 206.8, 'low': 203.05, 'close': 206.4, 'trades': 5214, 'volume': 4342853, 'vwap': 205.72, 'lastSize': 500, 'turnover': 89338155815, 'homeNotional': 39124.15781919146, 'foreignNotional': 8048454.078671631}]
2020-05-25 01:00:20 INFO: skip by found empty buckets
2020-05-25 01:00:20 INFO: check need new order None
2020-05-25 01:00:20 INFO: init new order end
2020-05-25 01:00:20 INFO: 
2020-05-25 01:00:20 INFO: 
2020-05-25 01:00:20 INFO: 
2020-05-25 01:00:20 INFO: 
2020-05-25 01:02:00 INFO: 
2020-05-25 01:02:00 INFO: 
2020-05-25 01:02:00 INFO: 
2020-05-25 01:02:00 INFO: 
2020-05-25 01:02:00 INFO: clearing start
2020-05-25 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'f53cc23c-2b3a-9f78-2e00-7d0b5ab2504a', 'clOrdID': 'd076d49ddc3049bea3d7db897db220d5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 203.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestin