2020-08-11 13:53:03 DEBUG: message ignored 2020-08-11 13:53:04 DEBUG: check clearing time needed clearing_process_timer=3064.877043 2020-08-11 13:53:04 DEBUG: check init order needed init_order_process_timer=3164.877382 2020-08-11 13:53:05 DEBUG: check clearing time needed clearing_process_timer=3065.878606 2020-08-11 13:53:05 DEBUG: check init order needed init_order_process_timer=3165.878885 2020-08-11 13:53:06 DEBUG: check clearing time needed clearing_process_timer=3066.880129 2020-08-11 13:53:06 DEBUG: check init order needed init_order_process_timer=3166.880477 2020-08-11 13:53:07 DEBUG: check clearing time needed clearing_process_timer=3067.881747 2020-08-11 13:53:07 DEBUG: check init order needed init_order_process_timer=3167.882058 2020-08-11 13:53:08 DEBUG: check clearing time needed clearing_process_timer=3068.883326 2020-08-11 13:53:08 DEBUG: check init order needed init_order_process_timer=3168.883618 2020-08-11 13:53:09 DEBUG: check clearing time needed clearing_process_timer=3069.884828 2020-08-11 13:53:09 DEBUG: check init order needed init_order_process_timer=3169.885211 2020-08-11 13:53:10 DEBUG: check clearing time needed clearing_process_timer=3070.88649 2020-08-11 13:53:10 DEBUG: check init order needed init_order_process_timer=3170.886806 2020-08-11 13:53:11 DEBUG: check clearing time needed clearing_process_timer=3071.888058 2020-08-11 13:53:11 DEBUG: check init order needed init_order_process_timer=3171.888333 2020-08-11 13:53:12 DEBUG: check clearing time needed clearing_process_timer=3072.889537 2020-08-11 13:53:12 DEBUG: check init order needed init_order_process_timer=3172.889795 2020-08-11 13:53:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:13.407Z", "symbol": "ETHUSD", "side": "Buy", "size": 110, "price": 391.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "5790c340-9bf6-e1c7-149a-d1affbe1791d", "grossValue": 4302100, "homeNotional": 1.2898686679174485, "foreignNotional": 504.46763602251406}]} 2020-08-11 13:53:13 DEBUG: message ignored 2020-08-11 13:53:13 DEBUG: check clearing time needed clearing_process_timer=3073.891003 2020-08-11 13:53:13 DEBUG: check init order needed init_order_process_timer=3173.891364 2020-08-11 13:53:14 DEBUG: check clearing time needed clearing_process_timer=3074.892579 2020-08-11 13:53:14 DEBUG: check init order needed init_order_process_timer=3174.892882 2020-08-11 13:53:15 DEBUG: check clearing time needed clearing_process_timer=3075.894206 2020-08-11 13:53:15 DEBUG: check init order needed init_order_process_timer=3175.894562 2020-08-11 13:53:16 DEBUG: check clearing time needed clearing_process_timer=3076.895818 2020-08-11 13:53:16 DEBUG: check init order needed init_order_process_timer=3176.896106 2020-08-11 13:53:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:17.700Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 391.05, "tickDirection": "MinusTick", "trdMatchID": "3953cc23-c098-9677-db52-b78064f084fe", "grossValue": 508365, "homeNotional": 0.1524390243902439, "foreignNotional": 59.611280487804876}]} 2020-08-11 13:53:17 DEBUG: message ignored 2020-08-11 13:53:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:17.732Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 391.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d46eec9b-cba8-3b38-e05f-28985c642008", "grossValue": 430155, "homeNotional": 0.12898686679174484, "foreignNotional": 50.44031425891182}]} 2020-08-11 13:53:17 DEBUG: message ignored 2020-08-11 13:53:17 DEBUG: check clearing time needed clearing_process_timer=3077.897354 2020-08-11 13:53:17 DEBUG: check init order needed init_order_process_timer=3177.897649 2020-08-11 13:53:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:18.499Z", "symbol": "ETHUSD", "side": "Buy", "size": 62, "price": 391.1, "tickDirection": "PlusTick", "trdMatchID": "a1eca547-8208-2d6d-9e75-df3fb6f70de0", "grossValue": 2424820, "homeNotional": 0.7270168855534709, "foreignNotional": 284.3363039399625}, {"timestamp": "2020-08-11T10:53:18.499Z", "symbol": "ETHUSD", "side": "Buy", "size": 467, "price": 391.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d4d5c59-19b0-1fe5-02f3-1f9cfdacf6f9", "grossValue": 18264370, "homeNotional": 5.476078799249531, "foreignNotional": 2141.6944183864916}, {"timestamp": "2020-08-11T10:53:18.499Z", "symbol": "ETHUSD", "side": "Buy", "size": 110, "price": 391.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ce7ff73d-e373-50e7-0a6c-c402f49ee0e4", "grossValue": 4302100, "homeNotional": 1.2898686679174485, "foreignNotional": 504.46763602251406}, {"timestamp": "2020-08-11T10:53:18.499Z", "symbol": "ETHUSD", "side": "Buy", "size": 195, "price": 391.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ec816fe1-684d-a267-2fc4-9d20f23ddbea", "grossValue": 7626450, "homeNotional": 2.2865853658536586, "foreignNotional": 894.2835365853658}, {"timestamp": "2020-08-11T10:53:18.499Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "82bd3896-a3d5-73a1-fc88-e83c6df13bd6", "grossValue": 58665000, "homeNotional": 17.589118198874296, "foreignNotional": 6879.104127579737}, {"timestamp": "2020-08-11T10:53:18.499Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 391.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "af658e30-ffe2-1743-9dc5-d38f68ed63d3", "grossValue": 156440, "homeNotional": 0.04690431519699812, "foreignNotional": 18.344277673545967}]} 2020-08-11 13:53:18 DEBUG: message ignored 2020-08-11 13:53:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:18.531Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "ac68b9d0-e3c9-c0dd-af45-7d6923d85c11", "grossValue": 508560, "homeNotional": 0.1524390243902439, "foreignNotional": 59.63414634146341}]} 2020-08-11 13:53:18 DEBUG: message ignored 2020-08-11 13:53:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:18.536Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "84cd23ad-e06a-ac3d-72de-376dfacc59de", "grossValue": 469440, "homeNotional": 0.14071294559099437, "foreignNotional": 55.046904315197}]} 2020-08-11 13:53:18 DEBUG: message ignored 2020-08-11 13:53:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:18.565Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1c5bd1c-fcb9-4474-103d-1a0015a840ec", "grossValue": 469440, "homeNotional": 0.14071294559099437, "foreignNotional": 55.046904315197}]} 2020-08-11 13:53:18 DEBUG: message ignored 2020-08-11 13:53:18 DEBUG: check clearing time needed clearing_process_timer=3078.898865 2020-08-11 13:53:18 DEBUG: check init order needed init_order_process_timer=3178.899221 2020-08-11 13:53:19 DEBUG: check clearing time needed clearing_process_timer=3079.900546 2020-08-11 13:53:19 DEBUG: check init order needed init_order_process_timer=3179.900925 2020-08-11 13:53:20 DEBUG: check clearing time needed clearing_process_timer=3080.90226 2020-08-11 13:53:20 DEBUG: check init order needed init_order_process_timer=3180.902601 2020-08-11 13:53:21 DEBUG: check clearing time needed clearing_process_timer=3081.903874 2020-08-11 13:53:21 DEBUG: check init order needed init_order_process_timer=3181.904171 2020-08-11 13:53:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:22.489Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "e8b1896f-1b4b-90fc-4d0b-fad5b1aa02f2", "grossValue": 19557500, "homeNotional": 5.863039399624766, "foreignNotional": 2293.327861163227}]} 2020-08-11 13:53:22 DEBUG: message ignored 2020-08-11 13:53:22 DEBUG: check clearing time needed clearing_process_timer=3082.905366 2020-08-11 13:53:22 DEBUG: check init order needed init_order_process_timer=3182.905636 2020-08-11 13:53:23 DEBUG: check clearing time needed clearing_process_timer=3083.906834 2020-08-11 13:53:23 DEBUG: check init order needed init_order_process_timer=3183.90713 2020-08-11 13:53:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:24.650Z", "symbol": "ETHUSD", "side": "Buy", "size": 117, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "0c50aac8-9368-29fc-ecf5-02ee787e104d", "grossValue": 4577040, "homeNotional": 1.3719512195121952, "foreignNotional": 536.7073170731708}, {"timestamp": "2020-08-11T10:53:24.650Z", "symbol": "ETHUSD", "side": "Buy", "size": 48, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b99d321-2cf8-04bb-c8bf-b807a9e2f713", "grossValue": 1877760, "homeNotional": 0.5628517823639775, "foreignNotional": 220.187617260788}]} 2020-08-11 13:53:24 DEBUG: message ignored 2020-08-11 13:53:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:24.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.25, "tickDirection": "PlusTick", "trdMatchID": "3a9804fb-3795-b586-ffd4-d69dab72c368", "grossValue": 3912500, "homeNotional": 1.172607879924953, "foreignNotional": 458.7828330206379}, {"timestamp": "2020-08-11T10:53:24.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0d10401-7e5a-bde5-09f5-178baa21077e", "grossValue": 19562500, "homeNotional": 5.863039399624766, "foreignNotional": 2293.9141651031896}, {"timestamp": "2020-08-11T10:53:24.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d4455ef-4f39-f440-7b95-166b2d68aa70", "grossValue": 19562500, "homeNotional": 5.863039399624766, "foreignNotional": 2293.9141651031896}]} 2020-08-11 13:53:24 DEBUG: message ignored 2020-08-11 13:53:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:24.712Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "e5afa879-3baf-d7c2-bf14-cf1ed1e5d080", "grossValue": 469560, "homeNotional": 0.14071294559099437, "foreignNotional": 55.0609756097561}]} 2020-08-11 13:53:24 DEBUG: message ignored 2020-08-11 13:53:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:24.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "afe2763c-a4dd-619d-8259-e43e80c14b64", "grossValue": 1291290, "homeNotional": 0.3869606003752345, "foreignNotional": 151.41768292682926}, {"timestamp": "2020-08-11T10:53:24.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "95903d76-b521-9807-462e-0be022a3cb18", "grossValue": 1173900, "homeNotional": 0.3517823639774859, "foreignNotional": 137.65243902439025}, {"timestamp": "2020-08-11T10:53:24.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5553a5d9-5e75-a922-4378-17c22c07fc9e", "grossValue": 1447810, "homeNotional": 0.43386491557223267, "foreignNotional": 169.77134146341464}]} 2020-08-11 13:53:24 DEBUG: message ignored 2020-08-11 13:53:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:24.731Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1a91677-c602-5888-8030-45afc3283600", "grossValue": 430430, "homeNotional": 0.12898686679174484, "foreignNotional": 50.47256097560975}]} 2020-08-11 13:53:24 DEBUG: message ignored 2020-08-11 13:53:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:24.744Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8245c41-a566-6601-b73b-b51761cf078a", "grossValue": 391300, "homeNotional": 0.11726078799249531, "foreignNotional": 45.88414634146341}]} 2020-08-11 13:53:24 DEBUG: message ignored 2020-08-11 13:53:24 DEBUG: check clearing time needed clearing_process_timer=3084.90838 2020-08-11 13:53:24 DEBUG: check init order needed init_order_process_timer=3184.908746 2020-08-11 13:53:25 DEBUG: check clearing time needed clearing_process_timer=3085.91002 2020-08-11 13:53:25 DEBUG: check init order needed init_order_process_timer=3185.910343 2020-08-11 13:53:26 DEBUG: check clearing time needed clearing_process_timer=3086.911571 2020-08-11 13:53:26 DEBUG: check init order needed init_order_process_timer=3186.91186 2020-08-11 13:53:27 DEBUG: check clearing time needed clearing_process_timer=3087.913109 2020-08-11 13:53:27 DEBUG: check init order needed init_order_process_timer=3187.913388 2020-08-11 13:53:28 DEBUG: check clearing time needed clearing_process_timer=3088.914587 2020-08-11 13:53:28 DEBUG: check init order needed init_order_process_timer=3188.91491 2020-08-11 13:53:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:29.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e49045e7-04c0-581a-0b41-8ed02d8a1a79", "grossValue": 1643460, "homeNotional": 0.4924953095684803, "foreignNotional": 192.71341463414635}, {"timestamp": "2020-08-11T10:53:29.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed8d4fc1-034e-b7fd-eb59-1a6ddd70c9ee", "grossValue": 39130, "homeNotional": 0.01172607879924953, "foreignNotional": 4.588414634146342}]} 2020-08-11 13:53:29 DEBUG: message ignored 2020-08-11 13:53:29 DEBUG: check clearing time needed clearing_process_timer=3089.916135 2020-08-11 13:53:29 DEBUG: check init order needed init_order_process_timer=3189.916358 2020-08-11 13:53:30 DEBUG: check clearing time needed clearing_process_timer=3090.917507 2020-08-11 13:53:30 DEBUG: check init order needed init_order_process_timer=3190.917819 2020-08-11 13:53:31 DEBUG: check clearing time needed clearing_process_timer=3091.919076 2020-08-11 13:53:31 DEBUG: check init order needed init_order_process_timer=3191.919409 2020-08-11 13:53:32 DEBUG: check clearing time needed clearing_process_timer=3092.92069 2020-08-11 13:53:32 DEBUG: check init order needed init_order_process_timer=3192.920977 2020-08-11 13:53:33 DEBUG: check clearing time needed clearing_process_timer=3093.922283 2020-08-11 13:53:33 DEBUG: check init order needed init_order_process_timer=3193.922592 2020-08-11 13:53:34 DEBUG: check clearing time needed clearing_process_timer=3094.923799 2020-08-11 13:53:34 DEBUG: check init order needed init_order_process_timer=3194.924092 2020-08-11 13:53:35 DEBUG: check clearing time needed clearing_process_timer=3095.925071 2020-08-11 13:53:35 DEBUG: check init order needed init_order_process_timer=3195.925347 2020-08-11 13:53:36 DEBUG: check clearing time needed clearing_process_timer=3096.926526 2020-08-11 13:53:36 DEBUG: check init order needed init_order_process_timer=3196.926912 2020-08-11 13:53:37 DEBUG: check clearing time needed clearing_process_timer=3097.928137 2020-08-11 13:53:37 DEBUG: check init order needed init_order_process_timer=3197.928463 2020-08-11 13:53:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:37.955Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a3a0924a-0df1-e7cb-2e0e-cfbb9544ecea", "grossValue": 117390, "homeNotional": 0.03517823639774859, "foreignNotional": 13.765243902439025}, {"timestamp": "2020-08-11T10:53:37.955Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "7530bd84-6635-0a46-2fa1-fba45a477502", "grossValue": 665210, "homeNotional": 0.199343339587242, "foreignNotional": 78.0030487804878}]} 2020-08-11 13:53:37 DEBUG: message ignored 2020-08-11 13:53:38 DEBUG: check clearing time needed clearing_process_timer=3098.929704 2020-08-11 13:53:38 DEBUG: check init order needed init_order_process_timer=3198.930033 2020-08-11 13:53:39 DEBUG: check clearing time needed clearing_process_timer=3099.931251 2020-08-11 13:53:39 DEBUG: check init order needed init_order_process_timer=3199.931554 2020-08-11 13:53:40 DEBUG: check clearing time needed clearing_process_timer=3100.932764 2020-08-11 13:53:40 DEBUG: check init order needed init_order_process_timer=3200.933189 2020-08-11 13:53:41 DEBUG: check clearing time needed clearing_process_timer=3101.934406 2020-08-11 13:53:41 DEBUG: check init order needed init_order_process_timer=3201.934668 2020-08-11 13:53:42 DEBUG: check clearing time needed clearing_process_timer=3102.93587 2020-08-11 13:53:42 DEBUG: check init order needed init_order_process_timer=3202.936211 2020-08-11 13:53:43 DEBUG: check clearing time needed clearing_process_timer=3103.937468 2020-08-11 13:53:43 DEBUG: check init order needed init_order_process_timer=3203.937821 2020-08-11 13:53:44 DEBUG: check clearing time needed clearing_process_timer=3104.939102 2020-08-11 13:53:44 DEBUG: check init order needed init_order_process_timer=3204.939442 2020-08-11 13:53:45 DEBUG: check clearing time needed clearing_process_timer=3105.940656 2020-08-11 13:53:45 DEBUG: check init order needed init_order_process_timer=3205.940987 2020-08-11 13:53:46 DEBUG: check clearing time needed clearing_process_timer=3106.942258 2020-08-11 13:53:46 DEBUG: check init order needed init_order_process_timer=3206.942542 2020-08-11 13:53:47 DEBUG: check clearing time needed clearing_process_timer=3107.943764 2020-08-11 13:53:47 DEBUG: check init order needed init_order_process_timer=3207.944053 2020-08-11 13:53:48 DEBUG: check clearing time needed clearing_process_timer=3108.945298 2020-08-11 13:53:48 DEBUG: check init order needed init_order_process_timer=3208.945582 2020-08-11 13:53:49 DEBUG: check clearing time needed clearing_process_timer=3109.946846 2020-08-11 13:53:49 DEBUG: check init order needed init_order_process_timer=3209.947158 2020-08-11 13:53:50 DEBUG: check clearing time needed clearing_process_timer=3110.948342 2020-08-11 13:53:50 DEBUG: check init order needed init_order_process_timer=3210.948634 2020-08-11 13:53:51 DEBUG: check clearing time needed clearing_process_timer=3111.949911 2020-08-11 13:53:51 DEBUG: check init order needed init_order_process_timer=3211.950225 2020-08-11 13:53:52 DEBUG: check clearing time needed clearing_process_timer=3112.951434 2020-08-11 13:53:52 DEBUG: check init order needed init_order_process_timer=3212.951778 2020-08-11 13:53:53 DEBUG: check clearing time needed clearing_process_timer=3113.953051 2020-08-11 13:53:53 DEBUG: check init order needed init_order_process_timer=3213.953359 2020-08-11 13:53:54 DEBUG: check clearing time needed clearing_process_timer=3114.954597 2020-08-11 13:53:54 DEBUG: check init order needed init_order_process_timer=3214.95489 2020-08-11 13:53:55 DEBUG: check clearing time needed clearing_process_timer=3115.956088 2020-08-11 13:53:55 DEBUG: check init order needed init_order_process_timer=3215.956358 2020-08-11 13:53:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:53:56.620Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "9fed1dae-69bc-bcf0-13d8-53dfafebd7d0", "grossValue": 313040, "homeNotional": 0.09380863039399624, "foreignNotional": 36.707317073170735}, {"timestamp": "2020-08-11T10:53:56.620Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "08bc2916-3b33-a09c-1558-204aa2527abf", "grossValue": 234780, "homeNotional": 0.07035647279549719, "foreignNotional": 27.53048780487805}, {"timestamp": "2020-08-11T10:53:56.620Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d136da52-025e-6d07-aefb-728a3154f2ec", "grossValue": 430430, "homeNotional": 0.12898686679174484, "foreignNotional": 50.47256097560975}]} 2020-08-11 13:53:56 DEBUG: message ignored 2020-08-11 13:53:56 DEBUG: check clearing time needed clearing_process_timer=3116.957547 2020-08-11 13:53:56 DEBUG: check init order needed init_order_process_timer=3216.957821 2020-08-11 13:53:57 DEBUG: check clearing time needed clearing_process_timer=3117.959059 2020-08-11 13:53:57 DEBUG: check init order needed init_order_process_timer=3217.959369 2020-08-11 13:53:58 DEBUG: check clearing time needed clearing_process_timer=3118.960632 2020-08-11 13:53:58 DEBUG: check init order needed init_order_process_timer=3218.960957 2020-08-11 13:53:59 DEBUG: check clearing time needed clearing_process_timer=3119.962272 2020-08-11 13:53:59 DEBUG: check init order needed init_order_process_timer=3219.9626 2020-08-11 13:54:00 DEBUG: check clearing time needed clearing_process_timer=3120.963807 2020-08-11 13:54:00 DEBUG: check init order needed init_order_process_timer=3220.964066 2020-08-11 13:54:01 DEBUG: check clearing time needed clearing_process_timer=3121.965294 2020-08-11 13:54:01 DEBUG: check init order needed init_order_process_timer=3221.965615 2020-08-11 13:54:02 DEBUG: check clearing time needed clearing_process_timer=3122.966902 2020-08-11 13:54:02 DEBUG: check init order needed init_order_process_timer=3222.96727 2020-08-11 13:54:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:03.364Z", "symbol": "ETHUSD", "side": "Buy", "size": 89, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1aa3122f-2018-9fd4-cc76-c4bf60ee545f", "grossValue": 3482570, "homeNotional": 1.043743403307142, "foreignNotional": 408.4167937140847}, {"timestamp": "2020-08-11T10:54:03.364Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a0dea1c5-7893-cfd4-a522-6228111a3e28", "grossValue": 978250, "homeNotional": 0.2931863492435792, "foreignNotional": 114.72381845901255}, {"timestamp": "2020-08-11T10:54:03.364Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d4d43678-6881-d9c4-f41a-d010cb475b54", "grossValue": 39130, "homeNotional": 0.011727453969743168, "foreignNotional": 4.5889527383605015}, {"timestamp": "2020-08-11T10:54:03.364Z", "symbol": "ETHUSD", "side": "Buy", "size": 25885, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7f8cfd2-e7a0-7c16-88b6-c76fb1664ed5", "grossValue": 1012880050, "homeNotional": 303.5651460068019, "foreignNotional": 118785.0416324616}]} 2020-08-11 13:54:03 DEBUG: message ignored 2020-08-11 13:54:03 DEBUG: check clearing time needed clearing_process_timer=3123.968509 2020-08-11 13:54:03 DEBUG: check init order needed init_order_process_timer=3223.968836 2020-08-11 13:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:04.412Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "e8cba9b2-3f57-a685-b1b5-de95464572a3", "grossValue": 19562500, "homeNotional": 5.863726984871584, "foreignNotional": 2294.1831828310073}]} 2020-08-11 13:54:04 DEBUG: message ignored 2020-08-11 13:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:04.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "1221bdd8-4584-e555-a53c-3085e43524d1", "grossValue": 469560, "homeNotional": 0.14072944763691803, "foreignNotional": 55.06743286032602}]} 2020-08-11 13:54:04 DEBUG: message ignored 2020-08-11 13:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:04.941Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "02716210-8cfe-7be3-c9f2-b086b91a82be", "grossValue": 430430, "homeNotional": 0.12900199366717485, "foreignNotional": 50.47848012196552}]} 2020-08-11 13:54:04 DEBUG: message ignored 2020-08-11 13:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:04.945Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "29885008-01e7-5cf7-b59b-6c390266d5d8", "grossValue": 508690, "homeNotional": 0.1524569016066612, "foreignNotional": 59.656385598686526}]} 2020-08-11 13:54:04 DEBUG: message ignored 2020-08-11 13:54:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:04.948Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "be8060b8-812f-a6c2-ac41-179ecc9a3c35", "grossValue": 430430, "homeNotional": 0.12900199366717485, "foreignNotional": 50.47848012196552}]} 2020-08-11 13:54:04 DEBUG: message ignored 2020-08-11 13:54:04 DEBUG: check clearing time needed clearing_process_timer=3124.97002 2020-08-11 13:54:04 DEBUG: check init order needed init_order_process_timer=3224.970222 2020-08-11 13:54:05 DEBUG: check clearing time needed clearing_process_timer=3125.971459 2020-08-11 13:54:05 DEBUG: check init order needed init_order_process_timer=3225.971725 2020-08-11 13:54:06 DEBUG: check clearing time needed clearing_process_timer=3126.972892 2020-08-11 13:54:06 DEBUG: check init order needed init_order_process_timer=3226.973264 2020-08-11 13:54:07 DEBUG: check clearing time needed clearing_process_timer=3127.974492 2020-08-11 13:54:07 DEBUG: check init order needed init_order_process_timer=3227.974805 2020-08-11 13:54:08 DEBUG: check clearing time needed clearing_process_timer=3128.976019 2020-08-11 13:54:08 DEBUG: check init order needed init_order_process_timer=3228.976591 2020-08-11 13:54:09 DEBUG: check clearing time needed clearing_process_timer=3129.977069 2020-08-11 13:54:09 DEBUG: check init order needed init_order_process_timer=3229.977461 2020-08-11 13:54:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:10.913Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "7f8a58ba-dc1e-254e-caf2-4b469923d830", "grossValue": 234780, "homeNotional": 0.07036472381845901, "foreignNotional": 27.53371643016301}, {"timestamp": "2020-08-11T10:54:10.913Z", "symbol": "ETHUSD", "side": "Buy", "size": 1360, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "7f383fb0-776b-64d5-b42e-6f29c4ede7e6", "grossValue": 53216800, "homeNotional": 15.949337398850709, "foreignNotional": 6240.975724170283}]} 2020-08-11 13:54:10 DEBUG: message ignored 2020-08-11 13:54:10 DEBUG: check clearing time needed clearing_process_timer=3130.978689 2020-08-11 13:54:10 DEBUG: check init order needed init_order_process_timer=3230.978978 2020-08-11 13:54:11 DEBUG: check clearing time needed clearing_process_timer=3131.980164 2020-08-11 13:54:11 DEBUG: check init order needed init_order_process_timer=3231.980441 2020-08-11 13:54:12 DEBUG: check clearing time needed clearing_process_timer=3132.981095 2020-08-11 13:54:12 DEBUG: check init order needed init_order_process_timer=3232.981458 2020-08-11 13:54:13 DEBUG: check clearing time needed clearing_process_timer=3133.982688 2020-08-11 13:54:13 DEBUG: check init order needed init_order_process_timer=3233.982966 2020-08-11 13:54:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:14.039Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "30c91c36-ea38-1e6e-62fc-d42841ba123d", "grossValue": 1956500, "homeNotional": 0.5863726984871585, "foreignNotional": 229.4476369180251}]} 2020-08-11 13:54:14 DEBUG: message ignored 2020-08-11 13:54:14 DEBUG: check clearing time needed clearing_process_timer=3134.984128 2020-08-11 13:54:14 DEBUG: check init order needed init_order_process_timer=3234.9844 2020-08-11 13:54:15 DEBUG: check clearing time needed clearing_process_timer=3135.985073 2020-08-11 13:54:15 DEBUG: check init order needed init_order_process_timer=3235.98537 2020-08-11 13:54:16 DEBUG: check clearing time needed clearing_process_timer=3136.986541 2020-08-11 13:54:16 DEBUG: check init order needed init_order_process_timer=3236.986816 2020-08-11 13:54:17 DEBUG: check clearing time needed clearing_process_timer=3137.98798 2020-08-11 13:54:17 DEBUG: check init order needed init_order_process_timer=3237.988269 2020-08-11 13:54:18 DEBUG: check clearing time needed clearing_process_timer=3138.988799 2020-08-11 13:54:18 DEBUG: check init order needed init_order_process_timer=3238.989139 2020-08-11 13:54:19 DEBUG: check clearing time needed clearing_process_timer=3139.990392 2020-08-11 13:54:19 DEBUG: check init order needed init_order_process_timer=3239.990664 2020-08-11 13:54:20 DEBUG: check clearing time needed clearing_process_timer=3140.991852 2020-08-11 13:54:20 DEBUG: check init order needed init_order_process_timer=3240.992156 2020-08-11 13:54:21 DEBUG: check clearing time needed clearing_process_timer=3141.993371 2020-08-11 13:54:21 DEBUG: check init order needed init_order_process_timer=3241.993655 2020-08-11 13:54:22 DEBUG: check clearing time needed clearing_process_timer=3142.994825 2020-08-11 13:54:22 DEBUG: check init order needed init_order_process_timer=3242.995145 2020-08-11 13:54:23 DEBUG: check clearing time needed clearing_process_timer=3143.996356 2020-08-11 13:54:23 DEBUG: check init order needed init_order_process_timer=3243.996656 2020-08-11 13:54:24 DEBUG: check clearing time needed clearing_process_timer=3144.997938 2020-08-11 13:54:24 DEBUG: check init order needed init_order_process_timer=3244.998204 2020-08-11 13:54:25 DEBUG: check clearing time needed clearing_process_timer=3145.998833 2020-08-11 13:54:25 DEBUG: check init order needed init_order_process_timer=3245.999149 2020-08-11 13:54:27 DEBUG: check clearing time needed clearing_process_timer=3147.000355 2020-08-11 13:54:27 DEBUG: check init order needed init_order_process_timer=3247.000775 2020-08-11 13:54:28 DEBUG: check clearing time needed clearing_process_timer=3148.001968 2020-08-11 13:54:28 DEBUG: check init order needed init_order_process_timer=3248.002245 2020-08-11 13:54:29 DEBUG: check clearing time needed clearing_process_timer=3149.003418 2020-08-11 13:54:29 DEBUG: check init order needed init_order_process_timer=3249.003715 2020-08-11 13:54:30 DEBUG: check clearing time needed clearing_process_timer=3150.004886 2020-08-11 13:54:30 DEBUG: check init order needed init_order_process_timer=3250.005186 2020-08-11 13:54:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:30.717Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b8b636c-dc2c-7147-0253-7d1af2889255", "grossValue": 1917370, "homeNotional": 0.5747126436781609, "foreignNotional": 224.88505747126436}]} 2020-08-11 13:54:30 DEBUG: message ignored 2020-08-11 13:54:31 DEBUG: check clearing time needed clearing_process_timer=3151.00638 2020-08-11 13:54:31 DEBUG: check init order needed init_order_process_timer=3251.006701 2020-08-11 13:54:32 DEBUG: check clearing time needed clearing_process_timer=3152.007874 2020-08-11 13:54:32 DEBUG: check init order needed init_order_process_timer=3252.008178 2020-08-11 13:54:33 DEBUG: check clearing time needed clearing_process_timer=3153.009404 2020-08-11 13:54:33 DEBUG: check init order needed init_order_process_timer=3253.009695 2020-08-11 13:54:34 DEBUG: check clearing time needed clearing_process_timer=3154.010967 2020-08-11 13:54:34 DEBUG: check init order needed init_order_process_timer=3254.01124 2020-08-11 13:54:35 DEBUG: check clearing time needed clearing_process_timer=3155.012454 2020-08-11 13:54:35 DEBUG: check init order needed init_order_process_timer=3255.012732 2020-08-11 13:54:36 DEBUG: check clearing time needed clearing_process_timer=3156.013922 2020-08-11 13:54:36 DEBUG: check init order needed init_order_process_timer=3256.014262 2020-08-11 13:54:37 DEBUG: check clearing time needed clearing_process_timer=3157.015505 2020-08-11 13:54:37 DEBUG: check init order needed init_order_process_timer=3257.015758 2020-08-11 13:54:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:37.167Z", "symbol": "ETHUSD", "side": "Buy", "size": 1366, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b890ce3-f63f-0c0b-8866-00c8114c3b0e", "grossValue": 53451580, "homeNotional": 16.021581046211587, "foreignNotional": 6269.244663382595}]} 2020-08-11 13:54:37 DEBUG: message ignored 2020-08-11 13:54:38 DEBUG: check clearing time needed clearing_process_timer=3158.016935 2020-08-11 13:54:38 DEBUG: check init order needed init_order_process_timer=3258.017297 2020-08-11 13:54:39 DEBUG: check clearing time needed clearing_process_timer=3159.018494 2020-08-11 13:54:39 DEBUG: check init order needed init_order_process_timer=3259.018759 2020-08-11 13:54:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:39.591Z", "symbol": "ETHUSD", "side": "Buy", "size": 2414, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c448811-9137-1ccb-1216-5f18e3e08ae1", "grossValue": 94459820, "homeNotional": 28.31339432324654, "foreignNotional": 11079.03119868637}]} 2020-08-11 13:54:39 DEBUG: message ignored 2020-08-11 13:54:40 DEBUG: check clearing time needed clearing_process_timer=3160.019938 2020-08-11 13:54:40 DEBUG: check init order needed init_order_process_timer=3260.020227 2020-08-11 13:54:41 DEBUG: check clearing time needed clearing_process_timer=3161.021429 2020-08-11 13:54:41 DEBUG: check init order needed init_order_process_timer=3261.021698 2020-08-11 13:54:42 DEBUG: check clearing time needed clearing_process_timer=3162.02287 2020-08-11 13:54:42 DEBUG: check init order needed init_order_process_timer=3262.023121 2020-08-11 13:54:43 DEBUG: check clearing time needed clearing_process_timer=3163.024315 2020-08-11 13:54:43 DEBUG: check init order needed init_order_process_timer=3263.024557 2020-08-11 13:54:44 DEBUG: check clearing time needed clearing_process_timer=3164.025735 2020-08-11 13:54:44 DEBUG: check init order needed init_order_process_timer=3264.025998 2020-08-11 13:54:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:44.008Z", "symbol": "ETHUSD", "side": "Buy", "size": 5058, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5e355291-8869-a9dc-2839-4ae37ce9d355", "grossValue": 197919540, "homeNotional": 59.32441942294159, "foreignNotional": 23213.645320197043}]} 2020-08-11 13:54:44 DEBUG: message ignored 2020-08-11 13:54:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:54:44.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed803cb6-c223-d10a-095c-8666a2421073", "grossValue": 19565000, "homeNotional": 5.864414731409806, "foreignNotional": 2294.745484400657}, {"timestamp": "2020-08-11T10:54:44.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e737656b-7db4-551d-6aa4-7214b28e4e93", "grossValue": 1604330, "homeNotional": 0.48088200797560404, "foreignNotional": 188.16912972085385}, {"timestamp": "2020-08-11T10:54:44.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8708656-b115-0e30-4a4c-8dc61519f0da", "grossValue": 1252160, "homeNotional": 0.37532254281022753, "foreignNotional": 146.86371100164203}, {"timestamp": "2020-08-11T10:54:44.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "84a9703c-2318-7145-7f4b-712d5158855a", "grossValue": 234780, "homeNotional": 0.07037297677691766, "foreignNotional": 27.536945812807883}]} 2020-08-11 13:54:44 DEBUG: message ignored 2020-08-11 13:54:45 DEBUG: check clearing time needed clearing_process_timer=3165.027161 2020-08-11 13:54:45 DEBUG: check init order needed init_order_process_timer=3265.027429 2020-08-11 13:54:46 DEBUG: check clearing time needed clearing_process_timer=3166.028597 2020-08-11 13:54:46 DEBUG: check init order needed init_order_process_timer=3266.028862 2020-08-11 13:54:47 DEBUG: check clearing time needed clearing_process_timer=3167.03004 2020-08-11 13:54:47 DEBUG: check init order needed init_order_process_timer=3267.030286 2020-08-11 13:54:48 DEBUG: check clearing time needed clearing_process_timer=3168.031482 2020-08-11 13:54:48 DEBUG: check init order needed init_order_process_timer=3268.031777 2020-08-11 13:54:49 DEBUG: check clearing time needed clearing_process_timer=3169.033075 2020-08-11 13:54:49 DEBUG: check init order needed init_order_process_timer=3269.033408 2020-08-11 13:54:50 DEBUG: check clearing time needed clearing_process_timer=3170.034625 2020-08-11 13:54:50 DEBUG: check init order needed init_order_process_timer=3270.034901 2020-08-11 13:54:51 DEBUG: check clearing time needed clearing_process_timer=3171.036105 2020-08-11 13:54:51 DEBUG: check init order needed init_order_process_timer=3271.036413 2020-08-11 13:54:52 DEBUG: check clearing time needed clearing_process_timer=3172.03759 2020-08-11 13:54:52 DEBUG: check init order needed init_order_process_timer=3272.037891 2020-08-11 13:54:53 DEBUG: check clearing time needed clearing_process_timer=3173.039068 2020-08-11 13:54:53 DEBUG: check init order needed init_order_process_timer=3273.039353 2020-08-11 13:54:54 DEBUG: check clearing time needed clearing_process_timer=3174.040558 2020-08-11 13:54:54 DEBUG: check init order needed init_order_process_timer=3274.040866 2020-08-11 13:54:55 DEBUG: check clearing time needed clearing_process_timer=3175.042093 2020-08-11 13:54:55 DEBUG: check init order needed init_order_process_timer=3275.042407 2020-08-11 13:54:56 DEBUG: check clearing time needed clearing_process_timer=3176.043608 2020-08-11 13:54:56 DEBUG: check init order needed init_order_process_timer=3276.043942 2020-08-11 13:54:57 DEBUG: check clearing time needed clearing_process_timer=3177.045169 2020-08-11 13:54:57 DEBUG: check init order needed init_order_process_timer=3277.045454 2020-08-11 13:54:58 DEBUG: check clearing time needed clearing_process_timer=3178.046657 2020-08-11 13:54:58 DEBUG: check init order needed init_order_process_timer=3278.046932 2020-08-11 13:54:59 DEBUG: check clearing time needed clearing_process_timer=3179.048109 2020-08-11 13:54:59 DEBUG: check init order needed init_order_process_timer=3279.048438 2020-08-11 13:55:00 DEBUG: check clearing time needed clearing_process_timer=3180.049622 2020-08-11 13:55:00 DEBUG: check init order needed init_order_process_timer=3280.049908 2020-08-11 13:55:01 DEBUG: check clearing time needed clearing_process_timer=3181.05111 2020-08-11 13:55:01 DEBUG: check init order needed init_order_process_timer=3281.051386 2020-08-11 13:55:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:01.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b7519e5-1368-1536-34d8-d97fd5e4839e", "grossValue": 978250, "homeNotional": 0.29349612585113877, "foreignNotional": 114.8450340455506}]} 2020-08-11 13:55:01 DEBUG: message ignored 2020-08-11 13:55:02 DEBUG: check clearing time needed clearing_process_timer=3182.052602 2020-08-11 13:55:02 DEBUG: check init order needed init_order_process_timer=3282.052939 2020-08-11 13:55:03 DEBUG: check clearing time needed clearing_process_timer=3183.054269 2020-08-11 13:55:03 DEBUG: check init order needed init_order_process_timer=3283.054594 2020-08-11 13:55:04 DEBUG: check clearing time needed clearing_process_timer=3184.055848 2020-08-11 13:55:04 DEBUG: check init order needed init_order_process_timer=3284.056167 2020-08-11 13:55:05 DEBUG: check clearing time needed clearing_process_timer=3185.057399 2020-08-11 13:55:05 DEBUG: check init order needed init_order_process_timer=3285.057668 2020-08-11 13:55:06 DEBUG: check clearing time needed clearing_process_timer=3186.058872 2020-08-11 13:55:06 DEBUG: check init order needed init_order_process_timer=3286.059159 2020-08-11 13:55:07 DEBUG: check clearing time needed clearing_process_timer=3187.060347 2020-08-11 13:55:07 DEBUG: check init order needed init_order_process_timer=3287.06064 2020-08-11 13:55:08 DEBUG: check clearing time needed clearing_process_timer=3188.061852 2020-08-11 13:55:08 DEBUG: check init order needed init_order_process_timer=3288.062215 2020-08-11 13:55:09 DEBUG: check clearing time needed clearing_process_timer=3189.063424 2020-08-11 13:55:09 DEBUG: check init order needed init_order_process_timer=3289.063694 2020-08-11 13:55:10 DEBUG: check clearing time needed clearing_process_timer=3190.064913 2020-08-11 13:55:10 DEBUG: check init order needed init_order_process_timer=3290.06522 2020-08-11 13:55:11 DEBUG: check clearing time needed clearing_process_timer=3191.06646 2020-08-11 13:55:11 DEBUG: check init order needed init_order_process_timer=3291.066723 2020-08-11 13:55:12 DEBUG: check clearing time needed clearing_process_timer=3192.067896 2020-08-11 13:55:12 DEBUG: check init order needed init_order_process_timer=3292.068154 2020-08-11 13:55:13 DEBUG: check clearing time needed clearing_process_timer=3193.069342 2020-08-11 13:55:13 DEBUG: check init order needed init_order_process_timer=3293.069608 2020-08-11 13:55:14 DEBUG: check clearing time needed clearing_process_timer=3194.070794 2020-08-11 13:55:14 DEBUG: check init order needed init_order_process_timer=3294.071064 2020-08-11 13:55:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:14.250Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.35, "tickDirection": "PlusTick", "trdMatchID": "bb7fbeec-a22b-f3fd-b511-365e8c126793", "grossValue": 19567500, "homeNotional": 5.869922517022776, "foreignNotional": 2297.194177036863}, {"timestamp": "2020-08-11T10:55:14.250Z", "symbol": "ETHUSD", "side": "Buy", "size": 2169, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d18649a-28a4-2ae6-4243-515eb63d0fc1", "grossValue": 84883815, "homeNotional": 25.4637238788448, "foreignNotional": 9965.228339985912}, {"timestamp": "2020-08-11T10:55:14.250Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "591f5bd4-c332-3ab6-8c37-94d5b1b17f40", "grossValue": 2035020, "homeNotional": 0.6104719417703687, "foreignNotional": 238.90819441183376}, {"timestamp": "2020-08-11T10:55:14.250Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "91fc925c-1dc4-443c-6e7c-1c2c3d2c7bf9", "grossValue": 782700, "homeNotional": 0.23479690068091102, "foreignNotional": 91.88776708147452}, {"timestamp": "2020-08-11T10:55:14.250Z", "symbol": "ETHUSD", "side": "Buy", "size": 435, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "3da3549c-36bd-2feb-b511-763e883a1183", "grossValue": 17023725, "homeNotional": 5.106832589809814, "foreignNotional": 1998.5589340220708}, {"timestamp": "2020-08-11T10:55:14.250Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d7f3575-234b-ac2c-eb2f-aa541350ed72", "grossValue": 234810, "homeNotional": 0.0704390702042733, "foreignNotional": 27.566330124442356}, {"timestamp": "2020-08-11T10:55:14.250Z", "symbol": "ETHUSD", "side": "Buy", "size": 11042, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "1945f7a2-ce83-2308-5a97-4962530c8864", "grossValue": 432128670, "homeNotional": 129.63136886593097, "foreignNotional": 50731.236205682086}]} 2020-08-11 13:55:14 DEBUG: message ignored 2020-08-11 13:55:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:14.255Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c51391d-1367-f27c-5a7e-be6f6f3469fb", "grossValue": 78270000, "homeNotional": 23.479690068091102, "foreignNotional": 9188.776708147452}]} 2020-08-11 13:55:14 DEBUG: message ignored 2020-08-11 13:55:15 DEBUG: check clearing time needed clearing_process_timer=3195.072249 2020-08-11 13:55:15 DEBUG: check init order needed init_order_process_timer=3295.072518 2020-08-11 13:55:16 DEBUG: check clearing time needed clearing_process_timer=3196.073719 2020-08-11 13:55:16 DEBUG: check init order needed init_order_process_timer=3296.073997 2020-08-11 13:55:17 DEBUG: check clearing time needed clearing_process_timer=3197.075162 2020-08-11 13:55:17 DEBUG: check init order needed init_order_process_timer=3297.075419 2020-08-11 13:55:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "60d8c4e6-b7fa-81f1-9d9e-1520ecc3d980", "grossValue": 2269830, "homeNotional": 0.680911011974642, "foreignNotional": 266.47452453627614}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 391.4, "tickDirection": "PlusTick", "trdMatchID": "50ed1afb-cf3e-58e6-de7b-bd87a07a757e", "grossValue": 2152700, "homeNotional": 0.6456914768725053, "foreignNotional": 252.72364404789857}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "05348ffa-3ec1-fc7b-a965-b327e32f5c3e", "grossValue": 3914000, "homeNotional": 1.173984503404555, "foreignNotional": 459.49753463254285}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc24216a-e7b9-b63a-4f4c-84b0bfa542c7", "grossValue": 1174200, "homeNotional": 0.3521953510213665, "foreignNotional": 137.84926038976286}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a51aa43d-169f-abf8-31c2-e85001416e3b", "grossValue": 78280, "homeNotional": 0.0234796900680911, "foreignNotional": 9.189950692650857}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6cbc26d-ba19-1846-0f1e-c27dc1851cdc", "grossValue": 39140000, "homeNotional": 11.739845034045551, "foreignNotional": 4594.975346325428}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "919a6c4e-0c18-7666-34f6-a392da2ea70e", "grossValue": 195700, "homeNotional": 0.058699225170227756, "foreignNotional": 22.97487673162714}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf833745-8e72-d35b-8fc4-968026a65251", "grossValue": 469680, "homeNotional": 0.1408781404085466, "foreignNotional": 55.13970415590514}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc852bc3-622a-826a-642f-6a3de4328f0c", "grossValue": 313120, "homeNotional": 0.0939187602723644, "foreignNotional": 36.75980277060343}, {"timestamp": "2020-08-11T10:55:17.185Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "444c4cb9-3a7b-41c7-1273-2fb27803adf5", "grossValue": 1174200, "homeNotional": 0.3521953510213665, "foreignNotional": 137.84926038976286}]} 2020-08-11 13:55:17 DEBUG: message ignored 2020-08-11 13:55:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:17.189Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "84f5bec9-3009-ef2c-6f42-d54f361fb6a7", "grossValue": 391400, "homeNotional": 0.11739845034045551, "foreignNotional": 45.94975346325428}]} 2020-08-11 13:55:17 DEBUG: message ignored 2020-08-11 13:55:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:17.195Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.45, "tickDirection": "PlusTick", "trdMatchID": "d4ada5f5-074e-c9ad-ee7b-02e2cee3da34", "grossValue": 391450, "homeNotional": 0.11739845034045551, "foreignNotional": 45.95562338577131}]} 2020-08-11 13:55:17 DEBUG: message ignored 2020-08-11 13:55:18 DEBUG: check clearing time needed clearing_process_timer=3198.076608 2020-08-11 13:55:18 DEBUG: check init order needed init_order_process_timer=3298.076861 2020-08-11 13:55:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:18.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 690, "price": 391.4, "tickDirection": "MinusTick", "trdMatchID": "6a7653b4-48fe-00f9-0547-b88667d5ee4d", "grossValue": 27006600, "homeNotional": 8.10049307349143, "foreignNotional": 3170.532988964546}, {"timestamp": "2020-08-11T10:55:18.564Z", "symbol": "ETHUSD", "side": "Sell", "size": 119, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b1ed9d22-ece7-5bae-0843-d9c633625b01", "grossValue": 4657660, "homeNotional": 1.3970415590514205, "foreignNotional": 546.802066212726}]} 2020-08-11 13:55:18 DEBUG: message ignored 2020-08-11 13:55:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.45, "tickDirection": "PlusTick", "trdMatchID": "aa9678e7-58b8-b691-e1d4-38a6f13e2aff", "grossValue": 782900, "homeNotional": 0.23479690068091102, "foreignNotional": 91.91124677154262}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 8000, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8cbfda5-c96f-b5f4-c81c-df8b34cd8158", "grossValue": 313160000, "homeNotional": 93.91876027236441, "foreignNotional": 36764.498708617044}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2760d02b-8cee-3d2a-28ee-bcbb049eefd7", "grossValue": 39145, "homeNotional": 0.01173984503404555, "foreignNotional": 4.595562338577131}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9baed6a-36b6-04a5-24e8-f52a4b9593cb", "grossValue": 39145, "homeNotional": 0.01173984503404555, "foreignNotional": 4.595562338577131}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "32698647-a1b4-cc28-3495-05a4dc09102d", "grossValue": 1565800, "homeNotional": 0.46959380136182205, "foreignNotional": 183.82249354308524}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb6516d8-25ef-711a-80f5-3ee2aef958ba", "grossValue": 3914500, "homeNotional": 1.173984503404555, "foreignNotional": 459.5562338577131}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "cdddb76d-a3a2-2d59-dba1-59211ba3cfef", "grossValue": 117435000, "homeNotional": 35.21953510213665, "foreignNotional": 13786.687015731392}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e486b6de-0cac-ec3f-cc30-6e7501372d2e", "grossValue": 1330930, "homeNotional": 0.39915473115754874, "foreignNotional": 156.24911951162244}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b783b382-4b42-7765-9d5d-89d745416db0", "grossValue": 195725, "homeNotional": 0.058699225170227756, "foreignNotional": 22.977811692885656}, {"timestamp": "2020-08-11T10:55:18.902Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "465d4a26-cd5b-e0b7-aed7-798096135a29", "grossValue": 39145000, "homeNotional": 11.739845034045551, "foreignNotional": 4595.5623385771305}]} 2020-08-11 13:55:18 DEBUG: message ignored 2020-08-11 13:55:19 DEBUG: check clearing time needed clearing_process_timer=3199.078041 2020-08-11 13:55:19 DEBUG: check init order needed init_order_process_timer=3299.078356 2020-08-11 13:55:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:19.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 2678, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2cf5b86c-fbd8-2b81-c6b3-f767788d2cdd", "grossValue": 104830310, "homeNotional": 31.439305001173985, "foreignNotional": 12306.915942709556}]} 2020-08-11 13:55:19 DEBUG: message ignored 2020-08-11 13:55:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:19.197Z", "symbol": "ETHUSD", "side": "Sell", "size": 890, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "046d0d1d-354d-fb3b-81bc-56da84431b0f", "grossValue": 34839050, "homeNotional": 10.44846208030054, "foreignNotional": 4090.0504813336465}]} 2020-08-11 13:55:19 DEBUG: message ignored 2020-08-11 13:55:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:19.207Z", "symbol": "ETHUSD", "side": "Sell", "size": 528, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d0191fe-60e3-4c7b-5f4e-c6e123b6c33f", "grossValue": 20668560, "homeNotional": 6.198638177976051, "foreignNotional": 2426.4569147687253}, {"timestamp": "2020-08-11T10:55:19.207Z", "symbol": "ETHUSD", "side": "Sell", "size": 945, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "76925756-e63a-a77d-1a74-33aa4d74ccc5", "grossValue": 36992025, "homeNotional": 11.094153557173046, "foreignNotional": 4342.8064099553885}, {"timestamp": "2020-08-11T10:55:19.207Z", "symbol": "ETHUSD", "side": "Sell", "size": 1181, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f385ae40-e16d-f2d6-1a01-be6d4e922e5c", "grossValue": 46230245, "homeNotional": 13.864756985207796, "foreignNotional": 5427.359121859591}]} 2020-08-11 13:55:19 DEBUG: message ignored 2020-08-11 13:55:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.5, "tickDirection": "PlusTick", "trdMatchID": "55a10840-9fea-6cec-fff7-6adc207ad78c", "grossValue": 39150000, "homeNotional": 11.739845034045551, "foreignNotional": 4596.149330828833}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d2e8530-9b78-0006-1a1f-5f9140f55913", "grossValue": 3915000, "homeNotional": 1.173984503404555, "foreignNotional": 459.6149330828833}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a2c8251-7cea-3c99-fb3a-96c7d750f692", "grossValue": 195750, "homeNotional": 0.058699225170227756, "foreignNotional": 22.980746654144166}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "631d7c17-2457-c3b4-521b-3ae18f0dc166", "grossValue": 39150000, "homeNotional": 11.739845034045551, "foreignNotional": 4596.149330828833}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "315e3634-09d9-1d04-ae62-591dfca5d31b", "grossValue": 39150, "homeNotional": 0.01173984503404555, "foreignNotional": 4.596149330828833}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "dae1192a-b65d-f363-e84a-6ac63df2db39", "grossValue": 39150, "homeNotional": 0.01173984503404555, "foreignNotional": 4.596149330828833}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "a275c05a-2851-6359-cf6c-cc8cfab018b2", "grossValue": 1566000, "homeNotional": 0.46959380136182205, "foreignNotional": 183.84597323315333}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "02c844db-3b3d-5a93-5f7b-9a8b81984935", "grossValue": 117450, "homeNotional": 0.03521953510213665, "foreignNotional": 13.7884479924865}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "3210b139-83e5-a857-628f-7394a9d99dc4", "grossValue": 1957500, "homeNotional": 0.5869922517022775, "foreignNotional": 229.80746654144164}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 1220, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "31622248-1851-db24-7802-8476c6abeef0", "grossValue": 47763000, "homeNotional": 14.322610941535572, "foreignNotional": 5607.302183611177}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "8dd278f4-3d89-204d-e4ca-082cf1e4caba", "grossValue": 313200, "homeNotional": 0.0939187602723644, "foreignNotional": 36.769194646630666}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "09a9b055-b187-8e8e-bdfb-9488547e1e95", "grossValue": 234900, "homeNotional": 0.0704390702042733, "foreignNotional": 27.576895984973}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "64b75956-f2c9-9fce-fe79-ec5fd7ca5a8c", "grossValue": 305370000, "homeNotional": 91.5707912655553, "foreignNotional": 35849.9647804649}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "b14e0667-0635-a2f0-7d4b-8f0ca0d3651e", "grossValue": 2035800, "homeNotional": 0.6104719417703687, "foreignNotional": 238.99976520309932}, {"timestamp": "2020-08-11T10:55:19.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 3962, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "bbf6834e-8f76-e0f4-746a-299cd01cf3a6", "grossValue": 155112300, "homeNotional": 46.51326602488847, "foreignNotional": 18209.943648743836}]} 2020-08-11 13:55:19 DEBUG: message ignored 2020-08-11 13:55:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:19.429Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "6026c6ab-226a-4a58-2a81-403746f60edb", "grossValue": 156600000, "homeNotional": 46.959380136182205, "foreignNotional": 18384.59732331533}]} 2020-08-11 13:55:19 DEBUG: message ignored 2020-08-11 13:55:20 DEBUG: check clearing time needed clearing_process_timer=3200.079538 2020-08-11 13:55:20 DEBUG: check init order needed init_order_process_timer=3300.079843 2020-08-11 13:55:21 DEBUG: check clearing time needed clearing_process_timer=3201.08107 2020-08-11 13:55:21 DEBUG: check init order needed init_order_process_timer=3301.081389 2020-08-11 13:55:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:21.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "88f26a17-8c40-5691-5db6-7b09ca7c6f65", "grossValue": 587325, "homeNotional": 0.17609767551068325, "foreignNotional": 68.95104484620803}, {"timestamp": "2020-08-11T10:55:21.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "366de00f-2607-18bc-dfbd-ccaea651c6db", "grossValue": 156620, "homeNotional": 0.0469593801361822, "foreignNotional": 18.386945292322142}, {"timestamp": "2020-08-11T10:55:21.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "061cd0e6-4d7c-4927-c2ed-25afc37a56bc", "grossValue": 3915500, "homeNotional": 1.173984503404555, "foreignNotional": 459.6736323080535}, {"timestamp": "2020-08-11T10:55:21.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "3df01202-c7e2-a063-2b8a-cbddb92d7560", "grossValue": 1566200, "homeNotional": 0.46959380136182205, "foreignNotional": 183.86945292322142}, {"timestamp": "2020-08-11T10:55:21.554Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "c3051add-7f2b-1386-4553-842a82efc6fb", "grossValue": 1566200, "homeNotional": 0.46959380136182205, "foreignNotional": 183.86945292322142}]} 2020-08-11 13:55:21 DEBUG: message ignored 2020-08-11 13:55:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.6, "tickDirection": "PlusTick", "trdMatchID": "a2a366fc-dc89-b969-b169-42fb2d93b569", "grossValue": 1174800, "homeNotional": 0.3521953510213665, "foreignNotional": 137.91969945996712}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "1769f9b8-9c49-c229-9dc5-eaa847c388ff", "grossValue": 7832000, "homeNotional": 2.34796900680911, "foreignNotional": 919.4646630664475}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "76a610ae-827e-b5f4-5842-6d903feebf16", "grossValue": 2036320, "homeNotional": 0.6104719417703687, "foreignNotional": 239.06081239727635}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "e8bfd015-efa9-25ff-65a9-7a823cbcf7b3", "grossValue": 313280, "homeNotional": 0.0939187602723644, "foreignNotional": 36.7785865226579}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "4669e909-933d-1686-da8c-9d6409b108e0", "grossValue": 195800, "homeNotional": 0.058699225170227756, "foreignNotional": 22.986616576661188}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "7fef099c-4fc2-118e-7794-fe2c8e2452a4", "grossValue": 117480, "homeNotional": 0.03521953510213665, "foreignNotional": 13.791969945996712}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "2769039f-3a90-ec44-010b-7f5eedddf858", "grossValue": 1057320, "homeNotional": 0.31697581591922985, "foreignNotional": 124.12772951397042}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "152b0633-8471-a67f-159d-ded7bdf30fb2", "grossValue": 1762200, "homeNotional": 0.5282930265320498, "foreignNotional": 206.8795491899507}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 526, "price": 391.65, "tickDirection": "PlusTick", "trdMatchID": "3404ecf1-32cb-3d5e-c72c-7d7fff9f6ecf", "grossValue": 20600790, "homeNotional": 6.17515848790796, "foreignNotional": 2418.5008217891523}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "fcc5083c-b1f2-4b94-b073-a024a8894759", "grossValue": 1488270, "homeNotional": 0.4461141112937309, "foreignNotional": 174.72059168818973}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4614c8a2-af9f-6476-41c6-d72a2be6f8c4", "grossValue": 15666000, "homeNotional": 4.69593801361822, "foreignNotional": 1839.164123033576}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3e5e261-2728-ceb4-5475-b53f47ad3b57", "grossValue": 3916500, "homeNotional": 1.173984503404555, "foreignNotional": 459.791030758394}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "69b0231b-6706-9002-a45a-5f1c022d6914", "grossValue": 1566600, "homeNotional": 0.46959380136182205, "foreignNotional": 183.9164123033576}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 434, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "85b5127f-ec23-e549-9bf3-9b664d8c426f", "grossValue": 16997610, "homeNotional": 5.095092744775769, "foreignNotional": 1995.4930734914299}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.7, "tickDirection": "PlusTick", "trdMatchID": "f828f3fb-09c4-6d45-10c4-d557d7da87fd", "grossValue": 39170, "homeNotional": 0.01173984503404555, "foreignNotional": 4.598497299835643}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0963ea1d-eba4-fe73-a3e6-0e843bd22c4b", "grossValue": 7834000, "homeNotional": 2.34796900680911, "foreignNotional": 919.6994599671284}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8138adf-3e18-017a-cf8c-821858a12572", "grossValue": 3917000, "homeNotional": 1.173984503404555, "foreignNotional": 459.8497299835642}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ca200af-10e2-6307-8a31-531a37753680", "grossValue": 3917000, "homeNotional": 1.173984503404555, "foreignNotional": 459.8497299835642}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 12839, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "cbb8ff04-a161-eac4-11bb-cb66203657c8", "grossValue": 502903630, "homeNotional": 150.72787039211082, "foreignNotional": 59040.10683258981}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "61ddab55-2dc3-26c4-dd88-e903ab683719", "grossValue": 15668000, "homeNotional": 4.69593801361822, "foreignNotional": 1839.3989199342568}, {"timestamp": "2020-08-11T10:55:21.560Z", "symbol": "ETHUSD", "side": "Buy", "size": 452, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "079dc449-ef18-9d8f-d14f-0161291e6caa", "grossValue": 17704840, "homeNotional": 5.306409955388589, "foreignNotional": 2078.52077952571}]} 2020-08-11 13:55:21 DEBUG: message ignored 2020-08-11 13:55:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:21.566Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "182d09f2-e7e3-4382-926e-03a638b8b610", "grossValue": 352530, "homeNotional": 0.10565860530640996, "foreignNotional": 41.386475698520776}]} 2020-08-11 13:55:21 DEBUG: message ignored 2020-08-11 13:55:22 DEBUG: check clearing time needed clearing_process_timer=3202.082615 2020-08-11 13:55:22 DEBUG: check init order needed init_order_process_timer=3302.082888 2020-08-11 13:55:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:23.007Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.65, "tickDirection": "MinusTick", "trdMatchID": "77950703-0f4c-c36f-bd07-b088f42d3b4f", "grossValue": 39165, "homeNotional": 0.01173984503404555, "foreignNotional": 4.59791030758394}, {"timestamp": "2020-08-11T10:55:23.007Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "60164efc-9f4a-af88-d5d1-1a0e0ee5c5b5", "grossValue": 156660, "homeNotional": 0.0469593801361822, "foreignNotional": 18.39164123033576}]} 2020-08-11 13:55:23 DEBUG: message ignored 2020-08-11 13:55:23 DEBUG: check clearing time needed clearing_process_timer=3203.084104 2020-08-11 13:55:23 DEBUG: check init order needed init_order_process_timer=3303.084354 2020-08-11 13:55:24 DEBUG: check clearing time needed clearing_process_timer=3204.085531 2020-08-11 13:55:24 DEBUG: check init order needed init_order_process_timer=3304.085774 2020-08-11 13:55:25 DEBUG: check clearing time needed clearing_process_timer=3205.086981 2020-08-11 13:55:25 DEBUG: check init order needed init_order_process_timer=3305.087258 2020-08-11 13:55:26 DEBUG: check clearing time needed clearing_process_timer=3206.087801 2020-08-11 13:55:26 DEBUG: check init order needed init_order_process_timer=3306.088082 2020-08-11 13:55:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:26.886Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.7, "tickDirection": "PlusTick", "trdMatchID": "bdab3338-c77f-094b-5b87-65f68851c009", "grossValue": 78340000, "homeNotional": 23.479690068091102, "foreignNotional": 9196.994599671285}]} 2020-08-11 13:55:26 DEBUG: message ignored 2020-08-11 13:55:27 DEBUG: check clearing time needed clearing_process_timer=3207.089292 2020-08-11 13:55:27 DEBUG: check init order needed init_order_process_timer=3307.089653 2020-08-11 13:55:28 DEBUG: check clearing time needed clearing_process_timer=3208.090918 2020-08-11 13:55:28 DEBUG: check init order needed init_order_process_timer=3308.09117 2020-08-11 13:55:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:28.214Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc65d1f6-9c47-9234-b124-1d3bfbf08dac", "grossValue": 1410120, "homeNotional": 0.4226344212256398, "foreignNotional": 165.5459027940831}]} 2020-08-11 13:55:28 DEBUG: message ignored 2020-08-11 13:55:29 DEBUG: check clearing time needed clearing_process_timer=3209.092354 2020-08-11 13:55:29 DEBUG: check init order needed init_order_process_timer=3309.092646 2020-08-11 13:55:30 DEBUG: check clearing time needed clearing_process_timer=3210.093077 2020-08-11 13:55:30 DEBUG: check init order needed init_order_process_timer=3310.093421 2020-08-11 13:55:31 DEBUG: check clearing time needed clearing_process_timer=3211.094668 2020-08-11 13:55:31 DEBUG: check init order needed init_order_process_timer=3311.094942 2020-08-11 13:55:32 DEBUG: check clearing time needed clearing_process_timer=3212.096152 2020-08-11 13:55:32 DEBUG: check init order needed init_order_process_timer=3312.096429 2020-08-11 13:55:33 DEBUG: check clearing time needed clearing_process_timer=3213.097618 2020-08-11 13:55:33 DEBUG: check init order needed init_order_process_timer=3313.097884 2020-08-11 13:55:34 DEBUG: check clearing time needed clearing_process_timer=3214.099066 2020-08-11 13:55:34 DEBUG: check init order needed init_order_process_timer=3314.099326 2020-08-11 13:55:35 DEBUG: check clearing time needed clearing_process_timer=3215.100527 2020-08-11 13:55:35 DEBUG: check init order needed init_order_process_timer=3315.100786 2020-08-11 13:55:36 DEBUG: check clearing time needed clearing_process_timer=3216.101081 2020-08-11 13:55:36 DEBUG: check init order needed init_order_process_timer=3316.101407 2020-08-11 13:55:37 DEBUG: check clearing time needed clearing_process_timer=3217.102882 2020-08-11 13:55:37 DEBUG: check init order needed init_order_process_timer=3317.103173 2020-08-11 13:55:38 DEBUG: check clearing time needed clearing_process_timer=3218.104615 2020-08-11 13:55:38 DEBUG: check init order needed init_order_process_timer=3318.104884 2020-08-11 13:55:39 DEBUG: check clearing time needed clearing_process_timer=3219.106126 2020-08-11 13:55:39 DEBUG: check init order needed init_order_process_timer=3319.106422 2020-08-11 13:55:40 DEBUG: check clearing time needed clearing_process_timer=3220.107837 2020-08-11 13:55:40 DEBUG: check init order needed init_order_process_timer=3320.108094 2020-08-11 13:55:41 DEBUG: check clearing time needed clearing_process_timer=3221.109321 2020-08-11 13:55:41 DEBUG: check init order needed init_order_process_timer=3321.109581 2020-08-11 13:55:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:41.231Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "97f71bbc-e5e3-9ea2-9019-eafc989bb5b7", "grossValue": 7834000, "homeNotional": 2.3493480559144837, "foreignNotional": 920.2396335017032}]} 2020-08-11 13:55:41 DEBUG: message ignored 2020-08-11 13:55:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:41.773Z", "symbol": "ETHUSD", "side": "Buy", "size": 1860, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd5ab566-b105-1158-4546-e9e820d53ec9", "grossValue": 72856200, "homeNotional": 21.8489369200047, "foreignNotional": 8558.228591565841}, {"timestamp": "2020-08-11T10:55:41.773Z", "symbol": "ETHUSD", "side": "Buy", "size": 1092, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c6dd0ed-492a-d5fb-d54a-83a02dacca13", "grossValue": 42773640, "homeNotional": 12.82744038529308, "foreignNotional": 5024.5083989193}]} 2020-08-11 13:55:41 DEBUG: message ignored 2020-08-11 13:55:42 DEBUG: check clearing time needed clearing_process_timer=3222.110788 2020-08-11 13:55:42 DEBUG: check init order needed init_order_process_timer=3322.111073 2020-08-11 13:55:43 DEBUG: check clearing time needed clearing_process_timer=3223.112525 2020-08-11 13:55:43 DEBUG: check init order needed init_order_process_timer=3323.112882 2020-08-11 13:55:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:43.857Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "07a67528-5be9-cbc2-09fc-152ce7787f52", "grossValue": 39170, "homeNotional": 0.01174674027957242, "foreignNotional": 4.6011981675085165}]} 2020-08-11 13:55:43 DEBUG: message ignored 2020-08-11 13:55:44 DEBUG: check clearing time needed clearing_process_timer=3224.114182 2020-08-11 13:55:44 DEBUG: check init order needed init_order_process_timer=3324.114495 2020-08-11 13:55:45 DEBUG: check clearing time needed clearing_process_timer=3225.115921 2020-08-11 13:55:45 DEBUG: check init order needed init_order_process_timer=3325.116186 2020-08-11 13:55:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:45.644Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "81d6c875-9965-6ce5-bad0-bc1b073287a1", "grossValue": 195850000, "homeNotional": 58.73370139786209, "foreignNotional": 23005.99083754258}]} 2020-08-11 13:55:45 DEBUG: message ignored 2020-08-11 13:55:46 DEBUG: check clearing time needed clearing_process_timer=3226.117404 2020-08-11 13:55:46 DEBUG: check init order needed init_order_process_timer=3326.11829 2020-08-11 13:55:47 DEBUG: check clearing time needed clearing_process_timer=3227.119747 2020-08-11 13:55:47 DEBUG: check init order needed init_order_process_timer=3327.120005 2020-08-11 13:55:48 DEBUG: check clearing time needed clearing_process_timer=3228.12146 2020-08-11 13:55:48 DEBUG: check init order needed init_order_process_timer=3328.121764 2020-08-11 13:55:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:48.269Z", "symbol": "ETHUSD", "side": "Buy", "size": 1366, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "581614f4-2647-5bb6-03a6-02857ac6b014", "grossValue": 53506220, "homeNotional": 16.046047221895925, "foreignNotional": 6285.236696816633}]} 2020-08-11 13:55:48 DEBUG: message ignored 2020-08-11 13:55:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:48.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "e87518a0-0f85-2b42-12cf-f2ad2bc6959d", "grossValue": 156680000, "homeNotional": 46.98696111828968, "foreignNotional": 18404.792670034065}]} 2020-08-11 13:55:48 DEBUG: message ignored 2020-08-11 13:55:49 DEBUG: check clearing time needed clearing_process_timer=3229.123015 2020-08-11 13:55:49 DEBUG: check init order needed init_order_process_timer=3329.123705 2020-08-11 13:55:50 DEBUG: check clearing time needed clearing_process_timer=3230.125312 2020-08-11 13:55:50 DEBUG: check init order needed init_order_process_timer=3330.126028 2020-08-11 13:55:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:55:50.847Z", "symbol": "ETHUSD", "side": "Buy", "size": 3541, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "f745cdca-0469-15de-77fc-0359078c82af", "grossValue": 138700970, "homeNotional": 41.59520732996594, "foreignNotional": 16292.842711147656}, {"timestamp": "2020-08-11T10:55:50.847Z", "symbol": "ETHUSD", "side": "Buy", "size": 9459, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "87f1884e-a58a-c918-e6b3-be66f441e911", "grossValue": 370509030, "homeNotional": 111.1124163044755, "foreignNotional": 43522.733466463054}]} 2020-08-11 13:55:50 DEBUG: message ignored 2020-08-11 13:55:51 DEBUG: check clearing time needed clearing_process_timer=3231.127597 2020-08-11 13:55:51 DEBUG: check init order needed init_order_process_timer=3331.128433 2020-08-11 13:55:52 DEBUG: check clearing time needed clearing_process_timer=3232.129883 2020-08-11 13:55:52 DEBUG: check init order needed init_order_process_timer=3332.130177 2020-08-11 13:55:53 DEBUG: check clearing time needed clearing_process_timer=3233.13164 2020-08-11 13:55:53 DEBUG: check init order needed init_order_process_timer=3333.13192 2020-08-11 13:55:54 DEBUG: check clearing time needed clearing_process_timer=3234.133343 2020-08-11 13:55:54 DEBUG: check init order needed init_order_process_timer=3334.133629 2020-08-11 13:55:55 DEBUG: check clearing time needed clearing_process_timer=3235.135054 2020-08-11 13:55:55 DEBUG: check init order needed init_order_process_timer=3335.135329 2020-08-11 13:55:56 DEBUG: check clearing time needed clearing_process_timer=3236.136759 2020-08-11 13:55:56 DEBUG: check init order needed init_order_process_timer=3336.137075 2020-08-11 13:55:57 DEBUG: check clearing time needed clearing_process_timer=3237.138465 2020-08-11 13:55:57 DEBUG: check init order needed init_order_process_timer=3337.138735 2020-08-11 13:55:58 DEBUG: check clearing time needed clearing_process_timer=3238.14008 2020-08-11 13:55:58 DEBUG: check init order needed init_order_process_timer=3338.14032 2020-08-11 13:55:59 DEBUG: check clearing time needed clearing_process_timer=3239.14153 2020-08-11 13:55:59 DEBUG: check init order needed init_order_process_timer=3339.141848 2020-08-11 13:56:00 DEBUG: check clearing time needed clearing_process_timer=3240.143329 2020-08-11 13:56:00 DEBUG: check init order needed init_order_process_timer=3340.143643 2020-08-11 13:56:01 DEBUG: check clearing time needed clearing_process_timer=3241.145161 2020-08-11 13:56:01 DEBUG: check init order needed init_order_process_timer=3341.145439 2020-08-11 13:56:02 DEBUG: check clearing time needed clearing_process_timer=3242.146771 2020-08-11 13:56:02 DEBUG: check init order needed init_order_process_timer=3342.147016 2020-08-11 13:56:03 DEBUG: check clearing time needed clearing_process_timer=3243.148423 2020-08-11 13:56:03 DEBUG: check init order needed init_order_process_timer=3343.148708 2020-08-11 13:56:04 DEBUG: check clearing time needed clearing_process_timer=3244.150089 2020-08-11 13:56:04 DEBUG: check init order needed init_order_process_timer=3344.150337 2020-08-11 13:56:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:05.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 854, "price": 391.65, "tickDirection": "MinusTick", "trdMatchID": "a01c8b29-a6b2-df4e-bc3f-e6e0d183d3ca", "grossValue": 33446910, "homeNotional": 10.03761165961448, "foreignNotional": 3931.2306064880113}]} 2020-08-11 13:56:05 DEBUG: message ignored 2020-08-11 13:56:05 DEBUG: check clearing time needed clearing_process_timer=3245.151538 2020-08-11 13:56:05 DEBUG: check init order needed init_order_process_timer=3345.151812 2020-08-11 13:56:06 DEBUG: check clearing time needed clearing_process_timer=3246.153245 2020-08-11 13:56:06 DEBUG: check init order needed init_order_process_timer=3346.15354 2020-08-11 13:56:07 DEBUG: check clearing time needed clearing_process_timer=3247.154975 2020-08-11 13:56:07 DEBUG: check init order needed init_order_process_timer=3347.155235 2020-08-11 13:56:08 DEBUG: check clearing time needed clearing_process_timer=3248.156613 2020-08-11 13:56:08 DEBUG: check init order needed init_order_process_timer=3348.156892 2020-08-11 13:56:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:08.897Z", "symbol": "ETHUSD", "side": "Buy", "size": 666, "price": 391.7, "tickDirection": "PlusTick", "trdMatchID": "e40df63b-f3d2-9481-c061-8787f04577cf", "grossValue": 26087220, "homeNotional": 7.827926657263752, "foreignNotional": 3066.1988716502115}]} 2020-08-11 13:56:08 DEBUG: message ignored 2020-08-11 13:56:09 DEBUG: check clearing time needed clearing_process_timer=3249.158067 2020-08-11 13:56:09 DEBUG: check init order needed init_order_process_timer=3349.158369 2020-08-11 13:56:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:10.016Z", "symbol": "ETHUSD", "side": "Buy", "size": 30000, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf563122-f7fd-7acd-07ff-53faf0e1f3cf", "grossValue": 1175100000, "homeNotional": 352.60930888575456, "foreignNotional": 138117.06629055008}]} 2020-08-11 13:56:10 DEBUG: message ignored 2020-08-11 13:56:10 DEBUG: check clearing time needed clearing_process_timer=3250.159592 2020-08-11 13:56:10 DEBUG: check init order needed init_order_process_timer=3350.159913 2020-08-11 13:56:11 DEBUG: check clearing time needed clearing_process_timer=3251.161134 2020-08-11 13:56:11 DEBUG: check init order needed init_order_process_timer=3351.161437 2020-08-11 13:56:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:11.463Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0755e848-e4b0-fd85-9ab6-e56db55c822e", "grossValue": 11751000, "homeNotional": 3.5260930888575457, "foreignNotional": 1381.1706629055006}]} 2020-08-11 13:56:11 DEBUG: message ignored 2020-08-11 13:56:12 DEBUG: check clearing time needed clearing_process_timer=3252.16266 2020-08-11 13:56:12 DEBUG: check init order needed init_order_process_timer=3352.162962 2020-08-11 13:56:13 DEBUG: check clearing time needed clearing_process_timer=3253.164385 2020-08-11 13:56:13 DEBUG: check init order needed init_order_process_timer=3353.164701 2020-08-11 13:56:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:13.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "494dc7d6-3134-3852-8aca-20b27515813d", "grossValue": 11751000, "homeNotional": 3.5260930888575457, "foreignNotional": 1381.1706629055006}]} 2020-08-11 13:56:13 DEBUG: message ignored 2020-08-11 13:56:14 DEBUG: check clearing time needed clearing_process_timer=3254.165896 2020-08-11 13:56:14 DEBUG: check init order needed init_order_process_timer=3354.166595 2020-08-11 13:56:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:14.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1f4994a-8719-1fbd-7227-cb2ba386f290", "grossValue": 39170000, "homeNotional": 11.753643629525152, "foreignNotional": 4603.902209685002}]} 2020-08-11 13:56:14 DEBUG: message ignored 2020-08-11 13:56:15 DEBUG: check clearing time needed clearing_process_timer=3255.167949 2020-08-11 13:56:15 DEBUG: check init order needed init_order_process_timer=3355.168635 2020-08-11 13:56:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:15.668Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "5c55a374-aee6-f3ae-d1c1-76b3abf6165e", "grossValue": 78340000, "homeNotional": 23.507287259050305, "foreignNotional": 9207.804419370004}]} 2020-08-11 13:56:15 DEBUG: message ignored 2020-08-11 13:56:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 6275, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f171978-26ad-cee0-5886-3d580e3bd5ff", "grossValue": 245791750, "homeNotional": 73.75411377527034, "foreignNotional": 28889.48636577339}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "466d23f0-185a-abbe-83d5-99ebaea34f1d", "grossValue": 117510, "homeNotional": 0.03526093088857546, "foreignNotional": 13.811706629055006}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "04f54efa-34d6-869a-8b6b-284e45d893e5", "grossValue": 195850, "homeNotional": 0.05876821814762576, "foreignNotional": 23.019511048425013}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 163, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "19916105-3669-4a46-bacc-637705f341cf", "grossValue": 6384710, "homeNotional": 1.9158439116125998, "foreignNotional": 750.4360601786553}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "ca8701d5-dfed-5262-fb74-caebc571508d", "grossValue": 1175250, "homeNotional": 0.3526093088857546, "foreignNotional": 138.13469675599436}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "b18bd27a-8f2c-d9cf-0e2d-49959df430c0", "grossValue": 78350, "homeNotional": 0.023507287259050307, "foreignNotional": 9.208979783732957}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "6f6be627-df2f-c029-320d-4236c6d89f78", "grossValue": 3917500, "homeNotional": 1.1753643629525152, "foreignNotional": 460.44898918664785}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7fe5d207-39ad-2d99-d8f6-de2713637690", "grossValue": 1567000, "homeNotional": 0.4701457451810061, "foreignNotional": 184.17959567465914}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc6be3b6-f62d-9804-77be-83c9cf1b5259", "grossValue": 2037100, "homeNotional": 0.611189468735308, "foreignNotional": 239.43347437705688}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "007f4e34-a3b7-6186-d117-4acbc0c9274d", "grossValue": 39175000, "homeNotional": 11.753643629525152, "foreignNotional": 4604.4898918664785}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "8a92ac07-89be-1211-0f29-b62405234778", "grossValue": 19590000, "homeNotional": 5.876821814762576, "foreignNotional": 2302.5387870239774}, {"timestamp": "2020-08-11T10:56:15.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 4330, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "d75ad459-ce36-cd5b-538d-c129fdeaf2e3", "grossValue": 169649400, "homeNotional": 50.89327691584391, "foreignNotional": 19939.985895627644}]} 2020-08-11 13:56:15 DEBUG: message ignored 2020-08-11 13:56:16 DEBUG: check clearing time needed clearing_process_timer=3256.170026 2020-08-11 13:56:16 DEBUG: check init order needed init_order_process_timer=3356.170929 2020-08-11 13:56:17 DEBUG: check clearing time needed clearing_process_timer=3257.172601 2020-08-11 13:56:17 DEBUG: check init order needed init_order_process_timer=3357.173379 2020-08-11 13:56:18 DEBUG: check clearing time needed clearing_process_timer=3258.175011 2020-08-11 13:56:18 DEBUG: check init order needed init_order_process_timer=3358.175561 2020-08-11 13:56:19 DEBUG: check clearing time needed clearing_process_timer=3259.177178 2020-08-11 13:56:19 DEBUG: check init order needed init_order_process_timer=3359.177779 2020-08-11 13:56:20 DEBUG: check clearing time needed clearing_process_timer=3260.179361 2020-08-11 13:56:20 DEBUG: check init order needed init_order_process_timer=3360.179982 2020-08-11 13:56:21 DEBUG: check clearing time needed clearing_process_timer=3261.18131 2020-08-11 13:56:21 DEBUG: check init order needed init_order_process_timer=3361.18161 2020-08-11 13:56:22 DEBUG: check clearing time needed clearing_process_timer=3262.183042 2020-08-11 13:56:22 DEBUG: check init order needed init_order_process_timer=3362.183328 2020-08-11 13:56:23 DEBUG: check clearing time needed clearing_process_timer=3263.184725 2020-08-11 13:56:23 DEBUG: check init order needed init_order_process_timer=3363.185004 2020-08-11 13:56:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:23.820Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "bfbab15a-b8a9-74c4-ca8c-bc06bd69eef1", "grossValue": 1567200, "homeNotional": 0.4701457451810061, "foreignNotional": 184.2031029619182}]} 2020-08-11 13:56:23 DEBUG: message ignored 2020-08-11 13:56:24 DEBUG: check clearing time needed clearing_process_timer=3264.186253 2020-08-11 13:56:24 DEBUG: check init order needed init_order_process_timer=3364.186561 2020-08-11 13:56:25 DEBUG: check clearing time needed clearing_process_timer=3265.188017 2020-08-11 13:56:25 DEBUG: check init order needed init_order_process_timer=3365.188294 2020-08-11 13:56:26 DEBUG: check clearing time needed clearing_process_timer=3266.189752 2020-08-11 13:56:26 DEBUG: check init order needed init_order_process_timer=3366.190014 2020-08-11 13:56:27 DEBUG: check clearing time needed clearing_process_timer=3267.191475 2020-08-11 13:56:27 DEBUG: check init order needed init_order_process_timer=3367.19174 2020-08-11 13:56:28 DEBUG: check clearing time needed clearing_process_timer=3268.193081 2020-08-11 13:56:28 DEBUG: check init order needed init_order_process_timer=3368.193374 2020-08-11 13:56:29 DEBUG: check clearing time needed clearing_process_timer=3269.194778 2020-08-11 13:56:29 DEBUG: check init order needed init_order_process_timer=3369.195056 2020-08-11 13:56:30 DEBUG: check clearing time needed clearing_process_timer=3270.196484 2020-08-11 13:56:30 DEBUG: check init order needed init_order_process_timer=3370.19676 2020-08-11 13:56:31 DEBUG: check clearing time needed clearing_process_timer=3271.197946 2020-08-11 13:56:31 DEBUG: check init order needed init_order_process_timer=3371.198225 2020-08-11 13:56:32 DEBUG: check clearing time needed clearing_process_timer=3272.199406 2020-08-11 13:56:32 DEBUG: check init order needed init_order_process_timer=3372.199725 2020-08-11 13:56:33 DEBUG: check clearing time needed clearing_process_timer=3273.200976 2020-08-11 13:56:33 DEBUG: check init order needed init_order_process_timer=3373.201347 2020-08-11 13:56:34 DEBUG: check clearing time needed clearing_process_timer=3274.202557 2020-08-11 13:56:34 DEBUG: check init order needed init_order_process_timer=3374.202875 2020-08-11 13:56:35 DEBUG: check clearing time needed clearing_process_timer=3275.204079 2020-08-11 13:56:35 DEBUG: check init order needed init_order_process_timer=3375.204352 2020-08-11 13:56:36 DEBUG: check clearing time needed clearing_process_timer=3276.205553 2020-08-11 13:56:36 DEBUG: check init order needed init_order_process_timer=3376.205818 2020-08-11 13:56:37 DEBUG: check clearing time needed clearing_process_timer=3277.20698 2020-08-11 13:56:37 DEBUG: check init order needed init_order_process_timer=3377.207223 2020-08-11 13:56:38 DEBUG: check clearing time needed clearing_process_timer=3278.208435 2020-08-11 13:56:38 DEBUG: check init order needed init_order_process_timer=3378.20877 2020-08-11 13:56:39 DEBUG: check clearing time needed clearing_process_timer=3279.210022 2020-08-11 13:56:39 DEBUG: check init order needed init_order_process_timer=3379.210316 2020-08-11 13:56:40 DEBUG: check clearing time needed clearing_process_timer=3280.211516 2020-08-11 13:56:40 DEBUG: check init order needed init_order_process_timer=3380.211776 2020-08-11 13:56:41 DEBUG: check clearing time needed clearing_process_timer=3281.213073 2020-08-11 13:56:41 DEBUG: check init order needed init_order_process_timer=3381.213387 2020-08-11 13:56:42 DEBUG: check clearing time needed clearing_process_timer=3282.214602 2020-08-11 13:56:42 DEBUG: check init order needed init_order_process_timer=3382.214963 2020-08-11 13:56:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:42.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "42dcb6a0-63fc-ab9e-6e2d-cb9eb28bc4aa", "grossValue": 2076275, "homeNotional": 0.6230163394851299, "foreignNotional": 244.06665099329965}]} 2020-08-11 13:56:42 DEBUG: message ignored 2020-08-11 13:56:43 DEBUG: check clearing time needed clearing_process_timer=3283.216181 2020-08-11 13:56:43 DEBUG: check init order needed init_order_process_timer=3383.216449 2020-08-11 13:56:44 DEBUG: check clearing time needed clearing_process_timer=3284.217633 2020-08-11 13:56:44 DEBUG: check init order needed init_order_process_timer=3384.217902 2020-08-11 13:56:45 DEBUG: check clearing time needed clearing_process_timer=3285.219075 2020-08-11 13:56:45 DEBUG: check init order needed init_order_process_timer=3385.219329 2020-08-11 13:56:46 DEBUG: check clearing time needed clearing_process_timer=3286.220524 2020-08-11 13:56:46 DEBUG: check init order needed init_order_process_timer=3386.220773 2020-08-11 13:56:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:46.885Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ee81e36-2a5c-463b-f288-3dcef0107408", "grossValue": 783500, "homeNotional": 0.23510050546608674, "foreignNotional": 92.10062301633948}]} 2020-08-11 13:56:46 DEBUG: message ignored 2020-08-11 13:56:47 DEBUG: check clearing time needed clearing_process_timer=3287.22197 2020-08-11 13:56:47 DEBUG: check init order needed init_order_process_timer=3387.222265 2020-08-11 13:56:48 DEBUG: check clearing time needed clearing_process_timer=3288.223485 2020-08-11 13:56:48 DEBUG: check init order needed init_order_process_timer=3388.223728 2020-08-11 13:56:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:56:48.904Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "98e5bd5d-1e54-3b12-6fbc-14dfca537cc9", "grossValue": 78350, "homeNotional": 0.023510050546608676, "foreignNotional": 9.210062301633949}]} 2020-08-11 13:56:48 DEBUG: message ignored 2020-08-11 13:56:49 DEBUG: check clearing time needed clearing_process_timer=3289.224885 2020-08-11 13:56:49 DEBUG: check init order needed init_order_process_timer=3389.22515 2020-08-11 13:56:50 DEBUG: check clearing time needed clearing_process_timer=3290.226322 2020-08-11 13:56:50 DEBUG: check init order needed init_order_process_timer=3390.226659 2020-08-11 13:56:51 DEBUG: check clearing time needed clearing_process_timer=3291.22784 2020-08-11 13:56:51 DEBUG: check init order needed init_order_process_timer=3391.228168 2020-08-11 13:56:52 DEBUG: check clearing time needed clearing_process_timer=3292.229079 2020-08-11 13:56:52 DEBUG: check init order needed init_order_process_timer=3392.229376 2020-08-11 13:56:53 DEBUG: check clearing time needed clearing_process_timer=3293.230559 2020-08-11 13:56:53 DEBUG: check init order needed init_order_process_timer=3393.230837 2020-08-11 13:56:54 DEBUG: check clearing time needed clearing_process_timer=3294.232004 2020-08-11 13:56:54 DEBUG: check init order needed init_order_process_timer=3394.232299 2020-08-11 13:56:55 DEBUG: check clearing time needed clearing_process_timer=3295.233081 2020-08-11 13:56:55 DEBUG: check init order needed init_order_process_timer=3395.233416 2020-08-11 13:56:56 DEBUG: check clearing time needed clearing_process_timer=3296.234615 2020-08-11 13:56:56 DEBUG: check init order needed init_order_process_timer=3396.234908 2020-08-11 13:56:57 DEBUG: check clearing time needed clearing_process_timer=3297.236143 2020-08-11 13:56:57 DEBUG: check init order needed init_order_process_timer=3397.236399 2020-08-11 13:56:58 DEBUG: check clearing time needed clearing_process_timer=3298.237081 2020-08-11 13:56:58 DEBUG: check init order needed init_order_process_timer=3398.237471 2020-08-11 13:56:59 DEBUG: check clearing time needed clearing_process_timer=3299.23865 2020-08-11 13:56:59 DEBUG: check init order needed init_order_process_timer=3399.238903 2020-08-11 13:57:00 DEBUG: check clearing time needed clearing_process_timer=3300.24009 2020-08-11 13:57:00 DEBUG: check init order needed init_order_process_timer=3400.24036 2020-08-11 13:57:01 DEBUG: check clearing time needed clearing_process_timer=3301.24111 2020-08-11 13:57:01 DEBUG: check init order needed init_order_process_timer=3401.241441 2020-08-11 13:57:02 DEBUG: check clearing time needed clearing_process_timer=3302.242658 2020-08-11 13:57:02 DEBUG: check init order needed init_order_process_timer=3402.242971 2020-08-11 13:57:03 DEBUG: check clearing time needed clearing_process_timer=3303.244143 2020-08-11 13:57:03 DEBUG: check init order needed init_order_process_timer=3403.244446 2020-08-11 13:57:04 DEBUG: check clearing time needed clearing_process_timer=3304.245667 2020-08-11 13:57:04 DEBUG: check init order needed init_order_process_timer=3404.246283 2020-08-11 13:57:05 DEBUG: check clearing time needed clearing_process_timer=3305.247485 2020-08-11 13:57:05 DEBUG: check init order needed init_order_process_timer=3405.248086 2020-08-11 13:57:06 DEBUG: check clearing time needed clearing_process_timer=3306.249326 2020-08-11 13:57:06 DEBUG: check init order needed init_order_process_timer=3406.249712 2020-08-11 13:57:07 DEBUG: check clearing time needed clearing_process_timer=3307.250973 2020-08-11 13:57:07 DEBUG: check init order needed init_order_process_timer=3407.251247 2020-08-11 13:57:08 DEBUG: check clearing time needed clearing_process_timer=3308.252476 2020-08-11 13:57:08 DEBUG: check init order needed init_order_process_timer=3408.252768 2020-08-11 13:57:09 DEBUG: check clearing time needed clearing_process_timer=3309.253973 2020-08-11 13:57:09 DEBUG: check init order needed init_order_process_timer=3409.25426 2020-08-11 13:57:10 DEBUG: check clearing time needed clearing_process_timer=3310.255506 2020-08-11 13:57:10 DEBUG: check init order needed init_order_process_timer=3410.255793 2020-08-11 13:57:11 DEBUG: check clearing time needed clearing_process_timer=3311.257057 2020-08-11 13:57:11 DEBUG: check init order needed init_order_process_timer=3411.257354 2020-08-11 13:57:12 DEBUG: check clearing time needed clearing_process_timer=3312.25857 2020-08-11 13:57:12 DEBUG: check init order needed init_order_process_timer=3412.259015 2020-08-11 13:57:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:13.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "4417c17c-0fe1-891b-1375-91a1c00501e4", "grossValue": 7836000, "homeNotional": 2.3507287259050305, "foreignNotional": 921.015514809591}, {"timestamp": "2020-08-11T10:57:13.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "286c8c6f-14be-0a01-f4fb-074c74a8751f", "grossValue": 39180, "homeNotional": 0.011753643629525154, "foreignNotional": 4.605077574047955}, {"timestamp": "2020-08-11T10:57:13.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "73a1e0e1-3414-9eb6-98b4-38460c05fcb3", "grossValue": 39180, "homeNotional": 0.011753643629525154, "foreignNotional": 4.605077574047955}, {"timestamp": "2020-08-11T10:57:13.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a0df8b9-83c9-3f2c-9ace-bffe78e34c05", "grossValue": 39180, "homeNotional": 0.011753643629525154, "foreignNotional": 4.605077574047955}, {"timestamp": "2020-08-11T10:57:13.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 897, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e1ee07b-daa5-ddd1-6e78-85a9ede3efcd", "grossValue": 35144460, "homeNotional": 10.543018335684062, "foreignNotional": 4130.754583921015}]} 2020-08-11 13:57:13 DEBUG: message ignored 2020-08-11 13:57:13 DEBUG: check clearing time needed clearing_process_timer=3313.260268 2020-08-11 13:57:13 DEBUG: check init order needed init_order_process_timer=3413.260549 2020-08-11 13:57:14 DEBUG: check clearing time needed clearing_process_timer=3314.261778 2020-08-11 13:57:14 DEBUG: check init order needed init_order_process_timer=3414.262066 2020-08-11 13:57:15 DEBUG: check clearing time needed clearing_process_timer=3315.263253 2020-08-11 13:57:15 DEBUG: check init order needed init_order_process_timer=3415.263527 2020-08-11 13:57:16 DEBUG: check clearing time needed clearing_process_timer=3316.264717 2020-08-11 13:57:16 DEBUG: check init order needed init_order_process_timer=3416.265048 2020-08-11 13:57:17 DEBUG: check clearing time needed clearing_process_timer=3317.266339 2020-08-11 13:57:17 DEBUG: check init order needed init_order_process_timer=3417.266628 2020-08-11 13:57:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:17.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "f15b6085-6cbb-220b-0033-2ffc7a238ee5", "grossValue": 4035540, "homeNotional": 1.2106252938410906, "foreignNotional": 474.3229901269394}, {"timestamp": "2020-08-11T10:57:17.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "22807f95-5e60-9542-91f4-7273c72d519f", "grossValue": 2037360, "homeNotional": 0.611189468735308, "foreignNotional": 239.46403385049365}, {"timestamp": "2020-08-11T10:57:17.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cfb5829-52c1-f7ce-a91a-a1eae9bfc840", "grossValue": 195900, "homeNotional": 0.05876821814762576, "foreignNotional": 23.025387870239776}, {"timestamp": "2020-08-11T10:57:17.784Z", "symbol": "ETHUSD", "side": "Buy", "size": 340, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "22b66396-556b-2683-96fa-6b7f5a70debc", "grossValue": 13321200, "homeNotional": 3.996238834038552, "foreignNotional": 1565.7263751763046}]} 2020-08-11 13:57:17 DEBUG: message ignored 2020-08-11 13:57:18 DEBUG: check clearing time needed clearing_process_timer=3318.26783 2020-08-11 13:57:18 DEBUG: check init order needed init_order_process_timer=3418.268125 2020-08-11 13:57:19 DEBUG: check clearing time needed clearing_process_timer=3319.269392 2020-08-11 13:57:19 DEBUG: check init order needed init_order_process_timer=3419.269728 2020-08-11 13:57:20 DEBUG: check clearing time needed clearing_process_timer=3320.270967 2020-08-11 13:57:20 DEBUG: check init order needed init_order_process_timer=3420.271244 2020-08-11 13:57:21 DEBUG: check clearing time needed clearing_process_timer=3321.272476 2020-08-11 13:57:21 DEBUG: check init order needed init_order_process_timer=3421.272741 2020-08-11 13:57:22 DEBUG: check clearing time needed clearing_process_timer=3322.273937 2020-08-11 13:57:22 DEBUG: check init order needed init_order_process_timer=3422.274209 2020-08-11 13:57:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:22.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "59e1916e-aeee-3b3a-4468-9250ce6ebb4c", "grossValue": 5876250, "homeNotional": 1.7630465444287728, "foreignNotional": 690.6734837799718}]} 2020-08-11 13:57:22 DEBUG: message ignored 2020-08-11 13:57:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:22.628Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "2d98bfd3-23e3-5fa6-bbb6-6924d27aeb5c", "grossValue": 39180000, "homeNotional": 11.753643629525152, "foreignNotional": 4605.077574047955}]} 2020-08-11 13:57:22 DEBUG: message ignored 2020-08-11 13:57:23 DEBUG: check clearing time needed clearing_process_timer=3323.275425 2020-08-11 13:57:23 DEBUG: check init order needed init_order_process_timer=3423.275683 2020-08-11 13:57:24 DEBUG: check clearing time needed clearing_process_timer=3324.276849 2020-08-11 13:57:24 DEBUG: check init order needed init_order_process_timer=3424.277145 2020-08-11 13:57:25 DEBUG: check clearing time needed clearing_process_timer=3325.278329 2020-08-11 13:57:25 DEBUG: check init order needed init_order_process_timer=3425.278655 2020-08-11 13:57:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:25.966Z", "symbol": "ETHUSD", "side": "Buy", "size": 15440, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "af6f94eb-63d9-18ed-9c1f-bb4375c4727d", "grossValue": 604939200, "homeNotional": 181.47625763986835, "foreignNotional": 71102.39774330042}]} 2020-08-11 13:57:26 DEBUG: message ignored 2020-08-11 13:57:26 DEBUG: check clearing time needed clearing_process_timer=3326.279892 2020-08-11 13:57:26 DEBUG: check init order needed init_order_process_timer=3426.280134 2020-08-11 13:57:27 DEBUG: check clearing time needed clearing_process_timer=3327.281325 2020-08-11 13:57:27 DEBUG: check init order needed init_order_process_timer=3427.281592 2020-08-11 13:57:28 DEBUG: check clearing time needed clearing_process_timer=3328.28277 2020-08-11 13:57:28 DEBUG: check init order needed init_order_process_timer=3428.283074 2020-08-11 13:57:29 DEBUG: check clearing time needed clearing_process_timer=3329.28429 2020-08-11 13:57:29 DEBUG: check init order needed init_order_process_timer=3429.284567 2020-08-11 13:57:30 DEBUG: check clearing time needed clearing_process_timer=3330.285775 2020-08-11 13:57:30 DEBUG: check init order needed init_order_process_timer=3430.28608 2020-08-11 13:57:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:30.466Z", "symbol": "ETHUSD", "side": "Sell", "size": 128, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "dcb29edb-102e-670c-20f6-2282a6b6f186", "grossValue": 5014400, "homeNotional": 1.5046432349829553, "foreignNotional": 589.4439873045727}]} 2020-08-11 13:57:30 DEBUG: message ignored 2020-08-11 13:57:31 DEBUG: check clearing time needed clearing_process_timer=3331.287291 2020-08-11 13:57:31 DEBUG: check init order needed init_order_process_timer=3431.287585 2020-08-11 13:57:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:31.417Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "db1e72ff-caca-2742-99a3-18a2822d2921", "grossValue": 19590000, "homeNotional": 5.877512636652169, "foreignNotional": 2302.80945104032}]} 2020-08-11 13:57:31 DEBUG: message ignored 2020-08-11 13:57:32 DEBUG: check clearing time needed clearing_process_timer=3332.288783 2020-08-11 13:57:32 DEBUG: check init order needed init_order_process_timer=3432.289143 2020-08-11 13:57:33 DEBUG: check clearing time needed clearing_process_timer=3333.290363 2020-08-11 13:57:33 DEBUG: check init order needed init_order_process_timer=3433.290628 2020-08-11 13:57:34 DEBUG: check clearing time needed clearing_process_timer=3334.291848 2020-08-11 13:57:34 DEBUG: check init order needed init_order_process_timer=3434.292153 2020-08-11 13:57:35 DEBUG: check clearing time needed clearing_process_timer=3335.293352 2020-08-11 13:57:35 DEBUG: check init order needed init_order_process_timer=3435.293677 2020-08-11 13:57:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:57:35.654Z", "symbol": "ETHUSD", "side": "Buy", "size": 1143, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "c72dc791-45f8-bef2-2280-29c2d09abf3b", "grossValue": 44782740, "homeNotional": 13.435993887386857, "foreignNotional": 5264.222405078171}]} 2020-08-11 13:57:35 DEBUG: message ignored 2020-08-11 13:57:36 DEBUG: check clearing time needed clearing_process_timer=3336.294911 2020-08-11 13:57:36 DEBUG: check init order needed init_order_process_timer=3436.295187 2020-08-11 13:57:37 DEBUG: check clearing time needed clearing_process_timer=3337.296474 2020-08-11 13:57:37 DEBUG: check init order needed init_order_process_timer=3437.296849 2020-08-11 13:57:38 DEBUG: check clearing time needed clearing_process_timer=3338.298153 2020-08-11 13:57:38 DEBUG: check init order needed init_order_process_timer=3438.298492 2020-08-11 13:57:39 DEBUG: check clearing time needed clearing_process_timer=3339.299741 2020-08-11 13:57:39 DEBUG: check init order needed init_order_process_timer=3439.300024 2020-08-11 13:57:40 DEBUG: check clearing time needed clearing_process_timer=3340.30124 2020-08-11 13:57:40 DEBUG: check init order needed init_order_process_timer=3440.301576 2020-08-11 13:57:41 DEBUG: check clearing time needed clearing_process_timer=3341.302828 2020-08-11 13:57:41 DEBUG: check init order needed init_order_process_timer=3441.303152 2020-08-11 13:57:42 DEBUG: check clearing time needed clearing_process_timer=3342.3044 2020-08-11 13:57:42 DEBUG: check init order needed init_order_process_timer=3442.304676 2020-08-11 13:57:43 DEBUG: check clearing time needed clearing_process_timer=3343.305068 2020-08-11 13:57:43 DEBUG: check init order needed init_order_process_timer=3443.305356 2020-08-11 13:57:44 DEBUG: check clearing time needed clearing_process_timer=3344.306552 2020-08-11 13:57:44 DEBUG: check init order needed init_order_process_timer=3444.306826 2020-08-11 13:57:45 DEBUG: check clearing time needed clearing_process_timer=3345.308029 2020-08-11 13:57:45 DEBUG: check init order needed init_order_process_timer=3445.308305 2020-08-11 13:57:46 DEBUG: check clearing time needed clearing_process_timer=3346.309538 2020-08-11 13:57:46 DEBUG: check init order needed init_order_process_timer=3446.30997 2020-08-11 13:57:47 DEBUG: check clearing time needed clearing_process_timer=3347.311162 2020-08-11 13:57:47 DEBUG: check init order needed init_order_process_timer=3447.311458 2020-08-11 13:57:48 DEBUG: check clearing time needed clearing_process_timer=3348.312661 2020-08-11 13:57:48 DEBUG: check init order needed init_order_process_timer=3448.312955 2020-08-11 13:57:49 DEBUG: check clearing time needed clearing_process_timer=3349.314222 2020-08-11 13:57:49 DEBUG: check init order needed init_order_process_timer=3449.314511 2020-08-11 13:57:50 DEBUG: check clearing time needed clearing_process_timer=3350.315704 2020-08-11 13:57:50 DEBUG: check init order needed init_order_process_timer=3450.315976 2020-08-11 13:57:51 DEBUG: check clearing time needed clearing_process_timer=3351.317205 2020-08-11 13:57:51 DEBUG: check init order needed init_order_process_timer=3451.317536 2020-08-11 13:57:52 DEBUG: check clearing time needed clearing_process_timer=3352.318737 2020-08-11 13:57:52 DEBUG: check init order needed init_order_process_timer=3452.319017 2020-08-11 13:57:53 DEBUG: check clearing time needed clearing_process_timer=3353.3202 2020-08-11 13:57:53 DEBUG: check init order needed init_order_process_timer=3453.320494 2020-08-11 13:57:54 DEBUG: check clearing time needed clearing_process_timer=3354.321686 2020-08-11 13:57:54 DEBUG: check init order needed init_order_process_timer=3454.321955 2020-08-11 13:57:55 DEBUG: check clearing time needed clearing_process_timer=3355.323181 2020-08-11 13:57:55 DEBUG: check init order needed init_order_process_timer=3455.323436 2020-08-11 13:57:56 DEBUG: check clearing time needed clearing_process_timer=3356.324673 2020-08-11 13:57:56 DEBUG: check init order needed init_order_process_timer=3456.324937 2020-08-11 13:57:57 DEBUG: check clearing time needed clearing_process_timer=3357.326203 2020-08-11 13:57:57 DEBUG: check init order needed init_order_process_timer=3457.326509 2020-08-11 13:57:58 DEBUG: check clearing time needed clearing_process_timer=3358.327737 2020-08-11 13:57:58 DEBUG: check init order needed init_order_process_timer=3458.327991 2020-08-11 13:57:59 DEBUG: check clearing time needed clearing_process_timer=3359.329173 2020-08-11 13:57:59 DEBUG: check init order needed init_order_process_timer=3459.329454 2020-08-11 13:58:00 DEBUG: check clearing time needed clearing_process_timer=3360.330625 2020-08-11 13:58:00 DEBUG: check init order needed init_order_process_timer=3460.330889 2020-08-11 13:58:01 DEBUG: check clearing time needed clearing_process_timer=3361.332101 2020-08-11 13:58:01 DEBUG: check init order needed init_order_process_timer=3461.332407 2020-08-11 13:58:02 DEBUG: check clearing time needed clearing_process_timer=3362.333635 2020-08-11 13:58:02 DEBUG: check init order needed init_order_process_timer=3462.333924 2020-08-11 13:58:03 DEBUG: check clearing time needed clearing_process_timer=3363.335133 2020-08-11 13:58:03 DEBUG: check init order needed init_order_process_timer=3463.335425 2020-08-11 13:58:04 DEBUG: check clearing time needed clearing_process_timer=3364.336629 2020-08-11 13:58:04 DEBUG: check init order needed init_order_process_timer=3464.336886 2020-08-11 13:58:05 DEBUG: check clearing time needed clearing_process_timer=3365.338099 2020-08-11 13:58:05 DEBUG: check init order needed init_order_process_timer=3465.338367 2020-08-11 13:58:06 DEBUG: check clearing time needed clearing_process_timer=3366.339527 2020-08-11 13:58:06 DEBUG: check init order needed init_order_process_timer=3466.339826 2020-08-11 13:58:07 DEBUG: check clearing time needed clearing_process_timer=3367.341046 2020-08-11 13:58:07 DEBUG: check init order needed init_order_process_timer=3467.34136 2020-08-11 13:58:08 DEBUG: check clearing time needed clearing_process_timer=3368.342522 2020-08-11 13:58:08 DEBUG: check init order needed init_order_process_timer=3468.342747 2020-08-11 13:58:09 DEBUG: check clearing time needed clearing_process_timer=3369.34392 2020-08-11 13:58:09 DEBUG: check init order needed init_order_process_timer=3469.344181 2020-08-11 13:58:10 DEBUG: check clearing time needed clearing_process_timer=3370.34515 2020-08-11 13:58:10 DEBUG: check init order needed init_order_process_timer=3470.345482 2020-08-11 13:58:11 DEBUG: check clearing time needed clearing_process_timer=3371.346723 2020-08-11 13:58:11 DEBUG: check init order needed init_order_process_timer=3471.347023 2020-08-11 13:58:12 DEBUG: check clearing time needed clearing_process_timer=3372.348238 2020-08-11 13:58:12 DEBUG: check init order needed init_order_process_timer=3472.348499 2020-08-11 13:58:13 DEBUG: check clearing time needed clearing_process_timer=3373.349646 2020-08-11 13:58:13 DEBUG: check init order needed init_order_process_timer=3473.349912 2020-08-11 13:58:14 DEBUG: check clearing time needed clearing_process_timer=3374.351089 2020-08-11 13:58:14 DEBUG: check init order needed init_order_process_timer=3474.351383 2020-08-11 13:58:15 DEBUG: check clearing time needed clearing_process_timer=3375.352589 2020-08-11 13:58:15 DEBUG: check init order needed init_order_process_timer=3475.35287 2020-08-11 13:58:16 DEBUG: check clearing time needed clearing_process_timer=3376.353079 2020-08-11 13:58:16 DEBUG: check init order needed init_order_process_timer=3476.35348 2020-08-11 13:58:17 DEBUG: check clearing time needed clearing_process_timer=3377.354643 2020-08-11 13:58:17 DEBUG: check init order needed init_order_process_timer=3477.354979 2020-08-11 13:58:18 DEBUG: check clearing time needed clearing_process_timer=3378.35635 2020-08-11 13:58:18 DEBUG: check init order needed init_order_process_timer=3478.356676 2020-08-11 13:58:19 DEBUG: check clearing time needed clearing_process_timer=3379.357077 2020-08-11 13:58:19 DEBUG: check init order needed init_order_process_timer=3479.357404 2020-08-11 13:58:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:19.875Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "81d922b7-eb74-ee50-2d07-ec782dac7386", "grossValue": 2350500, "homeNotional": 0.7053844345168117, "foreignNotional": 276.33435222196096}, {"timestamp": "2020-08-11T10:58:19.875Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "081e6119-cac1-a144-5fd3-5ac4e93ca04f", "grossValue": 39175, "homeNotional": 0.011756407241946862, "foreignNotional": 4.605572537032683}, {"timestamp": "2020-08-11T10:58:19.875Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "def86317-1a8a-8674-7a88-27380e28ba39", "grossValue": 39175, "homeNotional": 0.011756407241946862, "foreignNotional": 4.605572537032683}, {"timestamp": "2020-08-11T10:58:19.875Z", "symbol": "ETHUSD", "side": "Sell", "size": 154, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc7df76c-c087-dfc1-910e-ee319958fbc7", "grossValue": 6032950, "homeNotional": 1.8104867152598165, "foreignNotional": 709.2581707030331}, {"timestamp": "2020-08-11T10:58:19.875Z", "symbol": "ETHUSD", "side": "Sell", "size": 266, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0891d52-5509-b46e-6a4e-26d6b07f0874", "grossValue": 10420550, "homeNotional": 3.127204326357865, "foreignNotional": 1225.0822948506936}, {"timestamp": "2020-08-11T10:58:19.875Z", "symbol": "ETHUSD", "side": "Sell", "size": 518, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "891c1590-e283-112a-760a-402219adfb23", "grossValue": 20292650, "homeNotional": 6.089818951328474, "foreignNotional": 2385.6865741829297}]} 2020-08-11 13:58:19 DEBUG: message ignored 2020-08-11 13:58:20 DEBUG: check clearing time needed clearing_process_timer=3380.35858 2020-08-11 13:58:20 DEBUG: check init order needed init_order_process_timer=3480.358929 2020-08-11 13:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:20.690Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "0724050b-4b46-0ce3-5583-23e6de5b6e94", "grossValue": 391800, "homeNotional": 0.1175640724194686, "foreignNotional": 46.0616035739478}]} 2020-08-11 13:58:20 DEBUG: message ignored 2020-08-11 13:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:20.696Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "75fd91a3-3c38-2f1c-5d40-8c5b829a525c", "grossValue": 470160, "homeNotional": 0.14107688690336234, "foreignNotional": 55.27392428873736}]} 2020-08-11 13:58:20 DEBUG: message ignored 2020-08-11 13:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:20.699Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a293851e-7380-bd61-7cbe-bc7707923e13", "grossValue": 470160, "homeNotional": 0.14107688690336234, "foreignNotional": 55.27392428873736}]} 2020-08-11 13:58:20 DEBUG: message ignored 2020-08-11 13:58:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:20.708Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3e245d8-7e8c-1301-b599-cb9a26addead", "grossValue": 391800, "homeNotional": 0.1175640724194686, "foreignNotional": 46.0616035739478}]} 2020-08-11 13:58:20 DEBUG: message ignored 2020-08-11 13:58:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 482, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "5302dee6-25ac-fcd5-33ea-97063751a51c", "grossValue": 18882350, "homeNotional": 5.666588290618387, "foreignNotional": 2219.885962849753}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "83ab6593-3e81-9554-7b86-42d4efcbc85e", "grossValue": 39175000, "homeNotional": 11.75640724194686, "foreignNotional": 4605.572537032683}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9f39c4d7-b3b3-dbf4-c329-89174b905141", "grossValue": 19587500, "homeNotional": 5.87820362097343, "foreignNotional": 2302.7862685163414}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "e8a48067-2120-5898-9b3d-7a3643abfa4d", "grossValue": 7835000, "homeNotional": 2.351281448389372, "foreignNotional": 921.1145074065365}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "dbe745ba-7985-4962-7e0b-04c9093015ea", "grossValue": 39175000, "homeNotional": 11.75640724194686, "foreignNotional": 4605.572537032683}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f87b0144-b19a-75f8-5cdf-59de3c1fa8ce", "grossValue": 1645350, "homeNotional": 0.49376910416176817, "foreignNotional": 193.43404655537267}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "196855c0-6466-7027-d773-6f994f19c674", "grossValue": 39175, "homeNotional": 0.011756407241946862, "foreignNotional": 4.605572537032683}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "81a2c39b-4315-dad4-9223-4745770f31d2", "grossValue": 39175, "homeNotional": 0.011756407241946862, "foreignNotional": 4.605572537032683}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5682ded-cfce-060e-8357-41a6bd6392c8", "grossValue": 1292775, "homeNotional": 0.3879614389842464, "foreignNotional": 151.98389372207853}, {"timestamp": "2020-08-11T10:58:21.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 126, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "19f1aac1-3449-de7f-785a-4dbf9b29b60e", "grossValue": 4936050, "homeNotional": 1.4813073124853045, "foreignNotional": 580.302139666118}]} 2020-08-11 13:58:21 DEBUG: message ignored 2020-08-11 13:58:21 DEBUG: check clearing time needed clearing_process_timer=3381.360151 2020-08-11 13:58:21 DEBUG: check init order needed init_order_process_timer=3481.360417 2020-08-11 13:58:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:21.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.7, "tickDirection": "MinusTick", "trdMatchID": "6d070168-5f3b-6abb-ba89-25b96ef6e529", "grossValue": 1958500, "homeNotional": 0.587820362097343, "foreignNotional": 230.24923583352927}, {"timestamp": "2020-08-11T10:58:21.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 175, "price": 391.65, "tickDirection": "MinusTick", "trdMatchID": "333c5e67-9f05-305d-394c-ff725b6928cf", "grossValue": 6853875, "homeNotional": 2.0573712673407005, "foreignNotional": 805.7694568539854}, {"timestamp": "2020-08-11T10:58:21.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fe346b8-9f24-9169-232a-6c44ffc6d90b", "grossValue": 97912500, "homeNotional": 29.391018104867154, "foreignNotional": 11510.99224077122}, {"timestamp": "2020-08-11T10:58:21.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 53, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "42f59a12-47e7-d947-8cf3-7f9245a39eae", "grossValue": 2075745, "homeNotional": 0.6230895838231837, "foreignNotional": 244.03303550434987}, {"timestamp": "2020-08-11T10:58:21.459Z", "symbol": "ETHUSD", "side": "Sell", "size": 222, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "742671d1-18e9-d9d9-0f72-26e0b5fe79ca", "grossValue": 8694630, "homeNotional": 2.609922407712203, "foreignNotional": 1022.1761109804844}]} 2020-08-11 13:58:21 DEBUG: message ignored 2020-08-11 13:58:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:21.476Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "fcb0d51c-8e6f-f9f2-fce0-64c8635513fa", "grossValue": 78330, "homeNotional": 0.023512814483893724, "foreignNotional": 9.208793792616977}]} 2020-08-11 13:58:21 DEBUG: message ignored 2020-08-11 13:58:22 DEBUG: check clearing time needed clearing_process_timer=3382.361076 2020-08-11 13:58:22 DEBUG: check init order needed init_order_process_timer=3482.36138 2020-08-11 13:58:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:22.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 276, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "60ce63be-84c0-cc42-ee79-1291406310c6", "grossValue": 10809540, "homeNotional": 3.2447683987773335, "foreignNotional": 1270.8135433811428}]} 2020-08-11 13:58:22 DEBUG: message ignored 2020-08-11 13:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:23.208Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "65bdf348-3212-fbc8-a58f-19c88f06a093", "grossValue": 509145, "homeNotional": 0.1528332941453092, "foreignNotional": 59.857159652010345}]} 2020-08-11 13:58:23 DEBUG: message ignored 2020-08-11 13:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:23.249Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "8042a2d9-f1eb-746c-93b3-5836bd904607", "grossValue": 509145, "homeNotional": 0.1528332941453092, "foreignNotional": 59.857159652010345}]} 2020-08-11 13:58:23 DEBUG: message ignored 2020-08-11 13:58:23 DEBUG: check clearing time needed clearing_process_timer=3383.362555 2020-08-11 13:58:23 DEBUG: check init order needed init_order_process_timer=3483.36283 2020-08-11 13:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:23.437Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "1e979e18-3b95-a37c-f1ed-bedc4c6a3cb0", "grossValue": 391650, "homeNotional": 0.1175640724194686, "foreignNotional": 46.04396896308488}]} 2020-08-11 13:58:23 DEBUG: message ignored 2020-08-11 13:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:23.452Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ae7844b-c1f1-1098-cd91-298976e098a7", "grossValue": 509145, "homeNotional": 0.1528332941453092, "foreignNotional": 59.857159652010345}]} 2020-08-11 13:58:23 DEBUG: message ignored 2020-08-11 13:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:23.801Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.6, "tickDirection": "MinusTick", "trdMatchID": "414a629b-84fa-d16a-a475-60b70ee0a172", "grossValue": 1958000, "homeNotional": 0.587820362097343, "foreignNotional": 230.19045379731955}, {"timestamp": "2020-08-11T10:58:23.801Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "aff87afb-39ce-b305-1d4c-4794b4ef56c4", "grossValue": 1174800, "homeNotional": 0.3526922172584058, "foreignNotional": 138.11427227839172}]} 2020-08-11 13:58:23 DEBUG: message ignored 2020-08-11 13:58:24 DEBUG: check clearing time needed clearing_process_timer=3384.364011 2020-08-11 13:58:24 DEBUG: check init order needed init_order_process_timer=3484.364297 2020-08-11 13:58:25 DEBUG: check clearing time needed clearing_process_timer=3385.365112 2020-08-11 13:58:25 DEBUG: check init order needed init_order_process_timer=3485.365468 2020-08-11 13:58:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.55, "tickDirection": "MinusTick", "trdMatchID": "55d4271a-33b0-7834-413c-f913b5caba5e", "grossValue": 19577500, "homeNotional": 5.87820362097343, "foreignNotional": 2301.6106277921467}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ce78e85-6c18-addc-3a69-4b1ed5c43f19", "grossValue": 39155, "homeNotional": 0.011756407241946862, "foreignNotional": 4.603221255584294}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "76ddeedb-efae-db22-8341-e3f7fc7ac46f", "grossValue": 39155, "homeNotional": 0.011756407241946862, "foreignNotional": 4.603221255584294}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 331, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "be6839a3-27d1-6d41-f422-c881b2ddf0df", "grossValue": 12960305, "homeNotional": 3.891370797084411, "foreignNotional": 1523.666235598401}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "39fda522-b3f4-0084-7caf-8b37f5017942", "grossValue": 234900000, "homeNotional": 70.53844345168116, "foreignNotional": 27615.800611333176}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c3caf672-79af-65ac-8023-46c63248f513", "grossValue": 1957500, "homeNotional": 0.587820362097343, "foreignNotional": 230.1316717611098}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "6045566f-d401-8815-4e9d-9693e07cabf4", "grossValue": 1566000, "homeNotional": 0.4702562896778744, "foreignNotional": 184.10533740888783}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.45, "tickDirection": "MinusTick", "trdMatchID": "347163dd-8cba-9f07-d7b2-1a0d6ce0f703", "grossValue": 1174350, "homeNotional": 0.3526922172584058, "foreignNotional": 138.06136844580297}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.4, "tickDirection": "MinusTick", "trdMatchID": "dedab397-0357-a7ea-0d3f-1184f659573f", "grossValue": 78280000, "homeNotional": 23.51281448389372, "foreignNotional": 9202.915588996002}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "31722f35-052e-0264-edde-d242b3848cc0", "grossValue": 1957000, "homeNotional": 0.587820362097343, "foreignNotional": 230.07288972490008}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2aa71ddf-92dd-823f-8957-2eaaab0db1d0", "grossValue": 117420, "homeNotional": 0.035269221725840585, "foreignNotional": 13.804373383494005}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b1f9888-317c-11fc-f53d-0640ac7ca730", "grossValue": 704520, "homeNotional": 0.21161533035504348, "foreignNotional": 82.82624030096403}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c40e9d08-7e57-d7f3-6ecf-0af867fea6e5", "grossValue": 195700, "homeNotional": 0.0587820362097343, "foreignNotional": 23.007288972490006}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "28e3011d-5f32-f5f6-14f6-d92a156c502e", "grossValue": 19570000, "homeNotional": 5.87820362097343, "foreignNotional": 2300.7288972490005}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.35, "tickDirection": "MinusTick", "trdMatchID": "26c8fc16-8f0d-7c47-a98d-d31e897ede7c", "grossValue": 78270000, "homeNotional": 23.51281448389372, "foreignNotional": 9201.739948271808}, {"timestamp": "2020-08-11T10:58:25.695Z", "symbol": "ETHUSD", "side": "Sell", "size": 971, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8277128-41dc-c96c-38a5-41c5fe2d06b5", "grossValue": 38000085, "homeNotional": 11.415471431930403, "foreignNotional": 4467.444744885963}]} 2020-08-11 13:58:25 DEBUG: message ignored 2020-08-11 13:58:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:25.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 1200, "price": 391.4, "tickDirection": "PlusTick", "trdMatchID": "37b4bb86-1b7f-cbd4-ef4b-43c39937843e", "grossValue": 46968000, "homeNotional": 14.107688690336234, "foreignNotional": 5521.749353397602}, {"timestamp": "2020-08-11T10:58:25.834Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab4a4a52-b526-9e83-12ab-390a416ca08b", "grossValue": 31312000, "homeNotional": 9.405125793557488, "foreignNotional": 3681.1662355984013}]} 2020-08-11 13:58:25 DEBUG: message ignored 2020-08-11 13:58:26 DEBUG: check clearing time needed clearing_process_timer=3386.366678 2020-08-11 13:58:26 DEBUG: check init order needed init_order_process_timer=3486.366978 2020-08-11 13:58:27 DEBUG: check clearing time needed clearing_process_timer=3387.367482 2020-08-11 13:58:27 DEBUG: check init order needed init_order_process_timer=3487.367772 2020-08-11 13:58:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:27.873Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "4adda846-8881-b7b1-47e7-eafbc3d33957", "grossValue": 1761300, "homeNotional": 0.5290383258876088, "foreignNotional": 207.06560075241006}, {"timestamp": "2020-08-11T10:58:27.873Z", "symbol": "ETHUSD", "side": "Buy", "size": 2455, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "75be7c64-b9bc-1028-1fc4-3fa785f7701f", "grossValue": 96088700, "homeNotional": 28.861979778979546, "foreignNotional": 11296.578885492594}]} 2020-08-11 13:58:27 DEBUG: message ignored 2020-08-11 13:58:28 DEBUG: check clearing time needed clearing_process_timer=3388.368977 2020-08-11 13:58:28 DEBUG: check init order needed init_order_process_timer=3488.369345 2020-08-11 13:58:29 DEBUG: check clearing time needed clearing_process_timer=3389.370588 2020-08-11 13:58:29 DEBUG: check init order needed init_order_process_timer=3489.370921 2020-08-11 13:58:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:30.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 1029, "price": 391.35, "tickDirection": "MinusTick", "trdMatchID": "244bfff5-077f-8169-d3b0-ad60d3167932", "grossValue": 40269915, "homeNotional": 12.083137623297322, "foreignNotional": 4728.735908877407}, {"timestamp": "2020-08-11T10:58:30.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "81042afa-95b4-b257-cc2d-20a5594998eb", "grossValue": 15654000, "homeNotional": 4.697040864255519, "foreignNotional": 1838.1869422263974}, {"timestamp": "2020-08-11T10:58:30.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "644e7d7e-65eb-2bb6-1743-fd2ed78188fc", "grossValue": 78270000, "homeNotional": 23.485204321277596, "foreignNotional": 9190.934711131988}, {"timestamp": "2020-08-11T10:58:30.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d6f492e-b9f2-659a-778e-893dda5149a4", "grossValue": 782700, "homeNotional": 0.23485204321277595, "foreignNotional": 91.90934711131987}, {"timestamp": "2020-08-11T10:58:30.062Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "4157a794-cb20-2b45-67d9-7ee23123b2ec", "grossValue": 1995885, "homeNotional": 0.5988727101925787, "foreignNotional": 234.36883513386567}]} 2020-08-11 13:58:30 DEBUG: message ignored 2020-08-11 13:58:30 DEBUG: check clearing time needed clearing_process_timer=3390.372182 2020-08-11 13:58:30 DEBUG: check init order needed init_order_process_timer=3490.372496 2020-08-11 13:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:31.250Z", "symbol": "ETHUSD", "side": "Sell", "size": 149, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b02460e4-0bb7-24f5-833f-974c36dd38e4", "grossValue": 5831115, "homeNotional": 1.749647721935181, "foreignNotional": 684.724635979333}, {"timestamp": "2020-08-11T10:58:31.250Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "51f62c46-115c-c908-f7ae-07d27950d319", "grossValue": 1761075, "homeNotional": 0.5284170972287459, "foreignNotional": 206.7960310004697}]} 2020-08-11 13:58:31 DEBUG: message ignored 2020-08-11 13:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:31.274Z", "symbol": "ETHUSD", "side": "Buy", "size": 1794, "price": 391.4, "tickDirection": "PlusTick", "trdMatchID": "d62d2945-4b18-3ef2-0726-7162dcd2ff78", "grossValue": 70217160, "homeNotional": 21.066228276186003, "foreignNotional": 8245.321747299202}, {"timestamp": "2020-08-11T10:58:31.274Z", "symbol": "ETHUSD", "side": "Buy", "size": 610, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "31171f48-3adf-f848-7ea4-6796af1868c9", "grossValue": 23875400, "homeNotional": 7.162987317989667, "foreignNotional": 2803.5932362611557}, {"timestamp": "2020-08-11T10:58:31.274Z", "symbol": "ETHUSD", "side": "Buy", "size": 981, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "debd7f70-2710-b405-56ea-4ad64fc39187", "grossValue": 38396340, "homeNotional": 11.51949271958666, "foreignNotional": 4508.729450446219}]} 2020-08-11 13:58:31 DEBUG: message ignored 2020-08-11 13:58:31 DEBUG: check clearing time needed clearing_process_timer=3391.373713 2020-08-11 13:58:31 DEBUG: check init order needed init_order_process_timer=3491.374029 2020-08-11 13:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 4845, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f92ba0cd-fdfa-1284-23a9-60bfdfb1e0c8", "grossValue": 189633300, "homeNotional": 56.89290746829497, "foreignNotional": 22267.883983090655}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "24bed4cf-1a74-44ef-5998-20d8b311182c", "grossValue": 1369900, "homeNotional": 0.4109910756223579, "foreignNotional": 160.86190699859088}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8a3c30f-5ce3-db3f-bb61-b769e2ea1470", "grossValue": 1135060, "homeNotional": 0.34053546265852513, "foreignNotional": 133.28558008454672}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "774dd673-b3ff-ff21-36ef-efa21acb3457", "grossValue": 2074420, "homeNotional": 0.6223579145138562, "foreignNotional": 243.59088774072333}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 244, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3d53d60-b8bb-36fa-3a34-6f36af61ac50", "grossValue": 9550160, "homeNotional": 2.8651949271958665, "foreignNotional": 1121.4372945044622}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "086f41f5-54fd-2a55-be40-9318f47456f4", "grossValue": 1996140, "homeNotional": 0.5988727101925787, "foreignNotional": 234.3987787693753}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "085622a5-9f32-c664-5163-5d12373dfe10", "grossValue": 2857220, "homeNotional": 0.8572099577266322, "foreignNotional": 335.5119774542039}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "77468ae2-00a0-2f94-5a13-11b712d490f9", "grossValue": 1526460, "homeNotional": 0.4579614842649131, "foreignNotional": 179.24612494128698}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 140, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f03654c3-3f05-3bea-c7ec-62b0a06953fc", "grossValue": 5479600, "homeNotional": 1.6439643024894317, "foreignNotional": 643.4476279943635}, {"timestamp": "2020-08-11T10:58:31.418Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "08038a91-833f-f0df-c5ab-892b019d8469", "grossValue": 1526460, "homeNotional": 0.4579614842649131, "foreignNotional": 179.24612494128698}]} 2020-08-11 13:58:31 DEBUG: message ignored 2020-08-11 13:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:31.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "9a670ec4-abae-00ad-e473-986339bfefba", "grossValue": 31324000, "homeNotional": 9.394081728511038, "foreignNotional": 3678.252700798497}, {"timestamp": "2020-08-11T10:58:31.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 664, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4773554-c56f-30c3-6cec-303e7288cbef", "grossValue": 25998920, "homeNotional": 7.797087834664161, "foreignNotional": 3052.9497416627523}, {"timestamp": "2020-08-11T10:58:31.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f1057ad-2a6c-f38f-ac4d-731c756b5fac", "grossValue": 1761975, "homeNotional": 0.5284170972287459, "foreignNotional": 206.90171441991546}]} 2020-08-11 13:58:31 DEBUG: message ignored 2020-08-11 13:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:31.748Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.6, "tickDirection": "PlusTick", "trdMatchID": "9bd4365e-e5f7-d381-f44f-b02456f86c55", "grossValue": 509080, "homeNotional": 0.15265382808830436, "foreignNotional": 59.77923907937999}]} 2020-08-11 13:58:31 DEBUG: message ignored 2020-08-11 13:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:31.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "fdbabe6e-b5dc-0789-eba9-57620e98fb92", "grossValue": 391600, "homeNotional": 0.11742602160638797, "foreignNotional": 45.98403006106153}]} 2020-08-11 13:58:31 DEBUG: message ignored 2020-08-11 13:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:31.766Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7d00f9d-26e4-6967-2ee9-aad209b10f42", "grossValue": 430760, "homeNotional": 0.12916862376702679, "foreignNotional": 50.582433067167685}]} 2020-08-11 13:58:31 DEBUG: message ignored 2020-08-11 13:58:32 DEBUG: check clearing time needed clearing_process_timer=3392.375218 2020-08-11 13:58:32 DEBUG: check init order needed init_order_process_timer=3492.375488 2020-08-11 13:58:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:32.739Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 391.55, "tickDirection": "MinusTick", "trdMatchID": "0399ba8e-a2bc-a49e-a668-c7a1af4b1ca4", "grossValue": 1566200, "homeNotional": 0.4697040864255519, "foreignNotional": 183.91263503992485}]} 2020-08-11 13:58:32 DEBUG: message ignored 2020-08-11 13:58:33 DEBUG: check clearing time needed clearing_process_timer=3393.376687 2020-08-11 13:58:33 DEBUG: check init order needed init_order_process_timer=3493.376961 2020-08-11 13:58:34 DEBUG: check clearing time needed clearing_process_timer=3394.378285 2020-08-11 13:58:34 DEBUG: check init order needed init_order_process_timer=3494.378727 2020-08-11 13:58:35 DEBUG: check clearing time needed clearing_process_timer=3395.380154 2020-08-11 13:58:35 DEBUG: check init order needed init_order_process_timer=3495.380448 2020-08-11 13:58:36 DEBUG: check clearing time needed clearing_process_timer=3396.381665 2020-08-11 13:58:36 DEBUG: check init order needed init_order_process_timer=3496.381925 2020-08-11 13:58:37 DEBUG: check clearing time needed clearing_process_timer=3397.383136 2020-08-11 13:58:37 DEBUG: check init order needed init_order_process_timer=3497.383436 2020-08-11 13:58:38 DEBUG: check clearing time needed clearing_process_timer=3398.384845 2020-08-11 13:58:38 DEBUG: check init order needed init_order_process_timer=3498.385183 2020-08-11 13:58:39 DEBUG: check clearing time needed clearing_process_timer=3399.386598 2020-08-11 13:58:39 DEBUG: check init order needed init_order_process_timer=3499.386945 2020-08-11 13:58:40 DEBUG: check clearing time needed clearing_process_timer=3400.388469 2020-08-11 13:58:40 DEBUG: check init order needed init_order_process_timer=3500.388805 2020-08-11 13:58:41 DEBUG: check clearing time needed clearing_process_timer=3401.390045 2020-08-11 13:58:41 DEBUG: check init order needed init_order_process_timer=3501.390334 2020-08-11 13:58:42 DEBUG: check clearing time needed clearing_process_timer=3402.391554 2020-08-11 13:58:42 DEBUG: check init order needed init_order_process_timer=3502.391838 2020-08-11 13:58:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:42.589Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.6, "tickDirection": "PlusTick", "trdMatchID": "797b9f6f-67e1-54c0-19bc-6b61b8db6191", "grossValue": 1174800, "homeNotional": 0.3522780648191639, "foreignNotional": 137.9520901831846}, {"timestamp": "2020-08-11T10:58:42.589Z", "symbol": "ETHUSD", "side": "Buy", "size": 770, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "292dbd67-298f-872e-37ff-e43f81f2c38e", "grossValue": 30153200, "homeNotional": 9.041803663691875, "foreignNotional": 3540.770314701738}]} 2020-08-11 13:58:42 DEBUG: message ignored 2020-08-11 13:58:43 DEBUG: check clearing time needed clearing_process_timer=3403.393057 2020-08-11 13:58:43 DEBUG: check init order needed init_order_process_timer=3503.393363 2020-08-11 13:58:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "431e82ab-b6e4-6f8c-2f45-466a81b7ee45", "grossValue": 4268440, "homeNotional": 1.279943635509629, "foreignNotional": 501.2259276655707}, {"timestamp": "2020-08-11T10:58:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 1062, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "50b191ca-667b-ebcc-93a4-a7aed4c11706", "grossValue": 41587920, "homeNotional": 12.470643494598402, "foreignNotional": 4883.503992484734}, {"timestamp": "2020-08-11T10:58:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "73b7f5d1-2cfb-ecf0-22b8-3b079c1b1baf", "grossValue": 2388760, "homeNotional": 0.7162987317989666, "foreignNotional": 280.5025833724753}, {"timestamp": "2020-08-11T10:58:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "537b2706-8543-c6d8-6f99-ae4c3b5fa6cd", "grossValue": 1370600, "homeNotional": 0.4109910756223579, "foreignNotional": 160.94410521371535}, {"timestamp": "2020-08-11T10:58:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 152, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "940e57e4-6820-b00b-8194-ff4b36b72fa2", "grossValue": 5952320, "homeNotional": 1.7848755284170972, "foreignNotional": 698.9572569281353}, {"timestamp": "2020-08-11T10:58:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a92d2520-22ad-aa5a-2a73-dce1ada86096", "grossValue": 19580000, "homeNotional": 5.871301080319399, "foreignNotional": 2299.2015030530765}]} 2020-08-11 13:58:44 DEBUG: message ignored 2020-08-11 13:58:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:44.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.65, "tickDirection": "PlusTick", "trdMatchID": "3c77fd7f-72c1-ac46-5fc0-bf04d14c358a", "grossValue": 469980, "homeNotional": 0.14091122592766558, "foreignNotional": 55.18788163457022}]} 2020-08-11 13:58:44 DEBUG: message ignored 2020-08-11 13:58:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:44.091Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "81812284-9dec-ded1-a102-973e4d195212", "grossValue": 391650, "homeNotional": 0.11742602160638797, "foreignNotional": 45.98990136214185}]} 2020-08-11 13:58:44 DEBUG: message ignored 2020-08-11 13:58:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:44.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "08389ec0-53bb-5013-534b-7858636f1dd4", "grossValue": 469980, "homeNotional": 0.14091122592766558, "foreignNotional": 55.18788163457022}]} 2020-08-11 13:58:44 DEBUG: message ignored 2020-08-11 13:58:44 DEBUG: check clearing time needed clearing_process_timer=3404.394587 2020-08-11 13:58:44 DEBUG: check init order needed init_order_process_timer=3504.394943 2020-08-11 13:58:45 DEBUG: check clearing time needed clearing_process_timer=3405.396188 2020-08-11 13:58:45 DEBUG: check init order needed init_order_process_timer=3505.396562 2020-08-11 13:58:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:46.041Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "526b1263-0d16-2450-8a8f-a7562e9db4a7", "grossValue": 97912500, "homeNotional": 29.356505401596994, "foreignNotional": 11497.475340535462}]} 2020-08-11 13:58:46 DEBUG: message ignored 2020-08-11 13:58:46 DEBUG: check clearing time needed clearing_process_timer=3406.39779 2020-08-11 13:58:46 DEBUG: check init order needed init_order_process_timer=3506.398131 2020-08-11 13:58:47 DEBUG: check clearing time needed clearing_process_timer=3407.399333 2020-08-11 13:58:47 DEBUG: check init order needed init_order_process_timer=3507.399662 2020-08-11 13:58:48 DEBUG: check clearing time needed clearing_process_timer=3408.400886 2020-08-11 13:58:48 DEBUG: check init order needed init_order_process_timer=3508.401192 2020-08-11 13:58:49 DEBUG: check clearing time needed clearing_process_timer=3409.402422 2020-08-11 13:58:49 DEBUG: check init order needed init_order_process_timer=3509.402962 2020-08-11 13:58:50 DEBUG: check clearing time needed clearing_process_timer=3410.404243 2020-08-11 13:58:50 DEBUG: check init order needed init_order_process_timer=3510.404586 2020-08-11 13:58:51 DEBUG: check clearing time needed clearing_process_timer=3411.405863 2020-08-11 13:58:51 DEBUG: check init order needed init_order_process_timer=3511.406131 2020-08-11 13:58:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:51.416Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "90d26238-cf49-4159-85e4-774bd5db2816", "grossValue": 391650, "homeNotional": 0.11742602160638797, "foreignNotional": 45.98990136214185}]} 2020-08-11 13:58:51 DEBUG: message ignored 2020-08-11 13:58:52 DEBUG: check clearing time needed clearing_process_timer=3412.407329 2020-08-11 13:58:52 DEBUG: check init order needed init_order_process_timer=3512.407627 2020-08-11 13:58:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:53.007Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.6, "tickDirection": "MinusTick", "trdMatchID": "54f8990b-a8d6-44e2-b448-6e14352bc1c0", "grossValue": 783200, "homeNotional": 0.23485204321277595, "foreignNotional": 91.96806012212306}]} 2020-08-11 13:58:53 DEBUG: message ignored 2020-08-11 13:58:53 DEBUG: check clearing time needed clearing_process_timer=3413.408838 2020-08-11 13:58:53 DEBUG: check init order needed init_order_process_timer=3513.409198 2020-08-11 13:58:54 DEBUG: check clearing time needed clearing_process_timer=3414.410399 2020-08-11 13:58:54 DEBUG: check init order needed init_order_process_timer=3514.410682 2020-08-11 13:58:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:54.543Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.65, "tickDirection": "PlusTick", "trdMatchID": "ce10c945-44a1-efd4-dd01-64ed5b2f2116", "grossValue": 430815, "homeNotional": 0.12916862376702679, "foreignNotional": 50.588891498356034}]} 2020-08-11 13:58:54 DEBUG: message ignored 2020-08-11 13:58:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:54.617Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5550d4ab-5094-0ff4-104f-14ebbc3de034", "grossValue": 3916500, "homeNotional": 1.1742602160638798, "foreignNotional": 459.89901362141853}]} 2020-08-11 13:58:54 DEBUG: message ignored 2020-08-11 13:58:55 DEBUG: check clearing time needed clearing_process_timer=3415.411898 2020-08-11 13:58:55 DEBUG: check init order needed init_order_process_timer=3515.412172 2020-08-11 13:58:56 DEBUG: check clearing time needed clearing_process_timer=3416.41337 2020-08-11 13:58:56 DEBUG: check init order needed init_order_process_timer=3516.41366 2020-08-11 13:58:57 DEBUG: check clearing time needed clearing_process_timer=3417.414856 2020-08-11 13:58:57 DEBUG: check init order needed init_order_process_timer=3517.415166 2020-08-11 13:58:58 DEBUG: check clearing time needed clearing_process_timer=3418.416384 2020-08-11 13:58:58 DEBUG: check init order needed init_order_process_timer=3518.416661 2020-08-11 13:58:59 DEBUG: check clearing time needed clearing_process_timer=3419.417862 2020-08-11 13:58:59 DEBUG: check init order needed init_order_process_timer=3519.418164 2020-08-11 13:58:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:58:59.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6de315a1-80e9-6ee4-7636-fbeb0289ce7a", "grossValue": 156660000, "homeNotional": 46.97040864255519, "foreignNotional": 18395.96054485674}]} 2020-08-11 13:58:59 DEBUG: message ignored 2020-08-11 13:59:00 DEBUG: check clearing time needed clearing_process_timer=3420.419401 2020-08-11 13:59:00 DEBUG: check init order needed init_order_process_timer=3520.419716 2020-08-11 13:59:01 DEBUG: check clearing time needed clearing_process_timer=3421.420907 2020-08-11 13:59:01 DEBUG: check init order needed init_order_process_timer=3521.421258 2020-08-11 13:59:02 DEBUG: check clearing time needed clearing_process_timer=3422.42249 2020-08-11 13:59:02 DEBUG: check init order needed init_order_process_timer=3522.422822 2020-08-11 13:59:03 DEBUG: check clearing time needed clearing_process_timer=3423.424094 2020-08-11 13:59:03 DEBUG: check init order needed init_order_process_timer=3523.424428 2020-08-11 13:59:04 DEBUG: check clearing time needed clearing_process_timer=3424.425721 2020-08-11 13:59:04 DEBUG: check init order needed init_order_process_timer=3524.426055 2020-08-11 13:59:05 DEBUG: check clearing time needed clearing_process_timer=3425.427314 2020-08-11 13:59:05 DEBUG: check init order needed init_order_process_timer=3525.427612 2020-08-11 13:59:06 DEBUG: check clearing time needed clearing_process_timer=3426.428865 2020-08-11 13:59:06 DEBUG: check init order needed init_order_process_timer=3526.429206 2020-08-11 13:59:07 DEBUG: check clearing time needed clearing_process_timer=3427.430391 2020-08-11 13:59:07 DEBUG: check init order needed init_order_process_timer=3527.430637 2020-08-11 13:59:08 DEBUG: check clearing time needed clearing_process_timer=3428.431804 2020-08-11 13:59:08 DEBUG: check init order needed init_order_process_timer=3528.43206 2020-08-11 13:59:09 DEBUG: check clearing time needed clearing_process_timer=3429.433251 2020-08-11 13:59:09 DEBUG: check init order needed init_order_process_timer=3529.433552 2020-08-11 13:59:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:09.476Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.55, "tickDirection": "MinusTick", "trdMatchID": "6859d064-cd8b-c2b9-9ed6-7089c56bb9c7", "grossValue": 7831000, "homeNotional": 2.3501762632197414, "foreignNotional": 920.2115158636898}]} 2020-08-11 13:59:09 DEBUG: message ignored 2020-08-11 13:59:10 DEBUG: check clearing time needed clearing_process_timer=3430.434774 2020-08-11 13:59:10 DEBUG: check init order needed init_order_process_timer=3530.43505 2020-08-11 13:59:11 DEBUG: check clearing time needed clearing_process_timer=3431.436222 2020-08-11 13:59:11 DEBUG: check init order needed init_order_process_timer=3531.436573 2020-08-11 13:59:12 DEBUG: check clearing time needed clearing_process_timer=3432.437832 2020-08-11 13:59:12 DEBUG: check init order needed init_order_process_timer=3532.438093 2020-08-11 13:59:13 DEBUG: check clearing time needed clearing_process_timer=3433.439279 2020-08-11 13:59:13 DEBUG: check init order needed init_order_process_timer=3533.439577 2020-08-11 13:59:14 DEBUG: check clearing time needed clearing_process_timer=3434.440795 2020-08-11 13:59:14 DEBUG: check init order needed init_order_process_timer=3534.441106 2020-08-11 13:59:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:14.865Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8d99c68-40e3-5db4-d0bf-27856a0fbdf2", "grossValue": 39155, "homeNotional": 0.011750881316098707, "foreignNotional": 4.601057579318449}]} 2020-08-11 13:59:14 DEBUG: message ignored 2020-08-11 13:59:15 DEBUG: check clearing time needed clearing_process_timer=3435.442286 2020-08-11 13:59:15 DEBUG: check init order needed init_order_process_timer=3535.442583 2020-08-11 13:59:16 DEBUG: check clearing time needed clearing_process_timer=3436.443812 2020-08-11 13:59:16 DEBUG: check init order needed init_order_process_timer=3536.44409 2020-08-11 13:59:17 DEBUG: check clearing time needed clearing_process_timer=3437.445339 2020-08-11 13:59:17 DEBUG: check init order needed init_order_process_timer=3537.445672 2020-08-11 13:59:18 DEBUG: check clearing time needed clearing_process_timer=3438.446917 2020-08-11 13:59:18 DEBUG: check init order needed init_order_process_timer=3538.447191 2020-08-11 13:59:19 DEBUG: check clearing time needed clearing_process_timer=3439.448378 2020-08-11 13:59:19 DEBUG: check init order needed init_order_process_timer=3539.448685 2020-08-11 13:59:20 DEBUG: check clearing time needed clearing_process_timer=3440.449086 2020-08-11 13:59:20 DEBUG: check init order needed init_order_process_timer=3540.449411 2020-08-11 13:59:21 DEBUG: check clearing time needed clearing_process_timer=3441.450659 2020-08-11 13:59:21 DEBUG: check init order needed init_order_process_timer=3541.450916 2020-08-11 13:59:22 DEBUG: check clearing time needed clearing_process_timer=3442.452134 2020-08-11 13:59:22 DEBUG: check init order needed init_order_process_timer=3542.452397 2020-08-11 13:59:23 DEBUG: check clearing time needed clearing_process_timer=3443.453586 2020-08-11 13:59:23 DEBUG: check init order needed init_order_process_timer=3543.453841 2020-08-11 13:59:24 DEBUG: check clearing time needed clearing_process_timer=3444.455055 2020-08-11 13:59:24 DEBUG: check init order needed init_order_process_timer=3544.455366 2020-08-11 13:59:25 DEBUG: check clearing time needed clearing_process_timer=3445.456637 2020-08-11 13:59:25 DEBUG: check init order needed init_order_process_timer=3545.456944 2020-08-11 13:59:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:25.665Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6e36f8f-0eb4-4ec3-e656-e74b543deb7f", "grossValue": 15662000, "homeNotional": 4.700352526439483, "foreignNotional": 1840.4230317273796}]} 2020-08-11 13:59:25 DEBUG: message ignored 2020-08-11 13:59:26 DEBUG: check clearing time needed clearing_process_timer=3446.458234 2020-08-11 13:59:26 DEBUG: check init order needed init_order_process_timer=3546.458524 2020-08-11 13:59:27 DEBUG: check clearing time needed clearing_process_timer=3447.459722 2020-08-11 13:59:27 DEBUG: check init order needed init_order_process_timer=3547.460015 2020-08-11 13:59:28 DEBUG: check clearing time needed clearing_process_timer=3448.461224 2020-08-11 13:59:28 DEBUG: check init order needed init_order_process_timer=3548.461522 2020-08-11 13:59:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:28.946Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f875609f-c1cd-ea91-b632-e1d263d59860", "grossValue": 939720, "homeNotional": 0.282021151586369, "foreignNotional": 110.42538190364277}]} 2020-08-11 13:59:28 DEBUG: message ignored 2020-08-11 13:59:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:29.148Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "40b1bad2-9602-a996-8f03-30526637ad0a", "grossValue": 1957500, "homeNotional": 0.5875440658049353, "foreignNotional": 230.0235017626322}, {"timestamp": "2020-08-11T10:59:29.148Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "da3452df-572f-a7be-b4a3-78a0406dc4bc", "grossValue": 39150, "homeNotional": 0.011750881316098707, "foreignNotional": 4.600470035252644}, {"timestamp": "2020-08-11T10:59:29.148Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f6d0e906-e1ae-0d50-b465-3b2948305b46", "grossValue": 19575000, "homeNotional": 5.875440658049354, "foreignNotional": 2300.235017626322}]} 2020-08-11 13:59:29 DEBUG: message ignored 2020-08-11 13:59:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:29.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.45, "tickDirection": "MinusTick", "trdMatchID": "4a393b12-e04a-f1f2-bcb5-213f504794fd", "grossValue": 1174350, "homeNotional": 0.3525264394829612, "foreignNotional": 137.99647473560518}]} 2020-08-11 13:59:29 DEBUG: message ignored 2020-08-11 13:59:29 DEBUG: check clearing time needed clearing_process_timer=3449.462725 2020-08-11 13:59:29 DEBUG: check init order needed init_order_process_timer=3549.463089 2020-08-11 13:59:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:30.083Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.4, "tickDirection": "MinusTick", "trdMatchID": "559cdfbd-f24c-739d-9062-46af2242879c", "grossValue": 1957000, "homeNotional": 0.5874750323111267, "foreignNotional": 229.937727646575}, {"timestamp": "2020-08-11T10:59:30.083Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b2113e86-ca45-ba47-fc0f-0457ebf91a19", "grossValue": 39140, "homeNotional": 0.011749500646222535, "foreignNotional": 4.5987545529315}]} 2020-08-11 13:59:30 DEBUG: message ignored 2020-08-11 13:59:30 DEBUG: check clearing time needed clearing_process_timer=3450.464339 2020-08-11 13:59:30 DEBUG: check init order needed init_order_process_timer=3550.464699 2020-08-11 13:59:31 DEBUG: check clearing time needed clearing_process_timer=3451.465935 2020-08-11 13:59:31 DEBUG: check init order needed init_order_process_timer=3551.466196 2020-08-11 13:59:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 391.35, "tickDirection": "MinusTick", "trdMatchID": "b7bcbb76-6047-bc62-d5c1-16822ae4b8f2", "grossValue": 508755, "homeNotional": 0.15274350840089296, "foreignNotional": 59.77617201268946}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5cfed956-6ae3-ec37-fc52-cae0361565f2", "grossValue": 1761075, "homeNotional": 0.5287275290800141, "foreignNotional": 206.9175185054635}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 237, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ab7b3aba-436d-868a-e798-039a32105f29", "grossValue": 9274995, "homeNotional": 2.784631653154741, "foreignNotional": 1089.765597462108}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9fe5d8be-2240-eedd-b195-4552ed3e7e0b", "grossValue": 273945, "homeNotional": 0.08224650452355775, "foreignNotional": 32.187169545294324}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.3, "tickDirection": "MinusTick", "trdMatchID": "2da117c5-58bd-eacc-c467-271b41399786", "grossValue": 1956500, "homeNotional": 0.5874750323111267, "foreignNotional": 229.8789801433439}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0c64033-b910-2c51-6b06-f52708484761", "grossValue": 1173900, "homeNotional": 0.3524850193866761, "foreignNotional": 137.92738808600635}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "43b4a9ec-b8ba-3058-02db-30b1e82f6fde", "grossValue": 117390, "homeNotional": 0.035248501938667604, "foreignNotional": 13.792738808600635}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 28, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "a7a47a0f-582b-8476-b9c8-dfe4b75b5192", "grossValue": 1095500, "homeNotional": 0.328986018094231, "foreignNotional": 128.71577957936788}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "51ea5414-8078-fee8-5be8-a57b889f1b0a", "grossValue": 195625, "homeNotional": 0.05874750323111268, "foreignNotional": 22.984960639172836}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "514ad39a-218b-3e36-b994-c4760636fd14", "grossValue": 78250000, "homeNotional": 23.499001292445072, "foreignNotional": 9193.984255669135}, {"timestamp": "2020-08-11T10:59:31.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9aec42e-a63e-3b7a-dd27-946c45f4a70d", "grossValue": 3208250, "homeNotional": 0.9634590529902479, "foreignNotional": 376.9533544824345}]} 2020-08-11 13:59:31 DEBUG: message ignored 2020-08-11 13:59:32 DEBUG: check clearing time needed clearing_process_timer=3452.46737 2020-08-11 13:59:32 DEBUG: check init order needed init_order_process_timer=3552.467713 2020-08-11 13:59:33 DEBUG: check clearing time needed clearing_process_timer=3453.468972 2020-08-11 13:59:33 DEBUG: check init order needed init_order_process_timer=3553.469393 2020-08-11 13:59:34 DEBUG: check clearing time needed clearing_process_timer=3454.470643 2020-08-11 13:59:34 DEBUG: check init order needed init_order_process_timer=3554.470977 2020-08-11 13:59:35 DEBUG: check clearing time needed clearing_process_timer=3455.472185 2020-08-11 13:59:35 DEBUG: check init order needed init_order_process_timer=3555.472506 2020-08-11 13:59:36 DEBUG: check clearing time needed clearing_process_timer=3456.473735 2020-08-11 13:59:36 DEBUG: check init order needed init_order_process_timer=3556.474042 2020-08-11 13:59:37 DEBUG: check clearing time needed clearing_process_timer=3457.475227 2020-08-11 13:59:37 DEBUG: check init order needed init_order_process_timer=3557.47548 2020-08-11 13:59:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:38.348Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "f44d6b5c-0f16-3f64-1914-f9c1df23add7", "grossValue": 430430, "homeNotional": 0.1292445071084479, "foreignNotional": 50.57337563153566}]} 2020-08-11 13:59:38 DEBUG: message ignored 2020-08-11 13:59:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:38.351Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b0d56d8c-b3ee-321b-a0c4-b9968f7338f1", "grossValue": 391300, "homeNotional": 0.11749500646222535, "foreignNotional": 45.97579602866878}]} 2020-08-11 13:59:38 DEBUG: message ignored 2020-08-11 13:59:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:38.354Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "600cf62e-c247-38fb-067c-75a49579b3d1", "grossValue": 508690, "homeNotional": 0.15274350840089296, "foreignNotional": 59.768534837269414}]} 2020-08-11 13:59:38 DEBUG: message ignored 2020-08-11 13:59:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:38.356Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf30738b-a39f-5014-5382-7aa3c8977fb8", "grossValue": 469560, "homeNotional": 0.14099400775467041, "foreignNotional": 55.17095523440254}]} 2020-08-11 13:59:38 DEBUG: message ignored 2020-08-11 13:59:38 DEBUG: check clearing time needed clearing_process_timer=3458.476651 2020-08-11 13:59:38 DEBUG: check init order needed init_order_process_timer=3558.47694 2020-08-11 13:59:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:38.969Z", "symbol": "ETHUSD", "side": "Sell", "size": 318, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "08f63142-cd37-63fa-a3c1-f187432417df", "grossValue": 12441750, "homeNotional": 3.7363412054987664, "foreignNotional": 1461.8434966513923}, {"timestamp": "2020-08-11T10:59:38.969Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "1fdc1ebd-a54d-26ef-059e-44e1e3d4cb2b", "grossValue": 19562500, "homeNotional": 5.874750323111268, "foreignNotional": 2298.4960639172837}, {"timestamp": "2020-08-11T10:59:38.969Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "56c456a5-5819-fa48-6d31-ceeb0647a8c0", "grossValue": 7707625, "homeNotional": 2.3146516273058393, "foreignNotional": 905.6074491834097}, {"timestamp": "2020-08-11T10:59:38.969Z", "symbol": "ETHUSD", "side": "Sell", "size": 159, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "73e3ec09-7199-7a3e-c817-a345a5481963", "grossValue": 6220875, "homeNotional": 1.8681706027493832, "foreignNotional": 730.9217483256962}]} 2020-08-11 13:59:38 DEBUG: message ignored 2020-08-11 13:59:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:39.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.2, "tickDirection": "MinusTick", "trdMatchID": "d904ea0d-fef5-19bd-b454-1aa7d0f35594", "grossValue": 1956000, "homeNotional": 0.5874750323111267, "foreignNotional": 229.8202326401128}, {"timestamp": "2020-08-11T10:59:39.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 391.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "43282005-e729-cd6d-3f4d-f95b32691107", "grossValue": 117360, "homeNotional": 0.035248501938667604, "foreignNotional": 13.789213958406767}, {"timestamp": "2020-08-11T10:59:39.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 391.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7a0dba9-142a-cfde-6dca-b7329e1bbf3a", "grossValue": 7824000, "homeNotional": 2.349900129244507, "foreignNotional": 919.2809305604512}, {"timestamp": "2020-08-11T10:59:39.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "f90cf3a4-662b-ce78-7077-8ac9ebfebf8d", "grossValue": 782400, "homeNotional": 0.2349900129244507, "foreignNotional": 91.92809305604511}]} 2020-08-11 13:59:39 DEBUG: message ignored 2020-08-11 13:59:39 DEBUG: check clearing time needed clearing_process_timer=3459.4782 2020-08-11 13:59:39 DEBUG: check init order needed init_order_process_timer=3559.478485 2020-08-11 13:59:40 DEBUG: check clearing time needed clearing_process_timer=3460.479678 2020-08-11 13:59:40 DEBUG: check init order needed init_order_process_timer=3560.479985 2020-08-11 13:59:41 DEBUG: check clearing time needed clearing_process_timer=3461.481161 2020-08-11 13:59:41 DEBUG: check init order needed init_order_process_timer=3561.481498 2020-08-11 13:59:42 DEBUG: check clearing time needed clearing_process_timer=3462.482757 2020-08-11 13:59:42 DEBUG: check init order needed init_order_process_timer=3562.483081 2020-08-11 13:59:43 DEBUG: check clearing time needed clearing_process_timer=3463.484308 2020-08-11 13:59:43 DEBUG: check init order needed init_order_process_timer=3563.484575 2020-08-11 13:59:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:44.140Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "21251387-e9b9-9c20-02d9-2e6caf8f4351", "grossValue": 782400, "homeNotional": 0.2349900129244507, "foreignNotional": 91.92809305604511}]} 2020-08-11 13:59:44 DEBUG: message ignored 2020-08-11 13:59:44 DEBUG: check clearing time needed clearing_process_timer=3464.485751 2020-08-11 13:59:44 DEBUG: check init order needed init_order_process_timer=3564.486016 2020-08-11 13:59:45 DEBUG: check clearing time needed clearing_process_timer=3465.487212 2020-08-11 13:59:45 DEBUG: check init order needed init_order_process_timer=3565.487519 2020-08-11 13:59:46 DEBUG: check clearing time needed clearing_process_timer=3466.488752 2020-08-11 13:59:46 DEBUG: check init order needed init_order_process_timer=3566.489167 2020-08-11 13:59:47 DEBUG: check clearing time needed clearing_process_timer=3467.490431 2020-08-11 13:59:47 DEBUG: check init order needed init_order_process_timer=3567.490692 2020-08-11 13:59:48 DEBUG: check clearing time needed clearing_process_timer=3468.491883 2020-08-11 13:59:48 DEBUG: check init order needed init_order_process_timer=3568.49215 2020-08-11 13:59:49 DEBUG: check clearing time needed clearing_process_timer=3469.493083 2020-08-11 13:59:49 DEBUG: check init order needed init_order_process_timer=3569.493918 2020-08-11 13:59:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T10:59:49.718Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "d17f63a5-012a-8c0b-6b89-b8d9f93efbd2", "grossValue": 1173450, "homeNotional": 0.3524850193866761, "foreignNotional": 137.87451533309834}, {"timestamp": "2020-08-11T10:59:49.718Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ee9c333-abe1-ff61-9587-cabe8b5a2118", "grossValue": 2738050, "homeNotional": 0.8224650452355775, "foreignNotional": 321.7072024438961}]} 2020-08-11 13:59:49 DEBUG: message ignored 2020-08-11 13:59:50 DEBUG: check clearing time needed clearing_process_timer=3470.495417 2020-08-11 13:59:50 DEBUG: check init order needed init_order_process_timer=3570.495689 2020-08-11 13:59:51 DEBUG: check clearing time needed clearing_process_timer=3471.497149 2020-08-11 13:59:51 DEBUG: check init order needed init_order_process_timer=3571.497456 2020-08-11 13:59:52 DEBUG: check clearing time needed clearing_process_timer=3472.498868 2020-08-11 13:59:52 DEBUG: check init order needed init_order_process_timer=3572.499159 2020-08-11 13:59:53 DEBUG: check clearing time needed clearing_process_timer=3473.500538 2020-08-11 13:59:53 DEBUG: check init order needed init_order_process_timer=3573.500797 2020-08-11 13:59:54 DEBUG: check clearing time needed clearing_process_timer=3474.502182 2020-08-11 13:59:54 DEBUG: check init order needed init_order_process_timer=3574.50245 2020-08-11 13:59:55 DEBUG: check clearing time needed clearing_process_timer=3475.503913 2020-08-11 13:59:55 DEBUG: check init order needed init_order_process_timer=3575.504286 2020-08-11 13:59:56 DEBUG: check clearing time needed clearing_process_timer=3476.505745 2020-08-11 13:59:56 DEBUG: check init order needed init_order_process_timer=3576.506032 2020-08-11 13:59:57 DEBUG: check clearing time needed clearing_process_timer=3477.507452 2020-08-11 13:59:57 DEBUG: check init order needed init_order_process_timer=3577.507716 2020-08-11 13:59:58 DEBUG: check clearing time needed clearing_process_timer=3478.509177 2020-08-11 13:59:58 DEBUG: check init order needed init_order_process_timer=3578.509486 2020-08-11 13:59:59 DEBUG: check clearing time needed clearing_process_timer=3479.510891 2020-08-11 13:59:59 DEBUG: check init order needed init_order_process_timer=3579.511158 2020-08-11 14:00:00 DEBUG: check clearing time needed clearing_process_timer=3480.512548 2020-08-11 14:00:00 DEBUG: check init order needed init_order_process_timer=3580.51281 2020-08-11 14:00:01 DEBUG: check clearing time needed clearing_process_timer=3481.514323 2020-08-11 14:00:01 DEBUG: check init order needed init_order_process_timer=3581.514653 2020-08-11 14:00:02 DEBUG: check clearing time needed clearing_process_timer=3482.516198 2020-08-11 14:00:02 DEBUG: check init order needed init_order_process_timer=3582.516563 2020-08-11 14:00:03 DEBUG: check clearing time needed clearing_process_timer=3483.518085 2020-08-11 14:00:03 DEBUG: check init order needed init_order_process_timer=3583.518435 2020-08-11 14:00:04 DEBUG: check clearing time needed clearing_process_timer=3484.519926 2020-08-11 14:00:04 DEBUG: check init order needed init_order_process_timer=3584.52028 2020-08-11 14:00:05 DEBUG: check clearing time needed clearing_process_timer=3485.521772 2020-08-11 14:00:05 DEBUG: check init order needed init_order_process_timer=3585.52205 2020-08-11 14:00:06 DEBUG: check clearing time needed clearing_process_timer=3486.523505 2020-08-11 14:00:06 DEBUG: check init order needed init_order_process_timer=3586.523778 2020-08-11 14:00:07 DEBUG: check clearing time needed clearing_process_timer=3487.525341 2020-08-11 14:00:07 DEBUG: check init order needed init_order_process_timer=3587.525697 2020-08-11 14:00:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:07.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 1522, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "7ed49431-c0e3-a0cd-5ce6-97724d63ed63", "grossValue": 59540640, "homeNotional": 17.874339401056957, "foreignNotional": 6992.4415736934825}, {"timestamp": "2020-08-11T11:00:07.542Z", "symbol": "ETHUSD", "side": "Buy", "size": 478, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "5555d98c-d603-5f0d-50ce-6b3b0d5a6e96", "grossValue": 18699360, "homeNotional": 5.613623018203171, "foreignNotional": 2196.0493247210807}]} 2020-08-11 14:00:07 DEBUG: message ignored 2020-08-11 14:00:08 DEBUG: check clearing time needed clearing_process_timer=3488.526968 2020-08-11 14:00:08 DEBUG: check init order needed init_order_process_timer=3588.527236 2020-08-11 14:00:09 DEBUG: check clearing time needed clearing_process_timer=3489.528463 2020-08-11 14:00:09 DEBUG: check init order needed init_order_process_timer=3589.528758 2020-08-11 14:00:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:10.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "3e4bcb0b-c6a5-775c-8a06-76e3a8f48edf", "grossValue": 195575, "homeNotional": 0.058719906048150326, "foreignNotional": 22.968291250733998}, {"timestamp": "2020-08-11T11:00:10.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b668d11-a2bc-f100-b85a-c0fc4fdd47ab", "grossValue": 195575, "homeNotional": 0.058719906048150326, "foreignNotional": 22.968291250733998}]} 2020-08-11 14:00:10 DEBUG: message ignored 2020-08-11 14:00:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:10.182Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d451944a-4eae-d72c-d9e2-417eaf69f471", "grossValue": 391150, "homeNotional": 0.11743981209630065, "foreignNotional": 45.936582501467996}]} 2020-08-11 14:00:10 DEBUG: message ignored 2020-08-11 14:00:10 DEBUG: check clearing time needed clearing_process_timer=3490.529954 2020-08-11 14:00:10 DEBUG: check init order needed init_order_process_timer=3590.53026 2020-08-11 14:00:11 DEBUG: check clearing time needed clearing_process_timer=3491.531435 2020-08-11 14:00:11 DEBUG: check init order needed init_order_process_timer=3591.531722 2020-08-11 14:00:12 DEBUG: check clearing time needed clearing_process_timer=3492.532924 2020-08-11 14:00:12 DEBUG: check init order needed init_order_process_timer=3592.533227 2020-08-11 14:00:13 DEBUG: check clearing time needed clearing_process_timer=3493.534426 2020-08-11 14:00:13 DEBUG: check init order needed init_order_process_timer=3593.534702 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.122Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "a85069cd-3927-84ab-f7ed-030df5f1fc66", "grossValue": 664955, "homeNotional": 0.1996476805637111, "foreignNotional": 78.0921902524956}, {"timestamp": "2020-08-11T11:00:14.122Z", "symbol": "ETHUSD", "side": "Sell", "size": 28, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ebdbb304-e43d-83d7-a7eb-61172f5f5ba0", "grossValue": 1095220, "homeNotional": 0.3288314738696418, "foreignNotional": 128.62243100411038}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.178Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "376fee62-fdec-2df6-9b5b-4380874359d6", "grossValue": 1447255, "homeNotional": 0.4345273047563124, "foreignNotional": 169.9653552554316}, {"timestamp": "2020-08-11T11:00:14.178Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "591ddb42-5c94-bd14-cf8c-3cf76fc34e33", "grossValue": 312920, "homeNotional": 0.09395184967704051, "foreignNotional": 36.7492660011744}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.417Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ccaf2071-9ecf-79cf-a845-716886ed62db", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca957da3-7b29-aa6e-94c1-f35fa4011849", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: check clearing time needed clearing_process_timer=3494.535878 2020-08-11 14:00:14 DEBUG: check init order needed init_order_process_timer=3594.536049 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.608Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2a9fd20-fa4a-f315-cdf8-47c3a7e28014", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.677Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "cede8f8f-c1f8-62d1-81bf-2d52a262927a", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.710Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "26a3f2da-6c7a-9e28-8ff6-50044f48badb", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.735Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "9722bcb4-902d-6f17-80a6-7b728314ab31", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.835Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "bc720677-1b5d-af41-f399-eba382a77090", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.893Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "891a7259-81dc-87fb-9935-d34c60d26ec0", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.923Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "480a944e-0c0f-f4de-93fe-67de11c403a6", "grossValue": 1760175, "homeNotional": 0.5284791544333529, "foreignNotional": 206.714621256606}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:14.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7859fb03-5701-4e3e-c34d-3d704e9f2a7c", "grossValue": 3520350, "homeNotional": 1.0569583088667058, "foreignNotional": 413.429242513212}]} 2020-08-11 14:00:14 DEBUG: message ignored 2020-08-11 14:00:15 DEBUG: check clearing time needed clearing_process_timer=3495.537079 2020-08-11 14:00:15 DEBUG: check init order needed init_order_process_timer=3595.537395 2020-08-11 14:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:16.316Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "06444a3f-6e0a-abfb-0f69-d68c8df1bdb1", "grossValue": 508560, "homeNotional": 0.15267175572519084, "foreignNotional": 59.725190839694655}]} 2020-08-11 14:00:16 DEBUG: message ignored 2020-08-11 14:00:16 DEBUG: check clearing time needed clearing_process_timer=3496.538616 2020-08-11 14:00:16 DEBUG: check init order needed init_order_process_timer=3596.53894 2020-08-11 14:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:16.691Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "4f3cbc05-fe87-43a4-f003-b7125a00b8f9", "grossValue": 508560, "homeNotional": 0.15267175572519084, "foreignNotional": 59.725190839694655}]} 2020-08-11 14:00:16 DEBUG: message ignored 2020-08-11 14:00:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:16.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c54eb91-613b-180f-772b-28037f2fecd3", "grossValue": 430320, "homeNotional": 0.12918379330593072, "foreignNotional": 50.53669994128009}]} 2020-08-11 14:00:16 DEBUG: message ignored 2020-08-11 14:00:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:17.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b26339c8-1001-2e8d-62d0-d038eaeaf49c", "grossValue": 117360, "homeNotional": 0.03523194362889019, "foreignNotional": 13.782736347621844}]} 2020-08-11 14:00:17 DEBUG: message ignored 2020-08-11 14:00:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:17.509Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef580a02-5133-34e5-bd47-7a43282755ce", "grossValue": 391200, "homeNotional": 0.11743981209630065, "foreignNotional": 45.94245449207281}]} 2020-08-11 14:00:17 DEBUG: message ignored 2020-08-11 14:00:17 DEBUG: check clearing time needed clearing_process_timer=3497.540127 2020-08-11 14:00:17 DEBUG: check init order needed init_order_process_timer=3597.540248 2020-08-11 14:00:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:18.093Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "f653c00d-f4a7-cef2-4f4b-3f7ed150cec0", "grossValue": 1564600, "homeNotional": 0.4697592483852026, "foreignNotional": 183.74633000587198}, {"timestamp": "2020-08-11T11:00:18.093Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff7bb53b-e28f-00ba-aee4-ae6be4314a73", "grossValue": 273805, "homeNotional": 0.08220786846741045, "foreignNotional": 32.155607751027595}]} 2020-08-11 14:00:18 DEBUG: message ignored 2020-08-11 14:00:18 DEBUG: check clearing time needed clearing_process_timer=3498.541414 2020-08-11 14:00:18 DEBUG: check init order needed init_order_process_timer=3598.541689 2020-08-11 14:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:19.017Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.1, "tickDirection": "MinusTick", "trdMatchID": "dcb2f876-b947-2855-f030-84b0b3fe2dd6", "grossValue": 1955500, "homeNotional": 0.5871990604815033, "foreignNotional": 229.65355255431592}, {"timestamp": "2020-08-11T11:00:19.017Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 391.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6097078c-f4d3-b0d7-d31d-2dc6273e2012", "grossValue": 312880, "homeNotional": 0.09395184967704051, "foreignNotional": 36.74456840869055}, {"timestamp": "2020-08-11T11:00:19.017Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "611eebde-6215-9ca8-f882-bb655fc3d048", "grossValue": 195550, "homeNotional": 0.058719906048150326, "foreignNotional": 22.965355255431593}, {"timestamp": "2020-08-11T11:00:19.017Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 391.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a82bb316-29ca-7e28-cd6e-7c8896e5b3d1", "grossValue": 234660, "homeNotional": 0.07046388725778038, "foreignNotional": 27.55842630651791}, {"timestamp": "2020-08-11T11:00:19.017Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 391.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ee168ff-6efb-f2b7-41e4-55225e5fa14c", "grossValue": 1212410, "homeNotional": 0.364063417498532, "foreignNotional": 142.38520258367586}]} 2020-08-11 14:00:19 DEBUG: message ignored 2020-08-11 14:00:19 DEBUG: check clearing time needed clearing_process_timer=3499.542882 2020-08-11 14:00:19 DEBUG: check init order needed init_order_process_timer=3599.543244 2020-08-11 14:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:19.651Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.15, "tickDirection": "PlusTick", "trdMatchID": "108d6b6f-96b4-d934-9e99-dbfbf966a29a", "grossValue": 391150, "homeNotional": 0.11743981209630065, "foreignNotional": 45.936582501467996}]} 2020-08-11 14:00:19 DEBUG: message ignored 2020-08-11 14:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:19.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "df5aaafe-f483-8974-350d-d96bcec2be8d", "grossValue": 391150, "homeNotional": 0.11743981209630065, "foreignNotional": 45.936582501467996}]} 2020-08-11 14:00:19 DEBUG: message ignored 2020-08-11 14:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:19.721Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 391.1, "tickDirection": "MinusTick", "trdMatchID": "34401f2d-c84f-212f-22b0-fdfd896c5a97", "grossValue": 1329740, "homeNotional": 0.3992953611274222, "foreignNotional": 156.1644157369348}, {"timestamp": "2020-08-11T11:00:19.721Z", "symbol": "ETHUSD", "side": "Sell", "size": 2469, "price": 391.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "30913043-cf9c-11e4-90c2-df4011581e8c", "grossValue": 96562590, "homeNotional": 28.99588960657663, "foreignNotional": 11340.29242513212}]} 2020-08-11 14:00:19 DEBUG: message ignored 2020-08-11 14:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:19.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.15, "tickDirection": "PlusTick", "trdMatchID": "25227f25-dcd8-ae4c-20f6-85688fe5ced9", "grossValue": 508495, "homeNotional": 0.15267175572519084, "foreignNotional": 59.717557251908396}]} 2020-08-11 14:00:19 DEBUG: message ignored 2020-08-11 14:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:19.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "485cd6e7-b88b-8986-d812-f8c0e0199cf1", "grossValue": 430265, "homeNotional": 0.12918379330593072, "foreignNotional": 50.5302407516148}]} 2020-08-11 14:00:19 DEBUG: message ignored 2020-08-11 14:00:20 DEBUG: check clearing time needed clearing_process_timer=3500.544503 2020-08-11 14:00:20 DEBUG: check init order needed init_order_process_timer=3600.544889 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:20 INFO: init new order start 2020-08-11 14:00:20 DEBUG: Trade_getBucketed({'binSize': '1h', 'partial': False, 'symbol': 'ETHUSD', 'count': 3, 'start': 0, 'reverse': True}) 2020-08-11 14:00:20 DEBUG: Resetting dropped connection: www.bitmex.com 2020-08-11 14:00:20 DEBUG: https://www.bitmex.com:443 "GET /api/v1/trade/bucketed?binSize=1h&partial=false&symbol=ETHUSD&count=3&start=0&reverse=true HTTP/1.1" 200 None 2020-08-11 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 11, 11, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 390.05, 'high': 391.8, 'low': 388.25, 'close': 391.15, 'trades': 3389, 'volume': 2871776, 'vwap': 390.25, 'lastSize': 70, 'turnover': 112068669560, 'homeNotional': 33614.798502770915, 'foreignNotional': 13117944.789485727}, {'timestamp': datetime.datetime(2020, 8, 11, 10, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 389.5, 'high': 392.15, 'low': 389.3, 'close': 390.05, 'trades': 2732, 'volume': 2646009, 'vwap': 391.4, 'lastSize': 148, 'turnover': 103562332955, 'homeNotional': 31083.78207285165, 'foreignNotional': 12165926.622702729}, {'timestamp': datetime.datetime(2020, 8, 11, 9, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 391.35, 'high': 392.3, 'low': 389.3, 'close': 389.5, 'trades': 3550, 'volume': 3274526, 'vwap': 390.92, 'lastSize': 1, 'turnover': 128007241075, 'homeNotional': 38466.61425685623, 'foreignNotional': 15037349.769472364}] 2020-08-11 14:00:20 INFO: prepare candles [CandleItem(low=388.25, high=391.8, open=390.05, close=391.15, color='GREEN'), CandleItem(low=389.3, high=392.15, open=389.5, close=390.05, color='GREEN'), CandleItem(low=389.3, high=392.3, open=391.35, close=389.5, color='RED')] 2020-08-11 14:00:20 INFO: skip by colors first_candle=CandleItem(low=389.3, high=392.3, open=391.35, close=389.5, color='RED') second_candle=CandleItem(low=389.3, high=392.15, open=389.5, close=390.05, color='GREEN') last_candle=CandleItem(low=388.25, high=391.8, open=390.05, close=391.15, color='GREEN') 2020-08-11 14:00:20 INFO: check need new order None 2020-08-11 14:00:20 INFO: init new order end 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:20 INFO: 2020-08-11 14:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:21.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 266, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "fc586211-b9eb-5443-4058-42e7be540c20", "grossValue": 10404590, "homeNotional": 3.1238990017615973, "foreignNotional": 1221.9130945390486}]} 2020-08-11 14:00:21 DEBUG: message ignored 2020-08-11 14:00:21 DEBUG: check clearing time needed clearing_process_timer=3501.691407 2020-08-11 14:00:21 DEBUG: check init order needed init_order_process_timer=1.692101 2020-08-11 14:00:22 DEBUG: check clearing time needed clearing_process_timer=3502.693801 2020-08-11 14:00:22 DEBUG: check init order needed init_order_process_timer=2.694487 2020-08-11 14:00:23 DEBUG: check clearing time needed clearing_process_timer=3503.696185 2020-08-11 14:00:23 DEBUG: check init order needed init_order_process_timer=3.696863 2020-08-11 14:00:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 391.1, "tickDirection": "MinusTick", "trdMatchID": "fb214b83-eb85-990b-c524-d11b588044ff", "grossValue": 1212410, "homeNotional": 0.364063417498532, "foreignNotional": 142.38520258367586}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391.05, "tickDirection": "MinusTick", "trdMatchID": "99359402-10b9-b3de-b843-df0854ac1791", "grossValue": 2541825, "homeNotional": 0.7633587786259542, "foreignNotional": 298.51145038167937}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391, "tickDirection": "MinusTick", "trdMatchID": "d9e47077-2409-c84e-1bf2-6813f20c19a2", "grossValue": 1173000, "homeNotional": 0.35231943628890194, "foreignNotional": 137.75689958896066}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f7a3397-3ea7-5b0f-ea58-9ed10ff377e2", "grossValue": 1955000, "homeNotional": 0.5871990604815033, "foreignNotional": 229.59483264826775}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b270d49-32dd-15c6-5dd6-d237d0a7df74", "grossValue": 39100, "homeNotional": 0.011743981209630064, "foreignNotional": 4.591896652965355}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "e08bf47e-1724-0194-9bb7-068c59ccf321", "grossValue": 39100, "homeNotional": 0.011743981209630064, "foreignNotional": 4.591896652965355}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d64a8eb-3039-0e3b-881a-ad9d358a451d", "grossValue": 39100, "homeNotional": 0.011743981209630064, "foreignNotional": 4.591896652965355}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9b53f2a-c54f-5ad4-82fd-bed088dab7f5", "grossValue": 19550000, "homeNotional": 5.871990604815032, "foreignNotional": 2295.9483264826777}, {"timestamp": "2020-08-11T11:00:24.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 1944, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "20c0cf2d-0506-83c4-5574-9263379abc65", "grossValue": 76010400, "homeNotional": 22.830299471520846, "foreignNotional": 8926.64709336465}]} 2020-08-11 14:00:24 DEBUG: message ignored 2020-08-11 14:00:24 DEBUG: check clearing time needed clearing_process_timer=3504.698355 2020-08-11 14:00:24 DEBUG: check init order needed init_order_process_timer=4.699207 2020-08-11 14:00:25 DEBUG: check clearing time needed clearing_process_timer=3505.700915 2020-08-11 14:00:25 DEBUG: check init order needed init_order_process_timer=5.701633 2020-08-11 14:00:26 DEBUG: check clearing time needed clearing_process_timer=3506.703305 2020-08-11 14:00:26 DEBUG: check init order needed init_order_process_timer=6.70388 2020-08-11 14:00:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:27.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 56, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6fb6c8e-7eaa-ecae-8f00-23cf84750708", "grossValue": 2189600, "homeNotional": 0.6576629477392836, "foreignNotional": 257.1462125660599}, {"timestamp": "2020-08-11T11:00:27.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "67d1b8af-76ba-ff96-63c2-b6c12604d328", "grossValue": 2541500, "homeNotional": 0.7633587786259542, "foreignNotional": 298.4732824427481}, {"timestamp": "2020-08-11T11:00:27.156Z", "symbol": "ETHUSD", "side": "Sell", "size": 674, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "44e5d1db-633e-c0cf-e8cf-bfb1a27988cc", "grossValue": 26353400, "homeNotional": 7.9154433352906635, "foreignNotional": 3094.9383440986494}]} 2020-08-11 14:00:27 DEBUG: message ignored 2020-08-11 14:00:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:27.176Z", "symbol": "ETHUSD", "side": "Sell", "size": 1326, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5769257-2f4d-a03c-5c19-060ff329a9ab", "grossValue": 51846600, "homeNotional": 15.572519083969466, "foreignNotional": 6088.854961832061}, {"timestamp": "2020-08-11T11:00:27.176Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "e794ca80-b5bd-afd3-75ef-6d8baa061ef7", "grossValue": 195500, "homeNotional": 0.058719906048150326, "foreignNotional": 22.959483264826776}, {"timestamp": "2020-08-11T11:00:27.176Z", "symbol": "ETHUSD", "side": "Sell", "size": 1272, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5d2f489-6487-7a60-2ce1-dc7fef8aa867", "grossValue": 49735200, "homeNotional": 14.938344098649441, "foreignNotional": 5840.892542571932}]} 2020-08-11 14:00:27 DEBUG: message ignored 2020-08-11 14:00:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:27.669Z", "symbol": "ETHUSD", "side": "Sell", "size": 228, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "d09ba722-0cc7-2751-8ba6-8b4c1b44cac2", "grossValue": 8914800, "homeNotional": 2.6776277157956545, "foreignNotional": 1046.952436876101}, {"timestamp": "2020-08-11T11:00:27.669Z", "symbol": "ETHUSD", "side": "Sell", "size": 656, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ed807b0-1435-c090-a049-0cc294d093a8", "grossValue": 25649600, "homeNotional": 7.704051673517323, "foreignNotional": 3012.284204345273}]} 2020-08-11 14:00:27 DEBUG: message ignored 2020-08-11 14:00:27 DEBUG: check clearing time needed clearing_process_timer=3507.705284 2020-08-11 14:00:27 DEBUG: check init order needed init_order_process_timer=7.70556 2020-08-11 14:00:28 DEBUG: check clearing time needed clearing_process_timer=3508.707038 2020-08-11 14:00:28 DEBUG: check init order needed init_order_process_timer=8.707314 2020-08-11 14:00:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:29.599Z", "symbol": "ETHUSD", "side": "Buy", "size": 140, "price": 391.05, "tickDirection": "PlusTick", "trdMatchID": "2f34e86b-9d4c-c504-65ed-ac019ae23d72", "grossValue": 5474700, "homeNotional": 1.644157369348209, "foreignNotional": 642.9477392836171}]} 2020-08-11 14:00:29 DEBUG: message ignored 2020-08-11 14:00:29 DEBUG: check clearing time needed clearing_process_timer=3509.708489 2020-08-11 14:00:29 DEBUG: check init order needed init_order_process_timer=9.708778 2020-08-11 14:00:30 DEBUG: check clearing time needed clearing_process_timer=3510.710206 2020-08-11 14:00:30 DEBUG: check init order needed init_order_process_timer=10.710462 2020-08-11 14:00:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:31.431Z", "symbol": "ETHUSD", "side": "Sell", "size": 555, "price": 391, "tickDirection": "MinusTick", "trdMatchID": "ba1694a2-971a-5365-6e9f-c19aaded5142", "grossValue": 21700500, "homeNotional": 6.507210692930004, "foreignNotional": 2544.319380935631}]} 2020-08-11 14:00:31 DEBUG: message ignored 2020-08-11 14:00:31 DEBUG: check clearing time needed clearing_process_timer=3511.711662 2020-08-11 14:00:31 DEBUG: check init order needed init_order_process_timer=11.711948 2020-08-11 14:00:32 DEBUG: check clearing time needed clearing_process_timer=3512.713286 2020-08-11 14:00:32 DEBUG: check init order needed init_order_process_timer=12.713549 2020-08-11 14:00:33 DEBUG: check clearing time needed clearing_process_timer=3513.715056 2020-08-11 14:00:33 DEBUG: check init order needed init_order_process_timer=13.715452 2020-08-11 14:00:34 DEBUG: check clearing time needed clearing_process_timer=3514.716958 2020-08-11 14:00:34 DEBUG: check init order needed init_order_process_timer=14.717341 2020-08-11 14:00:35 DEBUG: check clearing time needed clearing_process_timer=3515.718814 2020-08-11 14:00:35 DEBUG: check init order needed init_order_process_timer=15.719097 2020-08-11 14:00:36 DEBUG: check clearing time needed clearing_process_timer=3516.720553 2020-08-11 14:00:36 DEBUG: check init order needed init_order_process_timer=16.720838 2020-08-11 14:00:37 DEBUG: check clearing time needed clearing_process_timer=3517.722265 2020-08-11 14:00:37 DEBUG: check init order needed init_order_process_timer=17.722528 2020-08-11 14:00:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:38.034Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "208a859a-d718-403f-20b3-6a48d2c02877", "grossValue": 1720400, "homeNotional": 0.5158869738539101, "foreignNotional": 201.7118067768789}]} 2020-08-11 14:00:38 DEBUG: message ignored 2020-08-11 14:00:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:38.082Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "4621e69a-c4a0-8a13-63de-fbfa17bdf82b", "grossValue": 1720400, "homeNotional": 0.5158869738539101, "foreignNotional": 201.7118067768789}]} 2020-08-11 14:00:38 DEBUG: message ignored 2020-08-11 14:00:38 DEBUG: check clearing time needed clearing_process_timer=3518.723725 2020-08-11 14:00:38 DEBUG: check init order needed init_order_process_timer=18.724119 2020-08-11 14:00:39 DEBUG: check clearing time needed clearing_process_timer=3519.725411 2020-08-11 14:00:39 DEBUG: check init order needed init_order_process_timer=19.725751 2020-08-11 14:00:40 DEBUG: check clearing time needed clearing_process_timer=3520.726994 2020-08-11 14:00:40 DEBUG: check init order needed init_order_process_timer=20.727257 2020-08-11 14:00:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:41.349Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "715e92da-e594-ec30-803f-184ce50071d1", "grossValue": 7820000, "homeNotional": 2.344940790245046, "foreignNotional": 916.8718489858131}]} 2020-08-11 14:00:41 DEBUG: message ignored 2020-08-11 14:00:41 DEBUG: check clearing time needed clearing_process_timer=3521.728446 2020-08-11 14:00:41 DEBUG: check init order needed init_order_process_timer=21.728799 2020-08-11 14:00:42 DEBUG: check clearing time needed clearing_process_timer=3522.73004 2020-08-11 14:00:42 DEBUG: check init order needed init_order_process_timer=22.73033 2020-08-11 14:00:43 DEBUG: check clearing time needed clearing_process_timer=3523.731522 2020-08-11 14:00:43 DEBUG: check init order needed init_order_process_timer=23.731784 2020-08-11 14:00:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:44.492Z", "symbol": "ETHUSD", "side": "Buy", "size": 527, "price": 391.05, "tickDirection": "PlusTick", "trdMatchID": "fcc910e1-0013-1282-7a27-57f858b70e15", "grossValue": 20608335, "homeNotional": 6.178918982295697, "foreignNotional": 2416.266268026732}, {"timestamp": "2020-08-11T11:00:44.492Z", "symbol": "ETHUSD", "side": "Buy", "size": 1473, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "5766d50e-8bf7-3ef1-8b79-cbda6d415875", "grossValue": 57601665, "homeNotional": 17.270488920154765, "foreignNotional": 6753.624692226521}]} 2020-08-11 14:00:44 DEBUG: message ignored 2020-08-11 14:00:44 DEBUG: check clearing time needed clearing_process_timer=3524.732934 2020-08-11 14:00:44 DEBUG: check init order needed init_order_process_timer=24.733328 2020-08-11 14:00:45 DEBUG: check clearing time needed clearing_process_timer=3525.734526 2020-08-11 14:00:45 DEBUG: check init order needed init_order_process_timer=25.734804 2020-08-11 14:00:46 DEBUG: check clearing time needed clearing_process_timer=3526.736012 2020-08-11 14:00:46 DEBUG: check init order needed init_order_process_timer=26.736277 2020-08-11 14:00:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:47.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa761f81-97be-74a5-c7f9-6a6588accf95", "grossValue": 39105000, "homeNotional": 11.724703951225232, "foreignNotional": 4584.9454801266265}]} 2020-08-11 14:00:47 DEBUG: message ignored 2020-08-11 14:00:47 DEBUG: check clearing time needed clearing_process_timer=3527.737458 2020-08-11 14:00:47 DEBUG: check init order needed init_order_process_timer=27.737727 2020-08-11 14:00:48 DEBUG: check clearing time needed clearing_process_timer=3528.738918 2020-08-11 14:00:48 DEBUG: check init order needed init_order_process_timer=28.73921 2020-08-11 14:00:49 DEBUG: check clearing time needed clearing_process_timer=3529.740456 2020-08-11 14:00:49 DEBUG: check init order needed init_order_process_timer=29.740766 2020-08-11 14:00:50 DEBUG: check clearing time needed clearing_process_timer=3530.741998 2020-08-11 14:00:50 DEBUG: check init order needed init_order_process_timer=30.742263 2020-08-11 14:00:51 DEBUG: check clearing time needed clearing_process_timer=3531.743517 2020-08-11 14:00:51 DEBUG: check init order needed init_order_process_timer=31.743779 2020-08-11 14:00:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:51.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 14433, "price": 391, "tickDirection": "MinusTick", "trdMatchID": "56a572b1-056e-7d0e-f9ec-5ea50742babb", "grossValue": 564330300, "homeNotional": 169.22265212803376, "foreignNotional": 66166.0569820612}]} 2020-08-11 14:00:51 DEBUG: message ignored 2020-08-11 14:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:00:52.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 5367, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0bd73bc-c733-8e0d-45cc-8cd9c8c11102", "grossValue": 209849700, "homeNotional": 62.926486106225816, "foreignNotional": 24604.256067534294}, {"timestamp": "2020-08-11T11:00:52.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 1850, "price": 391, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a76b1e3-5961-c3f4-63e2-6b94acebf599", "grossValue": 72335000, "homeNotional": 21.690702309766678, "foreignNotional": 8481.064603118772}]} 2020-08-11 14:00:52 DEBUG: message ignored 2020-08-11 14:00:52 DEBUG: check clearing time needed clearing_process_timer=3532.744968 2020-08-11 14:00:52 DEBUG: check init order needed init_order_process_timer=32.745296 2020-08-11 14:00:53 DEBUG: check clearing time needed clearing_process_timer=3533.746528 2020-08-11 14:00:53 DEBUG: check init order needed init_order_process_timer=33.746804 2020-08-11 14:00:54 DEBUG: check clearing time needed clearing_process_timer=3534.748009 2020-08-11 14:00:54 DEBUG: check init order needed init_order_process_timer=34.748314 2020-08-11 14:00:55 DEBUG: check clearing time needed clearing_process_timer=3535.749091 2020-08-11 14:00:55 DEBUG: check init order needed init_order_process_timer=35.749391 2020-08-11 14:00:56 DEBUG: check clearing time needed clearing_process_timer=3536.750607 2020-08-11 14:00:56 DEBUG: check init order needed init_order_process_timer=36.750857 2020-08-11 14:00:57 DEBUG: check clearing time needed clearing_process_timer=3537.752248 2020-08-11 14:00:57 DEBUG: check init order needed init_order_process_timer=37.752494 2020-08-11 14:00:58 DEBUG: check clearing time needed clearing_process_timer=3538.7531 2020-08-11 14:00:58 DEBUG: check init order needed init_order_process_timer=38.753381 2020-08-11 14:00:59 DEBUG: check clearing time needed clearing_process_timer=3539.754578 2020-08-11 14:00:59 DEBUG: check init order needed init_order_process_timer=39.754828 2020-08-11 14:01:00 DEBUG: check clearing time needed clearing_process_timer=3540.756 2020-08-11 14:01:00 DEBUG: check init order needed init_order_process_timer=40.756235 2020-08-11 14:01:01 DEBUG: check clearing time needed clearing_process_timer=3541.757403 2020-08-11 14:01:01 DEBUG: check init order needed init_order_process_timer=41.757652 2020-08-11 14:01:02 DEBUG: check clearing time needed clearing_process_timer=3542.75882 2020-08-11 14:01:02 DEBUG: check init order needed init_order_process_timer=42.759074 2020-08-11 14:01:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:03.000Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.05, "tickDirection": "PlusTick", "trdMatchID": "c065177a-a452-ce5a-32c7-5d6352025e44", "grossValue": 4262445, "homeNotional": 1.2794928982274916, "foreignNotional": 500.34569785186056}]} 2020-08-11 14:01:03 DEBUG: message ignored 2020-08-11 14:01:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:03.074Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0eb97f9c-87ea-ec07-0367-14585a43ac64", "grossValue": 4184235, "homeNotional": 1.2560159643150604, "foreignNotional": 491.1650428454044}]} 2020-08-11 14:01:03 DEBUG: message ignored 2020-08-11 14:01:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:03.139Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "6c7c2d4e-1994-b0c7-fc3f-49136d0f9669", "grossValue": 1916145, "homeNotional": 0.5751848808545604, "foreignNotional": 224.92604765817583}, {"timestamp": "2020-08-11T11:01:03.139Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a3b167b9-2c19-ce36-8a16-14c30ace1e62", "grossValue": 2268090, "homeNotional": 0.6808310834605, "foreignNotional": 266.23899518722857}]} 2020-08-11 14:01:03 DEBUG: message ignored 2020-08-11 14:01:03 DEBUG: check clearing time needed clearing_process_timer=3543.76029 2020-08-11 14:01:03 DEBUG: check init order needed init_order_process_timer=43.760648 2020-08-11 14:01:04 DEBUG: check clearing time needed clearing_process_timer=3544.761114 2020-08-11 14:01:04 DEBUG: check init order needed init_order_process_timer=44.761495 2020-08-11 14:01:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 652, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e72d9aa2-2083-f5a0-9bc6-36307396f280", "grossValue": 25496460, "homeNotional": 7.6534804554525175, "foreignNotional": 2992.893532104707}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 149, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "7cac741e-12f8-5106-ffa0-6738d24dcf15", "grossValue": 5826645, "homeNotional": 1.7490315764761122, "foreignNotional": 683.9587979809837}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "d8e9b881-df38-c5c0-eaff-f929be04dfb3", "grossValue": 4849020, "homeNotional": 1.4555699025707243, "foreignNotional": 569.2006104002817}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "aab5244e-6d42-3bb2-f5c1-4776ceaca9d7", "grossValue": 1290465, "homeNotional": 0.3873694095551121, "foreignNotional": 151.48080760652658}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a58909c7-0651-582c-ae1b-5f20a150fbcf", "grossValue": 469260, "homeNotional": 0.1408616034745862, "foreignNotional": 55.08393003873694}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea3f3590-450b-0f6b-1e75-80aa78d0e42a", "grossValue": 391050, "homeNotional": 0.11738466956215518, "foreignNotional": 45.90327503228078}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa15b237-627a-3410-9310-bf048d817b6b", "grossValue": 430155, "homeNotional": 0.1291231365183707, "foreignNotional": 50.49360253550886}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d0e2048-a5a2-c1d1-93f5-d8c09b1cea0e", "grossValue": 625680, "homeNotional": 0.18781547129944828, "foreignNotional": 73.44524005164925}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e395c32a-cbf0-6542-9aea-8c2342aee079", "grossValue": 156420, "homeNotional": 0.04695386782486207, "foreignNotional": 18.361310012912313}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fc1ed10-8c9e-f585-c608-09cb6c0d41a2", "grossValue": 39105, "homeNotional": 0.011738466956215518, "foreignNotional": 4.590327503228078}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "29bc318f-7f06-a0a6-5ef5-66a82863d4cf", "grossValue": 469260, "homeNotional": 0.1408616034745862, "foreignNotional": 55.08393003873694}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e42ff2dc-7c6a-7e34-e73b-51e46fffd552", "grossValue": 195525, "homeNotional": 0.05869233478107759, "foreignNotional": 22.95163751614039}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "233d284a-18f3-2219-4a98-c798e415cca7", "grossValue": 2385405, "homeNotional": 0.7160464843291466, "foreignNotional": 280.00997769691276}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "1459dae8-4354-1180-67bf-539a54114944", "grossValue": 1681515, "homeNotional": 0.5047540791172673, "foreignNotional": 197.38408263880737}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "d296ff68-6292-1ca7-0cb4-b685f4b3ea95", "grossValue": 1837935, "homeNotional": 0.5517079469421293, "foreignNotional": 215.7453926517197}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 166, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b3256768-5deb-d016-6a05-3596c5ed9b78", "grossValue": 6491430, "homeNotional": 1.948585514731776, "foreignNotional": 761.994365535861}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c2d4efc-0e9d-06a0-bff4-c990d2e0b6cc", "grossValue": 1994355, "homeNotional": 0.5986618147669914, "foreignNotional": 234.106702664632}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "d8f052a8-3f91-1c9d-d6df-6f8fc49e279d", "grossValue": 19552500, "homeNotional": 5.869233478107759, "foreignNotional": 2295.163751614039}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 68, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba72e8b5-bbe1-ce74-f2cb-1b2f9f25f7c3", "grossValue": 2659140, "homeNotional": 0.7982157530226552, "foreignNotional": 312.1422702195093}, {"timestamp": "2020-08-11T11:01:04.922Z", "symbol": "ETHUSD", "side": "Buy", "size": 535, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b473e16a-956a-d4d4-572c-3ec776c27c10", "grossValue": 20921175, "homeNotional": 6.280079821575303, "foreignNotional": 2455.825214227022}]} 2020-08-11 14:01:04 DEBUG: message ignored 2020-08-11 14:01:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:05.227Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "38be4816-40d0-be1b-3ec8-804d92c026d9", "grossValue": 4262445, "homeNotional": 1.2794928982274916, "foreignNotional": 500.34569785186056}]} 2020-08-11 14:01:05 DEBUG: message ignored 2020-08-11 14:01:05 DEBUG: check clearing time needed clearing_process_timer=3545.762703 2020-08-11 14:01:05 DEBUG: check init order needed init_order_process_timer=45.762969 2020-08-11 14:01:06 DEBUG: check clearing time needed clearing_process_timer=3546.764186 2020-08-11 14:01:06 DEBUG: check init order needed init_order_process_timer=46.764531 2020-08-11 14:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:07.303Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "67e18563-6fa3-f02e-98aa-9478630c2ecf", "grossValue": 4262445, "homeNotional": 1.2794928982274916, "foreignNotional": 500.34569785186056}]} 2020-08-11 14:01:07 DEBUG: message ignored 2020-08-11 14:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:07.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b018dd3a-53db-4e02-b742-33f36d1f3771", "grossValue": 4184235, "homeNotional": 1.2560159643150604, "foreignNotional": 491.1650428454044}]} 2020-08-11 14:01:07 DEBUG: message ignored 2020-08-11 14:01:07 DEBUG: check clearing time needed clearing_process_timer=3547.765772 2020-08-11 14:01:07 DEBUG: check init order needed init_order_process_timer=47.766052 2020-08-11 14:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 4109, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5531063-7f62-4dff-bf98-763ebd106a8e", "grossValue": 160682445, "homeNotional": 48.23336072308957, "foreignNotional": 18861.655710764175}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0413b62c-d90d-fc06-09af-95b69d2c0db7", "grossValue": 1837935, "homeNotional": 0.5517079469421293, "foreignNotional": 215.7453926517197}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "230f53cb-3159-4d7c-7849-47beffdd3d41", "grossValue": 1485990, "homeNotional": 0.44606174433618967, "foreignNotional": 174.432445122667}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 276, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd2d5b7d-0900-20bf-6985-d6aad26696dd", "grossValue": 10792980, "homeNotional": 3.239816879915483, "foreignNotional": 1266.9303908909496}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 209, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "44b2e4a2-7d69-838c-0656-9eadd9a21165", "grossValue": 8172945, "homeNotional": 2.4533395938490434, "foreignNotional": 959.3784481746684}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "7051e965-ba3f-9415-7edc-3153e06c45bb", "grossValue": 19552500, "homeNotional": 5.869233478107759, "foreignNotional": 2295.163751614039}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 135, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f823ace-9704-6d9f-0cdd-0a28025d0966", "grossValue": 5279175, "homeNotional": 1.584693039089095, "foreignNotional": 619.6942129357906}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "56d94700-6b88-ae46-211f-86ddc8e5d463", "grossValue": 1994355, "homeNotional": 0.5986618147669914, "foreignNotional": 234.106702664632}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 634, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c87eaae-dcba-4a96-d7b1-05a78290d4a5", "grossValue": 24792570, "homeNotional": 7.442188050240639, "foreignNotional": 2910.2676370466015}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "78e52ba2-30ad-2e11-067e-59477135325d", "grossValue": 1290465, "homeNotional": 0.3873694095551121, "foreignNotional": 151.48080760652658}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 3408, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "edbbc181-bd96-bbfc-adfc-e421766d15b5", "grossValue": 133269840, "homeNotional": 40.00469538678249, "foreignNotional": 15643.836131001292}, {"timestamp": "2020-08-11T11:01:07.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "46bebb28-f0b7-d94a-424f-fbd925032bc2", "grossValue": 469260, "homeNotional": 0.1408616034745862, "foreignNotional": 55.08393003873694}]} 2020-08-11 14:01:07 DEBUG: message ignored 2020-08-11 14:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:07.951Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "4463f6ab-5fd6-224e-f312-f38cd198beab", "grossValue": 1290465, "homeNotional": 0.3873694095551121, "foreignNotional": 151.48080760652658}]} 2020-08-11 14:01:07 DEBUG: message ignored 2020-08-11 14:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:07.955Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd006ed1-9267-7a25-d849-2e75f23f0205", "grossValue": 430155, "homeNotional": 0.1291231365183707, "foreignNotional": 50.49360253550886}]} 2020-08-11 14:01:07 DEBUG: message ignored 2020-08-11 14:01:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:07.958Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 391.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b0c1772-02e1-58d3-eedf-736f2c4c63dd", "grossValue": 508365, "homeNotional": 0.15260007043080173, "foreignNotional": 59.67425754196502}]} 2020-08-11 14:01:07 DEBUG: message ignored 2020-08-11 14:01:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:08.018Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.15, "tickDirection": "PlusTick", "trdMatchID": "1db1588b-4066-e0c8-a5a4-7ab2a5ad5a45", "grossValue": 3911500, "homeNotional": 1.1738466956215519, "foreignNotional": 459.15013499237}]} 2020-08-11 14:01:08 DEBUG: message ignored 2020-08-11 14:01:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:08.719Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9381e86-34eb-522f-cfc7-4ad4494b0bcd", "grossValue": 97787500, "homeNotional": 29.346167390538795, "foreignNotional": 11478.75337480925}]} 2020-08-11 14:01:08 DEBUG: message ignored 2020-08-11 14:01:08 DEBUG: check clearing time needed clearing_process_timer=3548.767225 2020-08-11 14:01:08 DEBUG: check init order needed init_order_process_timer=48.767479 2020-08-11 14:01:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:09.440Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "55e6b544-2355-6172-336c-8ba052d98849", "grossValue": 4263535, "homeNotional": 1.2794928982274916, "foreignNotional": 500.4736471416833}]} 2020-08-11 14:01:09 DEBUG: message ignored 2020-08-11 14:01:09 DEBUG: check clearing time needed clearing_process_timer=3549.768682 2020-08-11 14:01:09 DEBUG: check init order needed init_order_process_timer=49.768956 2020-08-11 14:01:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:09.766Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "b5836307-04e8-053a-6cbd-38a079f9b257", "grossValue": 97787500, "homeNotional": 29.346167390538795, "foreignNotional": 11478.75337480925}]} 2020-08-11 14:01:09 DEBUG: message ignored 2020-08-11 14:01:10 DEBUG: check clearing time needed clearing_process_timer=3550.770224 2020-08-11 14:01:10 DEBUG: check init order needed init_order_process_timer=50.770575 2020-08-11 14:01:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:11.508Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "464ccc68-0333-9fd1-e3d7-54a5f296b385", "grossValue": 4263535, "homeNotional": 1.2794928982274916, "foreignNotional": 500.4736471416833}]} 2020-08-11 14:01:11 DEBUG: message ignored 2020-08-11 14:01:11 DEBUG: check clearing time needed clearing_process_timer=3551.771754 2020-08-11 14:01:11 DEBUG: check init order needed init_order_process_timer=51.772041 2020-08-11 14:01:12 DEBUG: check clearing time needed clearing_process_timer=3552.773237 2020-08-11 14:01:12 DEBUG: check init order needed init_order_process_timer=52.773528 2020-08-11 14:01:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:13.487Z", "symbol": "ETHUSD", "side": "Buy", "size": 682, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5291be2b-420a-2e52-8a68-8badf1695e8c", "grossValue": 26676430, "homeNotional": 8.005634464138984, "foreignNotional": 3131.4039206479633}, {"timestamp": "2020-08-11T11:01:13.487Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "061e73d4-f922-5922-0f0c-599e4be8e115", "grossValue": 1173450, "homeNotional": 0.35215400868646557, "foreignNotional": 137.745040497711}, {"timestamp": "2020-08-11T11:01:13.487Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf1c9ce2-7d75-53be-f5ec-df3fd42ad40d", "grossValue": 58672500, "homeNotional": 17.607700434323277, "foreignNotional": 6887.25202488555}, {"timestamp": "2020-08-11T11:01:13.487Z", "symbol": "ETHUSD", "side": "Buy", "size": 288, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "559bfc0f-53d4-2956-9936-d56f2120f7de", "grossValue": 11265120, "homeNotional": 3.3806784833900694, "foreignNotional": 1322.3523887780257}]} 2020-08-11 14:01:13 DEBUG: message ignored 2020-08-11 14:01:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:13.581Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "815653eb-7c83-b488-8216-93d6bdb868ff", "grossValue": 4263535, "homeNotional": 1.2794928982274916, "foreignNotional": 500.4736471416833}]} 2020-08-11 14:01:13 DEBUG: message ignored 2020-08-11 14:01:13 DEBUG: check clearing time needed clearing_process_timer=3553.774727 2020-08-11 14:01:13 DEBUG: check init order needed init_order_process_timer=53.775033 2020-08-11 14:01:14 DEBUG: check clearing time needed clearing_process_timer=3554.776253 2020-08-11 14:01:14 DEBUG: check init order needed init_order_process_timer=54.776518 2020-08-11 14:01:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:15.645Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c568efe-27d9-5d53-e39d-bd1094a48c5c", "grossValue": 4263535, "homeNotional": 1.2794928982274916, "foreignNotional": 500.4736471416833}]} 2020-08-11 14:01:15 DEBUG: message ignored 2020-08-11 14:01:15 DEBUG: check clearing time needed clearing_process_timer=3555.777827 2020-08-11 14:01:15 DEBUG: check init order needed init_order_process_timer=55.778145 2020-08-11 14:01:16 DEBUG: check clearing time needed clearing_process_timer=3556.779341 2020-08-11 14:01:16 DEBUG: check init order needed init_order_process_timer=56.779626 2020-08-11 14:01:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:17.710Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "cce17e20-fd99-c696-148b-8a498b18a71e", "grossValue": 4263535, "homeNotional": 1.2794928982274916, "foreignNotional": 500.4736471416833}]} 2020-08-11 14:01:17 DEBUG: message ignored 2020-08-11 14:01:17 DEBUG: check clearing time needed clearing_process_timer=3557.780842 2020-08-11 14:01:17 DEBUG: check init order needed init_order_process_timer=57.781162 2020-08-11 14:01:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:17.787Z", "symbol": "ETHUSD", "side": "Buy", "size": 120, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "343be642-66b8-2efd-2294-9add45c9fb12", "grossValue": 4693800, "homeNotional": 1.4086160347458623, "foreignNotional": 550.980161990844}]} 2020-08-11 14:01:17 DEBUG: message ignored 2020-08-11 14:01:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:17.853Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0a976423-d307-6605-6c4d-cdaae6bb2061", "grossValue": 4185305, "homeNotional": 1.2560159643150604, "foreignNotional": 491.2906444418359}]} 2020-08-11 14:01:17 DEBUG: message ignored 2020-08-11 14:01:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:17.924Z", "symbol": "ETHUSD", "side": "Buy", "size": 120, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "871ecaf3-a7b3-b5fb-92d6-c296f72a8f83", "grossValue": 4693800, "homeNotional": 1.4086160347458623, "foreignNotional": 550.980161990844}]} 2020-08-11 14:01:17 DEBUG: message ignored 2020-08-11 14:01:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:17.999Z", "symbol": "ETHUSD", "side": "Buy", "size": 136, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e9392b2-4ae7-8e6b-83ab-f96176aacd7b", "grossValue": 5319640, "homeNotional": 1.5964315060453105, "foreignNotional": 624.4441835896232}]} 2020-08-11 14:01:18 DEBUG: message ignored 2020-08-11 14:01:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:18.067Z", "symbol": "ETHUSD", "side": "Buy", "size": 120, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a28d6929-3899-4b81-6658-1f4ff5ada62c", "grossValue": 4693800, "homeNotional": 1.4086160347458623, "foreignNotional": 550.980161990844}]} 2020-08-11 14:01:18 DEBUG: message ignored 2020-08-11 14:01:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:18.130Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9cea54dc-763a-aee4-50c9-a7270ed97fb4", "grossValue": 4185305, "homeNotional": 1.2560159643150604, "foreignNotional": 491.2906444418359}]} 2020-08-11 14:01:18 DEBUG: message ignored 2020-08-11 14:01:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:18.189Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "22f71d7d-cba6-60af-50e5-f334cfb699ca", "grossValue": 4263535, "homeNotional": 1.2794928982274916, "foreignNotional": 500.4736471416833}]} 2020-08-11 14:01:18 DEBUG: message ignored 2020-08-11 14:01:18 DEBUG: check clearing time needed clearing_process_timer=3558.782945 2020-08-11 14:01:18 DEBUG: check init order needed init_order_process_timer=58.783221 2020-08-11 14:01:19 DEBUG: check clearing time needed clearing_process_timer=3559.78444 2020-08-11 14:01:19 DEBUG: check init order needed init_order_process_timer=59.784739 2020-08-11 14:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:20.260Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "fc856687-25e3-c102-5c3e-8afd23e3279f", "grossValue": 4263535, "homeNotional": 1.2794928982274916, "foreignNotional": 500.4736471416833}]} 2020-08-11 14:01:20 DEBUG: message ignored 2020-08-11 14:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:20.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 136, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "97bed053-b4da-3188-98c4-609b913b3307", "grossValue": 5319640, "homeNotional": 1.5964315060453105, "foreignNotional": 624.4441835896232}]} 2020-08-11 14:01:20 DEBUG: message ignored 2020-08-11 14:01:20 DEBUG: check clearing time needed clearing_process_timer=3560.785988 2020-08-11 14:01:20 DEBUG: check init order needed init_order_process_timer=60.786283 2020-08-11 14:01:21 DEBUG: check clearing time needed clearing_process_timer=3561.787456 2020-08-11 14:01:21 DEBUG: check init order needed init_order_process_timer=61.787737 2020-08-11 14:01:22 DEBUG: check clearing time needed clearing_process_timer=3562.788952 2020-08-11 14:01:22 DEBUG: check init order needed init_order_process_timer=62.789274 2020-08-11 14:01:23 DEBUG: check clearing time needed clearing_process_timer=3563.790501 2020-08-11 14:01:23 DEBUG: check init order needed init_order_process_timer=63.790791 2020-08-11 14:01:24 DEBUG: check clearing time needed clearing_process_timer=3564.792 2020-08-11 14:01:24 DEBUG: check init order needed init_order_process_timer=64.792275 2020-08-11 14:01:25 DEBUG: check clearing time needed clearing_process_timer=3565.793474 2020-08-11 14:01:25 DEBUG: check init order needed init_order_process_timer=65.793757 2020-08-11 14:01:26 DEBUG: check clearing time needed clearing_process_timer=3566.794984 2020-08-11 14:01:26 DEBUG: check init order needed init_order_process_timer=66.795312 2020-08-11 14:01:27 DEBUG: check clearing time needed clearing_process_timer=3567.796545 2020-08-11 14:01:27 DEBUG: check init order needed init_order_process_timer=67.796805 2020-08-11 14:01:28 DEBUG: check clearing time needed clearing_process_timer=3568.798007 2020-08-11 14:01:28 DEBUG: check init order needed init_order_process_timer=68.798276 2020-08-11 14:01:29 DEBUG: check clearing time needed clearing_process_timer=3569.799494 2020-08-11 14:01:29 DEBUG: check init order needed init_order_process_timer=69.799774 2020-08-11 14:01:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:30.465Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2bfda707-590a-a737-59d7-d0c7a7a4b413", "grossValue": 664955, "homeNotional": 0.1996476805637111, "foreignNotional": 78.0921902524956}]} 2020-08-11 14:01:30 DEBUG: message ignored 2020-08-11 14:01:30 DEBUG: check clearing time needed clearing_process_timer=3570.800985 2020-08-11 14:01:30 DEBUG: check init order needed init_order_process_timer=70.801327 2020-08-11 14:01:31 DEBUG: check clearing time needed clearing_process_timer=3571.802586 2020-08-11 14:01:31 DEBUG: check init order needed init_order_process_timer=71.802877 2020-08-11 14:01:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:32.335Z", "symbol": "ETHUSD", "side": "Buy", "size": 22, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "520eb133-36fa-dfc3-cef8-9fe31859b43a", "grossValue": 860530, "homeNotional": 0.25836758661186143, "foreignNotional": 101.0604815032296}, {"timestamp": "2020-08-11T11:01:32.335Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d6ab3bd4-584f-505d-b20a-88bd6b196b71", "grossValue": 1290795, "homeNotional": 0.38755137991779215, "foreignNotional": 151.5907222548444}, {"timestamp": "2020-08-11T11:01:32.335Z", "symbol": "ETHUSD", "side": "Buy", "size": 945, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6036cd1f-fb44-109b-5f3f-80aba2daf8ae", "grossValue": 36963675, "homeNotional": 11.098062243100411, "foreignNotional": 4341.007046388726}]} 2020-08-11 14:01:32 DEBUG: message ignored 2020-08-11 14:01:32 DEBUG: check clearing time needed clearing_process_timer=3572.804036 2020-08-11 14:01:32 DEBUG: check init order needed init_order_process_timer=72.804329 2020-08-11 14:01:33 DEBUG: check clearing time needed clearing_process_timer=3573.805564 2020-08-11 14:01:33 DEBUG: check init order needed init_order_process_timer=73.805817 2020-08-11 14:01:34 DEBUG: check clearing time needed clearing_process_timer=3574.807012 2020-08-11 14:01:34 DEBUG: check init order needed init_order_process_timer=74.807288 2020-08-11 14:01:35 DEBUG: check clearing time needed clearing_process_timer=3575.808461 2020-08-11 14:01:35 DEBUG: check init order needed init_order_process_timer=75.808707 2020-08-11 14:01:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:36.586Z", "symbol": "ETHUSD", "side": "Sell", "size": 148, "price": 391.1, "tickDirection": "MinusTick", "trdMatchID": "c47ed191-c139-9eb0-21f5-0fa32cb0c8b4", "grossValue": 5788280, "homeNotional": 1.7381092190252496, "foreignNotional": 679.7745155607751}]} 2020-08-11 14:01:36 DEBUG: message ignored 2020-08-11 14:01:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:36.652Z", "symbol": "ETHUSD", "side": "Sell", "size": 148, "price": 391.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d3e545c-8fbb-af4a-e2c7-dc4523765d91", "grossValue": 5788280, "homeNotional": 1.7381092190252496, "foreignNotional": 679.7745155607751}]} 2020-08-11 14:01:36 DEBUG: message ignored 2020-08-11 14:01:36 DEBUG: check clearing time needed clearing_process_timer=3576.809071 2020-08-11 14:01:36 DEBUG: check init order needed init_order_process_timer=76.809406 2020-08-11 14:01:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:36.907Z", "symbol": "ETHUSD", "side": "Buy", "size": 69, "price": 391.15, "tickDirection": "PlusTick", "trdMatchID": "ad0f3c1d-a04a-bf14-4e16-d502df601105", "grossValue": 2698935, "homeNotional": 0.8103347034644744, "foreignNotional": 316.9624192601292}, {"timestamp": "2020-08-11T11:01:36.907Z", "symbol": "ETHUSD", "side": "Buy", "size": 931, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d04592a5-9bcb-bd0b-9c15-eb7daca002dc", "grossValue": 36416065, "homeNotional": 10.93364650616559, "foreignNotional": 4276.695830886671}]} 2020-08-11 14:01:36 DEBUG: message ignored 2020-08-11 14:01:37 DEBUG: check clearing time needed clearing_process_timer=3577.810642 2020-08-11 14:01:37 DEBUG: check init order needed init_order_process_timer=77.810932 2020-08-11 14:01:38 DEBUG: check clearing time needed clearing_process_timer=3578.81211 2020-08-11 14:01:38 DEBUG: check init order needed init_order_process_timer=78.812426 2020-08-11 14:01:39 DEBUG: check clearing time needed clearing_process_timer=3579.813063 2020-08-11 14:01:39 DEBUG: check init order needed init_order_process_timer=79.813312 2020-08-11 14:01:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:39.863Z", "symbol": "ETHUSD", "side": "Sell", "size": 103, "price": 391.1, "tickDirection": "MinusTick", "trdMatchID": "aa967723-e6c2-4faf-41f5-686bd79f8cf0", "grossValue": 4028330, "homeNotional": 1.2096300645918967, "foreignNotional": 473.08631826189077}]} 2020-08-11 14:01:39 DEBUG: message ignored 2020-08-11 14:01:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 158, "price": 391.15, "tickDirection": "PlusTick", "trdMatchID": "b19b3b71-4c45-da18-839a-4a11f82d5fc5", "grossValue": 6180170, "homeNotional": 1.8555490311215501, "foreignNotional": 725.7980035231943}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f057b76d-a027-655f-273a-512e12e109c5", "grossValue": 1447255, "homeNotional": 0.4345273047563124, "foreignNotional": 169.9653552554316}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9851d1fa-514d-dede-b965-8ad60c75521c", "grossValue": 4028845, "homeNotional": 1.2096300645918967, "foreignNotional": 473.14679976512036}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "b0f7a836-25a7-e2fa-979d-862518b77c51", "grossValue": 4028845, "homeNotional": 1.2096300645918967, "foreignNotional": 473.14679976512036}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8f20741-c9c0-d6c9-7e77-744d53006f76", "grossValue": 4028845, "homeNotional": 1.2096300645918967, "foreignNotional": 473.14679976512036}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c2ec382f-b608-c720-e7bd-427c94848f29", "grossValue": 4028845, "homeNotional": 1.2096300645918967, "foreignNotional": 473.14679976512036}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "681abfc1-ead4-c8fe-608c-526d7a585b86", "grossValue": 4028845, "homeNotional": 1.2096300645918967, "foreignNotional": 473.14679976512036}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 232, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ae28fe88-ad62-f85b-3c2f-ff85da457899", "grossValue": 9074680, "homeNotional": 2.724603640634175, "foreignNotional": 1065.7287140340575}, {"timestamp": "2020-08-11T11:01:40.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 570, "price": 391.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "197dcebd-ff00-1010-0c2c-a201060c82d4", "grossValue": 22295550, "homeNotional": 6.6940692894891365, "foreignNotional": 2618.385202583676}]} 2020-08-11 14:01:40 DEBUG: message ignored 2020-08-11 14:01:40 DEBUG: check clearing time needed clearing_process_timer=3580.814469 2020-08-11 14:01:40 DEBUG: check init order needed init_order_process_timer=80.814738 2020-08-11 14:01:41 DEBUG: check clearing time needed clearing_process_timer=3581.815906 2020-08-11 14:01:41 DEBUG: check init order needed init_order_process_timer=81.816268 2020-08-11 14:01:42 DEBUG: check clearing time needed clearing_process_timer=3582.817083 2020-08-11 14:01:42 DEBUG: check init order needed init_order_process_timer=82.817435 2020-08-11 14:01:43 DEBUG: check clearing time needed clearing_process_timer=3583.818635 2020-08-11 14:01:43 DEBUG: check init order needed init_order_process_timer=83.818967 2020-08-11 14:01:44 DEBUG: check clearing time needed clearing_process_timer=3584.820194 2020-08-11 14:01:44 DEBUG: check init order needed init_order_process_timer=84.820454 2020-08-11 14:01:45 DEBUG: check clearing time needed clearing_process_timer=3585.821127 2020-08-11 14:01:45 DEBUG: check init order needed init_order_process_timer=85.821431 2020-08-11 14:01:46 DEBUG: check clearing time needed clearing_process_timer=3586.822629 2020-08-11 14:01:46 DEBUG: check init order needed init_order_process_timer=86.822988 2020-08-11 14:01:47 DEBUG: check clearing time needed clearing_process_timer=3587.824252 2020-08-11 14:01:47 DEBUG: check init order needed init_order_process_timer=87.82457 2020-08-11 14:01:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:48.462Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "a3606bb9-3dc6-957c-9abb-b55192f28499", "grossValue": 11736000, "homeNotional": 3.5231943628890194, "foreignNotional": 1378.2736347621844}]} 2020-08-11 14:01:48 DEBUG: message ignored 2020-08-11 14:01:48 DEBUG: check clearing time needed clearing_process_timer=3588.825124 2020-08-11 14:01:48 DEBUG: check init order needed init_order_process_timer=88.825414 2020-08-11 14:01:49 DEBUG: check clearing time needed clearing_process_timer=3589.826631 2020-08-11 14:01:49 DEBUG: check init order needed init_order_process_timer=89.826983 2020-08-11 14:01:50 DEBUG: check clearing time needed clearing_process_timer=3590.828235 2020-08-11 14:01:50 DEBUG: check init order needed init_order_process_timer=90.828501 2020-08-11 14:01:51 DEBUG: check clearing time needed clearing_process_timer=3591.82973 2020-08-11 14:01:51 DEBUG: check init order needed init_order_process_timer=91.83 2020-08-11 14:01:52 DEBUG: check clearing time needed clearing_process_timer=3592.831246 2020-08-11 14:01:52 DEBUG: check init order needed init_order_process_timer=92.831558 2020-08-11 14:01:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:01:53.221Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "2da8d2af-f7e7-a641-6035-44b0b62decb0", "grossValue": 11734500, "homeNotional": 3.5231943628890194, "foreignNotional": 1378.09747504404}]} 2020-08-11 14:01:53 DEBUG: message ignored 2020-08-11 14:01:53 DEBUG: check clearing time needed clearing_process_timer=3593.832823 2020-08-11 14:01:53 DEBUG: check init order needed init_order_process_timer=93.833301 2020-08-11 14:01:54 DEBUG: check clearing time needed clearing_process_timer=3594.834588 2020-08-11 14:01:54 DEBUG: check init order needed init_order_process_timer=94.834933 2020-08-11 14:01:55 DEBUG: check clearing time needed clearing_process_timer=3595.836205 2020-08-11 14:01:55 DEBUG: check init order needed init_order_process_timer=95.836483 2020-08-11 14:01:56 DEBUG: check clearing time needed clearing_process_timer=3596.837714 2020-08-11 14:01:56 DEBUG: check init order needed init_order_process_timer=96.838007 2020-08-11 14:01:57 DEBUG: check clearing time needed clearing_process_timer=3597.83926 2020-08-11 14:01:57 DEBUG: check init order needed init_order_process_timer=97.839556 2020-08-11 14:01:58 DEBUG: check clearing time needed clearing_process_timer=3598.840785 2020-08-11 14:01:58 DEBUG: check init order needed init_order_process_timer=98.841408 2020-08-11 14:01:59 DEBUG: check clearing time needed clearing_process_timer=3599.842662 2020-08-11 14:01:59 DEBUG: check init order needed init_order_process_timer=99.843011 2020-08-11 14:02:00 DEBUG: check clearing time needed clearing_process_timer=3600.844304 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 INFO: clearing start 2020-08-11 14:02:00 DEBUG: Order_getOrders({'filter': '{"open": true}'}) 2020-08-11 14:02:00 DEBUG: https://www.bitmex.com:443 "GET /api/v1/order?filter=%7B%22open%22%3A+true%7D HTTP/1.1" 200 None 2020-08-11 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b231f882-a344-ae4d-9612-3f06bae5a92b', 'clOrdID': 'f7701221d47d4a69a24d79181f721c31', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 110, 'price': None, 'displayQty': None, 'stopPx': 379.85, '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': 110, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 8, 10, 0, 35, 934000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 8, 10, 0, 35, 934000, tzinfo=tzutc())} 2020-08-11 14:02:00 INFO: skip by not found init order into storage 2020-08-11 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f41e3d5-df9f-b8f8-b101-1ffc39190465', 'clOrdID': '795ae9fe56eb438093c98514bc9ba7ea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 110, 'price': 423.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 110, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 8, 10, 0, 35, 978000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 8, 10, 0, 35, 978000, tzinfo=tzutc())} 2020-08-11 14:02:00 INFO: skip by not found init order into storage 2020-08-11 14:02:00 INFO: clearing end 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 INFO: 2020-08-11 14:02:00 DEBUG: check init order needed init_order_process_timer=100.890278 2020-08-11 14:02:01 DEBUG: check clearing time needed clearing_process_timer=1.89181 2020-08-11 14:02:01 DEBUG: check init order needed init_order_process_timer=101.892372 2020-08-11 14:02:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:02:02.796Z", "symbol": "ETHUSD", "side": "Buy", "size": 230, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "9eacd4b1-3d34-a0bc-7930-f0c1294ad7f5", "grossValue": 8997600, "homeNotional": 2.7014329339910734, "foreignNotional": 1056.800563777308}, {"timestamp": "2020-08-11T11:02:02.796Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "20709532-5ede-cb19-2b50-cce0830c3802", "grossValue": 2268960, "homeNotional": 0.6812309137890533, "foreignNotional": 266.49753347427765}, {"timestamp": "2020-08-11T11:02:02.796Z", "symbol": "ETHUSD", "side": "Buy", "size": 143, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5d0c7e7-ff4d-df01-1453-36b7ac833486", "grossValue": 5594160, "homeNotional": 1.6795865633074936, "foreignNotional": 657.0542635658915}, {"timestamp": "2020-08-11T11:02:02.796Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "9144adb2-7a37-a9e4-f5c4-1b3ecc99102a", "grossValue": 1564800, "homeNotional": 0.4698144233027954, "foreignNotional": 183.79140239605357}, {"timestamp": "2020-08-11T11:02:02.796Z", "symbol": "ETHUSD", "side": "Buy", "size": 517, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "d80d9963-be8d-7b01-2d43-a203fe72489e", "grossValue": 20225040, "homeNotional": 6.072351421188631, "foreignNotional": 2375.5038759689924}]} 2020-08-11 14:02:02 DEBUG: message ignored 2020-08-11 14:02:02 DEBUG: check clearing time needed clearing_process_timer=2.893773 2020-08-11 14:02:02 DEBUG: check init order needed init_order_process_timer=102.894106 2020-08-11 14:02:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:02:03.748Z", "symbol": "ETHUSD", "side": "Buy", "size": 892, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "6393a4c6-a862-89bb-fbec-3e6b88cb3846", "grossValue": 34895040, "homeNotional": 10.476861639652338, "foreignNotional": 4098.548273431994}]} 2020-08-11 14:02:03 DEBUG: message ignored 2020-08-11 14:02:03 DEBUG: check clearing time needed clearing_process_timer=3.89539 2020-08-11 14:02:03 DEBUG: check init order needed init_order_process_timer=103.895791 2020-08-11 14:02:04 DEBUG: check clearing time needed clearing_process_timer=4.897059 2020-08-11 14:02:04 DEBUG: check init order needed init_order_process_timer=104.897391 2020-08-11 14:02:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:02:04.958Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d47067f-b4c1-4904-d9d3-991903bf2c92", "grossValue": 430320, "homeNotional": 0.12919896640826872, "foreignNotional": 50.542635658914726}]} 2020-08-11 14:02:04 DEBUG: message ignored 2020-08-11 14:02:05 DEBUG: check clearing time needed clearing_process_timer=5.898596 2020-08-11 14:02:05 DEBUG: check init order needed init_order_process_timer=105.898868 2020-08-11 14:02:06 DEBUG: check clearing time needed clearing_process_timer=6.90004 2020-08-11 14:02:06 DEBUG: check init order needed init_order_process_timer=106.900354 2020-08-11 14:02:07 DEBUG: check clearing time needed clearing_process_timer=7.90109 2020-08-11 14:02:07 DEBUG: check init order needed init_order_process_timer=107.90137 2020-08-11 14:02:08 DEBUG: check clearing time needed clearing_process_timer=8.902539 2020-08-11 14:02:08 DEBUG: check init order needed init_order_process_timer=108.902844 2020-08-11 14:02:09 DEBUG: check clearing time needed clearing_process_timer=9.904067 2020-08-11 14:02:09 DEBUG: check init order needed init_order_process_timer=109.9044 2020-08-11 14:02:10 DEBUG: check clearing time needed clearing_process_timer=10.90507 2020-08-11 14:02:10 DEBUG: check init order needed init_order_process_timer=110.905356 2020-08-11 14:02:11 DEBUG: check clearing time needed clearing_process_timer=11.906582 2020-08-11 14:02:11 DEBUG: check init order needed init_order_process_timer=111.906879 2020-08-11 14:02:12 DEBUG: check clearing time needed clearing_process_timer=12.908067 2020-08-11 14:02:12 DEBUG: check init order needed init_order_process_timer=112.908335 2020-08-11 14:02:13 DEBUG: check clearing time needed clearing_process_timer=13.909089 2020-08-11 14:02:13 DEBUG: check init order needed init_order_process_timer=113.90941 2020-08-11 14:02:14 DEBUG: check clearing time needed clearing_process_timer=14.910574 2020-08-11 14:02:14 DEBUG: check init order needed init_order_process_timer=114.910856 2020-08-11 14:02:15 DEBUG: check clearing time needed clearing_process_timer=15.912031 2020-08-11 14:02:15 DEBUG: check init order needed init_order_process_timer=115.912315 2020-08-11 14:02:16 DEBUG: check clearing time needed clearing_process_timer=16.913108 2020-08-11 14:02:16 DEBUG: check init order needed init_order_process_timer=116.913477 2020-08-11 14:02:17 DEBUG: check clearing time needed clearing_process_timer=17.91489 2020-08-11 14:02:17 DEBUG: check init order needed init_order_process_timer=117.91523 2020-08-11 14:02:18 DEBUG: check clearing time needed clearing_process_timer=18.916499 2020-08-11 14:02:18 DEBUG: check init order needed init_order_process_timer=118.916828 2020-08-11 14:02:19 DEBUG: check clearing time needed clearing_process_timer=19.918054 2020-08-11 14:02:19 DEBUG: check init order needed init_order_process_timer=119.918395 2020-08-11 14:02:20 DEBUG: check clearing time needed clearing_process_timer=20.919648 2020-08-11 14:02:20 DEBUG: check init order needed init_order_process_timer=120.919921 2020-08-11 14:02:21 DEBUG: check clearing time needed clearing_process_timer=21.921145 2020-08-11 14:02:21 DEBUG: check init order needed init_order_process_timer=121.921484 2020-08-11 14:02:22 DEBUG: check clearing time needed clearing_process_timer=22.922747 2020-08-11 14:02:22 DEBUG: check init order needed init_order_process_timer=122.923019 2020-08-11 14:02:23 DEBUG: check clearing time needed clearing_process_timer=23.924238 2020-08-11 14:02:23 DEBUG: check init order needed init_order_process_timer=123.924561 2020-08-11 14:02:24 DEBUG: check clearing time needed clearing_process_timer=24.925808 2020-08-11 14:02:24 DEBUG: check init order needed init_order_process_timer=124.926132 2020-08-11 14:02:25 DEBUG: check clearing time needed clearing_process_timer=25.927361 2020-08-11 14:02:25 DEBUG: check init order needed init_order_process_timer=125.927685 2020-08-11 14:02:26 DEBUG: check clearing time needed clearing_process_timer=26.928901 2020-08-11 14:02:26 DEBUG: check init order needed init_order_process_timer=126.929211 2020-08-11 14:02:27 DEBUG: check clearing time needed clearing_process_timer=27.930461 2020-08-11 14:02:27 DEBUG: check init order needed init_order_process_timer=127.930796 2020-08-11 14:02:28 DEBUG: check clearing time needed clearing_process_timer=28.932092 2020-08-11 14:02:28 DEBUG: check init order needed init_order_process_timer=128.932382 2020-08-11 14:02:29 DEBUG: check clearing time needed clearing_process_timer=29.933601 2020-08-11 14:02:29 DEBUG: check init order needed init_order_process_timer=129.933843 2020-08-11 14:02:30 DEBUG: check clearing time needed clearing_process_timer=30.935043 2020-08-11 14:02:30 DEBUG: check init order needed init_order_process_timer=130.935298 2020-08-11 14:02:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:02:31.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 206, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "d57a7c8c-11c3-219a-0cbd-c8165391fa2e", "grossValue": 8057690, "homeNotional": 2.4203971331218423, "foreignNotional": 946.7383386206086}]} 2020-08-11 14:02:31 DEBUG: message ignored 2020-08-11 14:02:31 DEBUG: check clearing time needed clearing_process_timer=31.936486 2020-08-11 14:02:31 DEBUG: check init order needed init_order_process_timer=131.93677 2020-08-11 14:02:32 DEBUG: check clearing time needed clearing_process_timer=32.937973 2020-08-11 14:02:32 DEBUG: check init order needed init_order_process_timer=132.938227 2020-08-11 14:02:33 DEBUG: check clearing time needed clearing_process_timer=33.939393 2020-08-11 14:02:33 DEBUG: check init order needed init_order_process_timer=133.939648 2020-08-11 14:02:34 DEBUG: check clearing time needed clearing_process_timer=34.940811 2020-08-11 14:02:34 DEBUG: check init order needed init_order_process_timer=134.941074 2020-08-11 14:02:35 DEBUG: check clearing time needed clearing_process_timer=35.942222 2020-08-11 14:02:35 DEBUG: check init order needed init_order_process_timer=135.942451 2020-08-11 14:02:36 DEBUG: check clearing time needed clearing_process_timer=36.94361 2020-08-11 14:02:36 DEBUG: check init order needed init_order_process_timer=136.943876 2020-08-11 14:02:37 DEBUG: check clearing time needed clearing_process_timer=37.945052 2020-08-11 14:02:37 DEBUG: check init order needed init_order_process_timer=137.945364 2020-08-11 14:02:38 DEBUG: check clearing time needed clearing_process_timer=38.946546 2020-08-11 14:02:38 DEBUG: check init order needed init_order_process_timer=138.94683 2020-08-11 14:02:39 DEBUG: check clearing time needed clearing_process_timer=39.948015 2020-08-11 14:02:39 DEBUG: check init order needed init_order_process_timer=139.948294 2020-08-11 14:02:40 DEBUG: check clearing time needed clearing_process_timer=40.949521 2020-08-11 14:02:40 DEBUG: check init order needed init_order_process_timer=140.949781 2020-08-11 14:02:41 DEBUG: check clearing time needed clearing_process_timer=41.950996 2020-08-11 14:02:41 DEBUG: check init order needed init_order_process_timer=141.951534 2020-08-11 14:02:42 DEBUG: check clearing time needed clearing_process_timer=42.952744 2020-08-11 14:02:42 DEBUG: check init order needed init_order_process_timer=142.953081 2020-08-11 14:02:43 DEBUG: check clearing time needed clearing_process_timer=43.954306 2020-08-11 14:02:43 DEBUG: check init order needed init_order_process_timer=143.954588 2020-08-11 14:02:44 DEBUG: check clearing time needed clearing_process_timer=44.955807 2020-08-11 14:02:44 DEBUG: check init order needed init_order_process_timer=144.956086 2020-08-11 14:02:45 DEBUG: check clearing time needed clearing_process_timer=45.957281 2020-08-11 14:02:45 DEBUG: check init order needed init_order_process_timer=145.957579 2020-08-11 14:02:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:02:46.115Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "9ae47a05-2b9a-6662-392e-edbe2832b6d6", "grossValue": 39120, "homeNotional": 0.011749500646222535, "foreignNotional": 4.5964046528022555}]} 2020-08-11 14:02:46 DEBUG: message ignored 2020-08-11 14:02:46 DEBUG: check clearing time needed clearing_process_timer=46.958796 2020-08-11 14:02:46 DEBUG: check init order needed init_order_process_timer=146.959081 2020-08-11 14:02:47 DEBUG: check clearing time needed clearing_process_timer=47.960318 2020-08-11 14:02:47 DEBUG: check init order needed init_order_process_timer=147.960635 2020-08-11 14:02:48 DEBUG: check clearing time needed clearing_process_timer=48.961834 2020-08-11 14:02:48 DEBUG: check init order needed init_order_process_timer=148.962111 2020-08-11 14:02:49 DEBUG: check clearing time needed clearing_process_timer=49.963316 2020-08-11 14:02:49 DEBUG: check init order needed init_order_process_timer=149.963656 2020-08-11 14:02:50 DEBUG: check clearing time needed clearing_process_timer=50.964906 2020-08-11 14:02:50 DEBUG: check init order needed init_order_process_timer=150.965224 2020-08-11 14:02:51 DEBUG: check clearing time needed clearing_process_timer=51.966486 2020-08-11 14:02:51 DEBUG: check init order needed init_order_process_timer=151.966741 2020-08-11 14:02:52 DEBUG: check clearing time needed clearing_process_timer=52.967992 2020-08-11 14:02:52 DEBUG: check init order needed init_order_process_timer=152.968274 2020-08-11 14:02:53 DEBUG: check clearing time needed clearing_process_timer=53.969443 2020-08-11 14:02:53 DEBUG: check init order needed init_order_process_timer=153.969711 2020-08-11 14:02:54 DEBUG: check clearing time needed clearing_process_timer=54.970894 2020-08-11 14:02:54 DEBUG: check init order needed init_order_process_timer=154.971217 2020-08-11 14:02:55 DEBUG: check clearing time needed clearing_process_timer=55.972406 2020-08-11 14:02:55 DEBUG: check init order needed init_order_process_timer=155.972666 2020-08-11 14:02:56 DEBUG: check clearing time needed clearing_process_timer=56.973848 2020-08-11 14:02:56 DEBUG: check init order needed init_order_process_timer=156.974119 2020-08-11 14:02:57 DEBUG: check clearing time needed clearing_process_timer=57.975296 2020-08-11 14:02:57 DEBUG: check init order needed init_order_process_timer=157.975573 2020-08-11 14:02:58 DEBUG: check clearing time needed clearing_process_timer=58.976786 2020-08-11 14:02:58 DEBUG: check init order needed init_order_process_timer=158.977092 2020-08-11 14:02:59 DEBUG: check clearing time needed clearing_process_timer=59.978299 2020-08-11 14:02:59 DEBUG: check init order needed init_order_process_timer=159.978632 2020-08-11 14:03:00 DEBUG: check clearing time needed clearing_process_timer=60.979867 2020-08-11 14:03:00 DEBUG: check init order needed init_order_process_timer=160.980187 2020-08-11 14:03:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:01.952Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "227f7843-6130-848d-3bc7-3371b971bf6d", "grossValue": 391150, "homeNotional": 0.11753643629525153, "foreignNotional": 45.97437705688763}]} 2020-08-11 14:03:01 DEBUG: message ignored 2020-08-11 14:03:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:01.957Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c382d1fa-0959-a77d-ba6c-fb0694eed553", "grossValue": 430265, "homeNotional": 0.12929007992477667, "foreignNotional": 50.5718147625764}]} 2020-08-11 14:03:01 DEBUG: message ignored 2020-08-11 14:03:01 DEBUG: check clearing time needed clearing_process_timer=61.981445 2020-08-11 14:03:01 DEBUG: check init order needed init_order_process_timer=161.981716 2020-08-11 14:03:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:02.162Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "c9532acb-385b-c236-83e8-2d08fd9359c9", "grossValue": 19560000, "homeNotional": 5.876821814762576, "foreignNotional": 2299.01269393512}, {"timestamp": "2020-08-11T11:03:02.162Z", "symbol": "ETHUSD", "side": "Buy", "size": 155, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "ecac1daa-65ba-7987-0e0d-9700921b5b7a", "grossValue": 6063600, "homeNotional": 1.8218147625763987, "foreignNotional": 712.6939351198872}, {"timestamp": "2020-08-11T11:03:02.162Z", "symbol": "ETHUSD", "side": "Buy", "size": 122, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "368da85f-72ec-ed00-6836-2be771b12801", "grossValue": 4772640, "homeNotional": 1.4339445228020686, "foreignNotional": 560.9590973201692}, {"timestamp": "2020-08-11T11:03:02.162Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "4168cf7b-0c8b-8e38-62d8-1558d0908410", "grossValue": 978000, "homeNotional": 0.2938410907381288, "foreignNotional": 114.950634696756}, {"timestamp": "2020-08-11T11:03:02.162Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "6e5cd437-261e-452f-43e9-cb52373fed3f", "grossValue": 430320, "homeNotional": 0.12929007992477667, "foreignNotional": 50.578279266572636}]} 2020-08-11 14:03:02 DEBUG: message ignored 2020-08-11 14:03:02 DEBUG: check clearing time needed clearing_process_timer=62.982939 2020-08-11 14:03:02 DEBUG: check init order needed init_order_process_timer=162.98329 2020-08-11 14:03:03 DEBUG: check clearing time needed clearing_process_timer=63.984535 2020-08-11 14:03:03 DEBUG: check init order needed init_order_process_timer=163.98483 2020-08-11 14:03:04 DEBUG: check clearing time needed clearing_process_timer=64.986054 2020-08-11 14:03:04 DEBUG: check init order needed init_order_process_timer=164.986344 2020-08-11 14:03:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:05.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.25, "tickDirection": "PlusTick", "trdMatchID": "372fa0fb-d3d9-0e6b-e7d0-af5603ae2b3a", "grossValue": 39125, "homeNotional": 0.011753643629525154, "foreignNotional": 4.598613070051716}]} 2020-08-11 14:03:05 DEBUG: message ignored 2020-08-11 14:03:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:05.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 391.2, "tickDirection": "MinusTick", "trdMatchID": "5fddcab1-5837-58a3-4d98-62e343b556bf", "grossValue": 391200, "homeNotional": 0.11753643629525153, "foreignNotional": 45.9802538787024}]} 2020-08-11 14:03:05 DEBUG: message ignored 2020-08-11 14:03:05 DEBUG: check clearing time needed clearing_process_timer=65.987555 2020-08-11 14:03:05 DEBUG: check init order needed init_order_process_timer=165.987895 2020-08-11 14:03:06 DEBUG: check clearing time needed clearing_process_timer=66.989102 2020-08-11 14:03:06 DEBUG: check init order needed init_order_process_timer=166.989393 2020-08-11 14:03:07 DEBUG: check clearing time needed clearing_process_timer=67.990617 2020-08-11 14:03:07 DEBUG: check init order needed init_order_process_timer=167.990984 2020-08-11 14:03:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:08.328Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.25, "tickDirection": "PlusTick", "trdMatchID": "2b411d96-db31-73fb-5688-d826912c70fc", "grossValue": 391250, "homeNotional": 0.11753643629525153, "foreignNotional": 45.98613070051716}]} 2020-08-11 14:03:08 DEBUG: message ignored 2020-08-11 14:03:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:08.380Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 391.2, "tickDirection": "MinusTick", "trdMatchID": "2ec09523-2ce0-f5e8-884a-8f7012b8101e", "grossValue": 508560, "homeNotional": 0.152797367183827, "foreignNotional": 59.77433004231312}]} 2020-08-11 14:03:08 DEBUG: message ignored 2020-08-11 14:03:08 DEBUG: check clearing time needed clearing_process_timer=68.992236 2020-08-11 14:03:08 DEBUG: check init order needed init_order_process_timer=168.992537 2020-08-11 14:03:09 DEBUG: check clearing time needed clearing_process_timer=69.993734 2020-08-11 14:03:09 DEBUG: check init order needed init_order_process_timer=169.994046 2020-08-11 14:03:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:10.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1366, "price": 391.25, "tickDirection": "PlusTick", "trdMatchID": "796a1055-3b8c-5a67-ae11-e633e440a3e3", "grossValue": 53444750, "homeNotional": 16.05547719793136, "foreignNotional": 6281.705453690644}]} 2020-08-11 14:03:10 DEBUG: message ignored 2020-08-11 14:03:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:10.201Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 391.2, "tickDirection": "MinusTick", "trdMatchID": "23e91328-75af-2a25-9812-d5f4b18f5350", "grossValue": 469440, "homeNotional": 0.14104372355430184, "foreignNotional": 55.17630465444288}]} 2020-08-11 14:03:10 DEBUG: message ignored 2020-08-11 14:03:10 DEBUG: check clearing time needed clearing_process_timer=70.995308 2020-08-11 14:03:10 DEBUG: check init order needed init_order_process_timer=170.995586 2020-08-11 14:03:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:11.205Z", "symbol": "ETHUSD", "side": "Buy", "size": 623, "price": 391.25, "tickDirection": "PlusTick", "trdMatchID": "05d3b8c7-8e80-bba7-553a-5c6cdf9b5a90", "grossValue": 24374875, "homeNotional": 7.32251998119417, "foreignNotional": 2864.9359426422193}, {"timestamp": "2020-08-11T11:03:11.205Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b5bf0a12-5f91-8857-579c-f5701dcddd55", "grossValue": 1408500, "homeNotional": 0.4231311706629055, "foreignNotional": 165.55007052186178}]} 2020-08-11 14:03:11 DEBUG: message ignored 2020-08-11 14:03:11 DEBUG: check clearing time needed clearing_process_timer=71.996772 2020-08-11 14:03:11 DEBUG: check init order needed init_order_process_timer=171.997058 2020-08-11 14:03:12 DEBUG: check clearing time needed clearing_process_timer=72.998238 2020-08-11 14:03:12 DEBUG: check init order needed init_order_process_timer=172.998505 2020-08-11 14:03:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 1337, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc38537b-614c-4a87-e573-eb628aeab40e", "grossValue": 52310125, "homeNotional": 15.71462153267513, "foreignNotional": 6148.345674659145}, {"timestamp": "2020-08-11T11:03:13.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 1337, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "f426a17f-ab24-54f1-2342-72830247e491", "grossValue": 52310125, "homeNotional": 15.71462153267513, "foreignNotional": 6148.345674659145}, {"timestamp": "2020-08-11T11:03:13.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 255, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "caceaa60-a0ee-0698-cb8a-fdf0fa22867d", "grossValue": 9976875, "homeNotional": 2.997179125528914, "foreignNotional": 1172.6463328631876}]} 2020-08-11 14:03:13 DEBUG: message ignored 2020-08-11 14:03:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 545, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "46bdf492-5c4c-32a4-bc38-67cbb937deb9", "grossValue": 21323125, "homeNotional": 6.405735778091208, "foreignNotional": 2506.2441231781854}, {"timestamp": "2020-08-11T11:03:13.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 603, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "650fcb8e-de7c-1c2a-9abd-09566b7e7271", "grossValue": 23592375, "homeNotional": 7.0874471086036674, "foreignNotional": 2772.963681241185}, {"timestamp": "2020-08-11T11:03:13.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 123, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "83f74ad8-a84d-5896-7b78-1aa4c45d7943", "grossValue": 4812375, "homeNotional": 1.4456981664315938, "foreignNotional": 565.629407616361}, {"timestamp": "2020-08-11T11:03:13.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 599, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "57063319-f1de-fb2b-0d93-2a484bbf0952", "grossValue": 23435875, "homeNotional": 7.040432534085567, "foreignNotional": 2754.569228960978}, {"timestamp": "2020-08-11T11:03:13.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 642, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "d37166de-7a78-1cc6-6321-f07e07a23180", "grossValue": 25118250, "homeNotional": 7.545839210155148, "foreignNotional": 2952.3095909732015}, {"timestamp": "2020-08-11T11:03:13.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 226, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5b95b46b-f0ba-24b5-0534-85c8e8d2bb74", "grossValue": 8842250, "homeNotional": 2.6563234602726844, "foreignNotional": 1039.2865538316878}, {"timestamp": "2020-08-11T11:03:13.091Z", "symbol": "ETHUSD", "side": "Sell", "size": 189, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "c966d081-bd4e-2980-4b65-0bea103fce76", "grossValue": 7394625, "homeNotional": 2.2214386459802538, "foreignNotional": 869.1378702397743}]} 2020-08-11 14:03:13 DEBUG: message ignored 2020-08-11 14:03:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.653Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "68e993c5-0962-9646-eb58-fac25d265bc0", "grossValue": 1447625, "homeNotional": 0.43488481429243064, "foreignNotional": 170.14868359191348}, {"timestamp": "2020-08-11T11:03:13.653Z", "symbol": "ETHUSD", "side": "Sell", "size": 71, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "7c834f83-4909-e9b7-ed00-a3c89d1a9962", "grossValue": 2777875, "homeNotional": 0.8345086976962859, "foreignNotional": 326.50152797367184}]} 2020-08-11 14:03:13 DEBUG: message ignored 2020-08-11 14:03:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.684Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "57df74f5-d3a5-6d6b-47c1-2beabbfd3c78", "grossValue": 4225500, "homeNotional": 1.2693935119887165, "foreignNotional": 496.6502115655853}]} 2020-08-11 14:03:13 DEBUG: message ignored 2020-08-11 14:03:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.723Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "6990be11-a911-b632-7ae2-a836f9268307", "grossValue": 4225500, "homeNotional": 1.2693935119887165, "foreignNotional": 496.6502115655853}]} 2020-08-11 14:03:13 DEBUG: message ignored 2020-08-11 14:03:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.768Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "66a56a93-e1d8-7155-bd79-81eea1f41b93", "grossValue": 4225500, "homeNotional": 1.2693935119887165, "foreignNotional": 496.6502115655853}]} 2020-08-11 14:03:13 DEBUG: message ignored 2020-08-11 14:03:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.856Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffb79675-9744-b722-b9eb-646fa6529903", "grossValue": 4225500, "homeNotional": 1.2693935119887165, "foreignNotional": 496.6502115655853}]} 2020-08-11 14:03:13 DEBUG: message ignored 2020-08-11 14:03:13 DEBUG: check clearing time needed clearing_process_timer=73.999689 2020-08-11 14:03:14 DEBUG: check init order needed init_order_process_timer=174.000005 2020-08-11 14:03:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.989Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "adc45f2a-2cfb-fc37-c4bb-43ce3c8a0f69", "grossValue": 391300, "homeNotional": 0.11753643629525153, "foreignNotional": 45.992007522331924}]} 2020-08-11 14:03:14 DEBUG: message ignored 2020-08-11 14:03:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:13.992Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "23bd0f15-39d4-8337-c21b-9c80eaf24c9f", "grossValue": 508690, "homeNotional": 0.152797367183827, "foreignNotional": 59.7896097790315}]} 2020-08-11 14:03:14 DEBUG: message ignored 2020-08-11 14:03:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:14.022Z", "symbol": "ETHUSD", "side": "Sell", "size": 103, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "0a08cf40-727e-8525-d5b1-1c584af3a6f8", "grossValue": 4029875, "homeNotional": 1.2106252938410906, "foreignNotional": 473.65714621532675}, {"timestamp": "2020-08-11T11:03:14.022Z", "symbol": "ETHUSD", "side": "Sell", "size": 1300, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f773c98d-020a-b4c3-7acc-cfd4df444c27", "grossValue": 50862500, "homeNotional": 15.279736718382699, "foreignNotional": 5978.196991067231}, {"timestamp": "2020-08-11T11:03:14.022Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9b73856-badc-23f3-9e08-fd990022ec01", "grossValue": 156500, "homeNotional": 0.047014574518100614, "foreignNotional": 18.394452280206863}, {"timestamp": "2020-08-11T11:03:14.022Z", "symbol": "ETHUSD", "side": "Sell", "size": 257, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ea2aae0-b67a-cfc6-7849-a27934e79873", "grossValue": 10055125, "homeNotional": 3.0206864127879642, "foreignNotional": 1181.843559003291}]} 2020-08-11 14:03:14 DEBUG: message ignored 2020-08-11 14:03:15 DEBUG: check clearing time needed clearing_process_timer=75.001223 2020-08-11 14:03:15 DEBUG: check init order needed init_order_process_timer=175.001547 2020-08-11 14:03:16 DEBUG: check clearing time needed clearing_process_timer=76.002734 2020-08-11 14:03:16 DEBUG: check init order needed init_order_process_timer=176.003013 2020-08-11 14:03:17 DEBUG: check clearing time needed clearing_process_timer=77.004203 2020-08-11 14:03:17 DEBUG: check init order needed init_order_process_timer=177.004488 2020-08-11 14:03:18 DEBUG: check clearing time needed clearing_process_timer=78.005682 2020-08-11 14:03:18 DEBUG: check init order needed init_order_process_timer=178.006002 2020-08-11 14:03:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:18.851Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.2, "tickDirection": "MinusTick", "trdMatchID": "d1a347b8-5560-fc0b-8e85-5012d5aa9389", "grossValue": 1956000, "homeNotional": 0.5876821814762576, "foreignNotional": 229.901269393512}]} 2020-08-11 14:03:18 DEBUG: message ignored 2020-08-11 14:03:19 DEBUG: check clearing time needed clearing_process_timer=79.007219 2020-08-11 14:03:19 DEBUG: check init order needed init_order_process_timer=179.007531 2020-08-11 14:03:20 DEBUG: check clearing time needed clearing_process_timer=80.008738 2020-08-11 14:03:20 DEBUG: check init order needed init_order_process_timer=180.00908 2020-08-11 14:03:21 DEBUG: check clearing time needed clearing_process_timer=81.010308 2020-08-11 14:03:21 DEBUG: check init order needed init_order_process_timer=181.010635 2020-08-11 14:03:22 DEBUG: check clearing time needed clearing_process_timer=82.011881 2020-08-11 14:03:22 DEBUG: check init order needed init_order_process_timer=182.012165 2020-08-11 14:03:23 DEBUG: check clearing time needed clearing_process_timer=83.013087 2020-08-11 14:03:23 DEBUG: check init order needed init_order_process_timer=183.01338 2020-08-11 14:03:24 DEBUG: check clearing time needed clearing_process_timer=84.014572 2020-08-11 14:03:24 DEBUG: check init order needed init_order_process_timer=184.014846 2020-08-11 14:03:25 DEBUG: check clearing time needed clearing_process_timer=85.016023 2020-08-11 14:03:25 DEBUG: check init order needed init_order_process_timer=185.016284 2020-08-11 14:03:26 DEBUG: check clearing time needed clearing_process_timer=86.017199 2020-08-11 14:03:26 DEBUG: check init order needed init_order_process_timer=186.017503 2020-08-11 14:03:27 DEBUG: check clearing time needed clearing_process_timer=87.018701 2020-08-11 14:03:27 DEBUG: check init order needed init_order_process_timer=187.01896 2020-08-11 14:03:28 DEBUG: check clearing time needed clearing_process_timer=88.020116 2020-08-11 14:03:28 DEBUG: check init order needed init_order_process_timer=188.020371 2020-08-11 14:03:29 DEBUG: check clearing time needed clearing_process_timer=89.02108 2020-08-11 14:03:29 DEBUG: check init order needed init_order_process_timer=189.021457 2020-08-11 14:03:30 DEBUG: check clearing time needed clearing_process_timer=90.022681 2020-08-11 14:03:30 DEBUG: check init order needed init_order_process_timer=190.022972 2020-08-11 14:03:31 DEBUG: check clearing time needed clearing_process_timer=91.02414 2020-08-11 14:03:31 DEBUG: check init order needed init_order_process_timer=191.024428 2020-08-11 14:03:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:31.599Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "524a7754-93b3-df0d-5964-1d5022e3b833", "grossValue": 97787500, "homeNotional": 29.394473838918284, "foreignNotional": 11497.648442092886}]} 2020-08-11 14:03:31 DEBUG: message ignored 2020-08-11 14:03:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:31.618Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "80b16b85-3680-df76-a005-ba7c37a5580b", "grossValue": 2151600, "homeNotional": 0.6466784244562023, "foreignNotional": 252.9805996472663}]} 2020-08-11 14:03:31 DEBUG: message ignored 2020-08-11 14:03:32 DEBUG: check clearing time needed clearing_process_timer=92.024884 2020-08-11 14:03:32 DEBUG: check init order needed init_order_process_timer=192.025194 2020-08-11 14:03:33 DEBUG: check clearing time needed clearing_process_timer=93.026393 2020-08-11 14:03:33 DEBUG: check init order needed init_order_process_timer=193.026765 2020-08-11 14:03:34 DEBUG: check clearing time needed clearing_process_timer=94.02802 2020-08-11 14:03:34 DEBUG: check init order needed init_order_process_timer=194.028302 2020-08-11 14:03:35 DEBUG: check clearing time needed clearing_process_timer=95.029482 2020-08-11 14:03:35 DEBUG: check init order needed init_order_process_timer=195.02975 2020-08-11 14:03:36 DEBUG: check clearing time needed clearing_process_timer=96.030942 2020-08-11 14:03:36 DEBUG: check init order needed init_order_process_timer=196.031252 2020-08-11 14:03:37 DEBUG: check clearing time needed clearing_process_timer=97.032547 2020-08-11 14:03:37 DEBUG: check init order needed init_order_process_timer=197.032812 2020-08-11 14:03:38 DEBUG: check clearing time needed clearing_process_timer=98.034007 2020-08-11 14:03:38 DEBUG: check init order needed init_order_process_timer=198.034298 2020-08-11 14:03:39 DEBUG: check clearing time needed clearing_process_timer=99.035497 2020-08-11 14:03:39 DEBUG: check init order needed init_order_process_timer=199.035757 2020-08-11 14:03:40 DEBUG: check clearing time needed clearing_process_timer=100.036938 2020-08-11 14:03:40 DEBUG: check init order needed init_order_process_timer=200.037297 2020-08-11 14:03:41 DEBUG: check clearing time needed clearing_process_timer=101.038538 2020-08-11 14:03:41 DEBUG: check init order needed init_order_process_timer=201.038809 2020-08-11 14:03:42 DEBUG: check clearing time needed clearing_process_timer=102.040038 2020-08-11 14:03:42 DEBUG: check init order needed init_order_process_timer=202.040379 2020-08-11 14:03:43 DEBUG: check clearing time needed clearing_process_timer=103.041659 2020-08-11 14:03:43 DEBUG: check init order needed init_order_process_timer=203.041948 2020-08-11 14:03:44 DEBUG: check clearing time needed clearing_process_timer=104.043122 2020-08-11 14:03:44 DEBUG: check init order needed init_order_process_timer=204.043431 2020-08-11 14:03:45 DEBUG: check clearing time needed clearing_process_timer=105.04468 2020-08-11 14:03:45 DEBUG: check init order needed init_order_process_timer=205.044968 2020-08-11 14:03:46 DEBUG: check clearing time needed clearing_process_timer=106.046234 2020-08-11 14:03:46 DEBUG: check init order needed init_order_process_timer=206.046499 2020-08-11 14:03:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:46.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 461, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "899b2840-0642-f4d6-9870-448ea2d12513", "grossValue": 18032015, "homeNotional": 5.420340975896531, "foreignNotional": 2120.1663727219284}, {"timestamp": "2020-08-11T11:03:46.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 1300, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ced6efa-53bd-eaa1-2e1d-3e9660e6c4da", "grossValue": 50849500, "homeNotional": 15.285126396237507, "foreignNotional": 5978.777189888301}, {"timestamp": "2020-08-11T11:03:46.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 1439, "price": 391.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "0346244f-36f2-2c31-1a88-b117a6e65663", "grossValue": 56286485, "homeNotional": 16.919459141681365, "foreignNotional": 6618.046443268666}]} 2020-08-11 14:03:46 DEBUG: message ignored 2020-08-11 14:03:47 DEBUG: check clearing time needed clearing_process_timer=107.047701 2020-08-11 14:03:47 DEBUG: check init order needed init_order_process_timer=207.048001 2020-08-11 14:03:48 DEBUG: check clearing time needed clearing_process_timer=108.049173 2020-08-11 14:03:48 DEBUG: check init order needed init_order_process_timer=208.049479 2020-08-11 14:03:49 DEBUG: check clearing time needed clearing_process_timer=109.0507 2020-08-11 14:03:49 DEBUG: check init order needed init_order_process_timer=209.051013 2020-08-11 14:03:50 DEBUG: check clearing time needed clearing_process_timer=110.052231 2020-08-11 14:03:50 DEBUG: check init order needed init_order_process_timer=210.052516 2020-08-11 14:03:51 DEBUG: check clearing time needed clearing_process_timer=111.053786 2020-08-11 14:03:51 DEBUG: check init order needed init_order_process_timer=211.054103 2020-08-11 14:03:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:51.354Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "6479791a-8873-b978-d76b-d0a2eb9c690b", "grossValue": 234720, "homeNotional": 0.07054673721340388, "foreignNotional": 27.597883597883598}, {"timestamp": "2020-08-11T11:03:51.354Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e69e919-79d3-01b7-aa48-06ae356bb127", "grossValue": 1721280, "homeNotional": 0.5173427395649618, "foreignNotional": 202.38447971781306}]} 2020-08-11 14:03:51 DEBUG: message ignored 2020-08-11 14:03:52 DEBUG: check clearing time needed clearing_process_timer=112.055369 2020-08-11 14:03:52 DEBUG: check init order needed init_order_process_timer=212.055716 2020-08-11 14:03:53 DEBUG: check clearing time needed clearing_process_timer=113.056978 2020-08-11 14:03:53 DEBUG: check init order needed init_order_process_timer=213.057672 2020-08-11 14:03:54 DEBUG: check clearing time needed clearing_process_timer=114.058911 2020-08-11 14:03:54 DEBUG: check init order needed init_order_process_timer=214.059185 2020-08-11 14:03:55 DEBUG: check clearing time needed clearing_process_timer=115.060384 2020-08-11 14:03:55 DEBUG: check init order needed init_order_process_timer=215.060671 2020-08-11 14:03:56 DEBUG: check clearing time needed clearing_process_timer=116.061909 2020-08-11 14:03:56 DEBUG: check init order needed init_order_process_timer=216.062185 2020-08-11 14:03:57 DEBUG: check clearing time needed clearing_process_timer=117.063384 2020-08-11 14:03:57 DEBUG: check init order needed init_order_process_timer=217.063656 2020-08-11 14:03:58 DEBUG: check clearing time needed clearing_process_timer=118.064845 2020-08-11 14:03:58 DEBUG: check init order needed init_order_process_timer=218.065198 2020-08-11 14:03:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:03:58.590Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7c629464-87be-4d08-3c8f-52f0145f50b6", "grossValue": 7824000, "homeNotional": 2.3515579071134627, "foreignNotional": 919.9294532627866}]} 2020-08-11 14:03:58 DEBUG: message ignored 2020-08-11 14:03:59 DEBUG: check clearing time needed clearing_process_timer=119.066461 2020-08-11 14:03:59 DEBUG: check init order needed init_order_process_timer=219.066799 2020-08-11 14:04:00 DEBUG: check clearing time needed clearing_process_timer=120.068027 2020-08-11 14:04:00 DEBUG: check init order needed init_order_process_timer=220.068306 2020-08-11 14:04:01 DEBUG: check clearing time needed clearing_process_timer=121.069523 2020-08-11 14:04:01 DEBUG: check init order needed init_order_process_timer=221.069802 2020-08-11 14:04:02 DEBUG: check clearing time needed clearing_process_timer=122.070993 2020-08-11 14:04:02 DEBUG: check init order needed init_order_process_timer=222.071364 2020-08-11 14:04:03 DEBUG: check clearing time needed clearing_process_timer=123.072599 2020-08-11 14:04:03 DEBUG: check init order needed init_order_process_timer=223.072852 2020-08-11 14:04:04 DEBUG: check clearing time needed clearing_process_timer=124.074042 2020-08-11 14:04:04 DEBUG: check init order needed init_order_process_timer=224.07433 2020-08-11 14:04:05 DEBUG: check clearing time needed clearing_process_timer=125.075553 2020-08-11 14:04:05 DEBUG: check init order needed init_order_process_timer=225.075848 2020-08-11 14:04:06 DEBUG: check clearing time needed clearing_process_timer=126.07729 2020-08-11 14:04:06 DEBUG: check init order needed init_order_process_timer=226.077581 2020-08-11 14:04:07 DEBUG: check clearing time needed clearing_process_timer=127.078959 2020-08-11 14:04:07 DEBUG: check init order needed init_order_process_timer=227.079218 2020-08-11 14:04:08 DEBUG: check clearing time needed clearing_process_timer=128.080417 2020-08-11 14:04:08 DEBUG: check init order needed init_order_process_timer=228.08076 2020-08-11 14:04:09 DEBUG: check clearing time needed clearing_process_timer=129.08197 2020-08-11 14:04:09 DEBUG: check init order needed init_order_process_timer=229.082298 2020-08-11 14:04:10 DEBUG: check clearing time needed clearing_process_timer=130.083761 2020-08-11 14:04:10 DEBUG: check init order needed init_order_process_timer=230.084072 2020-08-11 14:04:11 DEBUG: check clearing time needed clearing_process_timer=131.085099 2020-08-11 14:04:11 DEBUG: check init order needed init_order_process_timer=231.085428 2020-08-11 14:04:12 DEBUG: check clearing time needed clearing_process_timer=132.086595 2020-08-11 14:04:12 DEBUG: check init order needed init_order_process_timer=232.086864 2020-08-11 14:04:13 DEBUG: check clearing time needed clearing_process_timer=133.088342 2020-08-11 14:04:13 DEBUG: check init order needed init_order_process_timer=233.088626 2020-08-11 14:04:14 DEBUG: check clearing time needed clearing_process_timer=134.089843 2020-08-11 14:04:14 DEBUG: check init order needed init_order_process_timer=234.090101 2020-08-11 14:04:15 DEBUG: check clearing time needed clearing_process_timer=135.09129 2020-08-11 14:04:15 DEBUG: check init order needed init_order_process_timer=235.091547 2020-08-11 14:04:16 DEBUG: check clearing time needed clearing_process_timer=136.092762 2020-08-11 14:04:16 DEBUG: check init order needed init_order_process_timer=236.093062 2020-08-11 14:04:17 DEBUG: check clearing time needed clearing_process_timer=137.094241 2020-08-11 14:04:17 DEBUG: check init order needed init_order_process_timer=237.094502 2020-08-11 14:04:18 DEBUG: check clearing time needed clearing_process_timer=138.095702 2020-08-11 14:04:18 DEBUG: check init order needed init_order_process_timer=238.095977 2020-08-11 14:04:19 DEBUG: check clearing time needed clearing_process_timer=139.097059 2020-08-11 14:04:19 DEBUG: check init order needed init_order_process_timer=239.097325 2020-08-11 14:04:20 DEBUG: check clearing time needed clearing_process_timer=140.09855 2020-08-11 14:04:20 DEBUG: check init order needed init_order_process_timer=240.098884 2020-08-11 14:04:21 DEBUG: check clearing time needed clearing_process_timer=141.100369 2020-08-11 14:04:21 DEBUG: check init order needed init_order_process_timer=241.100639 2020-08-11 14:04:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:04:21.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.15, "tickDirection": "MinusTick", "trdMatchID": "a68ecb36-4b2e-eb1a-9e20-4c5917725b6f", "grossValue": 1955750, "homeNotional": 0.5876821814762576, "foreignNotional": 229.87188528443818}]} 2020-08-11 14:04:21 DEBUG: message ignored 2020-08-11 14:04:22 DEBUG: check clearing time needed clearing_process_timer=142.101824 2020-08-11 14:04:22 DEBUG: check init order needed init_order_process_timer=242.102098 2020-08-11 14:04:23 DEBUG: check clearing time needed clearing_process_timer=143.103597 2020-08-11 14:04:23 DEBUG: check init order needed init_order_process_timer=243.103913 2020-08-11 14:04:24 DEBUG: check clearing time needed clearing_process_timer=144.105365 2020-08-11 14:04:24 DEBUG: check init order needed init_order_process_timer=244.105651 2020-08-11 14:04:25 DEBUG: check clearing time needed clearing_process_timer=145.107119 2020-08-11 14:04:25 DEBUG: check init order needed init_order_process_timer=245.107395 2020-08-11 14:04:26 DEBUG: check clearing time needed clearing_process_timer=146.108612 2020-08-11 14:04:26 DEBUG: check init order needed init_order_process_timer=246.108878 2020-08-11 14:04:27 DEBUG: check clearing time needed clearing_process_timer=147.110051 2020-08-11 14:04:27 DEBUG: check init order needed init_order_process_timer=247.110283 2020-08-11 14:04:28 DEBUG: check clearing time needed clearing_process_timer=148.111468 2020-08-11 14:04:28 DEBUG: check init order needed init_order_process_timer=248.111736 2020-08-11 14:04:29 DEBUG: check clearing time needed clearing_process_timer=149.112953 2020-08-11 14:04:29 DEBUG: check init order needed init_order_process_timer=249.113324 2020-08-11 14:04:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:04:29.196Z", "symbol": "ETHUSD", "side": "Buy", "size": 63, "price": 391.2, "tickDirection": "PlusTick", "trdMatchID": "55721add-3438-caaa-a7e7-93299f1da31d", "grossValue": 2464560, "homeNotional": 0.7404795486600846, "foreignNotional": 289.6755994358251}]} 2020-08-11 14:04:29 DEBUG: message ignored 2020-08-11 14:04:30 DEBUG: check clearing time needed clearing_process_timer=150.114498 2020-08-11 14:04:30 DEBUG: check init order needed init_order_process_timer=250.114788 2020-08-11 14:04:31 DEBUG: check clearing time needed clearing_process_timer=151.116219 2020-08-11 14:04:31 DEBUG: check init order needed init_order_process_timer=251.116533 2020-08-11 14:04:32 DEBUG: check clearing time needed clearing_process_timer=152.117297 2020-08-11 14:04:32 DEBUG: check init order needed init_order_process_timer=252.117596 2020-08-11 14:04:33 DEBUG: check clearing time needed clearing_process_timer=153.118967 2020-08-11 14:04:33 DEBUG: check init order needed init_order_process_timer=253.119282 2020-08-11 14:04:34 DEBUG: check clearing time needed clearing_process_timer=154.120768 2020-08-11 14:04:34 DEBUG: check init order needed init_order_process_timer=254.121102 2020-08-11 14:04:35 DEBUG: check clearing time needed clearing_process_timer=155.122544 2020-08-11 14:04:35 DEBUG: check init order needed init_order_process_timer=255.122807 2020-08-11 14:04:36 DEBUG: check clearing time needed clearing_process_timer=156.124194 2020-08-11 14:04:36 DEBUG: check init order needed init_order_process_timer=256.124518 2020-08-11 14:04:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 5507, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "af0629c7-fa1c-a94b-f66b-aa88d50868d8", "grossValue": 215433840, "homeNotional": 64.7501469723692, "foreignNotional": 25330.257495590828}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "371ebf8f-9d7d-6adf-5c37-909340971704", "grossValue": 586800, "homeNotional": 0.1763668430335097, "foreignNotional": 68.994708994709}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "34d3adf0-ca61-4309-2205-3f047c011133", "grossValue": 1369200, "homeNotional": 0.411522633744856, "foreignNotional": 160.98765432098764}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 260, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "29605e84-3843-5c47-e96b-674f468180a9", "grossValue": 10171200, "homeNotional": 3.0570252792475014, "foreignNotional": 1195.9082892416225}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "83a74ab2-714e-f71f-5297-e2702bcbba7e", "grossValue": 1956000, "homeNotional": 0.5878894767783657, "foreignNotional": 229.98236331569666}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff68f7d9-7dc1-cb9d-e6c1-376304b192fa", "grossValue": 5085600, "homeNotional": 1.5285126396237507, "foreignNotional": 597.9541446208112}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 593, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "819ed91d-eefe-5adb-e8e9-c0a884ce7cb2", "grossValue": 23198160, "homeNotional": 6.972369194591417, "foreignNotional": 2727.5908289241625}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 3794, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ee10d54-1824-042e-6f15-0e4f9a16b366", "grossValue": 148421280, "homeNotional": 44.609053497942384, "foreignNotional": 17451.061728395063}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "033203fc-2579-2947-4c07-facd0631ae43", "grossValue": 1330080, "homeNotional": 0.39976484420928865, "foreignNotional": 156.38800705467372}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1f78f16-c609-d5d6-f575-16fa3fdd356c", "grossValue": 1956000, "homeNotional": 0.5878894767783657, "foreignNotional": 229.98236331569666}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "157ed0be-5461-5a80-e184-8db00b273c02", "grossValue": 2229840, "homeNotional": 0.6701940035273368, "foreignNotional": 262.1798941798942}, {"timestamp": "2020-08-11T11:04:36.612Z", "symbol": "ETHUSD", "side": "Buy", "size": 83, "price": 391.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef59340e-697f-9714-839f-f269eecddf9f", "grossValue": 3246960, "homeNotional": 0.975896531452087, "foreignNotional": 381.77072310405646}]} 2020-08-11 14:04:36 DEBUG: message ignored 2020-08-11 14:04:37 DEBUG: check clearing time needed clearing_process_timer=157.12508 2020-08-11 14:04:37 DEBUG: check init order needed init_order_process_timer=257.125391 2020-08-11 14:04:38 DEBUG: check clearing time needed clearing_process_timer=158.126805 2020-08-11 14:04:38 DEBUG: check init order needed init_order_process_timer=258.127079 2020-08-11 14:04:39 DEBUG: check clearing time needed clearing_process_timer=159.128446 2020-08-11 14:04:39 DEBUG: check init order needed init_order_process_timer=259.128704 2020-08-11 14:04:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:04:39.313Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 391.25, "tickDirection": "PlusTick", "trdMatchID": "ea36e167-2d2a-2744-258b-981e25a5ca32", "grossValue": 195625000, "homeNotional": 58.78894767783657, "foreignNotional": 23001.175778953555}]} 2020-08-11 14:04:39 DEBUG: message ignored 2020-08-11 14:04:40 DEBUG: check clearing time needed clearing_process_timer=160.128995 2020-08-11 14:04:40 DEBUG: check init order needed init_order_process_timer=260.129339 2020-08-11 14:04:41 DEBUG: check clearing time needed clearing_process_timer=161.130568 2020-08-11 14:04:41 DEBUG: check init order needed init_order_process_timer=261.130841 2020-08-11 14:04:42 DEBUG: check clearing time needed clearing_process_timer=162.132209 2020-08-11 14:04:42 DEBUG: check init order needed init_order_process_timer=262.132471 2020-08-11 14:04:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:04:42.744Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 391.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "36a67c2e-96bf-4af8-8610-92907f02f1f7", "grossValue": 5868750, "homeNotional": 1.763668430335097, "foreignNotional": 690.0352733686067}]} 2020-08-11 14:04:42 DEBUG: message ignored 2020-08-11 14:04:43 DEBUG: check clearing time needed clearing_process_timer=163.133641 2020-08-11 14:04:43 DEBUG: check init order needed init_order_process_timer=263.133964 2020-08-11 14:04:44 DEBUG: check clearing time needed clearing_process_timer=164.135507 2020-08-11 14:04:44 DEBUG: check init order needed init_order_process_timer=264.135858 2020-08-11 14:04:45 DEBUG: check clearing time needed clearing_process_timer=165.13737 2020-08-11 14:04:45 DEBUG: check init order needed init_order_process_timer=265.137631 2020-08-11 14:04:46 DEBUG: check clearing time needed clearing_process_timer=166.13911 2020-08-11 14:04:46 DEBUG: check init order needed init_order_process_timer=266.139407 2020-08-11 14:04:47 DEBUG: check clearing time needed clearing_process_timer=167.140837 2020-08-11 14:04:47 DEBUG: check init order needed init_order_process_timer=267.141129 2020-08-11 14:04:48 DEBUG: check clearing time needed clearing_process_timer=168.142583 2020-08-11 14:04:48 DEBUG: check init order needed init_order_process_timer=268.142868 2020-08-11 14:04:49 DEBUG: check clearing time needed clearing_process_timer=169.144292 2020-08-11 14:04:49 DEBUG: check init order needed init_order_process_timer=269.144592 2020-08-11 14:04:50 DEBUG: check clearing time needed clearing_process_timer=170.14607 2020-08-11 14:04:50 DEBUG: check init order needed init_order_process_timer=270.146406 2020-08-11 14:04:51 DEBUG: check clearing time needed clearing_process_timer=171.147919 2020-08-11 14:04:51 DEBUG: check init order needed init_order_process_timer=271.148189 2020-08-11 14:04:52 DEBUG: check clearing time needed clearing_process_timer=172.149623 2020-08-11 14:04:52 DEBUG: check init order needed init_order_process_timer=272.149891 2020-08-11 14:04:53 DEBUG: check clearing time needed clearing_process_timer=173.151271 2020-08-11 14:04:53 DEBUG: check init order needed init_order_process_timer=273.151579 2020-08-11 14:04:54 DEBUG: check clearing time needed clearing_process_timer=174.152783 2020-08-11 14:04:54 DEBUG: check init order needed init_order_process_timer=274.153083 2020-08-11 14:04:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:04:55.062Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "c18e372b-9e6b-dbd2-95fc-33c41ecadc9f", "grossValue": 273910, "homeNotional": 0.0823045267489712, "foreignNotional": 32.205761316872426}, {"timestamp": "2020-08-11T11:04:55.062Z", "symbol": "ETHUSD", "side": "Buy", "size": 93, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "bfa2e9bf-334d-be20-a33e-30ba243a2870", "grossValue": 3639090, "homeNotional": 1.09347442680776, "foreignNotional": 427.87654320987656}]} 2020-08-11 14:04:55 DEBUG: message ignored 2020-08-11 14:04:55 DEBUG: check clearing time needed clearing_process_timer=175.154264 2020-08-11 14:04:55 DEBUG: check init order needed init_order_process_timer=275.154541 2020-08-11 14:04:56 DEBUG: check clearing time needed clearing_process_timer=176.155755 2020-08-11 14:04:56 DEBUG: check init order needed init_order_process_timer=276.156018 2020-08-11 14:04:57 DEBUG: check clearing time needed clearing_process_timer=177.157211 2020-08-11 14:04:57 DEBUG: check init order needed init_order_process_timer=277.157526 2020-08-11 14:04:58 DEBUG: check clearing time needed clearing_process_timer=178.158754 2020-08-11 14:04:58 DEBUG: check init order needed init_order_process_timer=278.159121 2020-08-11 14:04:59 DEBUG: check clearing time needed clearing_process_timer=179.160311 2020-08-11 14:04:59 DEBUG: check init order needed init_order_process_timer=279.16061 2020-08-11 14:05:00 DEBUG: check clearing time needed clearing_process_timer=180.161827 2020-08-11 14:05:00 DEBUG: check init order needed init_order_process_timer=280.162102 2020-08-11 14:05:01 DEBUG: check clearing time needed clearing_process_timer=181.163303 2020-08-11 14:05:01 DEBUG: check init order needed init_order_process_timer=281.163593 2020-08-11 14:05:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:01.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba9b6b72-64b4-c89f-05e2-93491b316d37", "grossValue": 39130, "homeNotional": 0.011759172154280339, "foreignNotional": 4.601364063969896}]} 2020-08-11 14:05:02 DEBUG: message ignored 2020-08-11 14:05:02 DEBUG: check clearing time needed clearing_process_timer=182.164805 2020-08-11 14:05:02 DEBUG: check init order needed init_order_process_timer=282.165148 2020-08-11 14:05:03 DEBUG: check clearing time needed clearing_process_timer=183.166336 2020-08-11 14:05:03 DEBUG: check init order needed init_order_process_timer=283.166808 2020-08-11 14:05:04 DEBUG: check clearing time needed clearing_process_timer=184.16797 2020-08-11 14:05:04 DEBUG: check init order needed init_order_process_timer=284.16834 2020-08-11 14:05:05 DEBUG: check clearing time needed clearing_process_timer=185.169615 2020-08-11 14:05:05 DEBUG: check init order needed init_order_process_timer=285.169959 2020-08-11 14:05:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:05.468Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "33813db0-6495-f726-bc2a-ba4ec8eb4500", "grossValue": 1956500, "homeNotional": 0.587958607714017, "foreignNotional": 230.0682031984948}]} 2020-08-11 14:05:05 DEBUG: message ignored 2020-08-11 14:05:06 DEBUG: check clearing time needed clearing_process_timer=186.171259 2020-08-11 14:05:06 DEBUG: check init order needed init_order_process_timer=286.171613 2020-08-11 14:05:07 DEBUG: check clearing time needed clearing_process_timer=187.172864 2020-08-11 14:05:07 DEBUG: check init order needed init_order_process_timer=287.173215 2020-08-11 14:05:08 DEBUG: check clearing time needed clearing_process_timer=188.174436 2020-08-11 14:05:08 DEBUG: check init order needed init_order_process_timer=288.174741 2020-08-11 14:05:09 DEBUG: check clearing time needed clearing_process_timer=189.17605 2020-08-11 14:05:09 DEBUG: check init order needed init_order_process_timer=289.176413 2020-08-11 14:05:10 DEBUG: check clearing time needed clearing_process_timer=190.177642 2020-08-11 14:05:10 DEBUG: check init order needed init_order_process_timer=290.177986 2020-08-11 14:05:11 DEBUG: check clearing time needed clearing_process_timer=191.179451 2020-08-11 14:05:11 DEBUG: check init order needed init_order_process_timer=291.179705 2020-08-11 14:05:12 DEBUG: check clearing time needed clearing_process_timer=192.180916 2020-08-11 14:05:12 DEBUG: check init order needed init_order_process_timer=292.181407 2020-08-11 14:05:13 DEBUG: check clearing time needed clearing_process_timer=193.182816 2020-08-11 14:05:13 DEBUG: check init order needed init_order_process_timer=293.183091 2020-08-11 14:05:14 DEBUG: check clearing time needed clearing_process_timer=194.184323 2020-08-11 14:05:14 DEBUG: check init order needed init_order_process_timer=294.184587 2020-08-11 14:05:15 DEBUG: check clearing time needed clearing_process_timer=195.185775 2020-08-11 14:05:15 DEBUG: check init order needed init_order_process_timer=295.186047 2020-08-11 14:05:16 DEBUG: check clearing time needed clearing_process_timer=196.187241 2020-08-11 14:05:16 DEBUG: check init order needed init_order_process_timer=296.187537 2020-08-11 14:05:17 DEBUG: check clearing time needed clearing_process_timer=197.188772 2020-08-11 14:05:17 DEBUG: check init order needed init_order_process_timer=297.189187 2020-08-11 14:05:18 DEBUG: check clearing time needed clearing_process_timer=198.190488 2020-08-11 14:05:18 DEBUG: check init order needed init_order_process_timer=298.191169 2020-08-11 14:05:19 DEBUG: check clearing time needed clearing_process_timer=199.192397 2020-08-11 14:05:19 DEBUG: check init order needed init_order_process_timer=299.193117 2020-08-11 14:05:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:19.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 885, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "e3f280b2-262f-d051-9662-01f3d3df8f69", "grossValue": 34625625, "homeNotional": 10.4068673565381, "foreignNotional": 4071.6868532455314}]} 2020-08-11 14:05:19 DEBUG: message ignored 2020-08-11 14:05:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:19.562Z", "symbol": "ETHUSD", "side": "Sell", "size": 965, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d7874f8-489c-959e-7da7-4467fcaf59f4", "grossValue": 37755625, "homeNotional": 11.347601128880527, "foreignNotional": 4439.748941674507}, {"timestamp": "2020-08-11T11:05:19.562Z", "symbol": "ETHUSD", "side": "Sell", "size": 1937, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c014c182-562c-ffba-9364-596c1dacfde9", "grossValue": 75785125, "homeNotional": 22.777516462841017, "foreignNotional": 8911.703316086547}]} 2020-08-11 14:05:19 DEBUG: message ignored 2020-08-11 14:05:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:20.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 2929, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "feba9aae-bdeb-eb97-6b8c-e1e12f64fb8a", "grossValue": 114597125, "homeNotional": 34.44261523988711, "foreignNotional": 13475.673212605832}]} 2020-08-11 14:05:20 DEBUG: message ignored 2020-08-11 14:05:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:20.136Z", "symbol": "ETHUSD", "side": "Sell", "size": 979, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "edc4e295-4864-6b1f-963c-70676b0ea97e", "grossValue": 38303375, "homeNotional": 11.512229539040451, "foreignNotional": 4504.159807149576}]} 2020-08-11 14:05:20 DEBUG: message ignored 2020-08-11 14:05:20 DEBUG: check clearing time needed clearing_process_timer=200.194573 2020-08-11 14:05:20 DEBUG: check init order needed init_order_process_timer=300.195417 2020-08-11 14:05:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:21.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 356, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "876fef33-8acf-b802-c1b5-c4ba50cbecdb", "grossValue": 13930280, "homeNotional": 4.186265286923801, "foreignNotional": 1638.0856067732832}, {"timestamp": "2020-08-11T11:05:21.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb9a265d-47e3-a510-bc9a-39d82c01c4c8", "grossValue": 1173900, "homeNotional": 0.3527751646284102, "foreignNotional": 138.0409219190969}, {"timestamp": "2020-08-11T11:05:21.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 1382, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "40905c12-5294-fdb8-3eed-203a1c407a3f", "grossValue": 54077660, "homeNotional": 16.251175917215427, "foreignNotional": 6359.085136406397}, {"timestamp": "2020-08-11T11:05:21.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9f1d4c9-6b60-c22b-e1a5-6c84cb76fb28", "grossValue": 2347800, "homeNotional": 0.7055503292568204, "foreignNotional": 276.0818438381938}, {"timestamp": "2020-08-11T11:05:21.071Z", "symbol": "ETHUSD", "side": "Buy", "size": 522, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffcea649-508a-34ac-da51-df0a1d569b46", "grossValue": 20425860, "homeNotional": 6.138287864534337, "foreignNotional": 2401.912041392286}]} 2020-08-11 14:05:21 DEBUG: message ignored 2020-08-11 14:05:21 DEBUG: check clearing time needed clearing_process_timer=201.196645 2020-08-11 14:05:21 DEBUG: check init order needed init_order_process_timer=301.196951 2020-08-11 14:05:22 DEBUG: check clearing time needed clearing_process_timer=202.198423 2020-08-11 14:05:22 DEBUG: check init order needed init_order_process_timer=302.198685 2020-08-11 14:05:23 DEBUG: check clearing time needed clearing_process_timer=203.200129 2020-08-11 14:05:23 DEBUG: check init order needed init_order_process_timer=303.200386 2020-08-11 14:05:24 DEBUG: check clearing time needed clearing_process_timer=204.201796 2020-08-11 14:05:24 DEBUG: check init order needed init_order_process_timer=304.202084 2020-08-11 14:05:25 DEBUG: check clearing time needed clearing_process_timer=205.20351 2020-08-11 14:05:25 DEBUG: check init order needed init_order_process_timer=305.203785 2020-08-11 14:05:26 DEBUG: check clearing time needed clearing_process_timer=206.205225 2020-08-11 14:05:26 DEBUG: check init order needed init_order_process_timer=306.205654 2020-08-11 14:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:26.746Z", "symbol": "ETHUSD", "side": "Buy", "size": 148, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "90138e31-ad81-e8ac-6fd9-1c874d70058c", "grossValue": 5791240, "homeNotional": 1.7403574788334901, "foreignNotional": 681.0018814675446}, {"timestamp": "2020-08-11T11:05:26.746Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "c861448a-585d-e044-5b56-df8d13f851c7", "grossValue": 3913000, "homeNotional": 1.175917215428034, "foreignNotional": 460.1364063969896}]} 2020-08-11 14:05:26 DEBUG: message ignored 2020-08-11 14:05:27 DEBUG: check clearing time needed clearing_process_timer=207.20684 2020-08-11 14:05:27 DEBUG: check init order needed init_order_process_timer=307.207112 2020-08-11 14:05:28 DEBUG: check clearing time needed clearing_process_timer=208.208304 2020-08-11 14:05:28 DEBUG: check init order needed init_order_process_timer=308.208594 2020-08-11 14:05:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:28.759Z", "symbol": "ETHUSD", "side": "Buy", "size": 132, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6502d0f-fbad-2592-9616-bcc9a9428cd0", "grossValue": 5165160, "homeNotional": 1.5522107243650047, "foreignNotional": 607.3800564440263}, {"timestamp": "2020-08-11T11:05:28.759Z", "symbol": "ETHUSD", "side": "Buy", "size": 345, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "041138bb-8f7b-9cbf-5cbb-98c0afd66eea", "grossValue": 13499850, "homeNotional": 4.056914393226717, "foreignNotional": 1587.4706020696142}, {"timestamp": "2020-08-11T11:05:28.759Z", "symbol": "ETHUSD", "side": "Buy", "size": 480, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "2524c273-87a4-d01e-1d5e-9de44084c625", "grossValue": 18782400, "homeNotional": 5.644402634054563, "foreignNotional": 2208.65475070555}, {"timestamp": "2020-08-11T11:05:28.759Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9ed2c5f-22ce-5bde-f3f7-02998d26405f", "grossValue": 1408680, "homeNotional": 0.4233301975540922, "foreignNotional": 165.64910630291627}]} 2020-08-11 14:05:28 DEBUG: message ignored 2020-08-11 14:05:29 DEBUG: check clearing time needed clearing_process_timer=209.209836 2020-08-11 14:05:29 DEBUG: check init order needed init_order_process_timer=309.210128 2020-08-11 14:05:30 DEBUG: check clearing time needed clearing_process_timer=210.211303 2020-08-11 14:05:30 DEBUG: check init order needed init_order_process_timer=310.211558 2020-08-11 14:05:31 DEBUG: check clearing time needed clearing_process_timer=211.212779 2020-08-11 14:05:31 DEBUG: check init order needed init_order_process_timer=311.213108 2020-08-11 14:05:32 DEBUG: check clearing time needed clearing_process_timer=212.214312 2020-08-11 14:05:32 DEBUG: check init order needed init_order_process_timer=312.214578 2020-08-11 14:05:33 DEBUG: check clearing time needed clearing_process_timer=213.215775 2020-08-11 14:05:33 DEBUG: check init order needed init_order_process_timer=313.216048 2020-08-11 14:05:34 DEBUG: check clearing time needed clearing_process_timer=214.217266 2020-08-11 14:05:34 DEBUG: check init order needed init_order_process_timer=314.21755 2020-08-11 14:05:35 DEBUG: check clearing time needed clearing_process_timer=215.218735 2020-08-11 14:05:35 DEBUG: check init order needed init_order_process_timer=315.218998 2020-08-11 14:05:36 DEBUG: check clearing time needed clearing_process_timer=216.220182 2020-08-11 14:05:36 DEBUG: check init order needed init_order_process_timer=316.220426 2020-08-11 14:05:37 DEBUG: check clearing time needed clearing_process_timer=217.221601 2020-08-11 14:05:37 DEBUG: check init order needed init_order_process_timer=317.221846 2020-08-11 14:05:38 DEBUG: check clearing time needed clearing_process_timer=218.22303 2020-08-11 14:05:38 DEBUG: check init order needed init_order_process_timer=318.223268 2020-08-11 14:05:39 DEBUG: check clearing time needed clearing_process_timer=219.224441 2020-08-11 14:05:39 DEBUG: check init order needed init_order_process_timer=319.224805 2020-08-11 14:05:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.4, "tickDirection": "PlusTick", "trdMatchID": "6759bda5-041f-8fb8-cee1-2580e4ec49c7", "grossValue": 782800, "homeNotional": 0.2352387673488591, "foreignNotional": 92.07245354034345}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "449d3a15-50fe-35c5-3184-b6be29fbe407", "grossValue": 39140, "homeNotional": 0.011761938367442954, "foreignNotional": 4.603622677017173}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ed719e8-5bb2-b446-85d9-c1c28c880b99", "grossValue": 39140, "homeNotional": 0.011761938367442954, "foreignNotional": 4.603622677017173}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e2f5f63-e170-4c88-5bd9-3adf70edac7b", "grossValue": 39140, "homeNotional": 0.011761938367442954, "foreignNotional": 4.603622677017173}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b20e78f7-d784-fb45-3951-8c6f4c1ce6a7", "grossValue": 19570000, "homeNotional": 5.8809691837214775, "foreignNotional": 2301.8113385085862}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fb6427c-7506-c875-9134-2015161591ec", "grossValue": 19570000, "homeNotional": 5.8809691837214775, "foreignNotional": 2301.8113385085862}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "50a963a3-cace-0d39-a009-8012ccfaafb6", "grossValue": 2935500, "homeNotional": 0.8821453775582216, "foreignNotional": 345.27170077628796}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 120, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "642a3668-22dc-3385-4422-b48cb689f740", "grossValue": 4696800, "homeNotional": 1.4114326040931546, "foreignNotional": 552.4347212420607}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 86, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "49d6aee4-a212-03d0-7b59-3a828e9d217f", "grossValue": 3366040, "homeNotional": 1.011526699600094, "foreignNotional": 395.9115502234768}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f328fffd-3669-4de5-1fb0-dceb95a095fe", "grossValue": 1291620, "homeNotional": 0.3881439661256175, "foreignNotional": 151.9195483415667}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.45, "tickDirection": "PlusTick", "trdMatchID": "ef1c29c0-cb90-6d70-62c9-1bd964e27e7b", "grossValue": 1174350, "homeNotional": 0.35285815102328866, "foreignNotional": 138.12632321806635}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f4e2601-dee4-401e-f34e-e668cc5c6677", "grossValue": 1761525, "homeNotional": 0.529287226534933, "foreignNotional": 207.1894848270995}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "6fdd0294-2ca6-2c18-9132-8afdf4a03cab", "grossValue": 1565800, "homeNotional": 0.4704775346977182, "foreignNotional": 184.16843095742178}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2312a18a-2569-a1cc-8bfe-3ccc50aa0af8", "grossValue": 704610, "homeNotional": 0.2117148906139732, "foreignNotional": 82.8757939308398}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.5, "tickDirection": "PlusTick", "trdMatchID": "e95e4fcf-978d-5203-41a3-94f133f19357", "grossValue": 1566000, "homeNotional": 0.4704775346977182, "foreignNotional": 184.19195483415666}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "c67e9123-1f04-e057-82e6-f01ec19502e2", "grossValue": 19575000, "homeNotional": 5.8809691837214775, "foreignNotional": 2302.3994354269585}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 600, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "9fd145e4-d124-caef-e3e0-9e7a0c6312b2", "grossValue": 23490000, "homeNotional": 7.057163020465773, "foreignNotional": 2762.87932251235}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "84798d6e-742c-480c-a0bd-e5c7350edad3", "grossValue": 1566200, "homeNotional": 0.4704775346977182, "foreignNotional": 184.21547871089155}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "a5222cf5-77f5-8dc6-b348-224a5bedf3f7", "grossValue": 117465, "homeNotional": 0.035285815102328866, "foreignNotional": 13.816160903316867}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "67227c8c-612b-baea-c31d-8935daaa9a89", "grossValue": 19577500, "homeNotional": 5.8809691837214775, "foreignNotional": 2302.6934838861443}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c085d2e-ad8e-c4a1-57e6-8bb35fec432f", "grossValue": 2936625, "homeNotional": 0.8821453775582216, "foreignNotional": 345.40402258292164}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.6, "tickDirection": "PlusTick", "trdMatchID": "f316c377-dcde-a4e9-0dd3-d25745bfeea8", "grossValue": 1174800, "homeNotional": 0.35285815102328866, "foreignNotional": 138.17925194071984}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "87dd285b-b858-b342-5846-d73ede23cfdb", "grossValue": 7832000, "homeNotional": 2.352387673488591, "foreignNotional": 921.1950129381322}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "b2fc59bb-79ad-7f63-3791-c6a8d59a56d1", "grossValue": 19580000, "homeNotional": 5.8809691837214775, "foreignNotional": 2302.9875323453307}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "72c87a9b-26fa-20db-edc6-d437c43c90a1", "grossValue": 117480000, "homeNotional": 35.28581510232886, "foreignNotional": 13817.925194071982}, {"timestamp": "2020-08-11T11:05:39.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 13042, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3cb8e63-a0d9-6110-fff9-f27f75157fa3", "grossValue": 510724720, "homeNotional": 153.399200188191, "foreignNotional": 60071.1267936956}]} 2020-08-11 14:05:39 DEBUG: message ignored 2020-08-11 14:05:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:39.832Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.65, "tickDirection": "PlusTick", "trdMatchID": "4c56117d-2dfb-9705-c3e3-7c81ecc303df", "grossValue": 1958250, "homeNotional": 0.5880969183721477, "foreignNotional": 230.32815808045166}]} 2020-08-11 14:05:39 DEBUG: message ignored 2020-08-11 14:05:40 DEBUG: check clearing time needed clearing_process_timer=220.226036 2020-08-11 14:05:40 DEBUG: check init order needed init_order_process_timer=320.226309 2020-08-11 14:05:41 DEBUG: check clearing time needed clearing_process_timer=221.227485 2020-08-11 14:05:41 DEBUG: check init order needed init_order_process_timer=321.227743 2020-08-11 14:05:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:41.616Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "64f27f00-3254-cacb-333e-213610797e36", "grossValue": 1605765, "homeNotional": 0.48223947306516113, "foreignNotional": 188.86908962597036}]} 2020-08-11 14:05:41 DEBUG: message ignored 2020-08-11 14:05:42 DEBUG: check clearing time needed clearing_process_timer=222.228931 2020-08-11 14:05:42 DEBUG: check init order needed init_order_process_timer=322.229226 2020-08-11 14:05:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:42.538Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ec835e65-15db-1e74-cb58-7cb99c7d5c15", "grossValue": 1409940, "homeNotional": 0.4234297812279464, "foreignNotional": 165.8362738179252}]} 2020-08-11 14:05:42 DEBUG: message ignored 2020-08-11 14:05:43 DEBUG: check clearing time needed clearing_process_timer=223.229978 2020-08-11 14:05:43 DEBUG: check init order needed init_order_process_timer=323.230317 2020-08-11 14:05:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:43.436Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "3ba554da-b2f4-6808-0151-d16d85d9779f", "grossValue": 1331610, "homeNotional": 0.39990590449306046, "foreignNotional": 156.62314749470713}]} 2020-08-11 14:05:43 DEBUG: message ignored 2020-08-11 14:05:44 DEBUG: check clearing time needed clearing_process_timer=224.231552 2020-08-11 14:05:44 DEBUG: check init order needed init_order_process_timer=324.23189 2020-08-11 14:05:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:44.335Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab27f364-e05d-9320-e5a0-3d4558ff65c8", "grossValue": 626640, "homeNotional": 0.18819101387908727, "foreignNotional": 73.70501058574453}]} 2020-08-11 14:05:44 DEBUG: message ignored 2020-08-11 14:05:45 DEBUG: check clearing time needed clearing_process_timer=225.233134 2020-08-11 14:05:45 DEBUG: check init order needed init_order_process_timer=325.233451 2020-08-11 14:05:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:45.268Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "616346a8-3fac-f1ab-fb28-c574bf9fcb15", "grossValue": 39165, "homeNotional": 0.011761938367442954, "foreignNotional": 4.606563161609033}]} 2020-08-11 14:05:45 DEBUG: message ignored 2020-08-11 14:05:46 DEBUG: check clearing time needed clearing_process_timer=226.234632 2020-08-11 14:05:46 DEBUG: check init order needed init_order_process_timer=326.234959 2020-08-11 14:05:47 DEBUG: check clearing time needed clearing_process_timer=227.236194 2020-08-11 14:05:47 DEBUG: check init order needed init_order_process_timer=327.236871 2020-08-11 14:05:48 DEBUG: check clearing time needed clearing_process_timer=228.238467 2020-08-11 14:05:48 DEBUG: check init order needed init_order_process_timer=328.238999 2020-08-11 14:05:49 DEBUG: check clearing time needed clearing_process_timer=229.240517 2020-08-11 14:05:49 DEBUG: check init order needed init_order_process_timer=329.241139 2020-08-11 14:05:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:49.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "be5a7b4c-ce79-fef5-4c7d-52f03411653c", "grossValue": 1958250, "homeNotional": 0.5880969183721477, "foreignNotional": 230.32815808045166}]} 2020-08-11 14:05:49 DEBUG: message ignored 2020-08-11 14:05:50 DEBUG: check clearing time needed clearing_process_timer=230.242525 2020-08-11 14:05:50 DEBUG: check init order needed init_order_process_timer=330.243133 2020-08-11 14:05:51 DEBUG: check clearing time needed clearing_process_timer=231.244722 2020-08-11 14:05:51 DEBUG: check init order needed init_order_process_timer=331.245343 2020-08-11 14:05:52 DEBUG: check clearing time needed clearing_process_timer=232.246857 2020-08-11 14:05:52 DEBUG: check init order needed init_order_process_timer=332.247399 2020-08-11 14:05:53 DEBUG: check clearing time needed clearing_process_timer=233.248906 2020-08-11 14:05:53 DEBUG: check init order needed init_order_process_timer=333.249481 2020-08-11 14:05:54 DEBUG: check clearing time needed clearing_process_timer=234.250999 2020-08-11 14:05:54 DEBUG: check init order needed init_order_process_timer=334.25156 2020-08-11 14:05:55 DEBUG: check clearing time needed clearing_process_timer=235.253112 2020-08-11 14:05:55 DEBUG: check init order needed init_order_process_timer=335.253672 2020-08-11 14:05:56 DEBUG: check clearing time needed clearing_process_timer=236.25505 2020-08-11 14:05:56 DEBUG: check init order needed init_order_process_timer=336.255572 2020-08-11 14:05:57 DEBUG: check clearing time needed clearing_process_timer=237.257163 2020-08-11 14:05:57 DEBUG: check init order needed init_order_process_timer=337.257759 2020-08-11 14:05:58 DEBUG: check clearing time needed clearing_process_timer=238.259372 2020-08-11 14:05:58 DEBUG: check init order needed init_order_process_timer=338.260119 2020-08-11 14:05:59 DEBUG: check clearing time needed clearing_process_timer=239.261365 2020-08-11 14:05:59 DEBUG: check init order needed init_order_process_timer=339.262139 2020-08-11 14:05:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:05:59.662Z", "symbol": "ETHUSD", "side": "Buy", "size": 350, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "192f9c29-57b8-0135-1f72-e2645156989e", "grossValue": 13707750, "homeNotional": 4.116678428605034, "foreignNotional": 1612.2971065631616}]} 2020-08-11 14:05:59 DEBUG: message ignored 2020-08-11 14:06:00 DEBUG: check clearing time needed clearing_process_timer=240.263631 2020-08-11 14:06:00 DEBUG: check init order needed init_order_process_timer=340.263935 2020-08-11 14:06:01 DEBUG: check clearing time needed clearing_process_timer=241.265103 2020-08-11 14:06:01 DEBUG: check init order needed init_order_process_timer=341.265719 2020-08-11 14:06:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:02.116Z", "symbol": "ETHUSD", "side": "Buy", "size": 350, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba2d15fc-8026-7c9e-8f14-0f4f43918e36", "grossValue": 13707750, "homeNotional": 4.117647058823529, "foreignNotional": 1612.6764705882354}]} 2020-08-11 14:06:02 DEBUG: message ignored 2020-08-11 14:06:02 DEBUG: check clearing time needed clearing_process_timer=242.2671 2020-08-11 14:06:02 DEBUG: check init order needed init_order_process_timer=342.267962 2020-08-11 14:06:03 DEBUG: check clearing time needed clearing_process_timer=243.269689 2020-08-11 14:06:03 DEBUG: check init order needed init_order_process_timer=343.270533 2020-08-11 14:06:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:03.299Z", "symbol": "ETHUSD", "side": "Buy", "size": 350, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "01d0e5c0-1887-1224-a100-32586b5ddb60", "grossValue": 13707750, "homeNotional": 4.117647058823529, "foreignNotional": 1612.6764705882354}]} 2020-08-11 14:06:03 DEBUG: message ignored 2020-08-11 14:06:04 DEBUG: check clearing time needed clearing_process_timer=244.272071 2020-08-11 14:06:04 DEBUG: check init order needed init_order_process_timer=344.272776 2020-08-11 14:06:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:04.941Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6397014b-a576-e0b2-245b-2f88d6732eb0", "grossValue": 1958250, "homeNotional": 0.5882352941176471, "foreignNotional": 230.38235294117646}]} 2020-08-11 14:06:04 DEBUG: message ignored 2020-08-11 14:06:05 DEBUG: check clearing time needed clearing_process_timer=245.274185 2020-08-11 14:06:05 DEBUG: check init order needed init_order_process_timer=345.274838 2020-08-11 14:06:06 DEBUG: check clearing time needed clearing_process_timer=246.276414 2020-08-11 14:06:06 DEBUG: check init order needed init_order_process_timer=346.277047 2020-08-11 14:06:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:07.110Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e766e60d-2e78-a077-a33e-7718f2454a3c", "grossValue": 39165000, "homeNotional": 11.764705882352942, "foreignNotional": 4607.64705882353}]} 2020-08-11 14:06:07 DEBUG: message ignored 2020-08-11 14:06:07 DEBUG: check clearing time needed clearing_process_timer=247.278547 2020-08-11 14:06:07 DEBUG: check init order needed init_order_process_timer=347.279208 2020-08-11 14:06:08 DEBUG: check clearing time needed clearing_process_timer=248.280728 2020-08-11 14:06:08 DEBUG: check init order needed init_order_process_timer=348.28135 2020-08-11 14:06:09 DEBUG: check clearing time needed clearing_process_timer=249.282864 2020-08-11 14:06:09 DEBUG: check init order needed init_order_process_timer=349.283393 2020-08-11 14:06:10 DEBUG: check clearing time needed clearing_process_timer=250.284962 2020-08-11 14:06:10 DEBUG: check init order needed init_order_process_timer=350.285635 2020-08-11 14:06:11 DEBUG: check clearing time needed clearing_process_timer=251.287171 2020-08-11 14:06:11 DEBUG: check init order needed init_order_process_timer=351.287742 2020-08-11 14:06:12 DEBUG: check clearing time needed clearing_process_timer=252.289361 2020-08-11 14:06:12 DEBUG: check init order needed init_order_process_timer=352.290015 2020-08-11 14:06:13 DEBUG: check clearing time needed clearing_process_timer=253.291595 2020-08-11 14:06:13 DEBUG: check init order needed init_order_process_timer=353.292122 2020-08-11 14:06:14 DEBUG: check clearing time needed clearing_process_timer=254.293645 2020-08-11 14:06:14 DEBUG: check init order needed init_order_process_timer=354.294252 2020-08-11 14:06:15 DEBUG: check clearing time needed clearing_process_timer=255.295876 2020-08-11 14:06:15 DEBUG: check init order needed init_order_process_timer=355.296432 2020-08-11 14:06:16 DEBUG: check clearing time needed clearing_process_timer=256.297326 2020-08-11 14:06:16 DEBUG: check init order needed init_order_process_timer=356.297939 2020-08-11 14:06:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:17.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b3368ab-6a52-5d14-48cb-d60a224d43dd", "grossValue": 39165, "homeNotional": 0.011764705882352941, "foreignNotional": 4.607647058823529}]} 2020-08-11 14:06:17 DEBUG: message ignored 2020-08-11 14:06:17 DEBUG: check clearing time needed clearing_process_timer=257.299288 2020-08-11 14:06:17 DEBUG: check init order needed init_order_process_timer=357.299999 2020-08-11 14:06:18 DEBUG: check clearing time needed clearing_process_timer=258.301529 2020-08-11 14:06:18 DEBUG: check init order needed init_order_process_timer=358.302054 2020-08-11 14:06:19 DEBUG: check clearing time needed clearing_process_timer=259.303622 2020-08-11 14:06:19 DEBUG: check init order needed init_order_process_timer=359.304158 2020-08-11 14:06:20 DEBUG: check clearing time needed clearing_process_timer=260.305628 2020-08-11 14:06:20 DEBUG: check init order needed init_order_process_timer=360.305957 2020-08-11 14:06:21 DEBUG: check clearing time needed clearing_process_timer=261.307138 2020-08-11 14:06:21 DEBUG: check init order needed init_order_process_timer=361.307475 2020-08-11 14:06:22 DEBUG: check clearing time needed clearing_process_timer=262.308853 2020-08-11 14:06:22 DEBUG: check init order needed init_order_process_timer=362.309152 2020-08-11 14:06:23 DEBUG: check clearing time needed clearing_process_timer=263.3106 2020-08-11 14:06:23 DEBUG: check init order needed init_order_process_timer=363.310906 2020-08-11 14:06:24 DEBUG: check clearing time needed clearing_process_timer=264.31237 2020-08-11 14:06:24 DEBUG: check init order needed init_order_process_timer=364.312637 2020-08-11 14:06:25 DEBUG: check clearing time needed clearing_process_timer=265.314131 2020-08-11 14:06:25 DEBUG: check init order needed init_order_process_timer=365.314455 2020-08-11 14:06:26 DEBUG: check clearing time needed clearing_process_timer=266.315927 2020-08-11 14:06:26 DEBUG: check init order needed init_order_process_timer=366.316191 2020-08-11 14:06:27 DEBUG: check clearing time needed clearing_process_timer=267.317589 2020-08-11 14:06:27 DEBUG: check init order needed init_order_process_timer=367.31783 2020-08-11 14:06:28 DEBUG: check clearing time needed clearing_process_timer=268.31927 2020-08-11 14:06:28 DEBUG: check init order needed init_order_process_timer=368.319604 2020-08-11 14:06:29 DEBUG: check clearing time needed clearing_process_timer=269.321036 2020-08-11 14:06:29 DEBUG: check init order needed init_order_process_timer=369.321318 2020-08-11 14:06:30 DEBUG: check clearing time needed clearing_process_timer=270.322752 2020-08-11 14:06:30 DEBUG: check init order needed init_order_process_timer=370.323072 2020-08-11 14:06:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:30.603Z", "symbol": "ETHUSD", "side": "Buy", "size": 136, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "590e25d4-81fb-ec57-40e2-78471379d101", "grossValue": 5326440, "homeNotional": 1.6, "foreignNotional": 626.64}]} 2020-08-11 14:06:30 DEBUG: message ignored 2020-08-11 14:06:31 DEBUG: check clearing time needed clearing_process_timer=271.324307 2020-08-11 14:06:31 DEBUG: check init order needed init_order_process_timer=371.324578 2020-08-11 14:06:32 DEBUG: check clearing time needed clearing_process_timer=272.325968 2020-08-11 14:06:32 DEBUG: check init order needed init_order_process_timer=372.326226 2020-08-11 14:06:33 DEBUG: check clearing time needed clearing_process_timer=273.327646 2020-08-11 14:06:33 DEBUG: check init order needed init_order_process_timer=373.327941 2020-08-11 14:06:34 DEBUG: check clearing time needed clearing_process_timer=274.329354 2020-08-11 14:06:34 DEBUG: check init order needed init_order_process_timer=374.329649 2020-08-11 14:06:35 DEBUG: check clearing time needed clearing_process_timer=275.331069 2020-08-11 14:06:35 DEBUG: check init order needed init_order_process_timer=375.331337 2020-08-11 14:06:36 DEBUG: check clearing time needed clearing_process_timer=276.332745 2020-08-11 14:06:36 DEBUG: check init order needed init_order_process_timer=376.333 2020-08-11 14:06:37 DEBUG: check clearing time needed clearing_process_timer=277.334513 2020-08-11 14:06:37 DEBUG: check init order needed init_order_process_timer=377.334818 2020-08-11 14:06:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:37.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 2535, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2159b2e2-f70d-6a94-abff-5bff45ab0b40", "grossValue": 99283275, "homeNotional": 29.823529411764707, "foreignNotional": 11680.385294117646}, {"timestamp": "2020-08-11T11:06:37.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "c8a98f04-8aed-c872-c125-9a968ed3e9a5", "grossValue": 1566600, "homeNotional": 0.47058823529411764, "foreignNotional": 184.30588235294118}, {"timestamp": "2020-08-11T11:06:37.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "befa8571-7a89-24bd-fe96-cd1322c9c7d9", "grossValue": 19582500, "homeNotional": 5.882352941176471, "foreignNotional": 2303.823529411765}, {"timestamp": "2020-08-11T11:06:37.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "1850ca4d-bece-b302-5fa5-4df778e01ac0", "grossValue": 11749500, "homeNotional": 3.5294117647058822, "foreignNotional": 1382.2941176470588}, {"timestamp": "2020-08-11T11:06:37.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb222af6-1769-9703-c72a-ccf30de5b2c0", "grossValue": 1174950, "homeNotional": 0.35294117647058826, "foreignNotional": 138.22941176470587}, {"timestamp": "2020-08-11T11:06:37.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 6595, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf2d88b2-9929-7b26-65e2-295dfc68865b", "grossValue": 258293175, "homeNotional": 77.58823529411765, "foreignNotional": 30387.432352941178}]} 2020-08-11 14:06:37 DEBUG: message ignored 2020-08-11 14:06:38 DEBUG: check clearing time needed clearing_process_timer=278.336032 2020-08-11 14:06:38 DEBUG: check init order needed init_order_process_timer=378.336309 2020-08-11 14:06:39 DEBUG: check clearing time needed clearing_process_timer=279.337205 2020-08-11 14:06:39 DEBUG: check init order needed init_order_process_timer=379.345139 2020-08-11 14:06:40 DEBUG: check clearing time needed clearing_process_timer=280.346451 2020-08-11 14:06:40 DEBUG: check init order needed init_order_process_timer=380.346708 2020-08-11 14:06:41 DEBUG: check clearing time needed clearing_process_timer=281.347909 2020-08-11 14:06:41 DEBUG: check init order needed init_order_process_timer=381.34818 2020-08-11 14:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:41.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e2938108-c90c-ec2d-6e1d-989ae3493f02", "grossValue": 391650, "homeNotional": 0.11764705882352941, "foreignNotional": 46.076470588235296}, {"timestamp": "2020-08-11T11:06:41.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 391.7, "tickDirection": "PlusTick", "trdMatchID": "05310cb3-dbc3-3031-e623-b091ab51efdc", "grossValue": 744230, "homeNotional": 0.2235294117647059, "foreignNotional": 87.5564705882353}]} 2020-08-11 14:06:41 DEBUG: message ignored 2020-08-11 14:06:42 DEBUG: check clearing time needed clearing_process_timer=282.349386 2020-08-11 14:06:42 DEBUG: check init order needed init_order_process_timer=382.349648 2020-08-11 14:06:43 DEBUG: check clearing time needed clearing_process_timer=283.350872 2020-08-11 14:06:43 DEBUG: check init order needed init_order_process_timer=383.351217 2020-08-11 14:06:44 DEBUG: check clearing time needed clearing_process_timer=284.352458 2020-08-11 14:06:44 DEBUG: check init order needed init_order_process_timer=384.352721 2020-08-11 14:06:45 DEBUG: check clearing time needed clearing_process_timer=285.353903 2020-08-11 14:06:45 DEBUG: check init order needed init_order_process_timer=385.354166 2020-08-11 14:06:46 DEBUG: check clearing time needed clearing_process_timer=286.355352 2020-08-11 14:06:46 DEBUG: check init order needed init_order_process_timer=386.355616 2020-08-11 14:06:47 DEBUG: check clearing time needed clearing_process_timer=287.356839 2020-08-11 14:06:47 DEBUG: check init order needed init_order_process_timer=387.357218 2020-08-11 14:06:48 DEBUG: check clearing time needed clearing_process_timer=288.358498 2020-08-11 14:06:48 DEBUG: check init order needed init_order_process_timer=388.35875 2020-08-11 14:06:49 DEBUG: check clearing time needed clearing_process_timer=289.359955 2020-08-11 14:06:49 DEBUG: check init order needed init_order_process_timer=389.360213 2020-08-11 14:06:50 DEBUG: check clearing time needed clearing_process_timer=290.361069 2020-08-11 14:06:50 DEBUG: check init order needed init_order_process_timer=390.361338 2020-08-11 14:06:51 DEBUG: check clearing time needed clearing_process_timer=291.362553 2020-08-11 14:06:51 DEBUG: check init order needed init_order_process_timer=391.362839 2020-08-11 14:06:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:06:51.616Z", "symbol": "ETHUSD", "side": "Sell", "size": 371, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "58cf42d6-2ce6-5221-b22e-7f43d882e331", "grossValue": 14532070, "homeNotional": 4.364705882352941, "foreignNotional": 1709.6552941176471}, {"timestamp": "2020-08-11T11:06:51.616Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "53002e4c-e0ef-023b-1636-cb7ec22c8c52", "grossValue": 78340000, "homeNotional": 23.529411764705884, "foreignNotional": 9216.470588235294}, {"timestamp": "2020-08-11T11:06:51.616Z", "symbol": "ETHUSD", "side": "Sell", "size": 629, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b17f2e2-bb04-d263-e3a2-27913cfa4eb1", "grossValue": 24637930, "homeNotional": 7.4, "foreignNotional": 2898.58}]} 2020-08-11 14:06:51 DEBUG: message ignored 2020-08-11 14:06:52 DEBUG: check clearing time needed clearing_process_timer=292.364076 2020-08-11 14:06:52 DEBUG: check init order needed init_order_process_timer=392.364343 2020-08-11 14:06:53 DEBUG: check clearing time needed clearing_process_timer=293.36555 2020-08-11 14:06:53 DEBUG: check init order needed init_order_process_timer=393.365838 2020-08-11 14:06:54 DEBUG: check clearing time needed clearing_process_timer=294.367068 2020-08-11 14:06:54 DEBUG: check init order needed init_order_process_timer=394.367341 2020-08-11 14:06:55 DEBUG: check clearing time needed clearing_process_timer=295.368587 2020-08-11 14:06:55 DEBUG: check init order needed init_order_process_timer=395.368904 2020-08-11 14:06:56 DEBUG: check clearing time needed clearing_process_timer=296.37016 2020-08-11 14:06:56 DEBUG: check init order needed init_order_process_timer=396.370484 2020-08-11 14:06:57 DEBUG: check clearing time needed clearing_process_timer=297.371725 2020-08-11 14:06:57 DEBUG: check init order needed init_order_process_timer=397.371993 2020-08-11 14:06:58 DEBUG: check clearing time needed clearing_process_timer=298.373227 2020-08-11 14:06:58 DEBUG: check init order needed init_order_process_timer=398.3736 2020-08-11 14:06:59 DEBUG: check clearing time needed clearing_process_timer=299.374873 2020-08-11 14:06:59 DEBUG: check init order needed init_order_process_timer=399.375153 2020-08-11 14:07:00 DEBUG: check clearing time needed clearing_process_timer=300.376333 2020-08-11 14:07:00 DEBUG: check init order needed init_order_process_timer=400.376622 2020-08-11 14:07:01 DEBUG: check clearing time needed clearing_process_timer=301.377846 2020-08-11 14:07:01 DEBUG: check init order needed init_order_process_timer=401.378116 2020-08-11 14:07:02 DEBUG: check clearing time needed clearing_process_timer=302.379315 2020-08-11 14:07:02 DEBUG: check init order needed init_order_process_timer=402.379642 2020-08-11 14:07:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:07:03.106Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "7fe7714c-353f-4875-257e-a7c5ec9aa743", "grossValue": 1175250, "homeNotional": 0.3528996588636631, "foreignNotional": 138.24844135984003}, {"timestamp": "2020-08-11T11:07:03.106Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "6514fe1e-1d28-58bc-aa7c-93d1247c890f", "grossValue": 1567000, "homeNotional": 0.4705328784848841, "foreignNotional": 184.33125514645337}, {"timestamp": "2020-08-11T11:07:03.106Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7dc56ae5-2807-3dc1-be62-6e1357d12045", "grossValue": 1175250, "homeNotional": 0.3528996588636631, "foreignNotional": 138.24844135984003}]} 2020-08-11 14:07:03 DEBUG: message ignored 2020-08-11 14:07:03 DEBUG: check clearing time needed clearing_process_timer=303.38087 2020-08-11 14:07:03 DEBUG: check init order needed init_order_process_timer=403.381158 2020-08-11 14:07:04 DEBUG: check clearing time needed clearing_process_timer=304.382341 2020-08-11 14:07:04 DEBUG: check init order needed init_order_process_timer=404.38267 2020-08-11 14:07:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:07:04.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 1970, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "22f1ec55-7aea-0775-5ae4-57208638b375", "grossValue": 77174750, "homeNotional": 23.173744265380545, "foreignNotional": 9078.314315962827}, {"timestamp": "2020-08-11T11:07:04.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 530, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "988ca908-068f-b6df-7d7c-8826583cfacb", "grossValue": 20762750, "homeNotional": 6.234560639924715, "foreignNotional": 2442.389130690507}]} 2020-08-11 14:07:04 DEBUG: message ignored 2020-08-11 14:07:05 DEBUG: check clearing time needed clearing_process_timer=305.383874 2020-08-11 14:07:05 DEBUG: check init order needed init_order_process_timer=405.384207 2020-08-11 14:07:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:07:05.598Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f736ab52-a1ba-4527-6867-ef19c2f32e29", "grossValue": 97937500, "homeNotional": 29.408304905305258, "foreignNotional": 11520.703446653335}]} 2020-08-11 14:07:05 DEBUG: message ignored 2020-08-11 14:07:06 DEBUG: check clearing time needed clearing_process_timer=306.38544 2020-08-11 14:07:06 DEBUG: check init order needed init_order_process_timer=406.385694 2020-08-11 14:07:07 DEBUG: check clearing time needed clearing_process_timer=307.386869 2020-08-11 14:07:07 DEBUG: check init order needed init_order_process_timer=407.387153 2020-08-11 14:07:08 DEBUG: check clearing time needed clearing_process_timer=308.388376 2020-08-11 14:07:08 DEBUG: check init order needed init_order_process_timer=408.38864 2020-08-11 14:07:09 DEBUG: check clearing time needed clearing_process_timer=309.389834 2020-08-11 14:07:09 DEBUG: check init order needed init_order_process_timer=409.390143 2020-08-11 14:07:10 DEBUG: check clearing time needed clearing_process_timer=310.391348 2020-08-11 14:07:10 DEBUG: check init order needed init_order_process_timer=410.39158 2020-08-11 14:07:11 DEBUG: check clearing time needed clearing_process_timer=311.392761 2020-08-11 14:07:11 DEBUG: check init order needed init_order_process_timer=411.393061 2020-08-11 14:07:12 DEBUG: check clearing time needed clearing_process_timer=312.394248 2020-08-11 14:07:12 DEBUG: check init order needed init_order_process_timer=412.394578 2020-08-11 14:07:13 DEBUG: check clearing time needed clearing_process_timer=313.395844 2020-08-11 14:07:13 DEBUG: check init order needed init_order_process_timer=413.396249 2020-08-11 14:07:14 DEBUG: check clearing time needed clearing_process_timer=314.397506 2020-08-11 14:07:14 DEBUG: check init order needed init_order_process_timer=414.397791 2020-08-11 14:07:15 DEBUG: check clearing time needed clearing_process_timer=315.399001 2020-08-11 14:07:15 DEBUG: check init order needed init_order_process_timer=415.399476 2020-08-11 14:07:16 DEBUG: check clearing time needed clearing_process_timer=316.400995 2020-08-11 14:07:16 DEBUG: check init order needed init_order_process_timer=416.401355 2020-08-11 14:07:17 DEBUG: check clearing time needed clearing_process_timer=317.402547 2020-08-11 14:07:17 DEBUG: check init order needed init_order_process_timer=417.402843 2020-08-11 14:07:18 DEBUG: check clearing time needed clearing_process_timer=318.40405 2020-08-11 14:07:18 DEBUG: check init order needed init_order_process_timer=418.404343 2020-08-11 14:07:19 DEBUG: check clearing time needed clearing_process_timer=319.405537 2020-08-11 14:07:19 DEBUG: check init order needed init_order_process_timer=419.405797 2020-08-11 14:07:20 DEBUG: check clearing time needed clearing_process_timer=320.406982 2020-08-11 14:07:20 DEBUG: check init order needed init_order_process_timer=420.407238 2020-08-11 14:07:21 DEBUG: check clearing time needed clearing_process_timer=321.408444 2020-08-11 14:07:21 DEBUG: check init order needed init_order_process_timer=421.408743 2020-08-11 14:07:22 DEBUG: check clearing time needed clearing_process_timer=322.409966 2020-08-11 14:07:22 DEBUG: check init order needed init_order_process_timer=422.410228 2020-08-11 14:07:23 DEBUG: check clearing time needed clearing_process_timer=323.411411 2020-08-11 14:07:23 DEBUG: check init order needed init_order_process_timer=423.4117 2020-08-11 14:07:24 DEBUG: check clearing time needed clearing_process_timer=324.412883 2020-08-11 14:07:24 DEBUG: check init order needed init_order_process_timer=424.413185 2020-08-11 14:07:25 DEBUG: check clearing time needed clearing_process_timer=325.414399 2020-08-11 14:07:25 DEBUG: check init order needed init_order_process_timer=425.414688 2020-08-11 14:07:26 DEBUG: check clearing time needed clearing_process_timer=326.415877 2020-08-11 14:07:26 DEBUG: check init order needed init_order_process_timer=426.416152 2020-08-11 14:07:27 DEBUG: check clearing time needed clearing_process_timer=327.417335 2020-08-11 14:07:27 DEBUG: check init order needed init_order_process_timer=427.417601 2020-08-11 14:07:28 DEBUG: check clearing time needed clearing_process_timer=328.418771 2020-08-11 14:07:28 DEBUG: check init order needed init_order_process_timer=428.419036 2020-08-11 14:07:29 DEBUG: check clearing time needed clearing_process_timer=329.420212 2020-08-11 14:07:29 DEBUG: check init order needed init_order_process_timer=429.420539 2020-08-11 14:07:30 DEBUG: check clearing time needed clearing_process_timer=330.421726 2020-08-11 14:07:30 DEBUG: check init order needed init_order_process_timer=430.42198 2020-08-11 14:07:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:07:31.016Z", "symbol": "ETHUSD", "side": "Buy", "size": 225, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ca9d77b-cd5a-222b-a19c-ce164011d352", "grossValue": 8814375, "homeNotional": 2.646124897095143, "foreignNotional": 1036.6194284370222}]} 2020-08-11 14:07:31 DEBUG: message ignored 2020-08-11 14:07:31 DEBUG: check clearing time needed clearing_process_timer=331.423139 2020-08-11 14:07:31 DEBUG: check init order needed init_order_process_timer=431.423417 2020-08-11 14:07:32 DEBUG: check clearing time needed clearing_process_timer=332.424616 2020-08-11 14:07:32 DEBUG: check init order needed init_order_process_timer=432.424895 2020-08-11 14:07:33 DEBUG: check clearing time needed clearing_process_timer=333.426638 2020-08-11 14:07:33 DEBUG: check init order needed init_order_process_timer=433.426899 2020-08-11 14:07:34 DEBUG: check clearing time needed clearing_process_timer=334.428078 2020-08-11 14:07:34 DEBUG: check init order needed init_order_process_timer=434.428388 2020-08-11 14:07:35 DEBUG: check clearing time needed clearing_process_timer=335.429096 2020-08-11 14:07:35 DEBUG: check init order needed init_order_process_timer=435.429426 2020-08-11 14:07:36 DEBUG: check clearing time needed clearing_process_timer=336.430597 2020-08-11 14:07:36 DEBUG: check init order needed init_order_process_timer=436.430911 2020-08-11 14:07:37 DEBUG: check clearing time needed clearing_process_timer=337.432107 2020-08-11 14:07:37 DEBUG: check init order needed init_order_process_timer=437.432428 2020-08-11 14:07:38 DEBUG: check clearing time needed clearing_process_timer=338.433103 2020-08-11 14:07:38 DEBUG: check init order needed init_order_process_timer=438.433473 2020-08-11 14:07:39 DEBUG: check clearing time needed clearing_process_timer=339.434688 2020-08-11 14:07:39 DEBUG: check init order needed init_order_process_timer=439.434957 2020-08-11 14:07:40 DEBUG: check clearing time needed clearing_process_timer=340.436143 2020-08-11 14:07:40 DEBUG: check init order needed init_order_process_timer=440.436455 2020-08-11 14:07:41 DEBUG: check clearing time needed clearing_process_timer=341.437739 2020-08-11 14:07:41 DEBUG: check init order needed init_order_process_timer=441.438102 2020-08-11 14:07:42 DEBUG: check clearing time needed clearing_process_timer=342.439344 2020-08-11 14:07:42 DEBUG: check init order needed init_order_process_timer=442.439608 2020-08-11 14:07:43 DEBUG: check clearing time needed clearing_process_timer=343.440796 2020-08-11 14:07:43 DEBUG: check init order needed init_order_process_timer=443.441101 2020-08-11 14:07:44 DEBUG: check clearing time needed clearing_process_timer=344.442294 2020-08-11 14:07:44 DEBUG: check init order needed init_order_process_timer=444.442557 2020-08-11 14:07:45 DEBUG: check clearing time needed clearing_process_timer=345.443764 2020-08-11 14:07:45 DEBUG: check init order needed init_order_process_timer=445.444016 2020-08-11 14:07:46 DEBUG: check clearing time needed clearing_process_timer=346.445166 2020-08-11 14:07:46 DEBUG: check init order needed init_order_process_timer=446.445438 2020-08-11 14:07:47 DEBUG: check clearing time needed clearing_process_timer=347.446618 2020-08-11 14:07:47 DEBUG: check init order needed init_order_process_timer=447.44691 2020-08-11 14:07:48 DEBUG: check clearing time needed clearing_process_timer=348.448092 2020-08-11 14:07:48 DEBUG: check init order needed init_order_process_timer=448.44835 2020-08-11 14:07:49 DEBUG: check clearing time needed clearing_process_timer=349.449557 2020-08-11 14:07:49 DEBUG: check init order needed init_order_process_timer=449.449795 2020-08-11 14:07:50 DEBUG: check clearing time needed clearing_process_timer=350.45042 2020-08-11 14:07:50 DEBUG: check init order needed init_order_process_timer=450.450675 2020-08-11 14:07:51 DEBUG: check clearing time needed clearing_process_timer=351.451856 2020-08-11 14:07:51 DEBUG: check init order needed init_order_process_timer=451.452115 2020-08-11 14:07:52 DEBUG: check clearing time needed clearing_process_timer=352.453299 2020-08-11 14:07:52 DEBUG: check init order needed init_order_process_timer=452.453683 2020-08-11 14:07:53 DEBUG: check clearing time needed clearing_process_timer=353.454952 2020-08-11 14:07:53 DEBUG: check init order needed init_order_process_timer=453.455222 2020-08-11 14:07:54 DEBUG: check clearing time needed clearing_process_timer=354.456407 2020-08-11 14:07:54 DEBUG: check init order needed init_order_process_timer=454.456691 2020-08-11 14:07:55 DEBUG: check clearing time needed clearing_process_timer=355.457069 2020-08-11 14:07:55 DEBUG: check init order needed init_order_process_timer=455.457336 2020-08-11 14:07:56 DEBUG: check clearing time needed clearing_process_timer=356.458513 2020-08-11 14:07:56 DEBUG: check init order needed init_order_process_timer=456.45878 2020-08-11 14:07:57 DEBUG: check clearing time needed clearing_process_timer=357.459967 2020-08-11 14:07:57 DEBUG: check init order needed init_order_process_timer=457.46023 2020-08-11 14:07:58 DEBUG: check clearing time needed clearing_process_timer=358.461425 2020-08-11 14:07:58 DEBUG: check init order needed init_order_process_timer=458.461739 2020-08-11 14:07:59 DEBUG: check clearing time needed clearing_process_timer=359.462953 2020-08-11 14:07:59 DEBUG: check init order needed init_order_process_timer=459.463231 2020-08-11 14:08:00 DEBUG: check clearing time needed clearing_process_timer=360.464422 2020-08-11 14:08:00 DEBUG: check init order needed init_order_process_timer=460.464699 2020-08-11 14:08:01 DEBUG: check clearing time needed clearing_process_timer=361.465891 2020-08-11 14:08:01 DEBUG: check init order needed init_order_process_timer=461.466203 2020-08-11 14:08:02 DEBUG: check clearing time needed clearing_process_timer=362.467381 2020-08-11 14:08:02 DEBUG: check init order needed init_order_process_timer=462.467639 2020-08-11 14:08:03 DEBUG: check clearing time needed clearing_process_timer=363.468838 2020-08-11 14:08:03 DEBUG: check init order needed init_order_process_timer=463.469149 2020-08-11 14:08:04 DEBUG: check clearing time needed clearing_process_timer=364.470397 2020-08-11 14:08:04 DEBUG: check init order needed init_order_process_timer=464.470766 2020-08-11 14:08:05 DEBUG: check clearing time needed clearing_process_timer=365.471992 2020-08-11 14:08:05 DEBUG: check init order needed init_order_process_timer=465.472313 2020-08-11 14:08:06 DEBUG: check clearing time needed clearing_process_timer=366.473078 2020-08-11 14:08:06 DEBUG: check init order needed init_order_process_timer=466.473391 2020-08-11 14:08:07 DEBUG: check clearing time needed clearing_process_timer=367.474571 2020-08-11 14:08:07 DEBUG: check init order needed init_order_process_timer=467.474904 2020-08-11 14:08:08 DEBUG: check clearing time needed clearing_process_timer=368.47612 2020-08-11 14:08:08 DEBUG: check init order needed init_order_process_timer=468.476378 2020-08-11 14:08:09 DEBUG: check clearing time needed clearing_process_timer=369.477568 2020-08-11 14:08:09 DEBUG: check init order needed init_order_process_timer=469.477858 2020-08-11 14:08:10 DEBUG: check clearing time needed clearing_process_timer=370.47903 2020-08-11 14:08:10 DEBUG: check init order needed init_order_process_timer=470.479301 2020-08-11 14:08:11 DEBUG: check clearing time needed clearing_process_timer=371.480544 2020-08-11 14:08:11 DEBUG: check init order needed init_order_process_timer=471.480792 2020-08-11 14:08:12 DEBUG: check clearing time needed clearing_process_timer=372.481059 2020-08-11 14:08:12 DEBUG: check init order needed init_order_process_timer=472.481338 2020-08-11 14:08:13 DEBUG: check clearing time needed clearing_process_timer=373.482516 2020-08-11 14:08:13 DEBUG: check init order needed init_order_process_timer=473.482839 2020-08-11 14:08:14 DEBUG: check clearing time needed clearing_process_timer=374.484066 2020-08-11 14:08:14 DEBUG: check init order needed init_order_process_timer=474.484317 2020-08-11 14:08:15 DEBUG: check clearing time needed clearing_process_timer=375.485497 2020-08-11 14:08:15 DEBUG: check init order needed init_order_process_timer=475.4858 2020-08-11 14:08:16 DEBUG: check clearing time needed clearing_process_timer=376.487027 2020-08-11 14:08:16 DEBUG: check init order needed init_order_process_timer=476.487324 2020-08-11 14:08:17 DEBUG: check clearing time needed clearing_process_timer=377.488589 2020-08-11 14:08:17 DEBUG: check init order needed init_order_process_timer=477.488905 2020-08-11 14:08:18 DEBUG: check clearing time needed clearing_process_timer=378.490208 2020-08-11 14:08:18 DEBUG: check init order needed init_order_process_timer=478.490507 2020-08-11 14:08:19 DEBUG: check clearing time needed clearing_process_timer=379.491736 2020-08-11 14:08:19 DEBUG: check init order needed init_order_process_timer=479.492007 2020-08-11 14:08:20 DEBUG: check clearing time needed clearing_process_timer=380.493185 2020-08-11 14:08:20 DEBUG: check init order needed init_order_process_timer=480.493458 2020-08-11 14:08:21 DEBUG: check clearing time needed clearing_process_timer=381.494675 2020-08-11 14:08:21 DEBUG: check init order needed init_order_process_timer=481.494934 2020-08-11 14:08:22 DEBUG: check clearing time needed clearing_process_timer=382.496134 2020-08-11 14:08:22 DEBUG: check init order needed init_order_process_timer=482.496434 2020-08-11 14:08:23 DEBUG: check clearing time needed clearing_process_timer=383.497663 2020-08-11 14:08:23 DEBUG: check init order needed init_order_process_timer=483.497923 2020-08-11 14:08:24 DEBUG: check clearing time needed clearing_process_timer=384.499084 2020-08-11 14:08:24 DEBUG: check init order needed init_order_process_timer=484.499346 2020-08-11 14:08:25 DEBUG: check clearing time needed clearing_process_timer=385.500624 2020-08-11 14:08:25 DEBUG: check init order needed init_order_process_timer=485.500921 2020-08-11 14:08:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:25.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "088f7ac2-4505-988f-d9aa-0cd342bbeca0", "grossValue": 3917500, "homeNotional": 1.175917215428034, "foreignNotional": 460.66556914393226}]} 2020-08-11 14:08:25 DEBUG: message ignored 2020-08-11 14:08:26 DEBUG: check clearing time needed clearing_process_timer=386.502212 2020-08-11 14:08:26 DEBUG: check init order needed init_order_process_timer=486.502466 2020-08-11 14:08:27 DEBUG: check clearing time needed clearing_process_timer=387.503634 2020-08-11 14:08:27 DEBUG: check init order needed init_order_process_timer=487.50387 2020-08-11 14:08:28 DEBUG: check clearing time needed clearing_process_timer=388.505066 2020-08-11 14:08:28 DEBUG: check init order needed init_order_process_timer=488.50535 2020-08-11 14:08:29 DEBUG: check clearing time needed clearing_process_timer=389.505957 2020-08-11 14:08:29 DEBUG: check init order needed init_order_process_timer=489.506225 2020-08-11 14:08:30 DEBUG: check clearing time needed clearing_process_timer=390.507411 2020-08-11 14:08:30 DEBUG: check init order needed init_order_process_timer=490.507693 2020-08-11 14:08:31 DEBUG: check clearing time needed clearing_process_timer=391.508894 2020-08-11 14:08:31 DEBUG: check init order needed init_order_process_timer=491.509211 2020-08-11 14:08:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:31.607Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "c2cf80a4-ae19-39dd-70d3-2c290dbad71f", "grossValue": 2232975, "homeNotional": 0.6702728127939793, "foreignNotional": 262.5793744120414}, {"timestamp": "2020-08-11T11:08:31.607Z", "symbol": "ETHUSD", "side": "Buy", "size": 32, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "22ec6916-b949-0753-abe0-830aaf0b912e", "grossValue": 1253600, "homeNotional": 0.37629350893697083, "foreignNotional": 147.41298212605832}, {"timestamp": "2020-08-11T11:08:31.607Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "65be67af-c520-83fb-db4f-ac3b70df6dc7", "grossValue": 1919575, "homeNotional": 0.5761994355597366, "foreignNotional": 225.7261288805268}, {"timestamp": "2020-08-11T11:08:31.607Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee885e3d-be1b-0d7c-fcc4-f3535e7ea564", "grossValue": 5092750, "homeNotional": 1.528692380056444, "foreignNotional": 598.8652398871119}, {"timestamp": "2020-08-11T11:08:31.607Z", "symbol": "ETHUSD", "side": "Buy", "size": 137, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a670847-d5d4-0edb-fbdc-cfe0e4ea7820", "grossValue": 5366975, "homeNotional": 1.6110065851364064, "foreignNotional": 631.1118297271872}]} 2020-08-11 14:08:31 DEBUG: message ignored 2020-08-11 14:08:32 DEBUG: check clearing time needed clearing_process_timer=392.510437 2020-08-11 14:08:32 DEBUG: check init order needed init_order_process_timer=492.510765 2020-08-11 14:08:33 DEBUG: check clearing time needed clearing_process_timer=393.512 2020-08-11 14:08:33 DEBUG: check init order needed init_order_process_timer=493.512338 2020-08-11 14:08:34 DEBUG: check clearing time needed clearing_process_timer=394.513547 2020-08-11 14:08:34 DEBUG: check init order needed init_order_process_timer=494.513828 2020-08-11 14:08:35 DEBUG: check clearing time needed clearing_process_timer=395.515065 2020-08-11 14:08:35 DEBUG: check init order needed init_order_process_timer=495.515404 2020-08-11 14:08:36 DEBUG: check clearing time needed clearing_process_timer=396.516659 2020-08-11 14:08:36 DEBUG: check init order needed init_order_process_timer=496.516923 2020-08-11 14:08:37 DEBUG: check clearing time needed clearing_process_timer=397.51813 2020-08-11 14:08:37 DEBUG: check init order needed init_order_process_timer=497.518378 2020-08-11 14:08:38 DEBUG: check clearing time needed clearing_process_timer=398.519558 2020-08-11 14:08:38 DEBUG: check init order needed init_order_process_timer=498.519828 2020-08-11 14:08:39 DEBUG: check clearing time needed clearing_process_timer=399.520998 2020-08-11 14:08:39 DEBUG: check init order needed init_order_process_timer=499.521393 2020-08-11 14:08:40 DEBUG: check clearing time needed clearing_process_timer=400.522806 2020-08-11 14:08:40 DEBUG: check init order needed init_order_process_timer=500.523072 2020-08-11 14:08:41 DEBUG: check clearing time needed clearing_process_timer=401.524283 2020-08-11 14:08:41 DEBUG: check init order needed init_order_process_timer=501.524568 2020-08-11 14:08:42 DEBUG: check clearing time needed clearing_process_timer=402.525989 2020-08-11 14:08:42 DEBUG: check init order needed init_order_process_timer=502.526305 2020-08-11 14:08:43 DEBUG: check clearing time needed clearing_process_timer=403.52754 2020-08-11 14:08:43 DEBUG: check init order needed init_order_process_timer=503.527798 2020-08-11 14:08:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:44.329Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 391.7, "tickDirection": "MinusTick", "trdMatchID": "9cf0155e-34ea-efd5-55aa-1964e3b8ef96", "grossValue": 1566800, "homeNotional": 0.4703668861712135, "foreignNotional": 184.24270931326436}]} 2020-08-11 14:08:44 DEBUG: message ignored 2020-08-11 14:08:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:44.388Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "6937a3bd-2b1e-17b0-a83e-6894c98cfdc1", "grossValue": 78350, "homeNotional": 0.023518344308560677, "foreignNotional": 9.213311382878645}]} 2020-08-11 14:08:44 DEBUG: message ignored 2020-08-11 14:08:44 DEBUG: check clearing time needed clearing_process_timer=404.528972 2020-08-11 14:08:44 DEBUG: check init order needed init_order_process_timer=504.529299 2020-08-11 14:08:45 DEBUG: check clearing time needed clearing_process_timer=405.530483 2020-08-11 14:08:45 DEBUG: check init order needed init_order_process_timer=505.530787 2020-08-11 14:08:46 DEBUG: check clearing time needed clearing_process_timer=406.532009 2020-08-11 14:08:46 DEBUG: check init order needed init_order_process_timer=506.532359 2020-08-11 14:08:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:46.694Z", "symbol": "ETHUSD", "side": "Sell", "size": 120, "price": 391.7, "tickDirection": "MinusTick", "trdMatchID": "11e72a0b-b8e2-a660-f668-620a254fb798", "grossValue": 4700400, "homeNotional": 1.4111006585136407, "foreignNotional": 552.728127939793}]} 2020-08-11 14:08:46 DEBUG: message ignored 2020-08-11 14:08:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:46.785Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "aa004b82-61f6-e6a8-7e84-d5ef0b1fa38d", "grossValue": 78350, "homeNotional": 0.023518344308560677, "foreignNotional": 9.213311382878645}]} 2020-08-11 14:08:46 DEBUG: message ignored 2020-08-11 14:08:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:46.804Z", "symbol": "ETHUSD", "side": "Buy", "size": 367, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "478c7a2e-7972-1540-5702-d532a1a483cd", "grossValue": 14377225, "homeNotional": 4.315616180620884, "foreignNotional": 1690.6426387582314}, {"timestamp": "2020-08-11T11:08:46.804Z", "symbol": "ETHUSD", "side": "Buy", "size": 433, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f4786717-77b1-2dfd-6820-a8343ec1b9a7", "grossValue": 16962775, "homeNotional": 5.091721542803387, "foreignNotional": 1994.6819143932266}]} 2020-08-11 14:08:46 DEBUG: message ignored 2020-08-11 14:08:47 DEBUG: check clearing time needed clearing_process_timer=407.533087 2020-08-11 14:08:47 DEBUG: check init order needed init_order_process_timer=507.533395 2020-08-11 14:08:48 DEBUG: check clearing time needed clearing_process_timer=408.534565 2020-08-11 14:08:48 DEBUG: check init order needed init_order_process_timer=508.534837 2020-08-11 14:08:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:49.085Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 391.7, "tickDirection": "MinusTick", "trdMatchID": "4a78813d-2f03-802c-baf9-3263ffe69ce8", "grossValue": 235020, "homeNotional": 0.07055503292568203, "foreignNotional": 27.636406396989653}]} 2020-08-11 14:08:49 DEBUG: message ignored 2020-08-11 14:08:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:49.220Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "003ad6ec-8f42-5eb5-9ef6-27c9a7574ed7", "grossValue": 470100, "homeNotional": 0.14111006585136407, "foreignNotional": 55.279868297271875}]} 2020-08-11 14:08:49 DEBUG: message ignored 2020-08-11 14:08:49 DEBUG: check clearing time needed clearing_process_timer=409.536018 2020-08-11 14:08:49 DEBUG: check init order needed init_order_process_timer=509.536318 2020-08-11 14:08:50 DEBUG: check clearing time needed clearing_process_timer=410.537076 2020-08-11 14:08:50 DEBUG: check init order needed init_order_process_timer=510.537355 2020-08-11 14:08:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:50.973Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "10531b5a-5782-8b71-009c-d7f4cce33b9c", "grossValue": 97937500, "homeNotional": 29.397930385700846, "foreignNotional": 11516.639228598307}]} 2020-08-11 14:08:51 DEBUG: message ignored 2020-08-11 14:08:51 DEBUG: check clearing time needed clearing_process_timer=411.538527 2020-08-11 14:08:51 DEBUG: check init order needed init_order_process_timer=511.538801 2020-08-11 14:08:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:51.844Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f95c0729-9626-e01f-692c-052a69a1081e", "grossValue": 78350, "homeNotional": 0.023518344308560677, "foreignNotional": 9.213311382878645}]} 2020-08-11 14:08:51 DEBUG: message ignored 2020-08-11 14:08:52 DEBUG: check clearing time needed clearing_process_timer=412.539983 2020-08-11 14:08:52 DEBUG: check init order needed init_order_process_timer=512.540251 2020-08-11 14:08:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:53.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "3389d07d-54fb-a8e6-eea7-e06167d3fda6", "grossValue": 1292775, "homeNotional": 0.3880526810912512, "foreignNotional": 152.01963781749765}, {"timestamp": "2020-08-11T11:08:53.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "4f68fb04-c06c-2699-a698-6533be35d13a", "grossValue": 1958750, "homeNotional": 0.587958607714017, "foreignNotional": 230.33278457196613}, {"timestamp": "2020-08-11T11:08:53.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 63, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "4de9b7cc-d204-3c08-b42d-1794938114b2", "grossValue": 2468025, "homeNotional": 0.7408278457196613, "foreignNotional": 290.21930856067735}, {"timestamp": "2020-08-11T11:08:53.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7dbcbd9d-a638-f966-a54b-1ca51fd192b2", "grossValue": 1527825, "homeNotional": 0.45860771401693323, "foreignNotional": 179.6595719661336}, {"timestamp": "2020-08-11T11:08:53.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "76e805bb-4f22-c8e9-8992-87cc3c4a3f57", "grossValue": 1684525, "homeNotional": 0.5056444026340545, "foreignNotional": 198.08619473189088}, {"timestamp": "2020-08-11T11:08:53.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 272, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffc237ac-13be-c6c3-7ecd-5b0d94dfc318", "grossValue": 10655600, "homeNotional": 3.1984948259642523, "foreignNotional": 1253.0103480714959}]} 2020-08-11 14:08:53 DEBUG: message ignored 2020-08-11 14:08:53 DEBUG: check clearing time needed clearing_process_timer=413.541094 2020-08-11 14:08:53 DEBUG: check init order needed init_order_process_timer=513.541382 2020-08-11 14:08:54 DEBUG: check clearing time needed clearing_process_timer=414.542553 2020-08-11 14:08:54 DEBUG: check init order needed init_order_process_timer=514.542918 2020-08-11 14:08:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:54.810Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "b1c0e928-6dde-c2e4-fc84-a50ad7b3b8ae", "grossValue": 470100, "homeNotional": 0.14111006585136407, "foreignNotional": 55.279868297271875}]} 2020-08-11 14:08:54 DEBUG: message ignored 2020-08-11 14:08:55 DEBUG: check clearing time needed clearing_process_timer=415.544139 2020-08-11 14:08:55 DEBUG: check init order needed init_order_process_timer=515.544409 2020-08-11 14:08:56 DEBUG: check clearing time needed clearing_process_timer=416.545066 2020-08-11 14:08:56 DEBUG: check init order needed init_order_process_timer=516.54536 2020-08-11 14:08:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:57.383Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "533432d6-1d1a-c582-6f25-a1ebdc13cd7e", "grossValue": 548450, "homeNotional": 0.16462841015992474, "foreignNotional": 64.49317968015052}]} 2020-08-11 14:08:57 DEBUG: message ignored 2020-08-11 14:08:57 DEBUG: check clearing time needed clearing_process_timer=417.546553 2020-08-11 14:08:57 DEBUG: check init order needed init_order_process_timer=517.546903 2020-08-11 14:08:58 DEBUG: check clearing time needed clearing_process_timer=418.548151 2020-08-11 14:08:58 DEBUG: check init order needed init_order_process_timer=518.548437 2020-08-11 14:08:59 DEBUG: check clearing time needed clearing_process_timer=419.54908 2020-08-11 14:08:59 DEBUG: check init order needed init_order_process_timer=519.549403 2020-08-11 14:08:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:08:59.792Z", "symbol": "ETHUSD", "side": "Buy", "size": 71, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "31e3eaf9-c682-5d82-4640-1f55cb5d41a3", "grossValue": 2781425, "homeNotional": 0.834901222953904, "foreignNotional": 327.0725540921919}]} 2020-08-11 14:08:59 DEBUG: message ignored 2020-08-11 14:09:00 DEBUG: check clearing time needed clearing_process_timer=420.550606 2020-08-11 14:09:00 DEBUG: check init order needed init_order_process_timer=520.550901 2020-08-11 14:09:01 DEBUG: check clearing time needed clearing_process_timer=421.552096 2020-08-11 14:09:01 DEBUG: check init order needed init_order_process_timer=521.552406 2020-08-11 14:09:02 DEBUG: check clearing time needed clearing_process_timer=422.553663 2020-08-11 14:09:02 DEBUG: check init order needed init_order_process_timer=522.553989 2020-08-11 14:09:03 DEBUG: check clearing time needed clearing_process_timer=423.555177 2020-08-11 14:09:03 DEBUG: check init order needed init_order_process_timer=523.555445 2020-08-11 14:09:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:03.667Z", "symbol": "ETHUSD", "side": "Buy", "size": 17, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ea007e0-92b9-0ee8-b415-1d8c3833cc4a", "grossValue": 665975, "homeNotional": 0.19988242210464433, "foreignNotional": 78.30393885949441}]} 2020-08-11 14:09:03 DEBUG: message ignored 2020-08-11 14:09:04 DEBUG: check clearing time needed clearing_process_timer=424.556617 2020-08-11 14:09:04 DEBUG: check init order needed init_order_process_timer=524.556922 2020-08-11 14:09:05 DEBUG: check clearing time needed clearing_process_timer=425.558187 2020-08-11 14:09:05 DEBUG: check init order needed init_order_process_timer=525.558483 2020-08-11 14:09:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 4190, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef0e6cee-533c-aba0-0a90-a19cb1cfab28", "grossValue": 164143250, "homeNotional": 49.26513815402704, "foreignNotional": 19299.617871840095}, {"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 208, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "df747e36-bbb8-9f50-89fc-f49f8c938e08", "grossValue": 8148400, "homeNotional": 2.4456202233980013, "foreignNotional": 958.0717225161669}, {"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 115, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ca979bc-46a9-7462-5238-e50b1e3477e8", "grossValue": 4505125, "homeNotional": 1.352145796590241, "foreignNotional": 529.703115814227}, {"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d88c844f-d021-4660-af97-9109f949c8b2", "grossValue": 1292775, "homeNotional": 0.3880070546737213, "foreignNotional": 152.00176366843033}, {"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "795d6dd9-2160-8ee2-fc29-e446272151d3", "grossValue": 15670000, "homeNotional": 4.703115814226925, "foreignNotional": 1842.445620223398}, {"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8113664-9be2-5af1-4d37-71d64d947e0c", "grossValue": 39175, "homeNotional": 0.011757789535567314, "foreignNotional": 4.606114050558495}, {"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 230, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "4075a678-bb4c-22e3-a43c-008d53e02055", "grossValue": 9010250, "homeNotional": 2.704291593180482, "foreignNotional": 1059.406231628454}, {"timestamp": "2020-08-11T11:09:05.814Z", "symbol": "ETHUSD", "side": "Buy", "size": 1382, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "97dcaa39-cc76-bf76-5624-de4481ff0a62", "grossValue": 54139850, "homeNotional": 16.249265138154026, "foreignNotional": 6365.64961787184}]} 2020-08-11 14:09:05 DEBUG: message ignored 2020-08-11 14:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:06.058Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "7e79a14c-137b-af15-4ec9-01802d5ea41c", "grossValue": 470160, "homeNotional": 0.14109347442680775, "foreignNotional": 55.28042328042328}]} 2020-08-11 14:09:06 DEBUG: message ignored 2020-08-11 14:09:06 DEBUG: check clearing time needed clearing_process_timer=426.559677 2020-08-11 14:09:06 DEBUG: check init order needed init_order_process_timer=526.559922 2020-08-11 14:09:07 DEBUG: check clearing time needed clearing_process_timer=427.561116 2020-08-11 14:09:07 DEBUG: check init order needed init_order_process_timer=527.561478 2020-08-11 14:09:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:08.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "50e2502a-01d9-abaa-7854-01481a71af78", "grossValue": 783600, "homeNotional": 0.23515579071134626, "foreignNotional": 92.13403880070547}]} 2020-08-11 14:09:08 DEBUG: message ignored 2020-08-11 14:09:08 DEBUG: check clearing time needed clearing_process_timer=428.562735 2020-08-11 14:09:08 DEBUG: check init order needed init_order_process_timer=528.563023 2020-08-11 14:09:09 DEBUG: check clearing time needed clearing_process_timer=429.564233 2020-08-11 14:09:09 DEBUG: check init order needed init_order_process_timer=529.56457 2020-08-11 14:09:10 DEBUG: check clearing time needed clearing_process_timer=430.565878 2020-08-11 14:09:10 DEBUG: check init order needed init_order_process_timer=530.56622 2020-08-11 14:09:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:11.481Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "5882b7bf-2fd3-4d92-7cfc-babdc008d1c3", "grossValue": 391800, "homeNotional": 0.11757789535567313, "foreignNotional": 46.067019400352734}]} 2020-08-11 14:09:11 DEBUG: message ignored 2020-08-11 14:09:11 DEBUG: check clearing time needed clearing_process_timer=431.567492 2020-08-11 14:09:11 DEBUG: check init order needed init_order_process_timer=531.567782 2020-08-11 14:09:12 DEBUG: check clearing time needed clearing_process_timer=432.569071 2020-08-11 14:09:12 DEBUG: check init order needed init_order_process_timer=532.569426 2020-08-11 14:09:13 DEBUG: check clearing time needed clearing_process_timer=433.570696 2020-08-11 14:09:13 DEBUG: check init order needed init_order_process_timer=533.570973 2020-08-11 14:09:14 DEBUG: check clearing time needed clearing_process_timer=434.572178 2020-08-11 14:09:14 DEBUG: check init order needed init_order_process_timer=534.572471 2020-08-11 14:09:15 DEBUG: check clearing time needed clearing_process_timer=435.573718 2020-08-11 14:09:15 DEBUG: check init order needed init_order_process_timer=535.574007 2020-08-11 14:09:16 DEBUG: check clearing time needed clearing_process_timer=436.575175 2020-08-11 14:09:16 DEBUG: check init order needed init_order_process_timer=536.575478 2020-08-11 14:09:17 DEBUG: check clearing time needed clearing_process_timer=437.576708 2020-08-11 14:09:17 DEBUG: check init order needed init_order_process_timer=537.57697 2020-08-11 14:09:18 DEBUG: check clearing time needed clearing_process_timer=438.57821 2020-08-11 14:09:18 DEBUG: check init order needed init_order_process_timer=538.57848 2020-08-11 14:09:19 DEBUG: check clearing time needed clearing_process_timer=439.579707 2020-08-11 14:09:19 DEBUG: check init order needed init_order_process_timer=539.579988 2020-08-11 14:09:20 DEBUG: check clearing time needed clearing_process_timer=440.581186 2020-08-11 14:09:20 DEBUG: check init order needed init_order_process_timer=540.581503 2020-08-11 14:09:21 DEBUG: check clearing time needed clearing_process_timer=441.582729 2020-08-11 14:09:21 DEBUG: check init order needed init_order_process_timer=541.583012 2020-08-11 14:09:22 DEBUG: check clearing time needed clearing_process_timer=442.584187 2020-08-11 14:09:22 DEBUG: check init order needed init_order_process_timer=542.584443 2020-08-11 14:09:23 DEBUG: check clearing time needed clearing_process_timer=443.585678 2020-08-11 14:09:23 DEBUG: check init order needed init_order_process_timer=543.58598 2020-08-11 14:09:24 DEBUG: check clearing time needed clearing_process_timer=444.587224 2020-08-11 14:09:24 DEBUG: check init order needed init_order_process_timer=544.587488 2020-08-11 14:09:25 DEBUG: check clearing time needed clearing_process_timer=445.588708 2020-08-11 14:09:25 DEBUG: check init order needed init_order_process_timer=545.589089 2020-08-11 14:09:26 DEBUG: check clearing time needed clearing_process_timer=446.590289 2020-08-11 14:09:26 DEBUG: check init order needed init_order_process_timer=546.590547 2020-08-11 14:09:27 DEBUG: check clearing time needed clearing_process_timer=447.59175 2020-08-11 14:09:27 DEBUG: check init order needed init_order_process_timer=547.592072 2020-08-11 14:09:28 DEBUG: check clearing time needed clearing_process_timer=448.593321 2020-08-11 14:09:28 DEBUG: check init order needed init_order_process_timer=548.593614 2020-08-11 14:09:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:29.241Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "d86a2dc4-1f82-f6f6-0841-8f193da6f776", "grossValue": 2272440, "homeNotional": 0.6819517930629042, "foreignNotional": 267.1887125220459}, {"timestamp": "2020-08-11T11:09:29.241Z", "symbol": "ETHUSD", "side": "Buy", "size": 233, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "ecb2bac9-689f-65a0-a471-380b08877374", "grossValue": 9128940, "homeNotional": 2.7395649617871842, "foreignNotional": 1073.3615520282187}]} 2020-08-11 14:09:29 DEBUG: message ignored 2020-08-11 14:09:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:29.501Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "cd31574b-6b9e-6233-1dd1-b25d9272feaa", "grossValue": 19590000, "homeNotional": 5.878894767783657, "foreignNotional": 2303.350970017637}]} 2020-08-11 14:09:29 DEBUG: message ignored 2020-08-11 14:09:29 DEBUG: check clearing time needed clearing_process_timer=449.594793 2020-08-11 14:09:29 DEBUG: check init order needed init_order_process_timer=549.595085 2020-08-11 14:09:30 DEBUG: check clearing time needed clearing_process_timer=450.596279 2020-08-11 14:09:30 DEBUG: check init order needed init_order_process_timer=550.596546 2020-08-11 14:09:31 DEBUG: check clearing time needed clearing_process_timer=451.597747 2020-08-11 14:09:31 DEBUG: check init order needed init_order_process_timer=551.598022 2020-08-11 14:09:32 DEBUG: check clearing time needed clearing_process_timer=452.599217 2020-08-11 14:09:32 DEBUG: check init order needed init_order_process_timer=552.599498 2020-08-11 14:09:33 DEBUG: check clearing time needed clearing_process_timer=453.600698 2020-08-11 14:09:33 DEBUG: check init order needed init_order_process_timer=553.600969 2020-08-11 14:09:34 DEBUG: check clearing time needed clearing_process_timer=454.60223 2020-08-11 14:09:34 DEBUG: check init order needed init_order_process_timer=554.60264 2020-08-11 14:09:35 DEBUG: check clearing time needed clearing_process_timer=455.603827 2020-08-11 14:09:35 DEBUG: check init order needed init_order_process_timer=555.604135 2020-08-11 14:09:36 DEBUG: check clearing time needed clearing_process_timer=456.605406 2020-08-11 14:09:36 DEBUG: check init order needed init_order_process_timer=556.60568 2020-08-11 14:09:37 DEBUG: check clearing time needed clearing_process_timer=457.606902 2020-08-11 14:09:37 DEBUG: check init order needed init_order_process_timer=557.607198 2020-08-11 14:09:38 DEBUG: check clearing time needed clearing_process_timer=458.608372 2020-08-11 14:09:38 DEBUG: check init order needed init_order_process_timer=558.608625 2020-08-11 14:09:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:38.623Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1633c72e-5e20-ba4f-68df-ad6d6349ee78", "grossValue": 3918000, "homeNotional": 1.175917215428034, "foreignNotional": 460.72436500470366}]} 2020-08-11 14:09:38 DEBUG: message ignored 2020-08-11 14:09:39 DEBUG: check clearing time needed clearing_process_timer=459.609811 2020-08-11 14:09:39 DEBUG: check init order needed init_order_process_timer=559.610075 2020-08-11 14:09:40 DEBUG: check clearing time needed clearing_process_timer=460.611262 2020-08-11 14:09:40 DEBUG: check init order needed init_order_process_timer=560.611572 2020-08-11 14:09:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:40.760Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab000a10-bd10-38b0-3fe9-04d048220bf5", "grossValue": 19590000, "homeNotional": 5.87958607714017, "foreignNotional": 2303.6218250235183}]} 2020-08-11 14:09:40 DEBUG: message ignored 2020-08-11 14:09:41 DEBUG: check clearing time needed clearing_process_timer=461.61283 2020-08-11 14:09:41 DEBUG: check init order needed init_order_process_timer=561.613135 2020-08-11 14:09:42 DEBUG: check clearing time needed clearing_process_timer=462.613815 2020-08-11 14:09:42 DEBUG: check init order needed init_order_process_timer=562.614063 2020-08-11 14:09:43 DEBUG: check clearing time needed clearing_process_timer=463.614785 2020-08-11 14:09:43 DEBUG: check init order needed init_order_process_timer=563.615085 2020-08-11 14:09:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:44.579Z", "symbol": "ETHUSD", "side": "Buy", "size": 167, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "51aaf940-2b6f-25ec-37ae-d3cfb899c072", "grossValue": 6543060, "homeNotional": 1.9637817497648165, "foreignNotional": 769.4096895578551}, {"timestamp": "2020-08-11T11:09:44.579Z", "symbol": "ETHUSD", "side": "Buy", "size": 555, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "5989fc85-086c-17f5-3918-03c27c457ccd", "grossValue": 21744900, "homeNotional": 6.526340545625588, "foreignNotional": 2557.0202257761052}, {"timestamp": "2020-08-11T11:09:44.579Z", "symbol": "ETHUSD", "side": "Buy", "size": 278, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "67a54d75-45ed-7fe0-fd30-42c63bbeb5ef", "grossValue": 10892040, "homeNotional": 3.269049858889934, "foreignNotional": 1280.8137347130762}]} 2020-08-11 14:09:44 DEBUG: message ignored 2020-08-11 14:09:44 DEBUG: check clearing time needed clearing_process_timer=464.616315 2020-08-11 14:09:44 DEBUG: check init order needed init_order_process_timer=564.616587 2020-08-11 14:09:45 DEBUG: check clearing time needed clearing_process_timer=465.617825 2020-08-11 14:09:45 DEBUG: check init order needed init_order_process_timer=565.618088 2020-08-11 14:09:46 DEBUG: check clearing time needed clearing_process_timer=466.618926 2020-08-11 14:09:46 DEBUG: check init order needed init_order_process_timer=566.619208 2020-08-11 14:09:47 DEBUG: check clearing time needed clearing_process_timer=467.620442 2020-08-11 14:09:47 DEBUG: check init order needed init_order_process_timer=567.620711 2020-08-11 14:09:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:48.599Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "fcee3f5d-df9c-d1b5-5341-525706473257", "grossValue": 39180, "homeNotional": 0.011759172154280339, "foreignNotional": 4.607243650047037}]} 2020-08-11 14:09:48 DEBUG: message ignored 2020-08-11 14:09:48 DEBUG: check clearing time needed clearing_process_timer=468.621861 2020-08-11 14:09:48 DEBUG: check init order needed init_order_process_timer=568.621996 2020-08-11 14:09:49 DEBUG: check clearing time needed clearing_process_timer=469.623177 2020-08-11 14:09:49 DEBUG: check init order needed init_order_process_timer=569.623462 2020-08-11 14:09:50 DEBUG: check clearing time needed clearing_process_timer=470.624652 2020-08-11 14:09:50 DEBUG: check init order needed init_order_process_timer=570.624957 2020-08-11 14:09:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "de78e06e-1f88-98e2-e224-e3ae0378edea", "grossValue": 78350000, "homeNotional": 23.51834430856068, "foreignNotional": 9213.311382878645}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "115ddc0d-46dc-c2f3-6f13-632230a91c54", "grossValue": 509275, "homeNotional": 0.1528692380056444, "foreignNotional": 59.8865239887112}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 159, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "5604e252-580d-244e-b13c-857bfa60a1a5", "grossValue": 6228825, "homeNotional": 1.8697083725305739, "foreignNotional": 732.4582549388523}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbbab6c4-12fc-146c-ede4-2b034b9d9bb9", "grossValue": 783500, "homeNotional": 0.23518344308560676, "foreignNotional": 92.13311382878645}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "50e85c52-33a4-6ff0-be81-fc3b79acfde1", "grossValue": 156700, "homeNotional": 0.047036688617121354, "foreignNotional": 18.42662276575729}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "721f9b22-ff2e-0ee1-5372-4342d8786f5c", "grossValue": 39175, "homeNotional": 0.011759172154280339, "foreignNotional": 4.606655691439323}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6f2e87e-10ed-4cc1-b6b7-c24ffc6d9c43", "grossValue": 39175000, "homeNotional": 11.75917215428034, "foreignNotional": 4606.655691439322}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "3579faa7-c57c-adab-dafc-b61864c27ee3", "grossValue": 1331950, "homeNotional": 0.39981185324553153, "foreignNotional": 156.62629350893698}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 1750, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b25c9e3c-04d9-223d-b502-24552b92404e", "grossValue": 68556250, "homeNotional": 20.578551269990594, "foreignNotional": 8061.647460018815}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2e704748-85ca-43c1-5fc6-401d4f2f456c", "grossValue": 5876250, "homeNotional": 1.7638758231420508, "foreignNotional": 690.9983537158984}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c99cd48-bef2-2869-71f9-79cafb1bf256", "grossValue": 19587500, "homeNotional": 5.87958607714017, "foreignNotional": 2303.327845719661}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3a4793b-9f05-ada5-fe68-8165eb445e8f", "grossValue": 3212350, "homeNotional": 0.9642521166509878, "foreignNotional": 377.74576669802445}, {"timestamp": "2020-08-11T11:09:51.058Z", "symbol": "ETHUSD", "side": "Sell", "size": 846, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "46e8d0e6-cdcc-2ffc-db4d-7a61b06e4c29", "grossValue": 33142050, "homeNotional": 9.948259642521167, "foreignNotional": 3897.230714957667}]} 2020-08-11 14:09:51 DEBUG: message ignored 2020-08-11 14:09:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:51.078Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "e7b4c722-a4de-c8a6-ef9c-a6fbd6a12af5", "grossValue": 391800, "homeNotional": 0.11759172154280338, "foreignNotional": 46.07243650047037}]} 2020-08-11 14:09:51 DEBUG: message ignored 2020-08-11 14:09:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:51.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "d13ffc42-3342-298c-77b3-9ab25eb13a30", "grossValue": 391800, "homeNotional": 0.11759172154280338, "foreignNotional": 46.07243650047037}]} 2020-08-11 14:09:51 DEBUG: message ignored 2020-08-11 14:09:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:51.086Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1f408dc-3362-91ea-29e5-9741c8ed415b", "grossValue": 470160, "homeNotional": 0.14111006585136407, "foreignNotional": 55.28692380056444}]} 2020-08-11 14:09:51 DEBUG: message ignored 2020-08-11 14:09:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:51.091Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "187d3d6a-acdf-2039-1b10-0eaadfa7f7bf", "grossValue": 391800, "homeNotional": 0.11759172154280338, "foreignNotional": 46.07243650047037}]} 2020-08-11 14:09:51 DEBUG: message ignored 2020-08-11 14:09:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:51.517Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "48540526-0d0b-6bb0-3619-55a1e9a7615f", "grossValue": 1959000, "homeNotional": 0.587958607714017, "foreignNotional": 230.36218250235183}]} 2020-08-11 14:09:51 DEBUG: message ignored 2020-08-11 14:09:51 DEBUG: check clearing time needed clearing_process_timer=471.626251 2020-08-11 14:09:51 DEBUG: check init order needed init_order_process_timer=571.626547 2020-08-11 14:09:52 DEBUG: check clearing time needed clearing_process_timer=472.627725 2020-08-11 14:09:52 DEBUG: check init order needed init_order_process_timer=572.627987 2020-08-11 14:09:53 DEBUG: check clearing time needed clearing_process_timer=473.629185 2020-08-11 14:09:53 DEBUG: check init order needed init_order_process_timer=573.629498 2020-08-11 14:09:54 DEBUG: check clearing time needed clearing_process_timer=474.630711 2020-08-11 14:09:54 DEBUG: check init order needed init_order_process_timer=574.631009 2020-08-11 14:09:55 DEBUG: check clearing time needed clearing_process_timer=475.63218 2020-08-11 14:09:55 DEBUG: check init order needed init_order_process_timer=575.632468 2020-08-11 14:09:56 DEBUG: check clearing time needed clearing_process_timer=476.633667 2020-08-11 14:09:56 DEBUG: check init order needed init_order_process_timer=576.634008 2020-08-11 14:09:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:57.356Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "963fe957-45f9-378f-06d5-26df567a5f37", "grossValue": 39175000, "homeNotional": 11.75917215428034, "foreignNotional": 4606.655691439322}]} 2020-08-11 14:09:57 DEBUG: message ignored 2020-08-11 14:09:57 DEBUG: check clearing time needed clearing_process_timer=477.6352 2020-08-11 14:09:57 DEBUG: check init order needed init_order_process_timer=577.635555 2020-08-11 14:09:58 DEBUG: check clearing time needed clearing_process_timer=478.63677 2020-08-11 14:09:58 DEBUG: check init order needed init_order_process_timer=578.637124 2020-08-11 14:09:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:09:59.365Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b9c6929-9358-5e20-d00a-ea3d54593c17", "grossValue": 19587500, "homeNotional": 5.87958607714017, "foreignNotional": 2303.327845719661}]} 2020-08-11 14:09:59 DEBUG: message ignored 2020-08-11 14:09:59 DEBUG: check clearing time needed clearing_process_timer=479.637922 2020-08-11 14:09:59 DEBUG: check init order needed init_order_process_timer=579.638184 2020-08-11 14:10:00 DEBUG: check clearing time needed clearing_process_timer=480.639336 2020-08-11 14:10:00 DEBUG: check init order needed init_order_process_timer=580.63959 2020-08-11 14:10:01 DEBUG: check clearing time needed clearing_process_timer=481.640779 2020-08-11 14:10:01 DEBUG: check init order needed init_order_process_timer=581.641143 2020-08-11 14:10:02 DEBUG: check clearing time needed clearing_process_timer=482.642376 2020-08-11 14:10:02 DEBUG: check init order needed init_order_process_timer=582.642696 2020-08-11 14:10:03 DEBUG: check clearing time needed clearing_process_timer=483.643911 2020-08-11 14:10:03 DEBUG: check init order needed init_order_process_timer=583.644182 2020-08-11 14:10:04 DEBUG: check clearing time needed clearing_process_timer=484.645099 2020-08-11 14:10:04 DEBUG: check init order needed init_order_process_timer=584.645492 2020-08-11 14:10:05 DEBUG: check clearing time needed clearing_process_timer=485.646719 2020-08-11 14:10:05 DEBUG: check init order needed init_order_process_timer=585.646971 2020-08-11 14:10:06 DEBUG: check clearing time needed clearing_process_timer=486.648146 2020-08-11 14:10:06 DEBUG: check init order needed init_order_process_timer=586.648445 2020-08-11 14:10:07 DEBUG: check clearing time needed clearing_process_timer=487.649081 2020-08-11 14:10:07 DEBUG: check init order needed init_order_process_timer=587.649375 2020-08-11 14:10:08 DEBUG: check clearing time needed clearing_process_timer=488.65054 2020-08-11 14:10:08 DEBUG: check init order needed init_order_process_timer=588.650859 2020-08-11 14:10:09 DEBUG: check clearing time needed clearing_process_timer=489.652066 2020-08-11 14:10:09 DEBUG: check init order needed init_order_process_timer=589.652368 2020-08-11 14:10:10 DEBUG: check clearing time needed clearing_process_timer=490.653071 2020-08-11 14:10:10 DEBUG: check init order needed init_order_process_timer=590.653343 2020-08-11 14:10:11 DEBUG: check clearing time needed clearing_process_timer=491.654501 2020-08-11 14:10:11 DEBUG: check init order needed init_order_process_timer=591.654737 2020-08-11 14:10:12 DEBUG: check clearing time needed clearing_process_timer=492.655889 2020-08-11 14:10:12 DEBUG: check init order needed init_order_process_timer=592.656131 2020-08-11 14:10:13 DEBUG: check clearing time needed clearing_process_timer=493.65708 2020-08-11 14:10:13 DEBUG: check init order needed init_order_process_timer=593.657356 2020-08-11 14:10:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:10:13.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2e7f9dbf-6298-c61f-8e8d-4dd43a3a8175", "grossValue": 3917500, "homeNotional": 1.1757789535567313, "foreignNotional": 460.6114050558495}]} 2020-08-11 14:10:13 DEBUG: message ignored 2020-08-11 14:10:14 DEBUG: check clearing time needed clearing_process_timer=494.658513 2020-08-11 14:10:14 DEBUG: check init order needed init_order_process_timer=594.658768 2020-08-11 14:10:15 DEBUG: check clearing time needed clearing_process_timer=495.659132 2020-08-11 14:10:15 DEBUG: check init order needed init_order_process_timer=595.659384 2020-08-11 14:10:16 DEBUG: check clearing time needed clearing_process_timer=496.660552 2020-08-11 14:10:16 DEBUG: check init order needed init_order_process_timer=596.660803 2020-08-11 14:10:17 DEBUG: check clearing time needed clearing_process_timer=497.661974 2020-08-11 14:10:17 DEBUG: check init order needed init_order_process_timer=597.662233 2020-08-11 14:10:18 DEBUG: check clearing time needed clearing_process_timer=498.663404 2020-08-11 14:10:18 DEBUG: check init order needed init_order_process_timer=598.663685 2020-08-11 14:10:19 DEBUG: check clearing time needed clearing_process_timer=499.663896 2020-08-11 14:10:19 DEBUG: check init order needed init_order_process_timer=599.664184 2020-08-11 14:10:20 DEBUG: check clearing time needed clearing_process_timer=500.665084 2020-08-11 14:10:20 DEBUG: check init order needed init_order_process_timer=600.665365 2020-08-11 14:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:10:21.184Z", "symbol": "ETHUSD", "side": "Sell", "size": 809, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "2d9370d9-7687-12bc-4cc1-0abef45431fc", "grossValue": 31692575, "homeNotional": 9.512051734273957, "foreignNotional": 3726.3462669018227}]} 2020-08-11 14:10:21 DEBUG: message ignored 2020-08-11 14:10:21 DEBUG: check clearing time needed clearing_process_timer=501.666538 2020-08-11 14:10:21 DEBUG: check init order needed init_order_process_timer=601.666827 2020-08-11 14:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:10:21.775Z", "symbol": "ETHUSD", "side": "Sell", "size": 1473, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "62bf7895-76ad-b209-70ad-536ea40283f5", "grossValue": 57704775, "homeNotional": 17.319223985890652, "foreignNotional": 6784.8059964726635}, {"timestamp": "2020-08-11T11:10:21.775Z", "symbol": "ETHUSD", "side": "Sell", "size": 1201, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3daf6a0-a979-64ef-ee76-d0caca5f5ab6", "grossValue": 47049175, "homeNotional": 14.121105232216344, "foreignNotional": 5531.942974720752}]} 2020-08-11 14:10:21 DEBUG: message ignored 2020-08-11 14:10:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:10:21.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 799, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "23ef55f2-c869-8b7e-2e00-b69f6ebf0829", "grossValue": 31300825, "homeNotional": 9.394473838918284, "foreignNotional": 3680.2851263962375}, {"timestamp": "2020-08-11T11:10:21.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ce660ae-53be-859c-396b-ea64164c455c", "grossValue": 1919575, "homeNotional": 0.5761316872427984, "foreignNotional": 225.69958847736626}, {"timestamp": "2020-08-11T11:10:21.796Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "53e83ae1-d560-d634-5fc0-d38a483259be", "grossValue": 1997925, "homeNotional": 0.599647266313933, "foreignNotional": 234.91181657848324}]} 2020-08-11 14:10:21 DEBUG: message ignored 2020-08-11 14:10:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:10:22.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 1449, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b7b8256-cf80-0025-7bfc-cd5dd0abf4dd", "grossValue": 56764575, "homeNotional": 17.037037037037038, "foreignNotional": 6674.259259259259}, {"timestamp": "2020-08-11T11:10:22.089Z", "symbol": "ETHUSD", "side": "Sell", "size": 1202, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "58d6fd7d-b03a-f979-dfb1-335ece9fb997", "grossValue": 47088350, "homeNotional": 14.132863021751911, "foreignNotional": 5536.549088771311}]} 2020-08-11 14:10:22 DEBUG: message ignored 2020-08-11 14:10:22 DEBUG: check clearing time needed clearing_process_timer=502.66801 2020-08-11 14:10:22 DEBUG: check init order needed init_order_process_timer=602.668294 2020-08-11 14:10:23 DEBUG: check clearing time needed clearing_process_timer=503.669461 2020-08-11 14:10:23 DEBUG: check init order needed init_order_process_timer=603.669733 2020-08-11 14:10:24 DEBUG: check clearing time needed clearing_process_timer=504.67093 2020-08-11 14:10:24 DEBUG: check init order needed init_order_process_timer=604.671189 2020-08-11 14:10:25 DEBUG: check clearing time needed clearing_process_timer=505.672412 2020-08-11 14:10:25 DEBUG: check init order needed init_order_process_timer=605.672677 2020-08-11 14:10:26 DEBUG: check clearing time needed clearing_process_timer=506.673853 2020-08-11 14:10:26 DEBUG: check init order needed init_order_process_timer=606.674121 2020-08-11 14:10:27 DEBUG: check clearing time needed clearing_process_timer=507.675325 2020-08-11 14:10:27 DEBUG: check init order needed init_order_process_timer=607.675657 2020-08-11 14:10:28 DEBUG: check clearing time needed clearing_process_timer=508.676911 2020-08-11 14:10:28 DEBUG: check init order needed init_order_process_timer=608.677217 2020-08-11 14:10:29 DEBUG: check clearing time needed clearing_process_timer=509.678661 2020-08-11 14:10:29 DEBUG: check init order needed init_order_process_timer=609.678941 2020-08-11 14:10:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:10:29.783Z", "symbol": "ETHUSD", "side": "Buy", "size": 313, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "bdb3f8dd-27e4-80d4-8d27-b6a5ba2885cf", "grossValue": 12263340, "homeNotional": 3.680188124632569, "foreignNotional": 1441.8977072310406}]} 2020-08-11 14:10:29 DEBUG: message ignored 2020-08-11 14:10:30 DEBUG: check clearing time needed clearing_process_timer=510.680161 2020-08-11 14:10:30 DEBUG: check init order needed init_order_process_timer=610.680487 2020-08-11 14:10:31 DEBUG: check clearing time needed clearing_process_timer=511.681722 2020-08-11 14:10:31 DEBUG: check init order needed init_order_process_timer=611.681999 2020-08-11 14:10:32 DEBUG: check clearing time needed clearing_process_timer=512.683189 2020-08-11 14:10:32 DEBUG: check init order needed init_order_process_timer=612.68345 2020-08-11 14:10:33 DEBUG: check clearing time needed clearing_process_timer=513.684623 2020-08-11 14:10:33 DEBUG: check init order needed init_order_process_timer=613.684879 2020-08-11 14:10:34 DEBUG: check clearing time needed clearing_process_timer=514.686052 2020-08-11 14:10:34 DEBUG: check init order needed init_order_process_timer=614.686334 2020-08-11 14:10:35 DEBUG: check clearing time needed clearing_process_timer=515.687528 2020-08-11 14:10:35 DEBUG: check init order needed init_order_process_timer=615.687851 2020-08-11 14:10:36 DEBUG: check clearing time needed clearing_process_timer=516.689097 2020-08-11 14:10:36 DEBUG: check init order needed init_order_process_timer=616.689372 2020-08-11 14:10:37 DEBUG: check clearing time needed clearing_process_timer=517.690559 2020-08-11 14:10:37 DEBUG: check init order needed init_order_process_timer=617.690824 2020-08-11 14:10:38 DEBUG: check clearing time needed clearing_process_timer=518.692031 2020-08-11 14:10:38 DEBUG: check init order needed init_order_process_timer=618.692293 2020-08-11 14:10:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:10:39.045Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc7ff9d3-87fb-8250-49a7-e59ce5815757", "grossValue": 3918000, "homeNotional": 1.175917215428034, "foreignNotional": 460.72436500470366}]} 2020-08-11 14:10:39 DEBUG: message ignored 2020-08-11 14:10:39 DEBUG: check clearing time needed clearing_process_timer=519.693487 2020-08-11 14:10:39 DEBUG: check init order needed init_order_process_timer=619.693807 2020-08-11 14:10:40 DEBUG: check clearing time needed clearing_process_timer=520.695019 2020-08-11 14:10:40 DEBUG: check init order needed init_order_process_timer=620.695292 2020-08-11 14:10:41 DEBUG: check clearing time needed clearing_process_timer=521.696464 2020-08-11 14:10:41 DEBUG: check init order needed init_order_process_timer=621.696737 2020-08-11 14:10:42 DEBUG: check clearing time needed clearing_process_timer=522.697963 2020-08-11 14:10:42 DEBUG: check init order needed init_order_process_timer=622.698287 2020-08-11 14:10:43 DEBUG: check clearing time needed clearing_process_timer=523.699477 2020-08-11 14:10:43 DEBUG: check init order needed init_order_process_timer=623.699754 2020-08-11 14:10:44 DEBUG: check clearing time needed clearing_process_timer=524.700953 2020-08-11 14:10:44 DEBUG: check init order needed init_order_process_timer=624.701288 2020-08-11 14:10:45 DEBUG: check clearing time needed clearing_process_timer=525.702501 2020-08-11 14:10:45 DEBUG: check init order needed init_order_process_timer=625.702792 2020-08-11 14:10:46 DEBUG: check clearing time needed clearing_process_timer=526.704016 2020-08-11 14:10:46 DEBUG: check init order needed init_order_process_timer=626.70428 2020-08-11 14:10:47 DEBUG: check clearing time needed clearing_process_timer=527.705482 2020-08-11 14:10:47 DEBUG: check init order needed init_order_process_timer=627.705733 2020-08-11 14:10:48 DEBUG: check clearing time needed clearing_process_timer=528.706916 2020-08-11 14:10:48 DEBUG: check init order needed init_order_process_timer=628.707172 2020-08-11 14:10:49 DEBUG: check clearing time needed clearing_process_timer=529.709077 2020-08-11 14:10:49 DEBUG: check init order needed init_order_process_timer=629.709377 2020-08-11 14:10:50 DEBUG: check clearing time needed clearing_process_timer=530.710573 2020-08-11 14:10:50 DEBUG: check init order needed init_order_process_timer=630.710872 2020-08-11 14:10:51 DEBUG: check clearing time needed clearing_process_timer=531.712124 2020-08-11 14:10:51 DEBUG: check init order needed init_order_process_timer=631.71241 2020-08-11 14:10:52 DEBUG: check clearing time needed clearing_process_timer=532.713596 2020-08-11 14:10:52 DEBUG: check init order needed init_order_process_timer=632.713867 2020-08-11 14:10:53 DEBUG: check clearing time needed clearing_process_timer=533.715108 2020-08-11 14:10:53 DEBUG: check init order needed init_order_process_timer=633.715451 2020-08-11 14:10:54 DEBUG: check clearing time needed clearing_process_timer=534.716725 2020-08-11 14:10:54 DEBUG: check init order needed init_order_process_timer=634.717056 2020-08-11 14:10:55 DEBUG: check clearing time needed clearing_process_timer=535.718229 2020-08-11 14:10:55 DEBUG: check init order needed init_order_process_timer=635.718465 2020-08-11 14:10:56 DEBUG: check clearing time needed clearing_process_timer=536.719634 2020-08-11 14:10:56 DEBUG: check init order needed init_order_process_timer=636.719885 2020-08-11 14:10:57 DEBUG: check clearing time needed clearing_process_timer=537.721063 2020-08-11 14:10:57 DEBUG: check init order needed init_order_process_timer=637.721384 2020-08-11 14:10:58 DEBUG: check clearing time needed clearing_process_timer=538.722576 2020-08-11 14:10:58 DEBUG: check init order needed init_order_process_timer=638.722839 2020-08-11 14:10:59 DEBUG: check clearing time needed clearing_process_timer=539.724028 2020-08-11 14:10:59 DEBUG: check init order needed init_order_process_timer=639.724303 2020-08-11 14:11:00 DEBUG: check clearing time needed clearing_process_timer=540.725487 2020-08-11 14:11:00 DEBUG: check init order needed init_order_process_timer=640.725769 2020-08-11 14:11:01 DEBUG: check clearing time needed clearing_process_timer=541.726979 2020-08-11 14:11:01 DEBUG: check init order needed init_order_process_timer=641.727284 2020-08-11 14:11:02 DEBUG: check clearing time needed clearing_process_timer=542.728479 2020-08-11 14:11:02 DEBUG: check init order needed init_order_process_timer=642.728751 2020-08-11 14:11:03 DEBUG: check clearing time needed clearing_process_timer=543.73004 2020-08-11 14:11:03 DEBUG: check init order needed init_order_process_timer=643.730329 2020-08-11 14:11:04 DEBUG: check clearing time needed clearing_process_timer=544.731523 2020-08-11 14:11:04 DEBUG: check init order needed init_order_process_timer=644.731795 2020-08-11 14:11:05 DEBUG: check clearing time needed clearing_process_timer=545.732997 2020-08-11 14:11:05 DEBUG: check init order needed init_order_process_timer=645.733378 2020-08-11 14:11:06 DEBUG: check clearing time needed clearing_process_timer=546.734601 2020-08-11 14:11:06 DEBUG: check init order needed init_order_process_timer=646.734869 2020-08-11 14:11:07 DEBUG: check clearing time needed clearing_process_timer=547.736081 2020-08-11 14:11:07 DEBUG: check init order needed init_order_process_timer=647.736412 2020-08-11 14:11:08 DEBUG: check clearing time needed clearing_process_timer=548.737645 2020-08-11 14:11:08 DEBUG: check init order needed init_order_process_timer=648.737905 2020-08-11 14:11:09 DEBUG: check clearing time needed clearing_process_timer=549.739102 2020-08-11 14:11:09 DEBUG: check init order needed init_order_process_timer=649.739373 2020-08-11 14:11:10 DEBUG: check clearing time needed clearing_process_timer=550.740561 2020-08-11 14:11:10 DEBUG: check init order needed init_order_process_timer=650.740946 2020-08-11 14:11:11 DEBUG: check clearing time needed clearing_process_timer=551.742179 2020-08-11 14:11:11 DEBUG: check init order needed init_order_process_timer=651.742476 2020-08-11 14:11:12 DEBUG: check clearing time needed clearing_process_timer=552.743693 2020-08-11 14:11:12 DEBUG: check init order needed init_order_process_timer=652.744033 2020-08-11 14:11:13 DEBUG: check clearing time needed clearing_process_timer=553.745284 2020-08-11 14:11:13 DEBUG: check init order needed init_order_process_timer=653.745552 2020-08-11 14:11:14 DEBUG: check clearing time needed clearing_process_timer=554.746753 2020-08-11 14:11:14 DEBUG: check init order needed init_order_process_timer=654.747011 2020-08-11 14:11:15 DEBUG: check clearing time needed clearing_process_timer=555.748206 2020-08-11 14:11:15 DEBUG: check init order needed init_order_process_timer=655.748477 2020-08-11 14:11:16 DEBUG: check clearing time needed clearing_process_timer=556.749671 2020-08-11 14:11:16 DEBUG: check init order needed init_order_process_timer=656.749962 2020-08-11 14:11:17 DEBUG: check clearing time needed clearing_process_timer=557.751155 2020-08-11 14:11:17 DEBUG: check init order needed init_order_process_timer=657.751436 2020-08-11 14:11:18 DEBUG: check clearing time needed clearing_process_timer=558.752653 2020-08-11 14:11:18 DEBUG: check init order needed init_order_process_timer=658.752969 2020-08-11 14:11:19 DEBUG: check clearing time needed clearing_process_timer=559.754474 2020-08-11 14:11:19 DEBUG: check init order needed init_order_process_timer=659.754739 2020-08-11 14:11:20 DEBUG: check clearing time needed clearing_process_timer=560.755914 2020-08-11 14:11:20 DEBUG: check init order needed init_order_process_timer=660.756189 2020-08-11 14:11:21 DEBUG: check clearing time needed clearing_process_timer=561.757392 2020-08-11 14:11:21 DEBUG: check init order needed init_order_process_timer=661.757725 2020-08-11 14:11:22 DEBUG: check clearing time needed clearing_process_timer=562.75898 2020-08-11 14:11:22 DEBUG: check init order needed init_order_process_timer=662.759324 2020-08-11 14:11:23 DEBUG: check clearing time needed clearing_process_timer=563.760789 2020-08-11 14:11:23 DEBUG: check init order needed init_order_process_timer=663.761086 2020-08-11 14:11:24 DEBUG: check clearing time needed clearing_process_timer=564.762284 2020-08-11 14:11:24 DEBUG: check init order needed init_order_process_timer=664.762535 2020-08-11 14:11:25 DEBUG: check clearing time needed clearing_process_timer=565.763737 2020-08-11 14:11:25 DEBUG: check init order needed init_order_process_timer=665.76401 2020-08-11 14:11:26 DEBUG: check clearing time needed clearing_process_timer=566.765228 2020-08-11 14:11:26 DEBUG: check init order needed init_order_process_timer=666.765555 2020-08-11 14:11:27 DEBUG: check clearing time needed clearing_process_timer=567.766809 2020-08-11 14:11:27 DEBUG: check init order needed init_order_process_timer=667.767082 2020-08-11 14:11:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:11:28.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "6cecd526-7491-adf0-2f6d-dc1ca320001e", "grossValue": 39175, "homeNotional": 0.011757789535567314, "foreignNotional": 4.606114050558495}]} 2020-08-11 14:11:28 DEBUG: message ignored 2020-08-11 14:11:28 DEBUG: check clearing time needed clearing_process_timer=568.768303 2020-08-11 14:11:28 DEBUG: check init order needed init_order_process_timer=668.768559 2020-08-11 14:11:29 DEBUG: check clearing time needed clearing_process_timer=569.769776 2020-08-11 14:11:29 DEBUG: check init order needed init_order_process_timer=669.770129 2020-08-11 14:11:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:11:30.581Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "e2327901-3eda-2327-5935-30bec13dc317", "grossValue": 1292940, "homeNotional": 0.3880070546737213, "foreignNotional": 152.02116402116403}]} 2020-08-11 14:11:30 DEBUG: message ignored 2020-08-11 14:11:30 DEBUG: check clearing time needed clearing_process_timer=570.771381 2020-08-11 14:11:30 DEBUG: check init order needed init_order_process_timer=670.771651 2020-08-11 14:11:31 DEBUG: check clearing time needed clearing_process_timer=571.772835 2020-08-11 14:11:31 DEBUG: check init order needed init_order_process_timer=671.773148 2020-08-11 14:11:32 DEBUG: check clearing time needed clearing_process_timer=572.774371 2020-08-11 14:11:32 DEBUG: check init order needed init_order_process_timer=672.774702 2020-08-11 14:11:33 DEBUG: check clearing time needed clearing_process_timer=573.775911 2020-08-11 14:11:33 DEBUG: check init order needed init_order_process_timer=673.776155 2020-08-11 14:11:34 DEBUG: check clearing time needed clearing_process_timer=574.777133 2020-08-11 14:11:34 DEBUG: check init order needed init_order_process_timer=674.777415 2020-08-11 14:11:35 DEBUG: check clearing time needed clearing_process_timer=575.778628 2020-08-11 14:11:35 DEBUG: check init order needed init_order_process_timer=675.778922 2020-08-11 14:11:36 DEBUG: check clearing time needed clearing_process_timer=576.780122 2020-08-11 14:11:36 DEBUG: check init order needed init_order_process_timer=676.780436 2020-08-11 14:11:37 DEBUG: check clearing time needed clearing_process_timer=577.781668 2020-08-11 14:11:37 DEBUG: check init order needed init_order_process_timer=677.78194 2020-08-11 14:11:38 DEBUG: check clearing time needed clearing_process_timer=578.783146 2020-08-11 14:11:38 DEBUG: check init order needed init_order_process_timer=678.783474 2020-08-11 14:11:39 DEBUG: check clearing time needed clearing_process_timer=579.78486 2020-08-11 14:11:39 DEBUG: check init order needed init_order_process_timer=679.785196 2020-08-11 14:11:40 DEBUG: check clearing time needed clearing_process_timer=580.786023 2020-08-11 14:11:40 DEBUG: check init order needed init_order_process_timer=680.786522 2020-08-11 14:11:41 DEBUG: check clearing time needed clearing_process_timer=581.787758 2020-08-11 14:11:41 DEBUG: check init order needed init_order_process_timer=681.788038 2020-08-11 14:11:42 DEBUG: check clearing time needed clearing_process_timer=582.789257 2020-08-11 14:11:42 DEBUG: check init order needed init_order_process_timer=682.790054 2020-08-11 14:11:43 DEBUG: check clearing time needed clearing_process_timer=583.791725 2020-08-11 14:11:43 DEBUG: check init order needed init_order_process_timer=683.792482 2020-08-11 14:11:44 DEBUG: check clearing time needed clearing_process_timer=584.794239 2020-08-11 14:11:44 DEBUG: check init order needed init_order_process_timer=684.794774 2020-08-11 14:11:45 DEBUG: check clearing time needed clearing_process_timer=585.796292 2020-08-11 14:11:45 DEBUG: check init order needed init_order_process_timer=685.796967 2020-08-11 14:11:46 DEBUG: check clearing time needed clearing_process_timer=586.79863 2020-08-11 14:11:46 DEBUG: check init order needed init_order_process_timer=686.799386 2020-08-11 14:11:47 DEBUG: check clearing time needed clearing_process_timer=587.801161 2020-08-11 14:11:47 DEBUG: check init order needed init_order_process_timer=687.801705 2020-08-11 14:11:48 DEBUG: check clearing time needed clearing_process_timer=588.803299 2020-08-11 14:11:48 DEBUG: check init order needed init_order_process_timer=688.803867 2020-08-11 14:11:49 DEBUG: check clearing time needed clearing_process_timer=589.805298 2020-08-11 14:11:49 DEBUG: check init order needed init_order_process_timer=689.805619 2020-08-11 14:11:50 DEBUG: check clearing time needed clearing_process_timer=590.80704 2020-08-11 14:11:50 DEBUG: check init order needed init_order_process_timer=690.807315 2020-08-11 14:11:51 DEBUG: check clearing time needed clearing_process_timer=591.808768 2020-08-11 14:11:51 DEBUG: check init order needed init_order_process_timer=691.809136 2020-08-11 14:11:52 DEBUG: check clearing time needed clearing_process_timer=592.810667 2020-08-11 14:11:52 DEBUG: check init order needed init_order_process_timer=692.810924 2020-08-11 14:11:53 DEBUG: check clearing time needed clearing_process_timer=593.812326 2020-08-11 14:11:53 DEBUG: check init order needed init_order_process_timer=693.812617 2020-08-11 14:11:54 DEBUG: check clearing time needed clearing_process_timer=594.814012 2020-08-11 14:11:54 DEBUG: check init order needed init_order_process_timer=694.814296 2020-08-11 14:11:55 DEBUG: check clearing time needed clearing_process_timer=595.815682 2020-08-11 14:11:55 DEBUG: check init order needed init_order_process_timer=695.815986 2020-08-11 14:11:56 DEBUG: check clearing time needed clearing_process_timer=596.817376 2020-08-11 14:11:56 DEBUG: check init order needed init_order_process_timer=696.817634 2020-08-11 14:11:57 DEBUG: check clearing time needed clearing_process_timer=597.818989 2020-08-11 14:11:57 DEBUG: check init order needed init_order_process_timer=697.819246 2020-08-11 14:11:58 DEBUG: check clearing time needed clearing_process_timer=598.82064 2020-08-11 14:11:58 DEBUG: check init order needed init_order_process_timer=698.820905 2020-08-11 14:11:59 DEBUG: check clearing time needed clearing_process_timer=599.82242 2020-08-11 14:11:59 DEBUG: check init order needed init_order_process_timer=699.822707 2020-08-11 14:12:00 DEBUG: check clearing time needed clearing_process_timer=600.824086 2020-08-11 14:12:00 DEBUG: check init order needed init_order_process_timer=700.824382 2020-08-11 14:12:01 DEBUG: check clearing time needed clearing_process_timer=601.825808 2020-08-11 14:12:01 DEBUG: check init order needed init_order_process_timer=701.826084 2020-08-11 14:12:02 DEBUG: check clearing time needed clearing_process_timer=602.827574 2020-08-11 14:12:02 DEBUG: check init order needed init_order_process_timer=702.827893 2020-08-11 14:12:03 DEBUG: check clearing time needed clearing_process_timer=603.829153 2020-08-11 14:12:03 DEBUG: check init order needed init_order_process_timer=703.829566 2020-08-11 14:12:04 DEBUG: check clearing time needed clearing_process_timer=604.830854 2020-08-11 14:12:04 DEBUG: check init order needed init_order_process_timer=704.831178 2020-08-11 14:12:05 DEBUG: check clearing time needed clearing_process_timer=605.832396 2020-08-11 14:12:05 DEBUG: check init order needed init_order_process_timer=705.832683 2020-08-11 14:12:06 DEBUG: check clearing time needed clearing_process_timer=606.833102 2020-08-11 14:12:06 DEBUG: check init order needed init_order_process_timer=706.833435 2020-08-11 14:12:07 DEBUG: check clearing time needed clearing_process_timer=607.834638 2020-08-11 14:12:07 DEBUG: check init order needed init_order_process_timer=707.834924 2020-08-11 14:12:08 DEBUG: check clearing time needed clearing_process_timer=608.836141 2020-08-11 14:12:08 DEBUG: check init order needed init_order_process_timer=708.836418 2020-08-11 14:12:09 DEBUG: check clearing time needed clearing_process_timer=609.837625 2020-08-11 14:12:09 DEBUG: check init order needed init_order_process_timer=709.837893 2020-08-11 14:12:10 DEBUG: check clearing time needed clearing_process_timer=610.839097 2020-08-11 14:12:10 DEBUG: check init order needed init_order_process_timer=710.839366 2020-08-11 14:12:11 DEBUG: check clearing time needed clearing_process_timer=611.840571 2020-08-11 14:12:11 DEBUG: check init order needed init_order_process_timer=711.840863 2020-08-11 14:12:12 DEBUG: check clearing time needed clearing_process_timer=612.842201 2020-08-11 14:12:12 DEBUG: check init order needed init_order_process_timer=712.842543 2020-08-11 14:12:13 DEBUG: check clearing time needed clearing_process_timer=613.843806 2020-08-11 14:12:13 DEBUG: check init order needed init_order_process_timer=713.844086 2020-08-11 14:12:14 DEBUG: check clearing time needed clearing_process_timer=614.84532 2020-08-11 14:12:14 DEBUG: check init order needed init_order_process_timer=714.845616 2020-08-11 14:12:15 DEBUG: check clearing time needed clearing_process_timer=615.846989 2020-08-11 14:12:15 DEBUG: check init order needed init_order_process_timer=715.847314 2020-08-11 14:12:16 DEBUG: check clearing time needed clearing_process_timer=616.848772 2020-08-11 14:12:16 DEBUG: check init order needed init_order_process_timer=716.849128 2020-08-11 14:12:17 DEBUG: check clearing time needed clearing_process_timer=617.850384 2020-08-11 14:12:17 DEBUG: check init order needed init_order_process_timer=717.850685 2020-08-11 14:12:18 DEBUG: check clearing time needed clearing_process_timer=618.852067 2020-08-11 14:12:18 DEBUG: check init order needed init_order_process_timer=718.852358 2020-08-11 14:12:19 DEBUG: check clearing time needed clearing_process_timer=619.853828 2020-08-11 14:12:19 DEBUG: check init order needed init_order_process_timer=719.854178 2020-08-11 14:12:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:12:20.755Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "c2c4b453-ceb8-87b7-6a4a-9665e26f0d72", "grossValue": 97950000, "homeNotional": 29.397930385700846, "foreignNotional": 11518.109125117591}]} 2020-08-11 14:12:20 DEBUG: message ignored 2020-08-11 14:12:20 DEBUG: check clearing time needed clearing_process_timer=620.855381 2020-08-11 14:12:20 DEBUG: check init order needed init_order_process_timer=720.855672 2020-08-11 14:12:21 DEBUG: check clearing time needed clearing_process_timer=621.856911 2020-08-11 14:12:21 DEBUG: check init order needed init_order_process_timer=721.857209 2020-08-11 14:12:22 DEBUG: check clearing time needed clearing_process_timer=622.858416 2020-08-11 14:12:22 DEBUG: check init order needed init_order_process_timer=722.858718 2020-08-11 14:12:23 DEBUG: check clearing time needed clearing_process_timer=623.859903 2020-08-11 14:12:23 DEBUG: check init order needed init_order_process_timer=723.860181 2020-08-11 14:12:24 DEBUG: check clearing time needed clearing_process_timer=624.861373 2020-08-11 14:12:24 DEBUG: check init order needed init_order_process_timer=724.861687 2020-08-11 14:12:25 DEBUG: check clearing time needed clearing_process_timer=625.862877 2020-08-11 14:12:25 DEBUG: check init order needed init_order_process_timer=725.863142 2020-08-11 14:12:26 DEBUG: check clearing time needed clearing_process_timer=626.864322 2020-08-11 14:12:26 DEBUG: check init order needed init_order_process_timer=726.864609 2020-08-11 14:12:27 DEBUG: check clearing time needed clearing_process_timer=627.865831 2020-08-11 14:12:27 DEBUG: check init order needed init_order_process_timer=727.866217 2020-08-11 14:12:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:12:27.885Z", "symbol": "ETHUSD", "side": "Buy", "size": 1683, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e8fbd6b-6375-06d6-43e8-3c652d0757be", "grossValue": 65939940, "homeNotional": 19.79068673565381, "foreignNotional": 7753.991063029162}, {"timestamp": "2020-08-11T11:12:27.885Z", "symbol": "ETHUSD", "side": "Buy", "size": 817, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "dbcbca3a-6898-3928-7d48-8bb0ecfeb3af", "grossValue": 32010060, "homeNotional": 9.607243650047037, "foreignNotional": 3764.118062088429}]} 2020-08-11 14:12:27 DEBUG: message ignored 2020-08-11 14:12:28 DEBUG: check clearing time needed clearing_process_timer=628.867467 2020-08-11 14:12:28 DEBUG: check init order needed init_order_process_timer=728.867773 2020-08-11 14:12:29 DEBUG: check clearing time needed clearing_process_timer=629.869109 2020-08-11 14:12:29 DEBUG: check init order needed init_order_process_timer=729.869488 2020-08-11 14:12:30 DEBUG: check clearing time needed clearing_process_timer=630.87097 2020-08-11 14:12:30 DEBUG: check init order needed init_order_process_timer=730.871305 2020-08-11 14:12:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:12:31.184Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa5a1ae3-ffee-99e1-9682-dc1784147f08", "grossValue": 391800, "homeNotional": 0.1175640724194686, "foreignNotional": 46.0616035739478}]} 2020-08-11 14:12:31 DEBUG: message ignored 2020-08-11 14:12:31 DEBUG: check clearing time needed clearing_process_timer=631.872533 2020-08-11 14:12:31 DEBUG: check init order needed init_order_process_timer=731.873448 2020-08-11 14:12:32 DEBUG: check clearing time needed clearing_process_timer=632.874939 2020-08-11 14:12:32 DEBUG: check init order needed init_order_process_timer=732.875261 2020-08-11 14:12:33 DEBUG: check clearing time needed clearing_process_timer=633.876683 2020-08-11 14:12:33 DEBUG: check init order needed init_order_process_timer=733.876959 2020-08-11 14:12:34 DEBUG: check clearing time needed clearing_process_timer=634.878399 2020-08-11 14:12:34 DEBUG: check init order needed init_order_process_timer=734.878661 2020-08-11 14:12:35 DEBUG: check clearing time needed clearing_process_timer=635.880021 2020-08-11 14:12:35 DEBUG: check init order needed init_order_process_timer=735.880301 2020-08-11 14:12:36 DEBUG: check clearing time needed clearing_process_timer=636.881272 2020-08-11 14:12:36 DEBUG: check init order needed init_order_process_timer=736.881566 2020-08-11 14:12:37 DEBUG: check clearing time needed clearing_process_timer=637.883016 2020-08-11 14:12:37 DEBUG: check init order needed init_order_process_timer=737.88333 2020-08-11 14:12:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:12:37.987Z", "symbol": "ETHUSD", "side": "Buy", "size": 536, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb1ac614-551f-6b67-ec0f-9ba65b8ae9bf", "grossValue": 21000480, "homeNotional": 6.301434281683518, "foreignNotional": 2468.9019515636023}, {"timestamp": "2020-08-11T11:12:37.987Z", "symbol": "ETHUSD", "side": "Buy", "size": 64, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf228c24-b0a0-ae29-8f60-fc0cd272df2a", "grossValue": 2507520, "homeNotional": 0.7524100634845992, "foreignNotional": 294.79426287326595}]} 2020-08-11 14:12:38 DEBUG: message ignored 2020-08-11 14:12:38 DEBUG: check clearing time needed clearing_process_timer=638.884548 2020-08-11 14:12:38 DEBUG: check init order needed init_order_process_timer=738.885431 2020-08-11 14:12:39 DEBUG: check clearing time needed clearing_process_timer=639.887036 2020-08-11 14:12:39 DEBUG: check init order needed init_order_process_timer=739.887639 2020-08-11 14:12:40 DEBUG: check clearing time needed clearing_process_timer=640.889153 2020-08-11 14:12:40 DEBUG: check init order needed init_order_process_timer=740.889841 2020-08-11 14:12:41 DEBUG: check clearing time needed clearing_process_timer=641.891278 2020-08-11 14:12:41 DEBUG: check init order needed init_order_process_timer=741.891538 2020-08-11 14:12:42 DEBUG: check clearing time needed clearing_process_timer=642.893104 2020-08-11 14:12:42 DEBUG: check init order needed init_order_process_timer=742.893478 2020-08-11 14:12:43 DEBUG: check clearing time needed clearing_process_timer=643.894734 2020-08-11 14:12:43 DEBUG: check init order needed init_order_process_timer=743.895051 2020-08-11 14:12:44 DEBUG: check clearing time needed clearing_process_timer=644.896347 2020-08-11 14:12:44 DEBUG: check init order needed init_order_process_timer=744.896677 2020-08-11 14:12:45 DEBUG: check clearing time needed clearing_process_timer=645.897934 2020-08-11 14:12:45 DEBUG: check init order needed init_order_process_timer=745.89821 2020-08-11 14:12:46 DEBUG: check clearing time needed clearing_process_timer=646.899427 2020-08-11 14:12:46 DEBUG: check init order needed init_order_process_timer=746.899704 2020-08-11 14:12:47 DEBUG: check clearing time needed clearing_process_timer=647.900903 2020-08-11 14:12:47 DEBUG: check init order needed init_order_process_timer=747.901233 2020-08-11 14:12:48 DEBUG: check clearing time needed clearing_process_timer=648.902504 2020-08-11 14:12:48 DEBUG: check init order needed init_order_process_timer=748.902778 2020-08-11 14:12:49 DEBUG: check clearing time needed clearing_process_timer=649.904004 2020-08-11 14:12:49 DEBUG: check init order needed init_order_process_timer=749.904328 2020-08-11 14:12:50 DEBUG: check clearing time needed clearing_process_timer=650.905573 2020-08-11 14:12:50 DEBUG: check init order needed init_order_process_timer=750.906044 2020-08-11 14:12:51 DEBUG: check clearing time needed clearing_process_timer=651.907304 2020-08-11 14:12:51 DEBUG: check init order needed init_order_process_timer=751.907561 2020-08-11 14:12:52 DEBUG: check clearing time needed clearing_process_timer=652.908756 2020-08-11 14:12:52 DEBUG: check init order needed init_order_process_timer=752.909138 2020-08-11 14:12:53 DEBUG: check clearing time needed clearing_process_timer=653.910428 2020-08-11 14:12:53 DEBUG: check init order needed init_order_process_timer=753.910752 2020-08-11 14:12:54 DEBUG: check clearing time needed clearing_process_timer=654.911967 2020-08-11 14:12:54 DEBUG: check init order needed init_order_process_timer=754.912233 2020-08-11 14:12:55 DEBUG: check clearing time needed clearing_process_timer=655.913103 2020-08-11 14:12:55 DEBUG: check init order needed init_order_process_timer=755.913391 2020-08-11 14:12:56 DEBUG: check clearing time needed clearing_process_timer=656.914046 2020-08-11 14:12:56 DEBUG: check init order needed init_order_process_timer=756.914326 2020-08-11 14:12:57 DEBUG: check clearing time needed clearing_process_timer=657.915537 2020-08-11 14:12:57 DEBUG: check init order needed init_order_process_timer=757.915803 2020-08-11 14:12:58 DEBUG: check clearing time needed clearing_process_timer=658.917049 2020-08-11 14:12:58 DEBUG: check init order needed init_order_process_timer=758.917351 2020-08-11 14:12:59 DEBUG: check clearing time needed clearing_process_timer=659.918575 2020-08-11 14:12:59 DEBUG: check init order needed init_order_process_timer=759.918845 2020-08-11 14:13:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "5c977e09-9a95-b837-b205-d35fb79cf91c", "grossValue": 7835000, "homeNotional": 2.350452462098954, "foreignNotional": 920.7897520272652}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c0042f28-0b27-9ffb-be36-e1ba191a39c4", "grossValue": 39175000, "homeNotional": 11.75226231049477, "foreignNotional": 4603.948760136326}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "d90cccf4-fb60-5c96-f7f3-d3f5d2e15cd8", "grossValue": 78350000, "homeNotional": 23.50452462098954, "foreignNotional": 9207.897520272652}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1406708-5676-4cdc-a090-e91f8012d6a2", "grossValue": 117525, "homeNotional": 0.03525678693148431, "foreignNotional": 13.811846280408979}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9efc63b-e484-1140-1721-b1f8b0c5bcb4", "grossValue": 2742250, "homeNotional": 0.8226583617346339, "foreignNotional": 322.27641320954285}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 15000, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "16f0656d-2b41-6114-6161-7f2936069680", "grossValue": 587625000, "homeNotional": 176.28393465742155, "foreignNotional": 69059.2314020449}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "9fcfee34-645d-27de-46c0-da2b8653bb19", "grossValue": 313400, "homeNotional": 0.09401809848395816, "foreignNotional": 36.83159008109061}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 57, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "aff270d6-a0c7-7302-a764-222a04555469", "grossValue": 2232975, "homeNotional": 0.6698789516982019, "foreignNotional": 262.4250793277706}, {"timestamp": "2020-08-11T11:13:00.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 72, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5c4388b-e93c-62d5-e4f4-baf3faefa80f", "grossValue": 2820600, "homeNotional": 0.8461628863556234, "foreignNotional": 331.4843107298155}]} 2020-08-11 14:13:00 DEBUG: message ignored 2020-08-11 14:13:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.7, "tickDirection": "MinusTick", "trdMatchID": "3ec5e87e-7abf-34d7-4c68-eacb57945fbc", "grossValue": 1958500, "homeNotional": 0.5876131155247385, "foreignNotional": 230.16805735104006}, {"timestamp": "2020-08-11T11:13:00.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 391.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d541fe25-4ef9-71df-744e-c74ab980aa19", "grossValue": 3133600, "homeNotional": 0.9401809848395816, "foreignNotional": 368.2688917616641}]} 2020-08-11 14:13:00 DEBUG: message ignored 2020-08-11 14:13:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.794Z", "symbol": "ETHUSD", "side": "Sell", "size": 750, "price": 391.6, "tickDirection": "MinusTick", "trdMatchID": "83ed6c51-ad2d-3278-4cd5-709a4b7cbd9b", "grossValue": 29370000, "homeNotional": 8.814196732871078, "foreignNotional": 3451.639440592314}]} 2020-08-11 14:13:00 DEBUG: message ignored 2020-08-11 14:13:00 DEBUG: check clearing time needed clearing_process_timer=660.920043 2020-08-11 14:13:00 DEBUG: check init order needed init_order_process_timer=760.920333 2020-08-11 14:13:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba314195-d971-c5e7-78f7-fe33c444ecb5", "grossValue": 1174800, "homeNotional": 0.35256786931484313, "foreignNotional": 138.06557762369255}, {"timestamp": "2020-08-11T11:13:00.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "3859207b-6344-bfe6-7189-cb5918ec6d86", "grossValue": 1958000, "homeNotional": 0.5876131155247385, "foreignNotional": 230.1092960394876}, {"timestamp": "2020-08-11T11:13:00.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f7d5ca5-889e-90de-e6dc-57a66a173ba7", "grossValue": 11748000, "homeNotional": 3.525678693148431, "foreignNotional": 1380.6557762369257}]} 2020-08-11 14:13:00 DEBUG: message ignored 2020-08-11 14:13:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.960Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "ebe0c0eb-16ae-5a01-a6a8-e7b2b0478251", "grossValue": 509080, "homeNotional": 0.152779410036432, "foreignNotional": 59.82841697026678}]} 2020-08-11 14:13:00 DEBUG: message ignored 2020-08-11 14:13:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.963Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2cccc194-fa09-2ca8-34b2-f50dfdea5be8", "grossValue": 274120, "homeNotional": 0.08226583617346339, "foreignNotional": 32.21530144552826}, {"timestamp": "2020-08-11T11:13:00.963Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "01ce3285-dae6-9444-b4f8-d7aba72fde91", "grossValue": 156640, "homeNotional": 0.04700904924197908, "foreignNotional": 18.40874368315901}]} 2020-08-11 14:13:00 DEBUG: message ignored 2020-08-11 14:13:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "be5b4d9d-1eb4-9de3-9296-2004182b8631", "grossValue": 509080, "homeNotional": 0.152779410036432, "foreignNotional": 59.82841697026678}]} 2020-08-11 14:13:00 DEBUG: message ignored 2020-08-11 14:13:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:00.980Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1e3d8f86-c269-000d-6929-e8a0dcc37d86", "grossValue": 509080, "homeNotional": 0.152779410036432, "foreignNotional": 59.82841697026678}]} 2020-08-11 14:13:01 DEBUG: message ignored 2020-08-11 14:13:01 DEBUG: check clearing time needed clearing_process_timer=661.921093 2020-08-11 14:13:01 DEBUG: check init order needed init_order_process_timer=761.921418 2020-08-11 14:13:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:02.904Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.55, "tickDirection": "MinusTick", "trdMatchID": "59319b55-b8cd-b357-0da7-b5d890fab5e3", "grossValue": 78310000, "homeNotional": 23.50452462098954, "foreignNotional": 9203.196615348455}, {"timestamp": "2020-08-11T11:13:02.904Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e1da7baf-2131-e6a9-6e9c-5372de03e2f3", "grossValue": 156620, "homeNotional": 0.04700904924197908, "foreignNotional": 18.40639323069691}, {"timestamp": "2020-08-11T11:13:02.904Z", "symbol": "ETHUSD", "side": "Sell", "size": 269, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "57142f68-4026-dab4-9679-2f08610d4c31", "grossValue": 10532695, "homeNotional": 3.1613585615230932, "foreignNotional": 1237.8299447643672}, {"timestamp": "2020-08-11T11:13:02.904Z", "symbol": "ETHUSD", "side": "Sell", "size": 2727, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5d5cafc-3c4a-a86a-72d5-81cd03f41316", "grossValue": 106775685, "homeNotional": 32.04841932071924, "foreignNotional": 12548.558585027618}]} 2020-08-11 14:13:02 DEBUG: message ignored 2020-08-11 14:13:02 DEBUG: check clearing time needed clearing_process_timer=662.922667 2020-08-11 14:13:02 DEBUG: check init order needed init_order_process_timer=762.922911 2020-08-11 14:13:03 DEBUG: check clearing time needed clearing_process_timer=663.924161 2020-08-11 14:13:03 DEBUG: check init order needed init_order_process_timer=763.924454 2020-08-11 14:13:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:03.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 700, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ccc765a-cfd4-29f2-e252-d89513ed327e", "grossValue": 27408500, "homeNotional": 8.22658361734634, "foreignNotional": 3221.118815371959}]} 2020-08-11 14:13:03 DEBUG: message ignored 2020-08-11 14:13:04 DEBUG: check clearing time needed clearing_process_timer=664.925647 2020-08-11 14:13:04 DEBUG: check init order needed init_order_process_timer=764.925918 2020-08-11 14:13:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:05.304Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ef7380b-88a4-619e-5fde-1d8ce0a43c21", "grossValue": 391550000, "homeNotional": 117.5226231049477, "foreignNotional": 46015.983076742275}]} 2020-08-11 14:13:05 DEBUG: message ignored 2020-08-11 14:13:05 DEBUG: check clearing time needed clearing_process_timer=665.927109 2020-08-11 14:13:05 DEBUG: check init order needed init_order_process_timer=765.927489 2020-08-11 14:13:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d77a4696-805f-fc20-bdf9-219c4ad324ac", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "12af41f2-3dc4-d136-2531-619476afb58a", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "02e4b90b-7bd0-cc14-0f07-494ef387ac37", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbdb93be-4000-173f-5ad0-f03b31b807b9", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "97484306-7c05-5baf-b0b2-db1f81f8bea3", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4543ad29-7a15-2d92-9a24-f75b0692c4fa", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7265a6a6-d119-91d0-2d53-7a792753b1e8", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d002dcf2-83e1-a579-b54b-ac3d80642b50", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "59c46bb6-99d3-8f18-bd2b-8ee92e9318b9", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.938Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "dda93666-8b96-04cf-173c-4c62893af385", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}]} 2020-08-11 14:13:05 DEBUG: message ignored 2020-08-11 14:13:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "40d933c3-5a6a-b13d-cb13-b64ba6ce7390", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "82a8a891-4d6b-5ecd-58c4-b86df88851f4", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d3a63283-3dd8-fcfd-e16e-5d36b4676b2b", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "492daf18-145b-b493-b0fa-c0e203901154", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "13534088-212b-b316-2197-474c284ced45", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ab623fa-50ec-a1c8-0ceb-2367a7fc886e", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "6a1ded23-1730-e323-4459-5f7c758a3587", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "62d5df89-6b98-0134-0b1e-2f324d8f9d22", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "39dc3b0d-18ad-6be4-fce3-59e74a565a74", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:05.998Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "20e74d7b-e41c-b771-bb9e-9dd95fc48ad1", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}]} 2020-08-11 14:13:06 DEBUG: message ignored 2020-08-11 14:13:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b2c016f8-d216-5e7e-8dc2-80405460c9bb", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0b5a6ac-41d1-058f-3f5c-71da29470679", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f14bdc64-d6d4-a02d-bb1b-85efe5064927", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "700dfe84-d618-d8eb-914a-9d8622fa6f0b", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b270b3f-e2e2-471c-6abd-afac706bba53", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "95b5e812-bd8b-edc9-ef8a-df2c11eb5f49", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e20f474c-e1f7-4798-ac00-2690d5817cd5", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "dec7ec59-2647-7311-c5d6-e50a1a0fc551", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "af0e2b0f-0aa3-d9eb-28b3-8fd44719b123", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.031Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "131b5aab-a8c3-2320-ef1b-043f6d4ac52a", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}]} 2020-08-11 14:13:06 DEBUG: message ignored 2020-08-11 14:13:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "73b34312-9f97-0841-f90c-9536754dcc57", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "6931a06d-1345-cdf9-82d5-eb0298574def", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc442497-678a-39a3-227d-a357a38ceefd", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a35c3992-9a8e-f42f-91c5-903d7a8a1d5b", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5994d547-9dd7-fa55-ce77-0f0c98ffa792", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "887d61ef-d870-5e06-fa75-97031e59876c", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9343c31a-5b75-5b1e-ffa0-6cb2eb296bff", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9be4175-46e5-4cb7-53fe-5030e86a3638", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c9602ce-a4cd-a1b1-9d44-3edf8b97a1d4", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.054Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e35a4050-b085-1d08-f6ff-2ad19765cd6e", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}]} 2020-08-11 14:13:06 DEBUG: message ignored 2020-08-11 14:13:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "13140147-f17d-8bc8-d346-109987f6b038", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "898b7390-f11e-6806-a3b7-24726ffd6114", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "479e286d-f714-af62-a942-5a27921095fb", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d131ba8d-cfb8-7117-5e68-4c7d22846531", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "2901c74a-bbaa-290c-c17c-003734f1dc95", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b29135e-bae9-42a3-65f1-234bc14d73dd", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "99c90799-31fd-cc0a-aebc-ff83eacfae99", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3936a351-2996-029b-b431-dfe17ee9e76b", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "93101b70-cf88-9b6c-3d5f-d0faa396931c", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.076Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5c51c3db-bdd1-6749-684f-37871b7af78e", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}]} 2020-08-11 14:13:06 DEBUG: message ignored 2020-08-11 14:13:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7bb6a43-974c-df83-c36c-7eacf96311ea", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "1e2a207e-7d9f-4ecb-a110-238a1e640acb", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "bcfcf812-3866-a36d-ea86-8eb23341165a", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "768eb1ca-9fee-1d3e-d032-3c3c8a02a697", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b46aa2e4-d3bc-ec09-3ed1-c5523c8b66c8", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "48331667-49c8-0614-e59a-9dd0923cb0eb", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "e8a65bbb-3a9f-6792-f7cb-ef65eb729d91", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "165e8eb9-37a2-7035-07d5-9c53bda82129", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a851aa0c-3ca5-0e2e-2d21-e3ca72d91501", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}, {"timestamp": "2020-08-11T11:13:06.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d98fc38f-1863-c2d0-02af-aa10d7577deb", "grossValue": 39155, "homeNotional": 0.01175226231049477, "foreignNotional": 4.6015983076742275}]} 2020-08-11 14:13:06 DEBUG: message ignored 2020-08-11 14:13:06 DEBUG: check clearing time needed clearing_process_timer=666.928745 2020-08-11 14:13:06 DEBUG: check init order needed init_order_process_timer=766.929063 2020-08-11 14:13:07 DEBUG: check clearing time needed clearing_process_timer=667.930287 2020-08-11 14:13:07 DEBUG: check init order needed init_order_process_timer=767.930553 2020-08-11 14:13:08 DEBUG: check clearing time needed clearing_process_timer=668.931757 2020-08-11 14:13:08 DEBUG: check init order needed init_order_process_timer=768.932071 2020-08-11 14:13:09 DEBUG: check clearing time needed clearing_process_timer=669.933343 2020-08-11 14:13:09 DEBUG: check init order needed init_order_process_timer=769.933698 2020-08-11 14:13:10 DEBUG: check clearing time needed clearing_process_timer=670.934981 2020-08-11 14:13:10 DEBUG: check init order needed init_order_process_timer=770.935297 2020-08-11 14:13:11 DEBUG: check clearing time needed clearing_process_timer=671.936516 2020-08-11 14:13:11 DEBUG: check init order needed init_order_process_timer=771.93684 2020-08-11 14:13:12 DEBUG: check clearing time needed clearing_process_timer=672.938083 2020-08-11 14:13:12 DEBUG: check init order needed init_order_process_timer=772.938342 2020-08-11 14:13:13 DEBUG: check clearing time needed clearing_process_timer=673.93952 2020-08-11 14:13:13 DEBUG: check init order needed init_order_process_timer=773.939851 2020-08-11 14:13:14 DEBUG: check clearing time needed clearing_process_timer=674.941099 2020-08-11 14:13:14 DEBUG: check init order needed init_order_process_timer=774.941442 2020-08-11 14:13:15 DEBUG: check clearing time needed clearing_process_timer=675.942673 2020-08-11 14:13:15 DEBUG: check init order needed init_order_process_timer=775.942937 2020-08-11 14:13:16 DEBUG: check clearing time needed clearing_process_timer=676.944102 2020-08-11 14:13:16 DEBUG: check init order needed init_order_process_timer=776.944359 2020-08-11 14:13:17 DEBUG: check clearing time needed clearing_process_timer=677.945164 2020-08-11 14:13:17 DEBUG: check init order needed init_order_process_timer=777.945472 2020-08-11 14:13:18 DEBUG: check clearing time needed clearing_process_timer=678.946674 2020-08-11 14:13:18 DEBUG: check init order needed init_order_process_timer=778.946936 2020-08-11 14:13:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:19.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.6, "tickDirection": "PlusTick", "trdMatchID": "1299e7bb-bef5-912d-6ae9-78aa9e30ec84", "grossValue": 39160, "homeNotional": 0.01175226231049477, "foreignNotional": 4.602185920789752}]} 2020-08-11 14:13:19 DEBUG: message ignored 2020-08-11 14:13:19 DEBUG: check clearing time needed clearing_process_timer=679.948109 2020-08-11 14:13:19 DEBUG: check init order needed init_order_process_timer=779.94841 2020-08-11 14:13:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ebc2a8e-a295-640a-6542-36d3a9860207", "grossValue": 117480, "homeNotional": 0.03525678693148431, "foreignNotional": 13.806557762369255}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 448, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c5df776-bc80-43bf-4ebc-9665bb4f6a76", "grossValue": 17543680, "homeNotional": 5.265013515101657, "foreignNotional": 2061.7792925138087}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 9157, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "2840c86a-6612-d48e-7fb5-3011bd76425d", "grossValue": 358588120, "homeNotional": 107.61546597720061, "foreignNotional": 42142.21647667176}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 68, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9fac469-6c3f-ffd5-aa9e-40718b22f7eb", "grossValue": 2662880, "homeNotional": 0.7991538371136444, "foreignNotional": 312.94864261370316}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 6602, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "04f931f8-bcf2-34e1-2487-552aeb55e7ab", "grossValue": 258534320, "homeNotional": 77.58843577388647, "foreignNotional": 30383.631449053944}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 934, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8e40a089-f917-98d3-8ba5-fa9605c4e603", "grossValue": 36575440, "homeNotional": 10.976612998002116, "foreignNotional": 4298.4416500176285}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 330, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "07cd814e-0632-1cc5-307e-c4c4bd9c9463", "grossValue": 12922800, "homeNotional": 3.878246562463274, "foreignNotional": 1518.7213538606181}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 4735, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8cbb386-8c24-9727-b4eb-eb7849eab8de", "grossValue": 185422600, "homeNotional": 55.64696204019274, "foreignNotional": 21791.350334939474}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 82, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8c6dad1d-19c4-98f9-e63b-15f0bcd168d5", "grossValue": 3211120, "homeNotional": 0.9636855094605712, "foreignNotional": 377.3792455047597}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 442, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "3303168f-8b2b-6888-519e-5fc345abe9de", "grossValue": 17308720, "homeNotional": 5.194499941238688, "foreignNotional": 2034.1661769890704}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b8fc6eb-7ae4-f491-69e9-14a290e5890c", "grossValue": 2075480, "homeNotional": 0.6228699024562229, "foreignNotional": 243.91585380185685}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 69, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b5d9f8f-7db9-495f-a23e-f57592113d67", "grossValue": 2702040, "homeNotional": 0.8109060994241392, "foreignNotional": 317.5508285344929}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 76, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "d47a8fea-135f-e3de-ac09-6b9fdd279e10", "grossValue": 2976160, "homeNotional": 0.8931719355976026, "foreignNotional": 349.76612998002116}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 194, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8e5bc0a-7224-7c30-b8ce-eaa882f35303", "grossValue": 7597040, "homeNotional": 2.2799388882359852, "foreignNotional": 892.8240686332119}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "66dd546c-c156-54b0-1f1f-8fcf844b1ef5", "grossValue": 1213960, "homeNotional": 0.3643201316253379, "foreignNotional": 142.6677635444823}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 110, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ccb963de-7dec-e070-1748-53c92412b782", "grossValue": 4307600, "homeNotional": 1.2927488541544248, "foreignNotional": 506.2404512868727}, {"timestamp": "2020-08-11T11:13:20.777Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d97a0fe-0bc7-5cb9-ec5e-5e566b681eb5", "grossValue": 2075480, "homeNotional": 0.6228699024562229, "foreignNotional": 243.91585380185685}]} 2020-08-11 14:13:20 DEBUG: message ignored 2020-08-11 14:13:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:20.856Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.65, "tickDirection": "PlusTick", "trdMatchID": "3740eba9-ef38-d417-5336-ce6593bbefae", "grossValue": 1762425, "homeNotional": 0.5288518039722646, "foreignNotional": 207.12480902573745}]} 2020-08-11 14:13:20 DEBUG: message ignored 2020-08-11 14:13:20 DEBUG: check clearing time needed clearing_process_timer=680.949576 2020-08-11 14:13:20 DEBUG: check init order needed init_order_process_timer=780.949832 2020-08-11 14:13:21 DEBUG: check clearing time needed clearing_process_timer=681.951047 2020-08-11 14:13:21 DEBUG: check init order needed init_order_process_timer=781.951367 2020-08-11 14:13:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:22.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "89ba59d0-2dd8-c9a2-4b0f-f849d0848c32", "grossValue": 1175250, "homeNotional": 0.35256786931484313, "foreignNotional": 138.11846280408977}, {"timestamp": "2020-08-11T11:13:22.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "336526a5-6ab6-1939-eb18-6ad88a3daf83", "grossValue": 1762875, "homeNotional": 0.5288518039722646, "foreignNotional": 207.17769420613467}]} 2020-08-11 14:13:22 DEBUG: message ignored 2020-08-11 14:13:22 DEBUG: check clearing time needed clearing_process_timer=682.952583 2020-08-11 14:13:22 DEBUG: check init order needed init_order_process_timer=782.952838 2020-08-11 14:13:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:23.147Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "145877f6-5b0f-8177-a1c6-f11e871c4384", "grossValue": 3917500, "homeNotional": 1.175226231049477, "foreignNotional": 460.3948760136326}]} 2020-08-11 14:13:23 DEBUG: message ignored 2020-08-11 14:13:23 DEBUG: check clearing time needed clearing_process_timer=683.953188 2020-08-11 14:13:23 DEBUG: check init order needed init_order_process_timer=783.953546 2020-08-11 14:13:24 DEBUG: check clearing time needed clearing_process_timer=684.954743 2020-08-11 14:13:24 DEBUG: check init order needed init_order_process_timer=784.955004 2020-08-11 14:13:25 DEBUG: check clearing time needed clearing_process_timer=685.956218 2020-08-11 14:13:25 DEBUG: check init order needed init_order_process_timer=785.956576 2020-08-11 14:13:26 DEBUG: check clearing time needed clearing_process_timer=686.957827 2020-08-11 14:13:26 DEBUG: check init order needed init_order_process_timer=786.958088 2020-08-11 14:13:27 DEBUG: check clearing time needed clearing_process_timer=687.959277 2020-08-11 14:13:27 DEBUG: check init order needed init_order_process_timer=787.959634 2020-08-11 14:13:28 DEBUG: check clearing time needed clearing_process_timer=688.960826 2020-08-11 14:13:28 DEBUG: check init order needed init_order_process_timer=788.961143 2020-08-11 14:13:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:13:29.287Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "b3a31999-b35b-adfe-e6c6-511b0f25e353", "grossValue": 548520, "homeNotional": 0.16453167234692678, "foreignNotional": 64.46350922552591}]} 2020-08-11 14:13:29 DEBUG: message ignored 2020-08-11 14:13:29 DEBUG: check clearing time needed clearing_process_timer=689.962354 2020-08-11 14:13:29 DEBUG: check init order needed init_order_process_timer=789.962634 2020-08-11 14:13:30 DEBUG: check clearing time needed clearing_process_timer=690.963798 2020-08-11 14:13:30 DEBUG: check init order needed init_order_process_timer=790.964059 2020-08-11 14:13:31 DEBUG: check clearing time needed clearing_process_timer=691.965301 2020-08-11 14:13:31 DEBUG: check init order needed init_order_process_timer=791.965646 2020-08-11 14:13:32 DEBUG: check clearing time needed clearing_process_timer=692.966824 2020-08-11 14:13:32 DEBUG: check init order needed init_order_process_timer=792.967056 2020-08-11 14:13:33 DEBUG: check clearing time needed clearing_process_timer=693.968215 2020-08-11 14:13:33 DEBUG: check init order needed init_order_process_timer=793.968449 2020-08-11 14:13:34 DEBUG: check clearing time needed clearing_process_timer=694.969653 2020-08-11 14:13:34 DEBUG: check init order needed init_order_process_timer=794.969941 2020-08-11 14:13:35 DEBUG: check clearing time needed clearing_process_timer=695.971168 2020-08-11 14:13:35 DEBUG: check init order needed init_order_process_timer=795.97153 2020-08-11 14:13:36 DEBUG: check clearing time needed clearing_process_timer=696.972717 2020-08-11 14:13:36 DEBUG: check init order needed init_order_process_timer=796.973098 2020-08-11 14:13:37 DEBUG: check clearing time needed clearing_process_timer=697.974348 2020-08-11 14:13:37 DEBUG: check init order needed init_order_process_timer=797.974629 2020-08-11 14:13:38 DEBUG: check clearing time needed clearing_process_timer=698.975826 2020-08-11 14:13:38 DEBUG: check init order needed init_order_process_timer=798.976088 2020-08-11 14:13:39 DEBUG: check clearing time needed clearing_process_timer=699.977315 2020-08-11 14:13:39 DEBUG: check init order needed init_order_process_timer=799.977591 2020-08-11 14:13:40 DEBUG: check clearing time needed clearing_process_timer=700.97877 2020-08-11 14:13:40 DEBUG: check init order needed init_order_process_timer=800.979108 2020-08-11 14:13:41 DEBUG: check clearing time needed clearing_process_timer=701.980302 2020-08-11 14:13:41 DEBUG: check init order needed init_order_process_timer=801.980691 2020-08-11 14:13:42 DEBUG: check clearing time needed clearing_process_timer=702.981101 2020-08-11 14:13:42 DEBUG: check init order needed init_order_process_timer=802.981476 2020-08-11 14:13:43 DEBUG: check clearing time needed clearing_process_timer=703.98272 2020-08-11 14:13:43 DEBUG: check init order needed init_order_process_timer=803.983002 2020-08-11 14:13:44 DEBUG: check clearing time needed clearing_process_timer=704.98416 2020-08-11 14:13:44 DEBUG: check init order needed init_order_process_timer=804.984573 2020-08-11 14:13:45 DEBUG: check clearing time needed clearing_process_timer=705.985071 2020-08-11 14:13:45 DEBUG: check init order needed init_order_process_timer=805.985346 2020-08-11 14:13:46 DEBUG: check clearing time needed clearing_process_timer=706.986538 2020-08-11 14:13:46 DEBUG: check init order needed init_order_process_timer=806.986864 2020-08-11 14:13:47 DEBUG: check clearing time needed clearing_process_timer=707.988166 2020-08-11 14:13:47 DEBUG: check init order needed init_order_process_timer=807.988454 2020-08-11 14:13:48 DEBUG: check clearing time needed clearing_process_timer=708.989091 2020-08-11 14:13:48 DEBUG: check init order needed init_order_process_timer=808.989419 2020-08-11 14:13:49 DEBUG: check clearing time needed clearing_process_timer=709.990594 2020-08-11 14:13:49 DEBUG: check init order needed init_order_process_timer=809.990862 2020-08-11 14:13:50 DEBUG: check clearing time needed clearing_process_timer=710.992085 2020-08-11 14:13:50 DEBUG: check init order needed init_order_process_timer=810.992375 2020-08-11 14:13:51 DEBUG: check clearing time needed clearing_process_timer=711.993084 2020-08-11 14:13:51 DEBUG: check init order needed init_order_process_timer=811.993415 2020-08-11 14:13:52 DEBUG: check clearing time needed clearing_process_timer=712.994594 2020-08-11 14:13:52 DEBUG: check init order needed init_order_process_timer=812.994887 2020-08-11 14:13:53 DEBUG: check clearing time needed clearing_process_timer=713.996059 2020-08-11 14:13:53 DEBUG: check init order needed init_order_process_timer=813.996404 2020-08-11 14:13:54 DEBUG: check clearing time needed clearing_process_timer=714.997108 2020-08-11 14:13:54 DEBUG: check init order needed init_order_process_timer=814.997477 2020-08-11 14:13:55 DEBUG: check clearing time needed clearing_process_timer=715.997859 2020-08-11 14:13:55 DEBUG: check init order needed init_order_process_timer=815.998143 2020-08-11 14:13:56 DEBUG: check clearing time needed clearing_process_timer=716.999376 2020-08-11 14:13:56 DEBUG: check init order needed init_order_process_timer=816.999724 2020-08-11 14:13:58 DEBUG: check clearing time needed clearing_process_timer=718.000298 2020-08-11 14:13:58 DEBUG: check init order needed init_order_process_timer=818.000635 2020-08-11 14:13:59 DEBUG: check clearing time needed clearing_process_timer=719.00184 2020-08-11 14:13:59 DEBUG: check init order needed init_order_process_timer=819.002145 2020-08-11 14:14:00 DEBUG: check clearing time needed clearing_process_timer=720.003372 2020-08-11 14:14:00 DEBUG: check init order needed init_order_process_timer=820.003651 2020-08-11 14:14:01 DEBUG: check clearing time needed clearing_process_timer=721.004844 2020-08-11 14:14:01 DEBUG: check init order needed init_order_process_timer=821.005226 2020-08-11 14:14:02 DEBUG: check clearing time needed clearing_process_timer=722.006427 2020-08-11 14:14:02 DEBUG: check init order needed init_order_process_timer=822.006679 2020-08-11 14:14:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:14:02.827Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "e8a06175-cfc4-f9c6-e146-57ee5ee2ec21", "grossValue": 39175000, "homeNotional": 11.75640724194686, "foreignNotional": 4605.572537032683}, {"timestamp": "2020-08-11T11:14:02.827Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7843f30-5c8b-fa4c-3cd9-c14d0671959f", "grossValue": 665975, "homeNotional": 0.19985892311309664, "foreignNotional": 78.29473312955561}]} 2020-08-11 14:14:02 DEBUG: message ignored 2020-08-11 14:14:03 DEBUG: check clearing time needed clearing_process_timer=723.007849 2020-08-11 14:14:03 DEBUG: check init order needed init_order_process_timer=823.008158 2020-08-11 14:14:04 DEBUG: check clearing time needed clearing_process_timer=724.009368 2020-08-11 14:14:04 DEBUG: check init order needed init_order_process_timer=824.009615 2020-08-11 14:14:05 DEBUG: check clearing time needed clearing_process_timer=725.010801 2020-08-11 14:14:05 DEBUG: check init order needed init_order_process_timer=825.01112 2020-08-11 14:14:06 DEBUG: check clearing time needed clearing_process_timer=726.012325 2020-08-11 14:14:06 DEBUG: check init order needed init_order_process_timer=826.012574 2020-08-11 14:14:07 DEBUG: check clearing time needed clearing_process_timer=727.013735 2020-08-11 14:14:07 DEBUG: check init order needed init_order_process_timer=827.014063 2020-08-11 14:14:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:14:07.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.7, "tickDirection": "MinusTick", "trdMatchID": "b3eb445a-dc9c-9d4c-7c6d-50efd5490753", "grossValue": 1958500, "homeNotional": 0.587820362097343, "foreignNotional": 230.24923583352927}, {"timestamp": "2020-08-11T11:14:07.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 391.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a26ede84-e7f2-e48d-9230-77bd575cd9f5", "grossValue": 156680, "homeNotional": 0.04702562896778745, "foreignNotional": 18.41993886668234}]} 2020-08-11 14:14:07 DEBUG: message ignored 2020-08-11 14:14:08 DEBUG: check clearing time needed clearing_process_timer=728.015239 2020-08-11 14:14:08 DEBUG: check init order needed init_order_process_timer=828.015486 2020-08-11 14:14:09 DEBUG: check clearing time needed clearing_process_timer=729.016642 2020-08-11 14:14:09 DEBUG: check init order needed init_order_process_timer=829.016985 2020-08-11 14:14:10 DEBUG: check clearing time needed clearing_process_timer=730.018779 2020-08-11 14:14:10 DEBUG: check init order needed init_order_process_timer=830.019093 2020-08-11 14:14:11 DEBUG: check clearing time needed clearing_process_timer=731.02035 2020-08-11 14:14:11 DEBUG: check init order needed init_order_process_timer=831.020652 2020-08-11 14:14:12 DEBUG: check clearing time needed clearing_process_timer=732.021877 2020-08-11 14:14:12 DEBUG: check init order needed init_order_process_timer=832.022125 2020-08-11 14:14:13 DEBUG: check clearing time needed clearing_process_timer=733.023321 2020-08-11 14:14:13 DEBUG: check init order needed init_order_process_timer=833.023616 2020-08-11 14:14:14 DEBUG: check clearing time needed clearing_process_timer=734.024878 2020-08-11 14:14:14 DEBUG: check init order needed init_order_process_timer=834.025223 2020-08-11 14:14:15 DEBUG: check clearing time needed clearing_process_timer=735.026496 2020-08-11 14:14:15 DEBUG: check init order needed init_order_process_timer=835.026763 2020-08-11 14:14:16 DEBUG: check clearing time needed clearing_process_timer=736.028041 2020-08-11 14:14:16 DEBUG: check init order needed init_order_process_timer=836.02837 2020-08-11 14:14:17 DEBUG: check clearing time needed clearing_process_timer=737.029641 2020-08-11 14:14:17 DEBUG: check init order needed init_order_process_timer=837.030097 2020-08-11 14:14:18 DEBUG: check clearing time needed clearing_process_timer=738.031298 2020-08-11 14:14:18 DEBUG: check init order needed init_order_process_timer=838.031643 2020-08-11 14:14:19 DEBUG: check clearing time needed clearing_process_timer=739.032902 2020-08-11 14:14:19 DEBUG: check init order needed init_order_process_timer=839.033234 2020-08-11 14:14:20 DEBUG: check clearing time needed clearing_process_timer=740.034482 2020-08-11 14:14:20 DEBUG: check init order needed init_order_process_timer=840.034747 2020-08-11 14:14:21 DEBUG: check clearing time needed clearing_process_timer=741.035992 2020-08-11 14:14:21 DEBUG: check init order needed init_order_process_timer=841.036316 2020-08-11 14:14:22 DEBUG: check clearing time needed clearing_process_timer=742.037534 2020-08-11 14:14:22 DEBUG: check init order needed init_order_process_timer=842.03782 2020-08-11 14:14:23 DEBUG: check clearing time needed clearing_process_timer=743.039026 2020-08-11 14:14:23 DEBUG: check init order needed init_order_process_timer=843.039303 2020-08-11 14:14:24 DEBUG: check clearing time needed clearing_process_timer=744.040534 2020-08-11 14:14:24 DEBUG: check init order needed init_order_process_timer=844.040822 2020-08-11 14:14:25 DEBUG: check clearing time needed clearing_process_timer=745.041119 2020-08-11 14:14:25 DEBUG: check init order needed init_order_process_timer=845.041424 2020-08-11 14:14:26 DEBUG: check clearing time needed clearing_process_timer=746.042656 2020-08-11 14:14:26 DEBUG: check init order needed init_order_process_timer=846.042919 2020-08-11 14:14:27 DEBUG: check clearing time needed clearing_process_timer=747.044121 2020-08-11 14:14:27 DEBUG: check init order needed init_order_process_timer=847.044402 2020-08-11 14:14:28 DEBUG: check clearing time needed clearing_process_timer=748.045826 2020-08-11 14:14:28 DEBUG: check init order needed init_order_process_timer=848.046096 2020-08-11 14:14:29 DEBUG: check clearing time needed clearing_process_timer=749.047324 2020-08-11 14:14:29 DEBUG: check init order needed init_order_process_timer=849.047663 2020-08-11 14:14:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:14:29.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.65, "tickDirection": "MinusTick", "trdMatchID": "8e80a67f-0c1d-fe16-0f7f-3096aad6a8a6", "grossValue": 509145, "homeNotional": 0.1528332941453092, "foreignNotional": 59.857159652010345}]} 2020-08-11 14:14:29 DEBUG: message ignored 2020-08-11 14:14:30 DEBUG: check clearing time needed clearing_process_timer=750.048814 2020-08-11 14:14:30 DEBUG: check init order needed init_order_process_timer=850.049128 2020-08-11 14:14:31 DEBUG: check clearing time needed clearing_process_timer=751.050315 2020-08-11 14:14:31 DEBUG: check init order needed init_order_process_timer=851.050564 2020-08-11 14:14:32 DEBUG: check clearing time needed clearing_process_timer=752.051737 2020-08-11 14:14:32 DEBUG: check init order needed init_order_process_timer=852.051998 2020-08-11 14:14:33 DEBUG: check clearing time needed clearing_process_timer=753.053178 2020-08-11 14:14:33 DEBUG: check init order needed init_order_process_timer=853.053465 2020-08-11 14:14:34 DEBUG: check clearing time needed clearing_process_timer=754.054642 2020-08-11 14:14:34 DEBUG: check init order needed init_order_process_timer=854.05491 2020-08-11 14:14:35 DEBUG: check clearing time needed clearing_process_timer=755.056079 2020-08-11 14:14:35 DEBUG: check init order needed init_order_process_timer=855.056334 2020-08-11 14:14:36 DEBUG: check clearing time needed clearing_process_timer=756.057547 2020-08-11 14:14:36 DEBUG: check init order needed init_order_process_timer=856.057886 2020-08-11 14:14:37 DEBUG: check clearing time needed clearing_process_timer=757.059129 2020-08-11 14:14:37 DEBUG: check init order needed init_order_process_timer=857.059405 2020-08-11 14:14:38 DEBUG: check clearing time needed clearing_process_timer=758.060601 2020-08-11 14:14:38 DEBUG: check init order needed init_order_process_timer=858.060932 2020-08-11 14:14:39 DEBUG: check clearing time needed clearing_process_timer=759.062231 2020-08-11 14:14:39 DEBUG: check init order needed init_order_process_timer=859.062488 2020-08-11 14:14:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:14:39.295Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.6, "tickDirection": "MinusTick", "trdMatchID": "b83a4942-37ca-096e-504b-15578aa0afc5", "grossValue": 1174800, "homeNotional": 0.3526922172584058, "foreignNotional": 138.11427227839172}, {"timestamp": "2020-08-11T11:14:39.295Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "cffbe6b5-c776-d96a-59cd-9d496fa2abbd", "grossValue": 1958000, "homeNotional": 0.587820362097343, "foreignNotional": 230.19045379731955}, {"timestamp": "2020-08-11T11:14:39.295Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1655a924-7dc7-4f84-6e9c-15c92a2d3f94", "grossValue": 2702040, "homeNotional": 0.8111920996943334, "foreignNotional": 317.66282624030094}]} 2020-08-11 14:14:39 DEBUG: message ignored 2020-08-11 14:14:40 DEBUG: check clearing time needed clearing_process_timer=760.063689 2020-08-11 14:14:40 DEBUG: check init order needed init_order_process_timer=860.063953 2020-08-11 14:14:41 DEBUG: check clearing time needed clearing_process_timer=761.065102 2020-08-11 14:14:41 DEBUG: check init order needed init_order_process_timer=861.065418 2020-08-11 14:14:42 DEBUG: check clearing time needed clearing_process_timer=762.06666 2020-08-11 14:14:42 DEBUG: check init order needed init_order_process_timer=862.066945 2020-08-11 14:14:43 DEBUG: check clearing time needed clearing_process_timer=763.06815 2020-08-11 14:14:43 DEBUG: check init order needed init_order_process_timer=863.068547 2020-08-11 14:14:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:14:43.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "89eb4301-ed2a-d1aa-c178-6fa01a8ee29d", "grossValue": 1957500, "homeNotional": 0.587820362097343, "foreignNotional": 230.1316717611098}, {"timestamp": "2020-08-11T11:14:43.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "4aa5323c-270a-9229-9603-d74eaa25a25d", "grossValue": 1957500, "homeNotional": 0.587820362097343, "foreignNotional": 230.1316717611098}, {"timestamp": "2020-08-11T11:14:43.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c42ebb3-185b-3430-a819-d26a850d530b", "grossValue": 78300000, "homeNotional": 23.51281448389372, "foreignNotional": 9205.266870444391}, {"timestamp": "2020-08-11T11:14:43.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 10900, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "9c9e4d91-763c-f8ee-7054-aed59b132b0b", "grossValue": 426735000, "homeNotional": 128.14483893722078, "foreignNotional": 50168.70444392194}]} 2020-08-11 14:14:43 DEBUG: message ignored 2020-08-11 14:14:44 DEBUG: check clearing time needed clearing_process_timer=764.069818 2020-08-11 14:14:44 DEBUG: check init order needed init_order_process_timer=864.070077 2020-08-11 14:14:45 DEBUG: check clearing time needed clearing_process_timer=765.07125 2020-08-11 14:14:45 DEBUG: check init order needed init_order_process_timer=865.071548 2020-08-11 14:14:46 DEBUG: check clearing time needed clearing_process_timer=766.072742 2020-08-11 14:14:46 DEBUG: check init order needed init_order_process_timer=866.073001 2020-08-11 14:14:47 DEBUG: check clearing time needed clearing_process_timer=767.074229 2020-08-11 14:14:47 DEBUG: check init order needed init_order_process_timer=867.074477 2020-08-11 14:14:48 DEBUG: check clearing time needed clearing_process_timer=768.075651 2020-08-11 14:14:48 DEBUG: check init order needed init_order_process_timer=868.075897 2020-08-11 14:14:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:14:48.745Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d6d4391-7d68-bc5c-15f3-0d1b42d1a59c", "grossValue": 117450000, "homeNotional": 35.26922172584058, "foreignNotional": 13807.900305666588}]} 2020-08-11 14:14:48 DEBUG: message ignored 2020-08-11 14:14:49 DEBUG: check clearing time needed clearing_process_timer=769.077061 2020-08-11 14:14:49 DEBUG: check init order needed init_order_process_timer=869.077335 2020-08-11 14:14:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:14:49.453Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "d86034b0-9d53-23e6-a929-c077c751929f", "grossValue": 3915500, "homeNotional": 1.175640724194686, "foreignNotional": 460.3221255584293}]} 2020-08-11 14:14:49 DEBUG: message ignored 2020-08-11 14:14:50 DEBUG: check clearing time needed clearing_process_timer=770.078511 2020-08-11 14:14:50 DEBUG: check init order needed init_order_process_timer=870.078792 2020-08-11 14:14:51 DEBUG: check clearing time needed clearing_process_timer=771.080043 2020-08-11 14:14:51 DEBUG: check init order needed init_order_process_timer=871.080346 2020-08-11 14:14:52 DEBUG: check clearing time needed clearing_process_timer=772.081586 2020-08-11 14:14:52 DEBUG: check init order needed init_order_process_timer=872.081818 2020-08-11 14:14:53 DEBUG: check clearing time needed clearing_process_timer=773.082982 2020-08-11 14:14:53 DEBUG: check init order needed init_order_process_timer=873.083242 2020-08-11 14:14:54 DEBUG: check clearing time needed clearing_process_timer=774.084485 2020-08-11 14:14:54 DEBUG: check init order needed init_order_process_timer=874.084809 2020-08-11 14:14:55 DEBUG: check clearing time needed clearing_process_timer=775.086008 2020-08-11 14:14:55 DEBUG: check init order needed init_order_process_timer=875.086283 2020-08-11 14:14:56 DEBUG: check clearing time needed clearing_process_timer=776.087507 2020-08-11 14:14:56 DEBUG: check init order needed init_order_process_timer=876.087809 2020-08-11 14:14:57 DEBUG: check clearing time needed clearing_process_timer=777.08906 2020-08-11 14:14:57 DEBUG: check init order needed init_order_process_timer=877.089424 2020-08-11 14:14:58 DEBUG: check clearing time needed clearing_process_timer=778.090654 2020-08-11 14:14:58 DEBUG: check init order needed init_order_process_timer=878.090928 2020-08-11 14:14:59 DEBUG: check clearing time needed clearing_process_timer=779.09211 2020-08-11 14:14:59 DEBUG: check init order needed init_order_process_timer=879.092389 2020-08-11 14:15:00 DEBUG: check clearing time needed clearing_process_timer=780.093562 2020-08-11 14:15:00 DEBUG: check init order needed init_order_process_timer=880.093895 2020-08-11 14:15:01 DEBUG: check clearing time needed clearing_process_timer=781.095094 2020-08-11 14:15:01 DEBUG: check init order needed init_order_process_timer=881.095368 2020-08-11 14:15:02 DEBUG: check clearing time needed clearing_process_timer=782.096538 2020-08-11 14:15:02 DEBUG: check init order needed init_order_process_timer=882.096928 2020-08-11 14:15:03 DEBUG: check clearing time needed clearing_process_timer=783.098223 2020-08-11 14:15:03 DEBUG: check init order needed init_order_process_timer=883.098476 2020-08-11 14:15:04 DEBUG: check clearing time needed clearing_process_timer=784.099845 2020-08-11 14:15:04 DEBUG: check init order needed init_order_process_timer=884.100121 2020-08-11 14:15:05 DEBUG: check clearing time needed clearing_process_timer=785.101307 2020-08-11 14:15:05 DEBUG: check init order needed init_order_process_timer=885.101604 2020-08-11 14:15:06 DEBUG: check clearing time needed clearing_process_timer=786.102797 2020-08-11 14:15:06 DEBUG: check init order needed init_order_process_timer=886.103056 2020-08-11 14:15:07 DEBUG: check clearing time needed clearing_process_timer=787.104218 2020-08-11 14:15:07 DEBUG: check init order needed init_order_process_timer=887.104499 2020-08-11 14:15:08 DEBUG: check clearing time needed clearing_process_timer=788.105071 2020-08-11 14:15:08 DEBUG: check init order needed init_order_process_timer=888.105384 2020-08-11 14:15:09 DEBUG: check clearing time needed clearing_process_timer=789.106581 2020-08-11 14:15:09 DEBUG: check init order needed init_order_process_timer=889.10685 2020-08-11 14:15:10 DEBUG: check clearing time needed clearing_process_timer=790.108009 2020-08-11 14:15:10 DEBUG: check init order needed init_order_process_timer=890.108278 2020-08-11 14:15:11 DEBUG: check clearing time needed clearing_process_timer=791.109089 2020-08-11 14:15:11 DEBUG: check init order needed init_order_process_timer=891.109462 2020-08-11 14:15:12 DEBUG: check clearing time needed clearing_process_timer=792.110713 2020-08-11 14:15:12 DEBUG: check init order needed init_order_process_timer=892.111013 2020-08-11 14:15:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:12.978Z", "symbol": "ETHUSD", "side": "Buy", "size": 3587, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea8c5fcf-f23f-2c99-544e-0608d083de00", "grossValue": 140448985, "homeNotional": 42.170232776863394, "foreignNotional": 16511.75464378086}]} 2020-08-11 14:15:12 DEBUG: message ignored 2020-08-11 14:15:13 DEBUG: check clearing time needed clearing_process_timer=793.112213 2020-08-11 14:15:13 DEBUG: check init order needed init_order_process_timer=893.11252 2020-08-11 14:15:14 DEBUG: check clearing time needed clearing_process_timer=794.113088 2020-08-11 14:15:14 DEBUG: check init order needed init_order_process_timer=894.113378 2020-08-11 14:15:15 DEBUG: check clearing time needed clearing_process_timer=795.11455 2020-08-11 14:15:15 DEBUG: check init order needed init_order_process_timer=895.114803 2020-08-11 14:15:16 DEBUG: check clearing time needed clearing_process_timer=796.115958 2020-08-11 14:15:16 DEBUG: check init order needed init_order_process_timer=896.116218 2020-08-11 14:15:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:16.303Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ce9887c-db1e-90fa-91c6-4f0bc9bbbfa0", "grossValue": 3915500, "homeNotional": 1.175640724194686, "foreignNotional": 460.3221255584293}]} 2020-08-11 14:15:16 DEBUG: message ignored 2020-08-11 14:15:17 DEBUG: check clearing time needed clearing_process_timer=797.117435 2020-08-11 14:15:17 DEBUG: check init order needed init_order_process_timer=897.11773 2020-08-11 14:15:18 DEBUG: check clearing time needed clearing_process_timer=798.118908 2020-08-11 14:15:18 DEBUG: check init order needed init_order_process_timer=898.119229 2020-08-11 14:15:19 DEBUG: check clearing time needed clearing_process_timer=799.120466 2020-08-11 14:15:19 DEBUG: check init order needed init_order_process_timer=899.120723 2020-08-11 14:15:20 DEBUG: check clearing time needed clearing_process_timer=800.121098 2020-08-11 14:15:20 DEBUG: check init order needed init_order_process_timer=900.121382 2020-08-11 14:15:21 DEBUG: check clearing time needed clearing_process_timer=801.122592 2020-08-11 14:15:21 DEBUG: check init order needed init_order_process_timer=901.122855 2020-08-11 14:15:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:21.216Z", "symbol": "ETHUSD", "side": "Sell", "size": 795, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "fe8e56ec-1943-96d4-16f5-d7164dad1bc6", "grossValue": 31124250, "homeNotional": 9.346343757347755, "foreignNotional": 3659.093581001646}]} 2020-08-11 14:15:21 DEBUG: message ignored 2020-08-11 14:15:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:21.529Z", "symbol": "ETHUSD", "side": "Sell", "size": 2606, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e57f43df-95c7-9fc5-b03f-28fcd13de25b", "grossValue": 102024900, "homeNotional": 30.63719727251352, "foreignNotional": 11994.462732189044}]} 2020-08-11 14:15:21 DEBUG: message ignored 2020-08-11 14:15:22 DEBUG: check clearing time needed clearing_process_timer=802.124039 2020-08-11 14:15:22 DEBUG: check init order needed init_order_process_timer=902.124316 2020-08-11 14:15:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:22.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 2630, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "308a0ab8-1150-e2aa-44d1-839e3d132014", "grossValue": 102964500, "homeNotional": 30.919351046320244, "foreignNotional": 12104.925934634375}]} 2020-08-11 14:15:22 DEBUG: message ignored 2020-08-11 14:15:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:22.724Z", "symbol": "ETHUSD", "side": "Sell", "size": 69, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "40b8f2a6-3943-13ca-6bca-f7efe6954cce", "grossValue": 2701350, "homeNotional": 0.8111920996943334, "foreignNotional": 317.58170703033153}, {"timestamp": "2020-08-11T11:15:22.724Z", "symbol": "ETHUSD", "side": "Sell", "size": 256, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "78f389e4-ab0e-9040-4f9a-fbfbb7d65eae", "grossValue": 10022400, "homeNotional": 3.0096402539383966, "foreignNotional": 1178.2741594168822}, {"timestamp": "2020-08-11T11:15:22.724Z", "symbol": "ETHUSD", "side": "Sell", "size": 230, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "914db2f2-491e-5e0d-1e82-76e4b1e5f01b", "grossValue": 9004500, "homeNotional": 2.703973665647778, "foreignNotional": 1058.6056901011052}, {"timestamp": "2020-08-11T11:15:22.724Z", "symbol": "ETHUSD", "side": "Sell", "size": 329, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c5150f6-d6da-9216-22fd-d4ecbaa2af6f", "grossValue": 12880350, "homeNotional": 3.8678579826005173, "foreignNotional": 1514.2664001881026}]} 2020-08-11 14:15:22 DEBUG: message ignored 2020-08-11 14:15:23 DEBUG: check clearing time needed clearing_process_timer=803.125522 2020-08-11 14:15:23 DEBUG: check init order needed init_order_process_timer=903.125816 2020-08-11 14:15:24 DEBUG: check clearing time needed clearing_process_timer=804.127011 2020-08-11 14:15:24 DEBUG: check init order needed init_order_process_timer=904.127274 2020-08-11 14:15:25 DEBUG: check clearing time needed clearing_process_timer=805.128477 2020-08-11 14:15:25 DEBUG: check init order needed init_order_process_timer=905.128752 2020-08-11 14:15:26 DEBUG: check clearing time needed clearing_process_timer=806.129938 2020-08-11 14:15:26 DEBUG: check init order needed init_order_process_timer=906.130174 2020-08-11 14:15:27 DEBUG: check clearing time needed clearing_process_timer=807.131413 2020-08-11 14:15:27 DEBUG: check init order needed init_order_process_timer=907.131685 2020-08-11 14:15:28 DEBUG: check clearing time needed clearing_process_timer=808.132924 2020-08-11 14:15:28 DEBUG: check init order needed init_order_process_timer=908.133298 2020-08-11 14:15:29 DEBUG: check clearing time needed clearing_process_timer=809.134547 2020-08-11 14:15:29 DEBUG: check init order needed init_order_process_timer=909.134833 2020-08-11 14:15:30 DEBUG: check clearing time needed clearing_process_timer=810.13606 2020-08-11 14:15:30 DEBUG: check init order needed init_order_process_timer=910.136332 2020-08-11 14:15:31 DEBUG: check clearing time needed clearing_process_timer=811.137541 2020-08-11 14:15:31 DEBUG: check init order needed init_order_process_timer=911.137855 2020-08-11 14:15:32 DEBUG: check clearing time needed clearing_process_timer=812.139106 2020-08-11 14:15:32 DEBUG: check init order needed init_order_process_timer=912.139409 2020-08-11 14:15:33 DEBUG: check clearing time needed clearing_process_timer=813.140613 2020-08-11 14:15:33 DEBUG: check init order needed init_order_process_timer=913.140877 2020-08-11 14:15:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:33.525Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "46301fc4-0a4b-b04b-623c-d2793cbfd441", "grossValue": 313240, "homeNotional": 0.0940402021864347, "foreignNotional": 36.82144116609851}]} 2020-08-11 14:15:33 DEBUG: message ignored 2020-08-11 14:15:34 DEBUG: check clearing time needed clearing_process_timer=814.142153 2020-08-11 14:15:34 DEBUG: check init order needed init_order_process_timer=914.142446 2020-08-11 14:15:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:34.668Z", "symbol": "ETHUSD", "side": "Buy", "size": 79, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b05b7e0-02ff-0145-1c3e-2c5cca56f9b4", "grossValue": 3093245, "homeNotional": 0.9286469965910427, "foreignNotional": 363.61173151522274}, {"timestamp": "2020-08-11T11:15:34.668Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f6c1f7e-86c0-cd90-96eb-3afbc0d778fc", "grossValue": 1996905, "homeNotional": 0.5995062889385212, "foreignNotional": 234.736687433878}]} 2020-08-11 14:15:34 DEBUG: message ignored 2020-08-11 14:15:35 DEBUG: check clearing time needed clearing_process_timer=815.143674 2020-08-11 14:15:35 DEBUG: check init order needed init_order_process_timer=915.144055 2020-08-11 14:15:36 DEBUG: check clearing time needed clearing_process_timer=816.145348 2020-08-11 14:15:36 DEBUG: check init order needed init_order_process_timer=916.145636 2020-08-11 14:15:37 DEBUG: check clearing time needed clearing_process_timer=817.146534 2020-08-11 14:15:37 DEBUG: check init order needed init_order_process_timer=917.146795 2020-08-11 14:15:38 DEBUG: check clearing time needed clearing_process_timer=818.147165 2020-08-11 14:15:38 DEBUG: check init order needed init_order_process_timer=918.147441 2020-08-11 14:15:39 DEBUG: check clearing time needed clearing_process_timer=819.148615 2020-08-11 14:15:39 DEBUG: check init order needed init_order_process_timer=919.148888 2020-08-11 14:15:40 DEBUG: check clearing time needed clearing_process_timer=820.15006 2020-08-11 14:15:40 DEBUG: check init order needed init_order_process_timer=920.150339 2020-08-11 14:15:41 DEBUG: check clearing time needed clearing_process_timer=821.15153 2020-08-11 14:15:41 DEBUG: check init order needed init_order_process_timer=921.151797 2020-08-11 14:15:42 DEBUG: check clearing time needed clearing_process_timer=822.15299 2020-08-11 14:15:42 DEBUG: check init order needed init_order_process_timer=922.153337 2020-08-11 14:15:43 DEBUG: check clearing time needed clearing_process_timer=823.154551 2020-08-11 14:15:43 DEBUG: check init order needed init_order_process_timer=923.154866 2020-08-11 14:15:44 DEBUG: check clearing time needed clearing_process_timer=824.1561 2020-08-11 14:15:44 DEBUG: check init order needed init_order_process_timer=924.156401 2020-08-11 14:15:45 DEBUG: check clearing time needed clearing_process_timer=825.157604 2020-08-11 14:15:45 DEBUG: check init order needed init_order_process_timer=925.157888 2020-08-11 14:15:46 DEBUG: check clearing time needed clearing_process_timer=826.159076 2020-08-11 14:15:46 DEBUG: check init order needed init_order_process_timer=926.159372 2020-08-11 14:15:47 DEBUG: check clearing time needed clearing_process_timer=827.160608 2020-08-11 14:15:47 DEBUG: check init order needed init_order_process_timer=927.160883 2020-08-11 14:15:48 DEBUG: check clearing time needed clearing_process_timer=828.162194 2020-08-11 14:15:48 DEBUG: check init order needed init_order_process_timer=928.162503 2020-08-11 14:15:49 DEBUG: check clearing time needed clearing_process_timer=829.16398 2020-08-11 14:15:49 DEBUG: check init order needed init_order_process_timer=929.164243 2020-08-11 14:15:50 DEBUG: check clearing time needed clearing_process_timer=830.165416 2020-08-11 14:15:50 DEBUG: check init order needed init_order_process_timer=930.16569 2020-08-11 14:15:51 DEBUG: check clearing time needed clearing_process_timer=831.166884 2020-08-11 14:15:51 DEBUG: check init order needed init_order_process_timer=931.167209 2020-08-11 14:15:52 DEBUG: check clearing time needed clearing_process_timer=832.16866 2020-08-11 14:15:52 DEBUG: check init order needed init_order_process_timer=932.168921 2020-08-11 14:15:53 DEBUG: check clearing time needed clearing_process_timer=833.170011 2020-08-11 14:15:53 DEBUG: check init order needed init_order_process_timer=933.170379 2020-08-11 14:15:54 DEBUG: check clearing time needed clearing_process_timer=834.171319 2020-08-11 14:15:54 DEBUG: check init order needed init_order_process_timer=934.171618 2020-08-11 14:15:55 DEBUG: check clearing time needed clearing_process_timer=835.172263 2020-08-11 14:15:55 DEBUG: check init order needed init_order_process_timer=935.17254 2020-08-11 14:15:56 DEBUG: check clearing time needed clearing_process_timer=836.173424 2020-08-11 14:15:56 DEBUG: check init order needed init_order_process_timer=936.173739 2020-08-11 14:15:57 DEBUG: check clearing time needed clearing_process_timer=837.174756 2020-08-11 14:15:57 DEBUG: check init order needed init_order_process_timer=937.175043 2020-08-11 14:15:58 DEBUG: check clearing time needed clearing_process_timer=838.176058 2020-08-11 14:15:58 DEBUG: check init order needed init_order_process_timer=938.176349 2020-08-11 14:15:59 DEBUG: check clearing time needed clearing_process_timer=839.177373 2020-08-11 14:15:59 DEBUG: check init order needed init_order_process_timer=939.177677 2020-08-11 14:15:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:15:59.799Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "979f0e56-944d-356b-15e2-48f9de7901fb", "grossValue": 39155, "homeNotional": 0.011755025273304338, "foreignNotional": 4.602680145762314}]} 2020-08-11 14:15:59 DEBUG: message ignored 2020-08-11 14:16:00 DEBUG: check clearing time needed clearing_process_timer=840.17883 2020-08-11 14:16:00 DEBUG: check init order needed init_order_process_timer=940.179085 2020-08-11 14:16:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:00.218Z", "symbol": "ETHUSD", "side": "Sell", "size": 22, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "fd6d904a-e0c0-ce95-35a4-8d7b89035651", "grossValue": 861300, "homeNotional": 0.25861055601269545, "foreignNotional": 101.24603267897027}]} 2020-08-11 14:16:00 DEBUG: message ignored 2020-08-11 14:16:01 DEBUG: check clearing time needed clearing_process_timer=841.180229 2020-08-11 14:16:01 DEBUG: check init order needed init_order_process_timer=941.180583 2020-08-11 14:16:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:01.188Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "54daedca-5539-fee0-8764-a69aef63014d", "grossValue": 1957500, "homeNotional": 0.5877512636652169, "foreignNotional": 230.1046197249324}]} 2020-08-11 14:16:01 DEBUG: message ignored 2020-08-11 14:16:02 DEBUG: check clearing time needed clearing_process_timer=842.181735 2020-08-11 14:16:02 DEBUG: check init order needed init_order_process_timer=942.18201 2020-08-11 14:16:03 DEBUG: check clearing time needed clearing_process_timer=843.182725 2020-08-11 14:16:03 DEBUG: check init order needed init_order_process_timer=943.183015 2020-08-11 14:16:04 DEBUG: check clearing time needed clearing_process_timer=844.184227 2020-08-11 14:16:04 DEBUG: check init order needed init_order_process_timer=944.184569 2020-08-11 14:16:05 DEBUG: check clearing time needed clearing_process_timer=845.185766 2020-08-11 14:16:05 DEBUG: check init order needed init_order_process_timer=945.186042 2020-08-11 14:16:06 DEBUG: check clearing time needed clearing_process_timer=846.187215 2020-08-11 14:16:06 DEBUG: check init order needed init_order_process_timer=946.18745 2020-08-11 14:16:07 DEBUG: check clearing time needed clearing_process_timer=847.188613 2020-08-11 14:16:07 DEBUG: check init order needed init_order_process_timer=947.188851 2020-08-11 14:16:08 DEBUG: check clearing time needed clearing_process_timer=848.190013 2020-08-11 14:16:08 DEBUG: check init order needed init_order_process_timer=948.190375 2020-08-11 14:16:09 DEBUG: check clearing time needed clearing_process_timer=849.191663 2020-08-11 14:16:09 DEBUG: check init order needed init_order_process_timer=949.19193 2020-08-11 14:16:10 DEBUG: check clearing time needed clearing_process_timer=850.193123 2020-08-11 14:16:10 DEBUG: check init order needed init_order_process_timer=950.193471 2020-08-11 14:16:11 DEBUG: check clearing time needed clearing_process_timer=851.194666 2020-08-11 14:16:11 DEBUG: check init order needed init_order_process_timer=951.19495 2020-08-11 14:16:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:12.094Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e1873a5a-9404-69b2-920b-f66fe28a8ab0", "grossValue": 39150, "homeNotional": 0.011755025273304338, "foreignNotional": 4.602092394498648}]} 2020-08-11 14:16:12 DEBUG: message ignored 2020-08-11 14:16:12 DEBUG: check clearing time needed clearing_process_timer=852.196112 2020-08-11 14:16:12 DEBUG: check init order needed init_order_process_timer=952.196466 2020-08-11 14:16:13 DEBUG: check clearing time needed clearing_process_timer=853.197702 2020-08-11 14:16:13 DEBUG: check init order needed init_order_process_timer=953.197954 2020-08-11 14:16:14 DEBUG: check clearing time needed clearing_process_timer=854.199131 2020-08-11 14:16:14 DEBUG: check init order needed init_order_process_timer=954.199398 2020-08-11 14:16:15 DEBUG: check clearing time needed clearing_process_timer=855.200609 2020-08-11 14:16:15 DEBUG: check init order needed init_order_process_timer=955.200976 2020-08-11 14:16:16 DEBUG: check clearing time needed clearing_process_timer=856.202197 2020-08-11 14:16:16 DEBUG: check init order needed init_order_process_timer=956.202464 2020-08-11 14:16:17 DEBUG: check clearing time needed clearing_process_timer=857.203641 2020-08-11 14:16:17 DEBUG: check init order needed init_order_process_timer=957.203912 2020-08-11 14:16:18 DEBUG: check clearing time needed clearing_process_timer=858.205118 2020-08-11 14:16:18 DEBUG: check init order needed init_order_process_timer=958.205442 2020-08-11 14:16:19 DEBUG: check clearing time needed clearing_process_timer=859.206655 2020-08-11 14:16:19 DEBUG: check init order needed init_order_process_timer=959.206914 2020-08-11 14:16:20 DEBUG: check clearing time needed clearing_process_timer=860.208088 2020-08-11 14:16:20 DEBUG: check init order needed init_order_process_timer=960.20839 2020-08-11 14:16:21 DEBUG: check clearing time needed clearing_process_timer=861.209578 2020-08-11 14:16:21 DEBUG: check init order needed init_order_process_timer=961.209834 2020-08-11 14:16:22 DEBUG: check clearing time needed clearing_process_timer=862.21102 2020-08-11 14:16:22 DEBUG: check init order needed init_order_process_timer=962.211307 2020-08-11 14:16:23 DEBUG: check clearing time needed clearing_process_timer=863.212523 2020-08-11 14:16:23 DEBUG: check init order needed init_order_process_timer=963.212785 2020-08-11 14:16:24 DEBUG: check clearing time needed clearing_process_timer=864.213077 2020-08-11 14:16:24 DEBUG: check init order needed init_order_process_timer=964.213354 2020-08-11 14:16:25 DEBUG: check clearing time needed clearing_process_timer=865.21454 2020-08-11 14:16:25 DEBUG: check init order needed init_order_process_timer=965.214842 2020-08-11 14:16:26 DEBUG: check clearing time needed clearing_process_timer=866.21606 2020-08-11 14:16:26 DEBUG: check init order needed init_order_process_timer=966.216392 2020-08-11 14:16:27 DEBUG: check clearing time needed clearing_process_timer=867.217066 2020-08-11 14:16:27 DEBUG: check init order needed init_order_process_timer=967.217368 2020-08-11 14:16:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:28.066Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "87c1262b-7472-099d-67b1-08919fb9dd54", "grossValue": 509015, "homeNotional": 0.15281532855295638, "foreignNotional": 59.83484189491008}]} 2020-08-11 14:16:28 DEBUG: message ignored 2020-08-11 14:16:28 DEBUG: check clearing time needed clearing_process_timer=868.218548 2020-08-11 14:16:28 DEBUG: check init order needed init_order_process_timer=968.218862 2020-08-11 14:16:29 DEBUG: check clearing time needed clearing_process_timer=869.220035 2020-08-11 14:16:29 DEBUG: check init order needed init_order_process_timer=969.220296 2020-08-11 14:16:30 DEBUG: check clearing time needed clearing_process_timer=870.221076 2020-08-11 14:16:30 DEBUG: check init order needed init_order_process_timer=970.221418 2020-08-11 14:16:31 DEBUG: check clearing time needed clearing_process_timer=871.222657 2020-08-11 14:16:31 DEBUG: check init order needed init_order_process_timer=971.222923 2020-08-11 14:16:32 DEBUG: check clearing time needed clearing_process_timer=872.224082 2020-08-11 14:16:32 DEBUG: check init order needed init_order_process_timer=972.224374 2020-08-11 14:16:33 DEBUG: check clearing time needed clearing_process_timer=873.225104 2020-08-11 14:16:33 DEBUG: check init order needed init_order_process_timer=973.225389 2020-08-11 14:16:34 DEBUG: check clearing time needed clearing_process_timer=874.226547 2020-08-11 14:16:34 DEBUG: check init order needed init_order_process_timer=974.226801 2020-08-11 14:16:35 DEBUG: check clearing time needed clearing_process_timer=875.227983 2020-08-11 14:16:35 DEBUG: check init order needed init_order_process_timer=975.228297 2020-08-11 14:16:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:36.117Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "c4ffd800-24a1-c62d-7f79-b026f2dd02f8", "grossValue": 19575000, "homeNotional": 5.871990604815032, "foreignNotional": 2298.884321785085}]} 2020-08-11 14:16:36 DEBUG: message ignored 2020-08-11 14:16:36 DEBUG: check clearing time needed clearing_process_timer=876.229504 2020-08-11 14:16:36 DEBUG: check init order needed init_order_process_timer=976.229813 2020-08-11 14:16:37 DEBUG: check clearing time needed clearing_process_timer=877.231063 2020-08-11 14:16:37 DEBUG: check init order needed init_order_process_timer=977.231415 2020-08-11 14:16:38 DEBUG: check clearing time needed clearing_process_timer=878.23266 2020-08-11 14:16:38 DEBUG: check init order needed init_order_process_timer=978.232924 2020-08-11 14:16:39 DEBUG: check clearing time needed clearing_process_timer=879.234154 2020-08-11 14:16:39 DEBUG: check init order needed init_order_process_timer=979.234448 2020-08-11 14:16:40 DEBUG: check clearing time needed clearing_process_timer=880.235635 2020-08-11 14:16:40 DEBUG: check init order needed init_order_process_timer=980.235914 2020-08-11 14:16:41 DEBUG: check clearing time needed clearing_process_timer=881.237081 2020-08-11 14:16:41 DEBUG: check init order needed init_order_process_timer=981.237414 2020-08-11 14:16:42 DEBUG: check clearing time needed clearing_process_timer=882.238599 2020-08-11 14:16:42 DEBUG: check init order needed init_order_process_timer=982.23885 2020-08-11 14:16:43 DEBUG: check clearing time needed clearing_process_timer=883.240033 2020-08-11 14:16:43 DEBUG: check init order needed init_order_process_timer=983.240275 2020-08-11 14:16:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:43.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 3436, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c5f4bdd-dbbf-a35f-9cf0-b066710d2354", "grossValue": 134519400, "homeNotional": 40.3523194362889, "foreignNotional": 15797.933059307104}, {"timestamp": "2020-08-11T11:16:43.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "665b486c-9177-fe18-6a1c-435df7fd94fe", "grossValue": 78300000, "homeNotional": 23.48796241926013, "foreignNotional": 9195.53728714034}, {"timestamp": "2020-08-11T11:16:43.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "fdee4fdf-d022-0297-a402-ca8dd0b4091d", "grossValue": 39150000, "homeNotional": 11.743981209630064, "foreignNotional": 4597.76864357017}, {"timestamp": "2020-08-11T11:16:43.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b961ad48-7951-562f-a7a6-45f390d400b2", "grossValue": 3915000, "homeNotional": 1.1743981209630066, "foreignNotional": 459.776864357017}, {"timestamp": "2020-08-11T11:16:43.731Z", "symbol": "ETHUSD", "side": "Sell", "size": 3464, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5fa3a8b-f175-331f-3006-75ca652f96eb", "grossValue": 135615600, "homeNotional": 40.68115091015854, "foreignNotional": 15926.67058132707}]} 2020-08-11 14:16:43 DEBUG: message ignored 2020-08-11 14:16:44 DEBUG: check clearing time needed clearing_process_timer=884.241448 2020-08-11 14:16:44 DEBUG: check init order needed init_order_process_timer=984.241734 2020-08-11 14:16:45 DEBUG: check clearing time needed clearing_process_timer=885.242944 2020-08-11 14:16:45 DEBUG: check init order needed init_order_process_timer=985.243338 2020-08-11 14:16:46 DEBUG: check clearing time needed clearing_process_timer=886.244626 2020-08-11 14:16:46 DEBUG: check init order needed init_order_process_timer=986.244911 2020-08-11 14:16:47 DEBUG: check clearing time needed clearing_process_timer=887.246148 2020-08-11 14:16:47 DEBUG: check init order needed init_order_process_timer=987.246799 2020-08-11 14:16:48 DEBUG: check clearing time needed clearing_process_timer=888.248308 2020-08-11 14:16:48 DEBUG: check init order needed init_order_process_timer=988.248855 2020-08-11 14:16:49 DEBUG: check clearing time needed clearing_process_timer=889.25051 2020-08-11 14:16:49 DEBUG: check init order needed init_order_process_timer=989.251034 2020-08-11 14:16:50 DEBUG: check clearing time needed clearing_process_timer=890.252647 2020-08-11 14:16:50 DEBUG: check init order needed init_order_process_timer=990.25322 2020-08-11 14:16:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:50.782Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "a3f2b17f-278c-d833-d4b8-a00bbee0dfe1", "grossValue": 39155, "homeNotional": 0.011743981209630064, "foreignNotional": 4.598355842630652}]} 2020-08-11 14:16:50 DEBUG: message ignored 2020-08-11 14:16:51 DEBUG: check clearing time needed clearing_process_timer=891.254656 2020-08-11 14:16:51 DEBUG: check init order needed init_order_process_timer=991.255317 2020-08-11 14:16:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:52.194Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "31ad6ef6-f18c-9376-e120-4edd06f3e1e7", "grossValue": 313200, "homeNotional": 0.09395184967704051, "foreignNotional": 36.78214914856136}, {"timestamp": "2020-08-11T11:16:52.194Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e79e1f28-ef14-8567-5510-2f5c505eac79", "grossValue": 19575000, "homeNotional": 5.871990604815032, "foreignNotional": 2298.884321785085}, {"timestamp": "2020-08-11T11:16:52.194Z", "symbol": "ETHUSD", "side": "Sell", "size": 57, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c5d8cdb-a738-0e11-dd77-975a9ff28e21", "grossValue": 2231550, "homeNotional": 0.6694069289489136, "foreignNotional": 262.0728126834997}, {"timestamp": "2020-08-11T11:16:52.194Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "9b6c58d6-1395-057d-c4e5-f68f318e6cb2", "grossValue": 352350, "homeNotional": 0.10569583088667057, "foreignNotional": 41.37991779213153}]} 2020-08-11 14:16:52 DEBUG: message ignored 2020-08-11 14:16:52 DEBUG: check clearing time needed clearing_process_timer=892.256694 2020-08-11 14:16:52 DEBUG: check init order needed init_order_process_timer=992.257553 2020-08-11 14:16:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:52.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.45, "tickDirection": "MinusTick", "trdMatchID": "676f3fcc-c42c-3ab1-d9b3-01c41b966258", "grossValue": 1174350, "homeNotional": 0.35231943628890194, "foreignNotional": 137.91544333529066}, {"timestamp": "2020-08-11T11:16:52.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 555, "price": 391.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "d57bc3ce-ca19-d6af-236d-68f305b4d8b8", "grossValue": 21725475, "homeNotional": 6.517909571344686, "foreignNotional": 2551.4357017028774}, {"timestamp": "2020-08-11T11:16:52.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 391.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "89bde6d9-41e2-9b27-5eae-7ee9846f05bb", "grossValue": 9786250, "homeNotional": 2.935995302407516, "foreignNotional": 1149.2953611274222}, {"timestamp": "2020-08-11T11:16:52.291Z", "symbol": "ETHUSD", "side": "Sell", "size": 165, "price": 391.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "2421c308-e151-7bb1-6a25-64009dc322cd", "grossValue": 6458925, "homeNotional": 1.9377568995889607, "foreignNotional": 758.5349383440987}]} 2020-08-11 14:16:52 DEBUG: message ignored 2020-08-11 14:16:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:52.319Z", "symbol": "ETHUSD", "side": "Sell", "size": 22, "price": 391.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f3b74e0-49f7-8ca5-154d-09257b18149e", "grossValue": 861190, "homeNotional": 0.25836758661186143, "foreignNotional": 101.13799177921315}, {"timestamp": "2020-08-11T11:16:52.319Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.4, "tickDirection": "MinusTick", "trdMatchID": "9c5d182b-79ef-0486-8505-f34f565944c6", "grossValue": 1957000, "homeNotional": 0.5871990604815033, "foreignNotional": 229.82971227246037}, {"timestamp": "2020-08-11T11:16:52.319Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "6470fdbe-c98f-9c15-ae03-b908dee112b0", "grossValue": 78280000, "homeNotional": 23.48796241926013, "foreignNotional": 9193.188490898414}, {"timestamp": "2020-08-11T11:16:52.319Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "624a4d5c-a948-e78e-3eff-d0c054cbec65", "grossValue": 782800, "homeNotional": 0.2348796241926013, "foreignNotional": 91.93188490898414}, {"timestamp": "2020-08-11T11:16:52.319Z", "symbol": "ETHUSD", "side": "Sell", "size": 1409, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ac890fa-f86f-8efe-8704-95d5f172b5f9", "grossValue": 55148260, "homeNotional": 16.54726952436876, "foreignNotional": 6476.601291837933}]} 2020-08-11 14:16:52 DEBUG: message ignored 2020-08-11 14:16:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:53.240Z", "symbol": "ETHUSD", "side": "Sell", "size": 135, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c26820ee-9efe-6eec-25e2-715f7e0fb83a", "grossValue": 5283900, "homeNotional": 1.5854374633000587, "foreignNotional": 620.540223135643}]} 2020-08-11 14:16:53 DEBUG: message ignored 2020-08-11 14:16:53 DEBUG: check clearing time needed clearing_process_timer=893.258924 2020-08-11 14:16:53 DEBUG: check init order needed init_order_process_timer=993.259039 2020-08-11 14:16:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:53.338Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3d0de8a-d179-6824-af70-febc2532b778", "grossValue": 1761300, "homeNotional": 0.5284791544333529, "foreignNotional": 206.84674104521432}]} 2020-08-11 14:16:53 DEBUG: message ignored 2020-08-11 14:16:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:53.380Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "8ca0e893-f287-8ead-b8d3-ad62d69edc2a", "grossValue": 3522600, "homeNotional": 1.0569583088667058, "foreignNotional": 413.69348209042863}]} 2020-08-11 14:16:53 DEBUG: message ignored 2020-08-11 14:16:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:53.394Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "5358762b-b38f-3a4f-32f2-4e371783afbb", "grossValue": 1761300, "homeNotional": 0.5284791544333529, "foreignNotional": 206.84674104521432}]} 2020-08-11 14:16:53 DEBUG: message ignored 2020-08-11 14:16:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:53.404Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e8fc8d59-b6ad-af95-5652-4b07966e3382", "grossValue": 1761300, "homeNotional": 0.5284791544333529, "foreignNotional": 206.84674104521432}]} 2020-08-11 14:16:53 DEBUG: message ignored 2020-08-11 14:16:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:53.449Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a7fe47ee-3c54-c0b0-b100-290573b48691", "grossValue": 1761300, "homeNotional": 0.5284791544333529, "foreignNotional": 206.84674104521432}]} 2020-08-11 14:16:53 DEBUG: message ignored 2020-08-11 14:16:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:53.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 2095, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "736e6039-011e-4be5-a6c4-205c1de0784a", "grossValue": 81998300, "homeNotional": 24.603640634174987, "foreignNotional": 9629.86494421609}, {"timestamp": "2020-08-11T11:16:53.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "122d303f-2e3f-b214-c15e-a7c0aa732b00", "grossValue": 58710000, "homeNotional": 17.615971814445096, "foreignNotional": 6894.891368173811}]} 2020-08-11 14:16:53 DEBUG: message ignored 2020-08-11 14:16:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:54.110Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "50d729d2-d569-abcc-b38b-b09801b7a413", "grossValue": 508820, "homeNotional": 0.15267175572519084, "foreignNotional": 59.7557251908397}]} 2020-08-11 14:16:54 DEBUG: message ignored 2020-08-11 14:16:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:54.119Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "05b91fef-5a6d-ef99-f1fa-ea19586fd097", "grossValue": 469680, "homeNotional": 0.14092777451556077, "foreignNotional": 55.15913094539049}]} 2020-08-11 14:16:54 DEBUG: message ignored 2020-08-11 14:16:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:54.128Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b3f5ef6-4ff5-162b-0054-009760834e07", "grossValue": 469680, "homeNotional": 0.14092777451556077, "foreignNotional": 55.15913094539049}]} 2020-08-11 14:16:54 DEBUG: message ignored 2020-08-11 14:16:54 DEBUG: check clearing time needed clearing_process_timer=894.2602 2020-08-11 14:16:54 DEBUG: check init order needed init_order_process_timer=994.260464 2020-08-11 14:16:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:54.444Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a91ddc2-5519-aa9b-6650-a6e6d50ae551", "grossValue": 313120, "homeNotional": 0.09395184967704051, "foreignNotional": 36.77275396359366}, {"timestamp": "2020-08-11T11:16:54.444Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5b609e9-8934-e3d2-fa12-8fb28e589d23", "grossValue": 195700, "homeNotional": 0.058719906048150326, "foreignNotional": 22.982971227246036}]} 2020-08-11 14:16:54 DEBUG: message ignored 2020-08-11 14:16:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:55.111Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 391.35, "tickDirection": "MinusTick", "trdMatchID": "4cb386e4-11f0-0132-8edc-52934f02d7a8", "grossValue": 704430, "homeNotional": 0.21139166177334115, "foreignNotional": 82.72812683499707}, {"timestamp": "2020-08-11T11:16:55.111Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "448f4983-e25d-2f48-f949-5655994dfe88", "grossValue": 117405, "homeNotional": 0.03523194362889019, "foreignNotional": 13.788021139166178}]} 2020-08-11 14:16:55 DEBUG: message ignored 2020-08-11 14:16:55 DEBUG: check clearing time needed clearing_process_timer=895.261654 2020-08-11 14:16:55 DEBUG: check init order needed init_order_process_timer=995.262046 2020-08-11 14:16:56 DEBUG: check clearing time needed clearing_process_timer=896.263307 2020-08-11 14:16:56 DEBUG: check init order needed init_order_process_timer=996.263606 2020-08-11 14:16:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:56.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.3, "tickDirection": "MinusTick", "trdMatchID": "181a0238-9efd-1797-8a7c-0708c8ec1a90", "grossValue": 1173900, "homeNotional": 0.35231943628890194, "foreignNotional": 137.86259541984734}, {"timestamp": "2020-08-11T11:16:56.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4d031bf-48b1-624c-d24f-0ce0518e02d0", "grossValue": 782600, "homeNotional": 0.2348796241926013, "foreignNotional": 91.90839694656489}, {"timestamp": "2020-08-11T11:16:56.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "3cb534ef-d631-aad1-a748-a925e06b97f8", "grossValue": 1956500, "homeNotional": 0.5871990604815033, "foreignNotional": 229.7709923664122}]} 2020-08-11 14:16:56 DEBUG: message ignored 2020-08-11 14:16:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:56.976Z", "symbol": "ETHUSD", "side": "Sell", "size": 333, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "f15e8743-e0a5-d7fd-1330-46337f65e7f6", "grossValue": 13028625, "homeNotional": 3.9107457428068115, "foreignNotional": 1530.079271873165}]} 2020-08-11 14:16:56 DEBUG: message ignored 2020-08-11 14:16:57 DEBUG: check clearing time needed clearing_process_timer=897.265067 2020-08-11 14:16:57 DEBUG: check init order needed init_order_process_timer=997.265363 2020-08-11 14:16:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:57.311Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "b654fdf2-8472-9119-84f8-8b95b3e06f94", "grossValue": 2073890, "homeNotional": 0.6224310041103934, "foreignNotional": 243.55725190839695}]} 2020-08-11 14:16:57 DEBUG: message ignored 2020-08-11 14:16:58 DEBUG: check clearing time needed clearing_process_timer=898.266595 2020-08-11 14:16:58 DEBUG: check init order needed init_order_process_timer=998.266961 2020-08-11 14:16:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:16:58.528Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "380fe2f5-7c50-f134-ee12-8dd17b14b260", "grossValue": 195625, "homeNotional": 0.058719906048150326, "foreignNotional": 22.974163241338815}, {"timestamp": "2020-08-11T11:16:58.528Z", "symbol": "ETHUSD", "side": "Sell", "size": 320, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a30d373f-90da-1b14-beb0-bc92676b73fa", "grossValue": 12520000, "homeNotional": 3.758073987081621, "foreignNotional": 1470.3464474456841}, {"timestamp": "2020-08-11T11:16:58.528Z", "symbol": "ETHUSD", "side": "Sell", "size": 87, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbeaf0bb-ef99-b7a2-28b5-1317c7b69582", "grossValue": 3403875, "homeNotional": 1.0217263652378157, "foreignNotional": 399.75044039929537}, {"timestamp": "2020-08-11T11:16:58.528Z", "symbol": "ETHUSD", "side": "Sell", "size": 4588, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1b9216c-8333-3233-021e-815cc6faca9d", "grossValue": 179505500, "homeNotional": 53.88138578978273, "foreignNotional": 21081.092190252497}]} 2020-08-11 14:16:58 DEBUG: message ignored 2020-08-11 14:16:59 DEBUG: check clearing time needed clearing_process_timer=899.2682 2020-08-11 14:16:59 DEBUG: check init order needed init_order_process_timer=999.268515 2020-08-11 14:17:00 DEBUG: check clearing time needed clearing_process_timer=900.26971 2020-08-11 14:17:00 DEBUG: check init order needed init_order_process_timer=1000.270009 2020-08-11 14:17:01 DEBUG: check clearing time needed clearing_process_timer=901.271253 2020-08-11 14:17:01 DEBUG: check init order needed init_order_process_timer=1001.271603 2020-08-11 14:17:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 4009, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "59a664cd-9080-e7d1-b0ba-9b7b4f9afb58", "grossValue": 156872170, "homeNotional": 47.020877316443816, "foreignNotional": 18399.269293924466}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 15000, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "f605adf4-424b-26dd-4392-9b9e9b1b53ba", "grossValue": 586950000, "homeNotional": 175.93244194229416, "foreignNotional": 68842.36453201971}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c2a8375-5500-d64b-4464-10bd57ed57b6", "grossValue": 234780000, "homeNotional": 70.37297677691767, "foreignNotional": 27536.94581280788}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 237, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b9105524-0011-b91d-9854-60552b042415", "grossValue": 9273810, "homeNotional": 2.7797325826882475, "foreignNotional": 1087.7093596059112}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac26ed1b-e51e-22d0-2f50-b28d2cf16ab3", "grossValue": 430430, "homeNotional": 0.1290171240910157, "foreignNotional": 50.48440065681445}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 7, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "c57b6886-cdcd-dd05-0e80-7703e6101e5f", "grossValue": 273910, "homeNotional": 0.08210180623973727, "foreignNotional": 32.12643678160919}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c4f42e5-6400-b95d-f68c-3402fb50335c", "grossValue": 39130, "homeNotional": 0.01172882946281961, "foreignNotional": 4.5894909688013135}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 339, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "27172982-6efc-d3a6-bbfc-f765c4616a20", "grossValue": 13265070, "homeNotional": 3.976073187895848, "foreignNotional": 1555.8374384236454}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 425, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa6aff24-faeb-e0ae-6b37-bece40d4930e", "grossValue": 16630250, "homeNotional": 4.984752521698335, "foreignNotional": 1950.5336617405583}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 6688, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "38e3eb1e-cb8b-9ce6-d86f-6c67e52962ad", "grossValue": 261701440, "homeNotional": 78.44241144733756, "foreignNotional": 30694.515599343187}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 9281, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "48d48977-0112-ff78-9e20-0554526a4e8a", "grossValue": 363165530, "homeNotional": 108.8552662444288, "foreignNotional": 42595.06568144499}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 96, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "95ae63c9-c369-9f97-e38e-d111fcd54134", "grossValue": 3756480, "homeNotional": 1.1259676284306825, "foreignNotional": 440.5911330049261}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 47, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "feedb608-250e-2010-eeca-0aa24282321f", "grossValue": 1839110, "homeNotional": 0.5512549847525217, "foreignNotional": 215.70607553366173}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 195, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5cf8ea46-86e8-93c7-1692-4bb3bdea572a", "grossValue": 7630350, "homeNotional": 2.287121745249824, "foreignNotional": 894.9507389162561}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 929, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f31d3b2-2979-6d20-5220-9501e7a66888", "grossValue": 36351770, "homeNotional": 10.896082570959418, "foreignNotional": 4263.637110016421}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 59, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "105b8c73-d702-5e71-33c6-bca0b7e20fed", "grossValue": 2308670, "homeNotional": 0.692000938306357, "foreignNotional": 270.7799671592775}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f19d205-f5b9-dc08-9921-8565e3888c78", "grossValue": 2386930, "homeNotional": 0.7154585972319962, "foreignNotional": 279.95894909688013}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ae2b06a-b84e-3006-9e27-dfc5ffaaf49b", "grossValue": 1760850, "homeNotional": 0.5277973258268824, "foreignNotional": 206.5270935960591}, {"timestamp": "2020-08-11T11:17:01.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 67, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "9134b2a6-4742-fbd6-a02e-fbba3464385a", "grossValue": 2621710, "homeNotional": 0.7858315740089139, "foreignNotional": 307.495894909688}]} 2020-08-11 14:17:01 DEBUG: message ignored 2020-08-11 14:17:02 DEBUG: check clearing time needed clearing_process_timer=902.272796 2020-08-11 14:17:02 DEBUG: check init order needed init_order_process_timer=1002.273198 2020-08-11 14:17:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:02.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 782, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "f587fc4d-4999-7b45-2702-71db4a808ab8", "grossValue": 30599660, "homeNotional": 9.171944639924936, "foreignNotional": 3588.981937602627}, {"timestamp": "2020-08-11T11:17:02.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b75363cc-6c56-b4ec-bea0-1fc91c473d73", "grossValue": 19565000, "homeNotional": 5.864414731409806, "foreignNotional": 2294.745484400657}, {"timestamp": "2020-08-11T11:17:02.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 87, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e60c7905-68ff-a38f-0a44-f19c4645df3f", "grossValue": 3404310, "homeNotional": 1.0204081632653061, "foreignNotional": 399.2857142857143}, {"timestamp": "2020-08-11T11:17:02.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "90dcfffa-0660-9e86-74e2-64a49f96f4f8", "grossValue": 39130, "homeNotional": 0.01172882946281961, "foreignNotional": 4.5894909688013135}, {"timestamp": "2020-08-11T11:17:02.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e2c9cfb8-fe0b-56c9-d36a-865c3b1789c4", "grossValue": 234780000, "homeNotional": 70.37297677691767, "foreignNotional": 27536.94581280788}]} 2020-08-11 14:17:02 DEBUG: message ignored 2020-08-11 14:17:03 DEBUG: check clearing time needed clearing_process_timer=903.274677 2020-08-11 14:17:03 DEBUG: check init order needed init_order_process_timer=1003.275026 2020-08-11 14:17:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 391.35, "tickDirection": "PlusTick", "trdMatchID": "30ce8acb-4aa5-6d9c-c11b-86ebb69f3352", "grossValue": 234810000, "homeNotional": 70.37297677691767, "foreignNotional": 27540.464461646727}, {"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "7fb4c7eb-8d4d-fdd2-a3fb-c55e3c4ad225", "grossValue": 19567500, "homeNotional": 5.864414731409806, "foreignNotional": 2295.038705137227}, {"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 223, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "dddf98d8-7377-ad6b-6c03-23f48fba180f", "grossValue": 8727105, "homeNotional": 2.615528970208773, "foreignNotional": 1023.5872624912034}, {"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "a067903a-3d55-940d-866d-bdf249f52de7", "grossValue": 19567500, "homeNotional": 5.864414731409806, "foreignNotional": 2295.038705137227}, {"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4ba62aa-9e02-9a84-b538-47634837ecf2", "grossValue": 39135000, "homeNotional": 11.728829462819611, "foreignNotional": 4590.077410274454}, {"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "1306cc9a-1f27-b4c6-5bb5-26172e99ad4e", "grossValue": 39135000, "homeNotional": 11.728829462819611, "foreignNotional": 4590.077410274454}, {"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "2fa404a2-c252-05e0-b815-710d3b30b891", "grossValue": 58702500, "homeNotional": 17.593244194229417, "foreignNotional": 6885.116115411682}, {"timestamp": "2020-08-11T11:17:03.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 292, "price": 391.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "673a0d4c-6f77-88d3-babc-ae6dedf6b153", "grossValue": 11427420, "homeNotional": 3.4248182031433263, "foreignNotional": 1340.3026038001408}]} 2020-08-11 14:17:03 DEBUG: message ignored 2020-08-11 14:17:04 DEBUG: check clearing time needed clearing_process_timer=904.276285 2020-08-11 14:17:04 DEBUG: check init order needed init_order_process_timer=1004.27661 2020-08-11 14:17:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:05.056Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 391.4, "tickDirection": "PlusTick", "trdMatchID": "ad26ea4c-a981-273a-6fc5-62f54c30ffe5", "grossValue": 352260, "homeNotional": 0.1055594651653765, "foreignNotional": 41.31597466572836}]} 2020-08-11 14:17:05 DEBUG: message ignored 2020-08-11 14:17:05 DEBUG: check clearing time needed clearing_process_timer=905.277791 2020-08-11 14:17:05 DEBUG: check init order needed init_order_process_timer=1005.278043 2020-08-11 14:17:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:05.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "828ad0e0-ba19-2b76-2b0c-742681963d48", "grossValue": 4853360, "homeNotional": 1.4543748533896317, "foreignNotional": 569.2423176167018}]} 2020-08-11 14:17:05 DEBUG: message ignored 2020-08-11 14:17:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:05.652Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "3859cb27-a261-e1aa-21e7-bbbc205b17f9", "grossValue": 352260, "homeNotional": 0.1055594651653765, "foreignNotional": 41.31597466572836}]} 2020-08-11 14:17:05 DEBUG: message ignored 2020-08-11 14:17:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:06.124Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "5417d865-0d69-8daa-7868-487d5a92bd42", "grossValue": 587100, "homeNotional": 0.17593244194229415, "foreignNotional": 68.85995777621393}]} 2020-08-11 14:17:06 DEBUG: message ignored 2020-08-11 14:17:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:06.196Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "7770f441-0ac3-0193-03ce-9d00816852e3", "grossValue": 547960, "homeNotional": 0.16420361247947454, "foreignNotional": 64.26929392446634}]} 2020-08-11 14:17:06 DEBUG: message ignored 2020-08-11 14:17:06 DEBUG: check clearing time needed clearing_process_timer=906.279197 2020-08-11 14:17:06 DEBUG: check init order needed init_order_process_timer=1006.279507 2020-08-11 14:17:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:06.325Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "474fa252-0140-ba0b-165c-e79d74dc5cba", "grossValue": 1683020, "homeNotional": 0.5043396669012432, "foreignNotional": 197.3985456251466}]} 2020-08-11 14:17:06 DEBUG: message ignored 2020-08-11 14:17:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:06.409Z", "symbol": "ETHUSD", "side": "Buy", "size": 149, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f127c2ab-5b95-3797-6899-725685890fea", "grossValue": 5831860, "homeNotional": 1.7475955899601219, "foreignNotional": 684.0089139103917}]} 2020-08-11 14:17:06 DEBUG: message ignored 2020-08-11 14:17:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:06.474Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "3d101919-9bff-8ac4-e546-c24ac40b7038", "grossValue": 352260, "homeNotional": 0.1055594651653765, "foreignNotional": 41.31597466572836}]} 2020-08-11 14:17:06 DEBUG: message ignored 2020-08-11 14:17:07 DEBUG: check clearing time needed clearing_process_timer=907.280744 2020-08-11 14:17:07 DEBUG: check init order needed init_order_process_timer=1007.281087 2020-08-11 14:17:08 DEBUG: check clearing time needed clearing_process_timer=908.282299 2020-08-11 14:17:08 DEBUG: check init order needed init_order_process_timer=1008.282559 2020-08-11 14:17:09 DEBUG: check clearing time needed clearing_process_timer=909.283752 2020-08-11 14:17:09 DEBUG: check init order needed init_order_process_timer=1009.284057 2020-08-11 14:17:10 DEBUG: check clearing time needed clearing_process_timer=910.285262 2020-08-11 14:17:10 DEBUG: check init order needed init_order_process_timer=1010.285553 2020-08-11 14:17:11 DEBUG: check clearing time needed clearing_process_timer=911.286758 2020-08-11 14:17:11 DEBUG: check init order needed init_order_process_timer=1011.287027 2020-08-11 14:17:12 DEBUG: check clearing time needed clearing_process_timer=912.288267 2020-08-11 14:17:12 DEBUG: check init order needed init_order_process_timer=1012.288534 2020-08-11 14:17:13 DEBUG: check clearing time needed clearing_process_timer=913.289716 2020-08-11 14:17:13 DEBUG: check init order needed init_order_process_timer=1013.29001 2020-08-11 14:17:14 DEBUG: check clearing time needed clearing_process_timer=914.291207 2020-08-11 14:17:14 DEBUG: check init order needed init_order_process_timer=1014.291528 2020-08-11 14:17:15 DEBUG: check clearing time needed clearing_process_timer=915.292791 2020-08-11 14:17:15 DEBUG: check init order needed init_order_process_timer=1015.293194 2020-08-11 14:17:16 DEBUG: check clearing time needed clearing_process_timer=916.294465 2020-08-11 14:17:16 DEBUG: check init order needed init_order_process_timer=1016.294731 2020-08-11 14:17:17 DEBUG: check clearing time needed clearing_process_timer=917.295912 2020-08-11 14:17:17 DEBUG: check init order needed init_order_process_timer=1017.296181 2020-08-11 14:17:18 DEBUG: check clearing time needed clearing_process_timer=918.297365 2020-08-11 14:17:18 DEBUG: check init order needed init_order_process_timer=1018.297641 2020-08-11 14:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:18.482Z", "symbol": "ETHUSD", "side": "Buy", "size": 67, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "cdead0c1-a98e-70c5-4d0b-44683fbd4473", "grossValue": 2622380, "homeNotional": 0.7858315740089139, "foreignNotional": 307.57447806708893}]} 2020-08-11 14:17:18 DEBUG: message ignored 2020-08-11 14:17:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:18.515Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e78b2ba-b55f-5f20-8987-482019ebcbcf", "grossValue": 547960, "homeNotional": 0.16420361247947454, "foreignNotional": 64.26929392446634}]} 2020-08-11 14:17:18 DEBUG: message ignored 2020-08-11 14:17:19 DEBUG: check clearing time needed clearing_process_timer=919.298851 2020-08-11 14:17:19 DEBUG: check init order needed init_order_process_timer=1019.299118 2020-08-11 14:17:20 DEBUG: check clearing time needed clearing_process_timer=920.300311 2020-08-11 14:17:20 DEBUG: check init order needed init_order_process_timer=1020.300578 2020-08-11 14:17:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:20.775Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a78f2ae-4e81-e31e-7bdd-cbbdf3fbaf19", "grossValue": 430540, "homeNotional": 0.1290171240910157, "foreignNotional": 50.497302369223554}]} 2020-08-11 14:17:20 DEBUG: message ignored 2020-08-11 14:17:21 DEBUG: check clearing time needed clearing_process_timer=921.301773 2020-08-11 14:17:21 DEBUG: check init order needed init_order_process_timer=1021.302123 2020-08-11 14:17:22 DEBUG: check clearing time needed clearing_process_timer=922.303377 2020-08-11 14:17:22 DEBUG: check init order needed init_order_process_timer=1022.303629 2020-08-11 14:17:23 DEBUG: check clearing time needed clearing_process_timer=923.30481 2020-08-11 14:17:23 DEBUG: check init order needed init_order_process_timer=1023.305123 2020-08-11 14:17:24 DEBUG: check clearing time needed clearing_process_timer=924.306394 2020-08-11 14:17:24 DEBUG: check init order needed init_order_process_timer=1024.306639 2020-08-11 14:17:25 DEBUG: check clearing time needed clearing_process_timer=925.307874 2020-08-11 14:17:25 DEBUG: check init order needed init_order_process_timer=1025.30821 2020-08-11 14:17:26 DEBUG: check clearing time needed clearing_process_timer=926.30945 2020-08-11 14:17:26 DEBUG: check init order needed init_order_process_timer=1026.309712 2020-08-11 14:17:27 DEBUG: check clearing time needed clearing_process_timer=927.310883 2020-08-11 14:17:27 DEBUG: check init order needed init_order_process_timer=1027.311117 2020-08-11 14:17:28 DEBUG: check clearing time needed clearing_process_timer=928.312441 2020-08-11 14:17:28 DEBUG: check init order needed init_order_process_timer=1028.312782 2020-08-11 14:17:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:17:28.605Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "cfd8ffee-8b63-7fa5-fc58-e8d717d2836b", "grossValue": 1565600, "homeNotional": 0.46915317851278443, "foreignNotional": 183.62655406990382}]} 2020-08-11 14:17:28 DEBUG: message ignored 2020-08-11 14:17:29 DEBUG: check clearing time needed clearing_process_timer=929.313994 2020-08-11 14:17:29 DEBUG: check init order needed init_order_process_timer=1029.314297 2020-08-11 14:17:30 DEBUG: check clearing time needed clearing_process_timer=930.315483 2020-08-11 14:17:30 DEBUG: check init order needed init_order_process_timer=1030.31577 2020-08-11 14:17:31 DEBUG: check clearing time needed clearing_process_timer=931.316979 2020-08-11 14:17:31 DEBUG: check init order needed init_order_process_timer=1031.31737 2020-08-11 14:17:32 DEBUG: check clearing time needed clearing_process_timer=932.318627 2020-08-11 14:17:32 DEBUG: check init order needed init_order_process_timer=1032.318911 2020-08-11 14:17:33 DEBUG: check clearing time needed clearing_process_timer=933.320111 2020-08-11 14:17:33 DEBUG: check init order needed init_order_process_timer=1033.320472 2020-08-11 14:17:34 DEBUG: check clearing time needed clearing_process_timer=934.321663 2020-08-11 14:17:34 DEBUG: check init order needed init_order_process_timer=1034.321942 2020-08-11 14:17:35 DEBUG: check clearing time needed clearing_process_timer=935.323105 2020-08-11 14:17:35 DEBUG: check init order needed init_order_process_timer=1035.323362 2020-08-11 14:17:36 DEBUG: check clearing time needed clearing_process_timer=936.324577 2020-08-11 14:17:36 DEBUG: check init order needed init_order_process_timer=1036.324872 2020-08-11 14:17:37 DEBUG: check clearing time needed clearing_process_timer=937.326052 2020-08-11 14:17:37 DEBUG: check init order needed init_order_process_timer=1037.326317 2020-08-11 14:17:38 DEBUG: check clearing time needed clearing_process_timer=938.3275 2020-08-11 14:17:38 DEBUG: check init order needed init_order_process_timer=1038.327754 2020-08-11 14:17:39 DEBUG: check clearing time needed clearing_process_timer=939.328944 2020-08-11 14:17:39 DEBUG: check init order needed init_order_process_timer=1039.329486 2020-08-11 14:17:40 DEBUG: check clearing time needed clearing_process_timer=940.330725 2020-08-11 14:17:40 DEBUG: check init order needed init_order_process_timer=1040.331047 2020-08-11 14:17:41 DEBUG: check clearing time needed clearing_process_timer=941.332312 2020-08-11 14:17:41 DEBUG: check init order needed init_order_process_timer=1041.332573 2020-08-11 14:17:42 DEBUG: check clearing time needed clearing_process_timer=942.33307 2020-08-11 14:17:42 DEBUG: check init order needed init_order_process_timer=1042.333364 2020-08-11 14:17:43 DEBUG: check clearing time needed clearing_process_timer=943.334529 2020-08-11 14:17:43 DEBUG: check init order needed init_order_process_timer=1043.334853 2020-08-11 14:17:44 DEBUG: check clearing time needed clearing_process_timer=944.33606 2020-08-11 14:17:44 DEBUG: check init order needed init_order_process_timer=1044.336315 2020-08-11 14:17:45 DEBUG: check clearing time needed clearing_process_timer=945.337108 2020-08-11 14:17:45 DEBUG: check init order needed init_order_process_timer=1045.337446 2020-08-11 14:17:46 DEBUG: check clearing time needed clearing_process_timer=946.338619 2020-08-11 14:17:46 DEBUG: check init order needed init_order_process_timer=1046.338946 2020-08-11 14:17:47 DEBUG: check clearing time needed clearing_process_timer=947.340128 2020-08-11 14:17:47 DEBUG: check init order needed init_order_process_timer=1047.34038 2020-08-11 14:17:48 DEBUG: check clearing time needed clearing_process_timer=948.341072 2020-08-11 14:17:48 DEBUG: check init order needed init_order_process_timer=1048.341365 2020-08-11 14:17:49 DEBUG: check clearing time needed clearing_process_timer=949.342526 2020-08-11 14:17:49 DEBUG: check init order needed init_order_process_timer=1049.342781 2020-08-11 14:17:50 DEBUG: check clearing time needed clearing_process_timer=950.343953 2020-08-11 14:17:50 DEBUG: check init order needed init_order_process_timer=1050.34421 2020-08-11 14:17:51 DEBUG: check clearing time needed clearing_process_timer=951.345493 2020-08-11 14:17:51 DEBUG: check init order needed init_order_process_timer=1051.34576 2020-08-11 14:17:52 DEBUG: check clearing time needed clearing_process_timer=952.346953 2020-08-11 14:17:52 DEBUG: check init order needed init_order_process_timer=1052.347214 2020-08-11 14:17:53 DEBUG: check clearing time needed clearing_process_timer=953.348401 2020-08-11 14:17:53 DEBUG: check init order needed init_order_process_timer=1053.348659 2020-08-11 14:17:54 DEBUG: check clearing time needed clearing_process_timer=954.349843 2020-08-11 14:17:54 DEBUG: check init order needed init_order_process_timer=1054.35011 2020-08-11 14:17:55 DEBUG: check clearing time needed clearing_process_timer=955.351328 2020-08-11 14:17:55 DEBUG: check init order needed init_order_process_timer=1055.351665 2020-08-11 14:17:56 DEBUG: check clearing time needed clearing_process_timer=956.352912 2020-08-11 14:17:56 DEBUG: check init order needed init_order_process_timer=1056.353327 2020-08-11 14:17:57 DEBUG: check clearing time needed clearing_process_timer=957.354565 2020-08-11 14:17:57 DEBUG: check init order needed init_order_process_timer=1057.354901 2020-08-11 14:17:58 DEBUG: check clearing time needed clearing_process_timer=958.356147 2020-08-11 14:17:58 DEBUG: check init order needed init_order_process_timer=1058.356423 2020-08-11 14:17:59 DEBUG: check clearing time needed clearing_process_timer=959.357072 2020-08-11 14:17:59 DEBUG: check init order needed init_order_process_timer=1059.357345 2020-08-11 14:18:00 DEBUG: check clearing time needed clearing_process_timer=960.358544 2020-08-11 14:18:00 DEBUG: check init order needed init_order_process_timer=1060.35883 2020-08-11 14:18:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:00.658Z", "symbol": "ETHUSD", "side": "Sell", "size": 502, "price": 391.35, "tickDirection": "MinusTick", "trdMatchID": "786f80e8-6bbd-56ad-0d92-6dfb16667cd1", "grossValue": 19645770, "homeNotional": 5.88718189281107, "foreignNotional": 2303.9486337516123}]} 2020-08-11 14:18:00 DEBUG: message ignored 2020-08-11 14:18:01 DEBUG: check clearing time needed clearing_process_timer=961.361223 2020-08-11 14:18:01 DEBUG: check init order needed init_order_process_timer=1061.36164 2020-08-11 14:18:02 DEBUG: check clearing time needed clearing_process_timer=962.36285 2020-08-11 14:18:02 DEBUG: check init order needed init_order_process_timer=1062.363123 2020-08-11 14:18:03 DEBUG: check clearing time needed clearing_process_timer=963.36429 2020-08-11 14:18:03 DEBUG: check init order needed init_order_process_timer=1063.364587 2020-08-11 14:18:04 DEBUG: check clearing time needed clearing_process_timer=964.365759 2020-08-11 14:18:04 DEBUG: check init order needed init_order_process_timer=1064.36604 2020-08-11 14:18:05 DEBUG: check clearing time needed clearing_process_timer=965.366554 2020-08-11 14:18:05 DEBUG: check init order needed init_order_process_timer=1065.366839 2020-08-11 14:18:06 DEBUG: check clearing time needed clearing_process_timer=966.368017 2020-08-11 14:18:06 DEBUG: check init order needed init_order_process_timer=1066.368279 2020-08-11 14:18:07 DEBUG: check clearing time needed clearing_process_timer=967.369475 2020-08-11 14:18:07 DEBUG: check init order needed init_order_process_timer=1067.369766 2020-08-11 14:18:08 DEBUG: check clearing time needed clearing_process_timer=968.37094 2020-08-11 14:18:08 DEBUG: check init order needed init_order_process_timer=1068.371226 2020-08-11 14:18:09 DEBUG: check clearing time needed clearing_process_timer=969.372426 2020-08-11 14:18:09 DEBUG: check init order needed init_order_process_timer=1069.37269 2020-08-11 14:18:10 DEBUG: check clearing time needed clearing_process_timer=970.373877 2020-08-11 14:18:10 DEBUG: check init order needed init_order_process_timer=1070.37413 2020-08-11 14:18:11 DEBUG: check clearing time needed clearing_process_timer=971.375316 2020-08-11 14:18:11 DEBUG: check init order needed init_order_process_timer=1071.375614 2020-08-11 14:18:12 DEBUG: check clearing time needed clearing_process_timer=972.376854 2020-08-11 14:18:12 DEBUG: check init order needed init_order_process_timer=1072.377182 2020-08-11 14:18:13 DEBUG: check clearing time needed clearing_process_timer=973.37841 2020-08-11 14:18:13 DEBUG: check init order needed init_order_process_timer=1073.378674 2020-08-11 14:18:14 DEBUG: check clearing time needed clearing_process_timer=974.37987 2020-08-11 14:18:14 DEBUG: check init order needed init_order_process_timer=1074.380131 2020-08-11 14:18:15 DEBUG: check clearing time needed clearing_process_timer=975.381412 2020-08-11 14:18:15 DEBUG: check init order needed init_order_process_timer=1075.381715 2020-08-11 14:18:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:16.077Z", "symbol": "ETHUSD", "side": "Buy", "size": 854, "price": 391.4, "tickDirection": "PlusTick", "trdMatchID": "b25a8636-9915-2a26-b9ae-fc65be35e3a9", "grossValue": 33425560, "homeNotional": 10.015245690160667, "foreignNotional": 3919.9671631288847}]} 2020-08-11 14:18:16 DEBUG: message ignored 2020-08-11 14:18:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:16.080Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "e856512e-6fc8-d018-8e14-71476d7758eb", "grossValue": 1565600, "homeNotional": 0.46909815878972677, "foreignNotional": 183.60501935029905}]} 2020-08-11 14:18:16 DEBUG: message ignored 2020-08-11 14:18:16 DEBUG: check clearing time needed clearing_process_timer=976.382978 2020-08-11 14:18:16 DEBUG: check init order needed init_order_process_timer=1076.383254 2020-08-11 14:18:17 DEBUG: check clearing time needed clearing_process_timer=977.384429 2020-08-11 14:18:17 DEBUG: check init order needed init_order_process_timer=1077.384699 2020-08-11 14:18:18 DEBUG: check clearing time needed clearing_process_timer=978.385911 2020-08-11 14:18:18 DEBUG: check init order needed init_order_process_timer=1078.386223 2020-08-11 14:18:19 DEBUG: check clearing time needed clearing_process_timer=979.387465 2020-08-11 14:18:19 DEBUG: check init order needed init_order_process_timer=1079.387751 2020-08-11 14:18:20 DEBUG: check clearing time needed clearing_process_timer=980.388932 2020-08-11 14:18:20 DEBUG: check init order needed init_order_process_timer=1080.389431 2020-08-11 14:18:21 DEBUG: check clearing time needed clearing_process_timer=981.39065 2020-08-11 14:18:21 DEBUG: check init order needed init_order_process_timer=1081.391002 2020-08-11 14:18:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7d3a3b3-50e2-bc73-21d3-719d783ea264", "grossValue": 4187980, "homeNotional": 1.2548375747625191, "foreignNotional": 491.14342676204996}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d8f42bf-3816-d6ca-e968-a9fdea84bc8c", "grossValue": 1917860, "homeNotional": 0.5746452445174153, "foreignNotional": 224.91614870411632}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 2320, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0a13308-815f-4f5c-ca4a-07515bb5f15f", "grossValue": 90804800, "homeNotional": 27.20769320980415, "foreignNotional": 10649.091122317344}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 291, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "faa28e17-ef7b-5dbf-7341-6edafa0710e3", "grossValue": 11389740, "homeNotional": 3.412689105195262, "foreignNotional": 1335.7265157734255}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 232, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "1aecc79c-50e6-b5bd-d819-adf7c262f850", "grossValue": 9080480, "homeNotional": 2.7207693209804154, "foreignNotional": 1064.9091122317345}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b9ef6f41-ef9a-3474-8706-3d0ebe1e9268", "grossValue": 19570000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.062741878738}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2b91ea0b-e127-f7bd-2f24-07e1a43307a7", "grossValue": 39140000, "homeNotional": 11.727453969743168, "foreignNotional": 4590.125483757476}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "3005cff0-2fcd-1f93-1cfa-8e4f1a093cd4", "grossValue": 19570000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.062741878738}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2387cf9-2030-948b-9bd9-700ca76fad68", "grossValue": 39140000, "homeNotional": 11.727453969743168, "foreignNotional": 4590.125483757476}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 3930, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f4c9f945-eaf2-2dfe-971c-edb7e87b964f", "grossValue": 153820200, "homeNotional": 46.08889410109065, "foreignNotional": 18039.19315116688}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 270, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a30476c-28da-0486-c729-b8741bb411ab", "grossValue": 10567800, "homeNotional": 3.1664125718306555, "foreignNotional": 1239.3338806145186}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 10000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9b5d0fb-47c0-cfa8-26b2-f33aaf44e53c", "grossValue": 391400000, "homeNotional": 117.27453969743169, "foreignNotional": 45901.254837574765}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 1417, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e812eeb-3dc8-3778-a964-39c3cfe13166", "grossValue": 55461380, "homeNotional": 16.61780227512607, "foreignNotional": 6504.207810484344}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 442, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "554639e8-9576-0689-e1df-7516e19c4953", "grossValue": 17299880, "homeNotional": 5.183534654626481, "foreignNotional": 2028.8354638208045}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "cdc99c45-2649-f77b-4d77-93ef276a3839", "grossValue": 19570000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.062741878738}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f4f61d7f-6701-2c93-04de-c064a279c5a5", "grossValue": 234840, "homeNotional": 0.07036472381845901, "foreignNotional": 27.540752902544856}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 2800, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a8ba206-88dd-f535-d790-3bf5084aa2e3", "grossValue": 109592000, "homeNotional": 32.83687111528087, "foreignNotional": 12852.351354520933}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "487ac707-d5fa-08a1-25c2-ab90740ef9e0", "grossValue": 58710000, "homeNotional": 17.591180954614753, "foreignNotional": 6885.188225636214}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "9371bca7-e8b3-040b-b1c7-4323b9feb22c", "grossValue": 1683020, "homeNotional": 0.5042805206989562, "foreignNotional": 197.37539580157147}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 90, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a866e688-764a-8c9f-12a5-a57d1396adb2", "grossValue": 3522600, "homeNotional": 1.0554708572768852, "foreignNotional": 413.11129353817284}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 431, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "4645d5df-18f3-2703-869a-43b9a43042ae", "grossValue": 16869340, "homeNotional": 5.054532660959306, "foreignNotional": 1978.3440834994722}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b1359301-ac3a-98b7-7f6c-3bcecdb1c32d", "grossValue": 1095920, "homeNotional": 0.32836871115280875, "foreignNotional": 128.52351354520934}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 135, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcbb51e9-950d-095c-2930-4e538b46e93e", "grossValue": 5283900, "homeNotional": 1.5832062859153277, "foreignNotional": 619.6669403072593}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 502, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa1a8f0c-80e4-24ba-526f-d99f62740109", "grossValue": 19648280, "homeNotional": 5.88718189281107, "foreignNotional": 2304.242992846253}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "3349959b-e7f1-31a5-4ad6-dca890756b5f", "grossValue": 39140, "homeNotional": 0.011727453969743168, "foreignNotional": 4.590125483757476}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "db5724b2-ba76-9786-410e-6c88ec5a3800", "grossValue": 39140, "homeNotional": 0.011727453969743168, "foreignNotional": 4.590125483757476}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "aaf5ede3-185a-54cc-f9fa-068f8e9cb97c", "grossValue": 19570000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.062741878738}, {"timestamp": "2020-08-11T11:18:21.448Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "4e058f88-6027-02b9-758f-da4e60ddc75f", "grossValue": 39140000, "homeNotional": 11.727453969743168, "foreignNotional": 4590.125483757476}]} 2020-08-11 14:18:21 DEBUG: message ignored 2020-08-11 14:18:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 3754, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "50e28d38-3fbc-b7c0-d84b-f51a34f7334b", "grossValue": 146931560, "homeNotional": 44.024862202415854, "foreignNotional": 17231.331066025567}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "148d2097-25d2-8b26-4ff0-435467ec3955", "grossValue": 39140, "homeNotional": 0.011727453969743168, "foreignNotional": 4.590125483757476}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "304ce933-ee2f-a48a-4d23-8c3a3a23a111", "grossValue": 39140, "homeNotional": 0.011727453969743168, "foreignNotional": 4.590125483757476}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2e710ec-4ce7-81dc-6b4f-1286f752c599", "grossValue": 19570000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.062741878738}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "008d6e2d-c926-dcd8-8a3b-dccbc76190d7", "grossValue": 39140000, "homeNotional": 11.727453969743168, "foreignNotional": 4590.125483757476}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a080fdd-fb81-c094-c842-737f33b2144a", "grossValue": 19570000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.062741878738}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "47b419ea-21f1-0a3e-d391-28962a866739", "grossValue": 39140000, "homeNotional": 11.727453969743168, "foreignNotional": 4590.125483757476}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d91f3cf-e9d0-0c1b-af26-3a4d112a0c5c", "grossValue": 58710000, "homeNotional": 17.591180954614753, "foreignNotional": 6885.188225636214}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0d57cac-8d86-c8b2-d2d4-543594124e84", "grossValue": 19570000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.062741878738}, {"timestamp": "2020-08-11T11:18:21.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4801342-5a75-6d14-796b-fbd50bcc78ff", "grossValue": 39140000, "homeNotional": 11.727453969743168, "foreignNotional": 4590.125483757476}]} 2020-08-11 14:18:21 DEBUG: message ignored 2020-08-11 14:18:22 DEBUG: check clearing time needed clearing_process_timer=982.392252 2020-08-11 14:18:22 DEBUG: check init order needed init_order_process_timer=1082.392524 2020-08-11 14:18:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.45, "tickDirection": "PlusTick", "trdMatchID": "07b4c91f-e258-6e35-12c4-0cdc094a0f1f", "grossValue": 1174350, "homeNotional": 0.35182361909229504, "foreignNotional": 137.7213556936789}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 21705, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "aace48a9-7525-0d00-53eb-d3b4394692da", "grossValue": 849642225, "homeNotional": 254.54438841327547, "foreignNotional": 99641.40084437668}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "72c8e22b-e9e2-fe9a-ddd5-ef8a628175c3", "grossValue": 1761525, "homeNotional": 0.5277354286384426, "foreignNotional": 206.58203354051835}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d755c49-993e-fe44-0c86-9055f13cfb3e", "grossValue": 305331000, "homeNotional": 91.47414096399672, "foreignNotional": 35807.55248035651}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "21163735-0d01-16e7-24e8-0a46896375dc", "grossValue": 305331000, "homeNotional": 91.47414096399672, "foreignNotional": 35807.55248035651}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "92d07f63-f634-73bb-290a-4bca5c718092", "grossValue": 78290000, "homeNotional": 23.454907939486336, "foreignNotional": 9181.423712911926}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 1928, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a979d88-4236-09ab-3f2a-c183977ca4fa", "grossValue": 75471560, "homeNotional": 22.610531253664828, "foreignNotional": 8850.892459247098}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca449657-58dd-e9d9-644e-f9a10b140dfa", "grossValue": 19572500, "homeNotional": 5.863726984871584, "foreignNotional": 2295.3559282279816}, {"timestamp": "2020-08-11T11:18:22.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f85ab33a-0143-7950-4c4f-be3227a253dd", "grossValue": 39145000, "homeNotional": 11.727453969743168, "foreignNotional": 4590.711856455963}]} 2020-08-11 14:18:22 DEBUG: message ignored 2020-08-11 14:18:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:23.352Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.5, "tickDirection": "PlusTick", "trdMatchID": "1972566b-10a1-20d8-56d4-ace11c0b76c9", "grossValue": 783000, "homeNotional": 0.23454907939486339, "foreignNotional": 91.82596458308902}, {"timestamp": "2020-08-11T11:18:23.352Z", "symbol": "ETHUSD", "side": "Buy", "size": 502, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "125bb380-ad64-10eb-13dd-29b296636aa7", "grossValue": 19653300, "homeNotional": 5.88718189281107, "foreignNotional": 2304.831711035534}, {"timestamp": "2020-08-11T11:18:23.352Z", "symbol": "ETHUSD", "side": "Buy", "size": 276, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "985ffaae-da8a-fac2-611a-3efb73ea6a5a", "grossValue": 10805400, "homeNotional": 3.2367772956491145, "foreignNotional": 1267.1983112466285}, {"timestamp": "2020-08-11T11:18:23.352Z", "symbol": "ETHUSD", "side": "Buy", "size": 186, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ebd3443-c4f2-5503-35a9-c6533da117be", "grossValue": 7281900, "homeNotional": 2.1813064383722294, "foreignNotional": 853.9814706227278}, {"timestamp": "2020-08-11T11:18:23.352Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "893fb016-197d-6bb9-43ff-af494b395f11", "grossValue": 19575000, "homeNotional": 5.863726984871584, "foreignNotional": 2295.649114577225}]} 2020-08-11 14:18:23 DEBUG: message ignored 2020-08-11 14:18:23 DEBUG: check clearing time needed clearing_process_timer=983.39377 2020-08-11 14:18:23 DEBUG: check init order needed init_order_process_timer=1083.394045 2020-08-11 14:18:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 434, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "79e37ff9-ce2c-0335-da92-f9fa6e8c081e", "grossValue": 16993270, "homeNotional": 5.0897150228685355, "foreignNotional": 1992.877917204175}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "b51edb5e-223d-c428-0f6f-e62d7adf554a", "grossValue": 19577500, "homeNotional": 5.863726984871584, "foreignNotional": 2295.9423009264688}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "a050c166-612f-17df-756a-65aa934f4531", "grossValue": 1761975, "homeNotional": 0.5277354286384426, "foreignNotional": 206.63480708338219}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d2d6c65-eb81-1775-d8e7-a52f2ea7ba9c", "grossValue": 19577500, "homeNotional": 5.863726984871584, "foreignNotional": 2295.9423009264688}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d122a03-fb5f-a344-65a5-a4d8ec67fb41", "grossValue": 117465, "homeNotional": 0.035182361909229506, "foreignNotional": 13.775653805558813}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d2f28ba-9b28-a0ff-651f-a241b778a59b", "grossValue": 305409000, "homeNotional": 91.47414096399672, "foreignNotional": 35816.69989445291}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "cfcbb3cb-d76b-3794-2ab5-772dbe366be9", "grossValue": 3915500, "homeNotional": 1.172745396974317, "foreignNotional": 459.18846018529376}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "22418806-a9b5-74b1-b30c-430cd51b951b", "grossValue": 305409000, "homeNotional": 91.47414096399672, "foreignNotional": 35816.69989445291}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0df40827-b4d9-d791-4783-33d7fbab2f46", "grossValue": 58732500, "homeNotional": 17.591180954614753, "foreignNotional": 6887.826902779407}, {"timestamp": "2020-08-11T11:18:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 230, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e84acb2-9c0a-2330-241d-25d32af65485", "grossValue": 9005650, "homeNotional": 2.697314413040929, "foreignNotional": 1056.1334584261756}]} 2020-08-11 14:18:24 DEBUG: message ignored 2020-08-11 14:18:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ab9cdfb-194a-19c3-b430-4ba39a84d197", "grossValue": 1409580, "homeNotional": 0.4221883429107541, "foreignNotional": 165.30784566670576}, {"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 80, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "8099d630-6b1c-6abd-994d-066c9e1d4f19", "grossValue": 3132400, "homeNotional": 0.9381963175794535, "foreignNotional": 367.35076814823503}, {"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 520, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "b08a570e-227f-f6df-b72c-fc431b26b220", "grossValue": 20360600, "homeNotional": 6.0982760642664475, "foreignNotional": 2387.7799929635275}, {"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 903, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8565caf-f773-2dbf-01df-601c2916380f", "grossValue": 35356965, "homeNotional": 10.589890934678081, "foreignNotional": 4146.471795473203}, {"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 39, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "1060facd-166b-1f24-4295-e8b409ce88c7", "grossValue": 1527045, "homeNotional": 0.4573707048199836, "foreignNotional": 179.08349947226458}, {"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 166, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "ce01d4bc-f71c-8223-af97-d71aa4483706", "grossValue": 6499730, "homeNotional": 1.946757358977366, "foreignNotional": 762.2528439075877}, {"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 81, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9b4b38b-c352-ecff-a060-9906bb081f55", "grossValue": 3171555, "homeNotional": 0.9499237715491967, "foreignNotional": 371.942652750088}, {"timestamp": "2020-08-11T11:18:24.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "faf6705d-858c-f482-658b-c92a285450e6", "grossValue": 39155000, "homeNotional": 11.727453969743168, "foreignNotional": 4591.8846018529375}]} 2020-08-11 14:18:24 DEBUG: message ignored 2020-08-11 14:18:24 DEBUG: check clearing time needed clearing_process_timer=984.395255 2020-08-11 14:18:24 DEBUG: check init order needed init_order_process_timer=1084.395541 2020-08-11 14:18:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:24.583Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.6, "tickDirection": "PlusTick", "trdMatchID": "bfab1b02-3412-1763-6c17-9f95c0de1c06", "grossValue": 3916000, "homeNotional": 1.172745396974317, "foreignNotional": 459.24709745514247}, {"timestamp": "2020-08-11T11:18:24.583Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "6e22e395-8e13-8d2d-d5f9-6253ee55e46c", "grossValue": 1174800, "homeNotional": 0.35182361909229504, "foreignNotional": 137.77412923654273}, {"timestamp": "2020-08-11T11:18:24.583Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "fe328d18-fa7a-429f-21d8-eb7f16b23901", "grossValue": 78320000, "homeNotional": 23.454907939486336, "foreignNotional": 9184.94194910285}]} 2020-08-11 14:18:24 DEBUG: message ignored 2020-08-11 14:18:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:24.871Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.65, "tickDirection": "PlusTick", "trdMatchID": "b0cdf7c3-f1a8-36cb-cee9-b127c6923b4a", "grossValue": 1762425, "homeNotional": 0.5277354286384426, "foreignNotional": 206.68758062624605}]} 2020-08-11 14:18:24 DEBUG: message ignored 2020-08-11 14:18:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:25.133Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.7, "tickDirection": "PlusTick", "trdMatchID": "6ac93722-6d2c-9017-62e7-5dbdd3266f08", "grossValue": 305526000, "homeNotional": 91.47414096399672, "foreignNotional": 35830.421015597516}, {"timestamp": "2020-08-11T11:18:25.133Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d135950-ba4f-4309-7acb-cea90508b78a", "grossValue": 235020, "homeNotional": 0.07036472381845901, "foreignNotional": 27.561862319690395}]} 2020-08-11 14:18:25 DEBUG: message ignored 2020-08-11 14:18:25 DEBUG: check clearing time needed clearing_process_timer=985.396749 2020-08-11 14:18:25 DEBUG: check init order needed init_order_process_timer=1085.397084 2020-08-11 14:18:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:25.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "ffb2aa19-efe3-bb85-d9c5-2d186a68e585", "grossValue": 1175250, "homeNotional": 0.35182361909229504, "foreignNotional": 137.8269027794066}, {"timestamp": "2020-08-11T11:18:25.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "77d390c8-ddbb-978e-245d-12ddd926d11c", "grossValue": 1762875, "homeNotional": 0.5277354286384426, "foreignNotional": 206.74035416910988}, {"timestamp": "2020-08-11T11:18:25.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "65936ede-3bb8-5f2b-ebdc-70b7097e6755", "grossValue": 78350000, "homeNotional": 23.454907939486336, "foreignNotional": 9188.460185293772}, {"timestamp": "2020-08-11T11:18:25.625Z", "symbol": "ETHUSD", "side": "Buy", "size": 2925, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d15b95e-ae07-0e1a-4700-2dc54c82273e", "grossValue": 114586875, "homeNotional": 34.30280286149877, "foreignNotional": 13438.123020992143}]} 2020-08-11 14:18:25 DEBUG: message ignored 2020-08-11 14:18:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 8394, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "8806faeb-543f-a296-0bc4-8f6dd456a0b4", "grossValue": 328834950, "homeNotional": 98.44024862202416, "foreignNotional": 38563.96739767797}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "18506d53-59af-99ed-cf37-d0b2d93a57dd", "grossValue": 58762500, "homeNotional": 17.591180954614753, "foreignNotional": 6891.34513897033}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "24c98d1d-69c3-b1eb-0efe-444c0b6ed80c", "grossValue": 58762500, "homeNotional": 17.591180954614753, "foreignNotional": 6891.34513897033}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 20000, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "37ab9eef-69a9-0c2f-d6d5-17936785f95e", "grossValue": 783500000, "homeNotional": 234.54907939486338, "foreignNotional": 91884.60185293773}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb141a57-14f0-3d8f-fe83-274150f5ccf9", "grossValue": 58762500, "homeNotional": 17.591180954614753, "foreignNotional": 6891.34513897033}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 1800, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "40ad6c59-60e7-35fa-95bd-2ea21c3c02f2", "grossValue": 70515000, "homeNotional": 21.109417145537705, "foreignNotional": 8269.614166764395}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2a44ebe-22fe-8276-e4e3-ac260cd566df", "grossValue": 2859775, "homeNotional": 0.8561041397912513, "foreignNotional": 335.3787967632227}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "571aa616-b43f-1b28-7c27-daaf3f5009d7", "grossValue": 117525000, "homeNotional": 35.182361909229506, "foreignNotional": 13782.69027794066}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 222, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "8858e3a5-8af0-6833-70ff-3cf310b59ba0", "grossValue": 8696850, "homeNotional": 2.6034947812829836, "foreignNotional": 1019.9190805676087}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 303, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "283bc898-3b9e-a184-afa4-384c257cc90d", "grossValue": 11870025, "homeNotional": 3.55341855283218, "foreignNotional": 1392.0517180720067}, {"timestamp": "2020-08-11T11:18:25.769Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb1670e2-89c3-b6e7-1297-61e954577ecb", "grossValue": 58762500, "homeNotional": 17.591180954614753, "foreignNotional": 6891.34513897033}]} 2020-08-11 14:18:25 DEBUG: message ignored 2020-08-11 14:18:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:26.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 86, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "a13ef839-e4af-397d-7360-148d3fc6d763", "grossValue": 3369480, "homeNotional": 1.0085610413979125, "foreignNotional": 395.1542160197021}, {"timestamp": "2020-08-11T11:18:26.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 2117, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d48c432-8312-b64a-c3ae-492105f416e1", "grossValue": 82944060, "homeNotional": 24.82702005394629, "foreignNotional": 9727.226457136156}, {"timestamp": "2020-08-11T11:18:26.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "8fcfccc4-b539-a4f6-92bf-47d879d94030", "grossValue": 39180000, "homeNotional": 11.727453969743168, "foreignNotional": 4594.816465345373}, {"timestamp": "2020-08-11T11:18:26.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 1797, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d404144-cb2b-e1a9-2243-c963a752455d", "grossValue": 70406460, "homeNotional": 21.074234783628473, "foreignNotional": 8256.885188225637}]} 2020-08-11 14:18:26 DEBUG: message ignored 2020-08-11 14:18:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 203, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "eded5cea-135b-433b-49e9-af82d3f5352b", "grossValue": 7953540, "homeNotional": 2.3806731558578633, "foreignNotional": 932.7477424651108}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "02c475d2-2410-5c3a-1619-74264fdf8026", "grossValue": 3918000, "homeNotional": 1.172745396974317, "foreignNotional": 459.48164653453733}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "936931e0-456d-d099-8f20-c794b364634c", "grossValue": 7836000, "homeNotional": 2.345490793948634, "foreignNotional": 918.9632930690747}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "e1728858-f887-dffa-0d6d-678768c7c306", "grossValue": 3918000, "homeNotional": 1.172745396974317, "foreignNotional": 459.48164653453733}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "73de5dc2-b42c-f50b-596d-2125178e48d1", "grossValue": 305604000, "homeNotional": 91.47414096399672, "foreignNotional": 35839.568429693914}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 7800, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "38cf796b-8638-af9a-ca86-671ea66a81bf", "grossValue": 305604000, "homeNotional": 91.47414096399672, "foreignNotional": 35839.568429693914}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "e5dc0f2d-dac2-2e57-cbbc-49bbf4b61e12", "grossValue": 2860140, "homeNotional": 0.8561041397912513, "foreignNotional": 335.4216019702123}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 3600, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a18f4b7-60d6-4cbd-9e44-f0cb41e03810", "grossValue": 141048000, "homeNotional": 42.21883429107541, "foreignNotional": 16541.339275243343}, {"timestamp": "2020-08-11T11:18:26.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 20000, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "28ed039a-174a-61e4-53b2-a992498025b8", "grossValue": 783600000, "homeNotional": 234.54907939486338, "foreignNotional": 91896.32930690747}]} 2020-08-11 14:18:26 DEBUG: message ignored 2020-08-11 14:18:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:26.184Z", "symbol": "ETHUSD", "side": "Sell", "size": 672, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "af26f201-ff2a-7b1c-5034-8cdfcf447c80", "grossValue": 26325600, "homeNotional": 7.880849067667409, "foreignNotional": 3087.3226222587077}, {"timestamp": "2020-08-11T11:18:26.184Z", "symbol": "ETHUSD", "side": "Sell", "size": 1465, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e29f6f0-46bb-607d-26b5-4df44f334eca", "grossValue": 57391375, "homeNotional": 17.180720065673743, "foreignNotional": 6730.547085727689}]} 2020-08-11 14:18:26 DEBUG: message ignored 2020-08-11 14:18:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 222, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "fe77b0e6-1c33-f6aa-b5c1-0701991450bc", "grossValue": 8697960, "homeNotional": 2.6034947812829836, "foreignNotional": 1020.0492553066729}, {"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "047b643d-e88e-3ed8-493a-0fb4105422c4", "grossValue": 78360, "homeNotional": 0.023454907939486336, "foreignNotional": 9.189632930690747}, {"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 303, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "02b584f7-b633-c733-971e-3fb864e70c1f", "grossValue": 11871540, "homeNotional": 3.55341855283218, "foreignNotional": 1392.229388999648}, {"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 1800, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6afdbe3-6d87-56b6-4e50-cea9929159ec", "grossValue": 70524000, "homeNotional": 21.109417145537705, "foreignNotional": 8270.669637621671}, {"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 20000, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "ae7f4a60-5ba2-ada3-81c1-46a8e7ea0ac1", "grossValue": 783600000, "homeNotional": 234.54907939486338, "foreignNotional": 91896.32930690747}, {"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "55c7062c-14c9-5bdb-ff84-2841ea8025b5", "grossValue": 58770000, "homeNotional": 17.591180954614753, "foreignNotional": 6892.22469801806}, {"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a769ee40-98d1-cde7-842c-b587d13afffb", "grossValue": 58770000, "homeNotional": 17.591180954614753, "foreignNotional": 6892.22469801806}, {"timestamp": "2020-08-11T11:18:26.369Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "8a932418-47e7-ebb4-b5d8-0172157677b8", "grossValue": 78360000, "homeNotional": 23.454907939486336, "foreignNotional": 9189.632930690746}]} 2020-08-11 14:18:26 DEBUG: message ignored 2020-08-11 14:18:26 DEBUG: check clearing time needed clearing_process_timer=986.398267 2020-08-11 14:18:26 DEBUG: check init order needed init_order_process_timer=1086.398457 2020-08-11 14:18:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:26.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "34f0ac1a-cc51-5d16-b999-318b47b6b6b3", "grossValue": 78360000, "homeNotional": 23.454907939486336, "foreignNotional": 9189.632930690746}, {"timestamp": "2020-08-11T11:18:26.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 544, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "688a2a64-90e2-9a1a-0353-abc12a0124ae", "grossValue": 21313920, "homeNotional": 6.379734959540284, "foreignNotional": 2499.5801571478833}]} 2020-08-11 14:18:26 DEBUG: message ignored 2020-08-11 14:18:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 242, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "661317d5-b429-ac63-9445-c019b441fac7", "grossValue": 9481560, "homeNotional": 2.8380438606778466, "foreignNotional": 1111.9455846135804}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.85, "tickDirection": "PlusTick", "trdMatchID": "5cd310b4-cb46-5e4b-7ddb-212f81d80d0f", "grossValue": 1567400, "homeNotional": 0.46909815878972677, "foreignNotional": 183.81611352175443}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 398, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "982aeb96-f71a-e01e-e302-02ff58003cc9", "grossValue": 15595630, "homeNotional": 4.667526679957781, "foreignNotional": 1828.9703295414565}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b2c75d9-8859-8172-aa36-9401b7a94c26", "grossValue": 39185, "homeNotional": 0.011727453969743168, "foreignNotional": 4.595402838043861}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "33221076-8dd0-2a82-74c3-d3458705f89c", "grossValue": 195925, "homeNotional": 0.058637269848715846, "foreignNotional": 22.977014190219304}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "dfd91b09-3411-9f44-17d4-5a9ae9959f15", "grossValue": 117555000, "homeNotional": 35.182361909229506, "foreignNotional": 13786.208514131582}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "10c949a5-2c5e-23e7-f9ac-97daad3d511a", "grossValue": 15674000, "homeNotional": 4.690981587897268, "foreignNotional": 1838.1611352175444}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "92c388d6-901a-a08c-b7e2-a4267bea9868", "grossValue": 19592500, "homeNotional": 5.863726984871584, "foreignNotional": 2297.70141902193}, {"timestamp": "2020-08-11T11:18:26.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 414, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "b426247c-a790-c465-d1e8-6b430a0f4b10", "grossValue": 16222590, "homeNotional": 4.855165943473672, "foreignNotional": 1902.4967749501584}]} 2020-08-11 14:18:26 DEBUG: message ignored 2020-08-11 14:18:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:27.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 1586, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "72667111-ce4b-e0fb-8320-b658c20fbb50", "grossValue": 62147410, "homeNotional": 18.599741996012664, "foreignNotional": 7288.308901137563}, {"timestamp": "2020-08-11T11:18:27.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "8e01be7e-b454-7809-adb0-b7a9539b6691", "grossValue": 3918500, "homeNotional": 1.172745396974317, "foreignNotional": 459.5402838043861}, {"timestamp": "2020-08-11T11:18:27.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "766c9262-8953-e7df-9aae-59fd11c3ce77", "grossValue": 3918500, "homeNotional": 1.172745396974317, "foreignNotional": 459.5402838043861}, {"timestamp": "2020-08-11T11:18:27.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "44cb6892-d352-3dd0-c4cb-9b0bff5b0b68", "grossValue": 7837000, "homeNotional": 2.345490793948634, "foreignNotional": 919.0805676087722}, {"timestamp": "2020-08-11T11:18:27.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7b10fe3-7447-d7cb-0b3d-440b1029e151", "grossValue": 2860505, "homeNotional": 0.8561041397912513, "foreignNotional": 335.46440717720185}, {"timestamp": "2020-08-11T11:18:27.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "c445a42b-8770-7454-5927-32fcb8c025c0", "grossValue": 78370000, "homeNotional": 23.454907939486336, "foreignNotional": 9190.80567608772}, {"timestamp": "2020-08-11T11:18:27.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 941, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "4e94702d-4ee1-540f-1be5-16a35138ab4c", "grossValue": 36873085, "homeNotional": 11.035534185528322, "foreignNotional": 4324.274070599273}]} 2020-08-11 14:18:27 DEBUG: message ignored 2020-08-11 14:18:27 DEBUG: check clearing time needed clearing_process_timer=987.399656 2020-08-11 14:18:27 DEBUG: check init order needed init_order_process_timer=1087.399981 2020-08-11 14:18:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:27.819Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "19d05e07-0d03-5249-38bb-ca3656d23642", "grossValue": 195925000, "homeNotional": 58.637269848715846, "foreignNotional": 22977.014190219303}]} 2020-08-11 14:18:27 DEBUG: message ignored 2020-08-11 14:18:28 DEBUG: check clearing time needed clearing_process_timer=988.40122 2020-08-11 14:18:28 DEBUG: check init order needed init_order_process_timer=1088.401554 2020-08-11 14:18:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:29.232Z", "symbol": "ETHUSD", "side": "Buy", "size": 61, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "d934e05f-601c-826a-842c-67050b095463", "grossValue": 2390285, "homeNotional": 0.7153746921543332, "foreignNotional": 280.3195731206755}]} 2020-08-11 14:18:29 DEBUG: message ignored 2020-08-11 14:18:29 DEBUG: check clearing time needed clearing_process_timer=989.40279 2020-08-11 14:18:29 DEBUG: check init order needed init_order_process_timer=1089.403086 2020-08-11 14:18:30 DEBUG: check clearing time needed clearing_process_timer=990.404307 2020-08-11 14:18:30 DEBUG: check init order needed init_order_process_timer=1090.404574 2020-08-11 14:18:31 DEBUG: check clearing time needed clearing_process_timer=991.405209 2020-08-11 14:18:31 DEBUG: check init order needed init_order_process_timer=1091.40551 2020-08-11 14:18:32 DEBUG: check clearing time needed clearing_process_timer=992.406705 2020-08-11 14:18:32 DEBUG: check init order needed init_order_process_timer=1092.406964 2020-08-11 14:18:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:33.048Z", "symbol": "ETHUSD", "side": "Buy", "size": 188, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b683cb1-9a95-1f01-b3f8-b24906d3a45a", "grossValue": 7366780, "homeNotional": 2.2047613463117157, "foreignNotional": 863.9357335522458}, {"timestamp": "2020-08-11T11:18:33.048Z", "symbol": "ETHUSD", "side": "Buy", "size": 312, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "2edad696-55fc-e770-7c54-d5930e940db2", "grossValue": 12225720, "homeNotional": 3.658965638559869, "foreignNotional": 1433.7656854696845}, {"timestamp": "2020-08-11T11:18:33.048Z", "symbol": "ETHUSD", "side": "Buy", "size": 226, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "942fb9aa-ea7e-517a-31b2-871b2b385f7f", "grossValue": 8855810, "homeNotional": 2.6504045971619563, "foreignNotional": 1038.5610413979125}, {"timestamp": "2020-08-11T11:18:33.048Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "61807ebd-bdb3-87e0-52fc-4372fd76230c", "grossValue": 1371475, "homeNotional": 0.4104608889410109, "foreignNotional": 160.83909933153512}, {"timestamp": "2020-08-11T11:18:33.048Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "5da2d0ea-be4b-2856-f8cb-dd5a4da23fc5", "grossValue": 5094050, "homeNotional": 1.5245690160666119, "foreignNotional": 597.4023689457019}, {"timestamp": "2020-08-11T11:18:33.048Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "15fe188a-2351-1c93-b932-626419862e9f", "grossValue": 19592500, "homeNotional": 5.863726984871584, "foreignNotional": 2297.70141902193}]} 2020-08-11 14:18:33 DEBUG: message ignored 2020-08-11 14:18:33 DEBUG: check clearing time needed clearing_process_timer=993.408152 2020-08-11 14:18:33 DEBUG: check init order needed init_order_process_timer=1093.408424 2020-08-11 14:18:34 DEBUG: check clearing time needed clearing_process_timer=994.409609 2020-08-11 14:18:34 DEBUG: check init order needed init_order_process_timer=1094.409862 2020-08-11 14:18:35 DEBUG: check clearing time needed clearing_process_timer=995.411074 2020-08-11 14:18:35 DEBUG: check init order needed init_order_process_timer=1095.411445 2020-08-11 14:18:36 DEBUG: check clearing time needed clearing_process_timer=996.412693 2020-08-11 14:18:36 DEBUG: check init order needed init_order_process_timer=1096.412973 2020-08-11 14:18:37 DEBUG: check clearing time needed clearing_process_timer=997.414221 2020-08-11 14:18:37 DEBUG: check init order needed init_order_process_timer=1097.414541 2020-08-11 14:18:38 DEBUG: check clearing time needed clearing_process_timer=998.415774 2020-08-11 14:18:38 DEBUG: check init order needed init_order_process_timer=1098.416008 2020-08-11 14:18:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:39.276Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "89b5cb01-f23c-55f7-7c69-df427deffc68", "grossValue": 1175700, "homeNotional": 0.35182361909229504, "foreignNotional": 137.87967632227043}, {"timestamp": "2020-08-11T11:18:39.276Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "082215f5-4714-d590-89c9-9dc16176180b", "grossValue": 783800, "homeNotional": 0.23454907939486339, "foreignNotional": 91.91978421484696}]} 2020-08-11 14:18:39 DEBUG: message ignored 2020-08-11 14:18:39 DEBUG: check clearing time needed clearing_process_timer=999.417175 2020-08-11 14:18:39 DEBUG: check init order needed init_order_process_timer=1099.41745 2020-08-11 14:18:40 DEBUG: check clearing time needed clearing_process_timer=1000.418643 2020-08-11 14:18:40 DEBUG: check init order needed init_order_process_timer=1100.418992 2020-08-11 14:18:41 DEBUG: check clearing time needed clearing_process_timer=1001.420252 2020-08-11 14:18:41 DEBUG: check init order needed init_order_process_timer=1101.4205 2020-08-11 14:18:42 DEBUG: check clearing time needed clearing_process_timer=1002.421658 2020-08-11 14:18:42 DEBUG: check init order needed init_order_process_timer=1102.421928 2020-08-11 14:18:43 DEBUG: check clearing time needed clearing_process_timer=1003.423089 2020-08-11 14:18:43 DEBUG: check init order needed init_order_process_timer=1103.423328 2020-08-11 14:18:44 DEBUG: check clearing time needed clearing_process_timer=1004.42452 2020-08-11 14:18:44 DEBUG: check init order needed init_order_process_timer=1104.424898 2020-08-11 14:18:45 DEBUG: check clearing time needed clearing_process_timer=1005.426145 2020-08-11 14:18:45 DEBUG: check init order needed init_order_process_timer=1105.426454 2020-08-11 14:18:46 DEBUG: check clearing time needed clearing_process_timer=1006.427695 2020-08-11 14:18:46 DEBUG: check init order needed init_order_process_timer=1106.42803 2020-08-11 14:18:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:46.864Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "28b2dc64-aad1-6f3a-0e32-6ca0f6b142ad", "grossValue": 2351100, "homeNotional": 0.7036472381845901, "foreignNotional": 275.72417028263163}]} 2020-08-11 14:18:46 DEBUG: message ignored 2020-08-11 14:18:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:47.004Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "e2faffd8-3a55-6995-08c3-79d2e839e9b7", "grossValue": 979625, "homeNotional": 0.2931863492435792, "foreignNotional": 114.88507095109652}]} 2020-08-11 14:18:47 DEBUG: message ignored 2020-08-11 14:18:47 DEBUG: check clearing time needed clearing_process_timer=1007.429278 2020-08-11 14:18:47 DEBUG: check init order needed init_order_process_timer=1107.429595 2020-08-11 14:18:48 DEBUG: check clearing time needed clearing_process_timer=1008.430829 2020-08-11 14:18:48 DEBUG: check init order needed init_order_process_timer=1108.431092 2020-08-11 14:18:49 DEBUG: check clearing time needed clearing_process_timer=1009.432262 2020-08-11 14:18:49 DEBUG: check init order needed init_order_process_timer=1109.43256 2020-08-11 14:18:50 DEBUG: check clearing time needed clearing_process_timer=1010.433771 2020-08-11 14:18:50 DEBUG: check init order needed init_order_process_timer=1110.434136 2020-08-11 14:18:51 DEBUG: check clearing time needed clearing_process_timer=1011.435572 2020-08-11 14:18:51 DEBUG: check init order needed init_order_process_timer=1111.435833 2020-08-11 14:18:52 DEBUG: check clearing time needed clearing_process_timer=1012.437075 2020-08-11 14:18:52 DEBUG: check init order needed init_order_process_timer=1112.437418 2020-08-11 14:18:53 DEBUG: check clearing time needed clearing_process_timer=1013.438838 2020-08-11 14:18:53 DEBUG: check init order needed init_order_process_timer=1113.43914 2020-08-11 14:18:54 DEBUG: check clearing time needed clearing_process_timer=1014.440615 2020-08-11 14:18:54 DEBUG: check init order needed init_order_process_timer=1114.440874 2020-08-11 14:18:55 DEBUG: check clearing time needed clearing_process_timer=1015.442062 2020-08-11 14:18:55 DEBUG: check init order needed init_order_process_timer=1115.442334 2020-08-11 14:18:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:56.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ec5847f-ff91-81f7-e58f-d75ba9bdcd26", "grossValue": 783700, "homeNotional": 0.23454907939486339, "foreignNotional": 91.90805676087722}]} 2020-08-11 14:18:56 DEBUG: message ignored 2020-08-11 14:18:56 DEBUG: check clearing time needed clearing_process_timer=1016.443522 2020-08-11 14:18:56 DEBUG: check init order needed init_order_process_timer=1116.443798 2020-08-11 14:18:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:18:57.216Z", "symbol": "ETHUSD", "side": "Sell", "size": 81, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a6eb2fa-2ce1-de24-2084-798cd8476dc2", "grossValue": 3173985, "homeNotional": 0.9499237715491967, "foreignNotional": 372.22762988155273}, {"timestamp": "2020-08-11T11:18:57.216Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "caa7f25d-dbbe-ef15-85b4-06a4fbfbd5b2", "grossValue": 1528215, "homeNotional": 0.4573707048199836, "foreignNotional": 179.22071068371056}]} 2020-08-11 14:18:57 DEBUG: message ignored 2020-08-11 14:18:57 DEBUG: check clearing time needed clearing_process_timer=1017.445037 2020-08-11 14:18:57 DEBUG: check init order needed init_order_process_timer=1117.445423 2020-08-11 14:18:58 DEBUG: check clearing time needed clearing_process_timer=1018.446672 2020-08-11 14:18:58 DEBUG: check init order needed init_order_process_timer=1118.446966 2020-08-11 14:18:59 DEBUG: check clearing time needed clearing_process_timer=1019.448147 2020-08-11 14:18:59 DEBUG: check init order needed init_order_process_timer=1119.448437 2020-08-11 14:19:00 DEBUG: check clearing time needed clearing_process_timer=1020.449108 2020-08-11 14:19:00 DEBUG: check init order needed init_order_process_timer=1120.449394 2020-08-11 14:19:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:00.803Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "577379e1-fe08-56d7-0e63-7631d8cadf22", "grossValue": 1959500, "homeNotional": 0.5864414731409805, "foreignNotional": 229.82641332395028}]} 2020-08-11 14:19:00 DEBUG: message ignored 2020-08-11 14:19:01 DEBUG: check clearing time needed clearing_process_timer=1021.450608 2020-08-11 14:19:01 DEBUG: check init order needed init_order_process_timer=1121.450936 2020-08-11 14:19:02 DEBUG: check clearing time needed clearing_process_timer=1022.452094 2020-08-11 14:19:02 DEBUG: check init order needed init_order_process_timer=1122.452383 2020-08-11 14:19:03 DEBUG: check clearing time needed clearing_process_timer=1023.453089 2020-08-11 14:19:03 DEBUG: check init order needed init_order_process_timer=1123.45342 2020-08-11 14:19:04 DEBUG: check clearing time needed clearing_process_timer=1024.457357 2020-08-11 14:19:04 DEBUG: check init order needed init_order_process_timer=1124.457665 2020-08-11 14:19:05 DEBUG: check clearing time needed clearing_process_timer=1025.458867 2020-08-11 14:19:05 DEBUG: check init order needed init_order_process_timer=1125.459163 2020-08-11 14:19:06 DEBUG: check clearing time needed clearing_process_timer=1026.460374 2020-08-11 14:19:06 DEBUG: check init order needed init_order_process_timer=1126.460653 2020-08-11 14:19:07 DEBUG: check clearing time needed clearing_process_timer=1027.461075 2020-08-11 14:19:07 DEBUG: check init order needed init_order_process_timer=1127.461389 2020-08-11 14:19:08 DEBUG: check clearing time needed clearing_process_timer=1028.462602 2020-08-11 14:19:08 DEBUG: check init order needed init_order_process_timer=1128.46289 2020-08-11 14:19:09 DEBUG: check clearing time needed clearing_process_timer=1029.464068 2020-08-11 14:19:09 DEBUG: check init order needed init_order_process_timer=1129.464343 2020-08-11 14:19:10 DEBUG: check clearing time needed clearing_process_timer=1030.465082 2020-08-11 14:19:10 DEBUG: check init order needed init_order_process_timer=1130.465381 2020-08-11 14:19:11 DEBUG: check clearing time needed clearing_process_timer=1031.466571 2020-08-11 14:19:11 DEBUG: check init order needed init_order_process_timer=1131.466832 2020-08-11 14:19:12 DEBUG: check clearing time needed clearing_process_timer=1032.468 2020-08-11 14:19:12 DEBUG: check init order needed init_order_process_timer=1132.468371 2020-08-11 14:19:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:13.394Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "3e1c40d6-66e0-3f42-a10b-b314f2e5ca52", "grossValue": 3291540, "homeNotional": 0.9852216748768473, "foreignNotional": 386.0591133004926}]} 2020-08-11 14:19:13 DEBUG: message ignored 2020-08-11 14:19:13 DEBUG: check clearing time needed clearing_process_timer=1033.469086 2020-08-11 14:19:13 DEBUG: check init order needed init_order_process_timer=1133.46936 2020-08-11 14:19:14 DEBUG: check clearing time needed clearing_process_timer=1034.470531 2020-08-11 14:19:14 DEBUG: check init order needed init_order_process_timer=1134.470835 2020-08-11 14:19:15 DEBUG: check clearing time needed clearing_process_timer=1035.471263 2020-08-11 14:19:15 DEBUG: check init order needed init_order_process_timer=1135.471521 2020-08-11 14:19:16 DEBUG: check clearing time needed clearing_process_timer=1036.472698 2020-08-11 14:19:16 DEBUG: check init order needed init_order_process_timer=1136.47294 2020-08-11 14:19:17 DEBUG: check clearing time needed clearing_process_timer=1037.474175 2020-08-11 14:19:17 DEBUG: check init order needed init_order_process_timer=1137.474439 2020-08-11 14:19:18 DEBUG: check clearing time needed clearing_process_timer=1038.475658 2020-08-11 14:19:18 DEBUG: check init order needed init_order_process_timer=1138.47591 2020-08-11 14:19:19 DEBUG: check clearing time needed clearing_process_timer=1039.477102 2020-08-11 14:19:19 DEBUG: check init order needed init_order_process_timer=1139.477423 2020-08-11 14:19:20 DEBUG: check clearing time needed clearing_process_timer=1040.478649 2020-08-11 14:19:20 DEBUG: check init order needed init_order_process_timer=1140.47893 2020-08-11 14:19:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:20.723Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d408e13e-12e1-fd7e-0c44-3d8991c9a7e1", "grossValue": 1175550, "homeNotional": 0.3518648838845883, "foreignNotional": 137.87825475017593}]} 2020-08-11 14:19:20 DEBUG: message ignored 2020-08-11 14:19:21 DEBUG: check clearing time needed clearing_process_timer=1041.480179 2020-08-11 14:19:21 DEBUG: check init order needed init_order_process_timer=1141.480472 2020-08-11 14:19:22 DEBUG: check clearing time needed clearing_process_timer=1042.481704 2020-08-11 14:19:22 DEBUG: check init order needed init_order_process_timer=1142.481968 2020-08-11 14:19:23 DEBUG: check clearing time needed clearing_process_timer=1043.483166 2020-08-11 14:19:23 DEBUG: check init order needed init_order_process_timer=1143.483429 2020-08-11 14:19:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:23.921Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "5c0d75a8-df54-c709-5b83-a651bf059ae2", "grossValue": 627040, "homeNotional": 0.18766127140511377, "foreignNotional": 73.54445226366408}]} 2020-08-11 14:19:23 DEBUG: message ignored 2020-08-11 14:19:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:23.960Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f57daa53-fb89-0b43-08e3-b5de65480e4e", "grossValue": 431090, "homeNotional": 0.1290171240910157, "foreignNotional": 50.56181093126906}]} 2020-08-11 14:19:23 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:23.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "930e8e8a-6cde-4e1b-c00d-2761170966d8", "grossValue": 313520, "homeNotional": 0.09383063570255688, "foreignNotional": 36.77222613183204}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.001Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc01fff1-365f-5c3c-5e85-3f0a867be4c5", "grossValue": 744610, "homeNotional": 0.2228477597935726, "foreignNotional": 87.3340370631011}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.044Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "4df66cea-d50b-ce6a-3634-bb322018f33a", "grossValue": 1175700, "homeNotional": 0.3518648838845883, "foreignNotional": 137.89584799437017}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.047Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f7e5951-de89-5e8e-ffeb-71728d9fa8d0", "grossValue": 509470, "homeNotional": 0.15247478301665493, "foreignNotional": 59.75486746422707}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.075Z", "symbol": "ETHUSD", "side": "Buy", "size": 246, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f3aef9d-df46-df37-ab2f-8eb3e7bac2a4", "grossValue": 9640740, "homeNotional": 2.8852920478536244, "foreignNotional": 1130.7459535538353}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.094Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7434612-78f7-eee0-1438-ec2b3842ae42", "grossValue": 1175700, "homeNotional": 0.3518648838845883, "foreignNotional": 137.89584799437017}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.112Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "de49313d-f4d8-2fcc-8998-cb51665c712f", "grossValue": 509470, "homeNotional": 0.15247478301665493, "foreignNotional": 59.75486746422707}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.156Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd7fb642-4c34-a3f7-e742-7c678d208dbd", "grossValue": 2077070, "homeNotional": 0.6216279615294393, "foreignNotional": 243.6159981233873}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "97f57de7-8915-0377-4474-d0022af3736a", "grossValue": 587850, "homeNotional": 0.17593244194229415, "foreignNotional": 68.94792399718509}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:24.268Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "312d08c2-a9a5-eb29-3907-d7ce5005d4dd", "grossValue": 1097320, "homeNotional": 0.3284072249589491, "foreignNotional": 128.70279146141215}]} 2020-08-11 14:19:24 DEBUG: message ignored 2020-08-11 14:19:24 DEBUG: check clearing time needed clearing_process_timer=1044.484641 2020-08-11 14:19:24 DEBUG: check init order needed init_order_process_timer=1144.484925 2020-08-11 14:19:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:25.178Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "0194f88c-828e-4082-463d-c5bb0471461d", "grossValue": 7838000, "homeNotional": 2.345765892563922, "foreignNotional": 919.3056532958011}]} 2020-08-11 14:19:25 DEBUG: message ignored 2020-08-11 14:19:25 DEBUG: check clearing time needed clearing_process_timer=1045.486326 2020-08-11 14:19:25 DEBUG: check init order needed init_order_process_timer=1145.48665 2020-08-11 14:19:26 DEBUG: check clearing time needed clearing_process_timer=1046.487857 2020-08-11 14:19:26 DEBUG: check init order needed init_order_process_timer=1146.488156 2020-08-11 14:19:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:26.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 248, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "99ba1df8-6d2a-601e-5043-5601a7f469fd", "grossValue": 9719120, "homeNotional": 2.9087497067792634, "foreignNotional": 1139.9390100867934}, {"timestamp": "2020-08-11T11:19:26.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac30d100-f280-ac74-fe84-029bca26a2f5", "grossValue": 78380, "homeNotional": 0.02345765892563922, "foreignNotional": 9.19305653295801}, {"timestamp": "2020-08-11T11:19:26.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "a77fe236-d798-422d-3fb0-08cfaa77cf83", "grossValue": 2037880, "homeNotional": 0.6098991320666197, "foreignNotional": 239.01946985690827}, {"timestamp": "2020-08-11T11:19:26.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "8811b0f4-5ecb-8aa6-3046-a178db46fb67", "grossValue": 313520, "homeNotional": 0.09383063570255688, "foreignNotional": 36.77222613183204}, {"timestamp": "2020-08-11T11:19:26.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b719ff19-a626-3f54-f07e-810c9d556fe0", "grossValue": 235140, "homeNotional": 0.07037297677691766, "foreignNotional": 27.57916959887403}, {"timestamp": "2020-08-11T11:19:26.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "edd19484-937f-4e1f-9849-c8018ab2b14c", "grossValue": 1293270, "homeNotional": 0.38705137227304715, "foreignNotional": 151.68543279380717}, {"timestamp": "2020-08-11T11:19:26.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 651, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "569b9a05-e93f-6d17-7ad9-deeead6344e6", "grossValue": 25512690, "homeNotional": 7.635467980295567, "foreignNotional": 2992.3399014778324}]} 2020-08-11 14:19:26 DEBUG: message ignored 2020-08-11 14:19:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:26.809Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "74280a67-25a2-cb3e-acd4-632b48aa079f", "grossValue": 7838000, "homeNotional": 2.345765892563922, "foreignNotional": 919.3056532958011}]} 2020-08-11 14:19:26 DEBUG: message ignored 2020-08-11 14:19:27 DEBUG: check clearing time needed clearing_process_timer=1047.489076 2020-08-11 14:19:27 DEBUG: check init order needed init_order_process_timer=1147.489398 2020-08-11 14:19:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:27.788Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac3aa027-5c7b-1972-ddc4-9bf2f114eff1", "grossValue": 7838000, "homeNotional": 2.345765892563922, "foreignNotional": 919.3056532958011}]} 2020-08-11 14:19:27 DEBUG: message ignored 2020-08-11 14:19:28 DEBUG: check clearing time needed clearing_process_timer=1048.490618 2020-08-11 14:19:28 DEBUG: check init order needed init_order_process_timer=1148.490937 2020-08-11 14:19:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:28.654Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "27df88c0-9a92-9279-6a29-7d696415d9d8", "grossValue": 7838000, "homeNotional": 2.345765892563922, "foreignNotional": 919.3056532958011}]} 2020-08-11 14:19:28 DEBUG: message ignored 2020-08-11 14:19:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:29.150Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "534e259f-826e-193b-232a-07a74adb3593", "grossValue": 3918500, "homeNotional": 1.172882946281961, "foreignNotional": 459.59418250058644}]} 2020-08-11 14:19:29 DEBUG: message ignored 2020-08-11 14:19:29 DEBUG: check clearing time needed clearing_process_timer=1049.492202 2020-08-11 14:19:29 DEBUG: check init order needed init_order_process_timer=1149.492486 2020-08-11 14:19:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:29.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a1fae49-5277-b899-45be-08b65574fe7f", "grossValue": 313480, "homeNotional": 0.09383063570255688, "foreignNotional": 36.767534600046915}]} 2020-08-11 14:19:29 DEBUG: message ignored 2020-08-11 14:19:30 DEBUG: check clearing time needed clearing_process_timer=1050.49371 2020-08-11 14:19:30 DEBUG: check init order needed init_order_process_timer=1150.493985 2020-08-11 14:19:31 DEBUG: check clearing time needed clearing_process_timer=1051.495201 2020-08-11 14:19:31 DEBUG: check init order needed init_order_process_timer=1151.495502 2020-08-11 14:19:32 DEBUG: check clearing time needed clearing_process_timer=1052.49676 2020-08-11 14:19:32 DEBUG: check init order needed init_order_process_timer=1152.497072 2020-08-11 14:19:33 DEBUG: check clearing time needed clearing_process_timer=1053.498276 2020-08-11 14:19:33 DEBUG: check init order needed init_order_process_timer=1153.498563 2020-08-11 14:19:34 DEBUG: check clearing time needed clearing_process_timer=1054.499761 2020-08-11 14:19:34 DEBUG: check init order needed init_order_process_timer=1154.500022 2020-08-11 14:19:35 DEBUG: check clearing time needed clearing_process_timer=1055.501221 2020-08-11 14:19:35 DEBUG: check init order needed init_order_process_timer=1155.501509 2020-08-11 14:19:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:19:36.136Z", "symbol": "ETHUSD", "side": "Buy", "size": 21, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "046f044e-dc0e-dd82-3eeb-a728747b51e6", "grossValue": 822990, "homeNotional": 0.24644994718929703, "foreignNotional": 96.5837343034855}]} 2020-08-11 14:19:36 DEBUG: message ignored 2020-08-11 14:19:36 DEBUG: check clearing time needed clearing_process_timer=1056.502704 2020-08-11 14:19:36 DEBUG: check init order needed init_order_process_timer=1156.503054 2020-08-11 14:19:37 DEBUG: check clearing time needed clearing_process_timer=1057.504273 2020-08-11 14:19:37 DEBUG: check init order needed init_order_process_timer=1157.504583 2020-08-11 14:19:38 DEBUG: check clearing time needed clearing_process_timer=1058.505804 2020-08-11 14:19:38 DEBUG: check init order needed init_order_process_timer=1158.506099 2020-08-11 14:19:39 DEBUG: check clearing time needed clearing_process_timer=1059.507313 2020-08-11 14:19:39 DEBUG: check init order needed init_order_process_timer=1159.507591 2020-08-11 14:19:40 DEBUG: check clearing time needed clearing_process_timer=1060.508829 2020-08-11 14:19:40 DEBUG: check init order needed init_order_process_timer=1160.509173 2020-08-11 14:19:41 DEBUG: check clearing time needed clearing_process_timer=1061.510406 2020-08-11 14:19:41 DEBUG: check init order needed init_order_process_timer=1161.510672 2020-08-11 14:19:42 DEBUG: check clearing time needed clearing_process_timer=1062.511871 2020-08-11 14:19:42 DEBUG: check init order needed init_order_process_timer=1162.512146 2020-08-11 14:19:43 DEBUG: check clearing time needed clearing_process_timer=1063.513348 2020-08-11 14:19:43 DEBUG: check init order needed init_order_process_timer=1163.513613 2020-08-11 14:19:44 DEBUG: check clearing time needed clearing_process_timer=1064.514825 2020-08-11 14:19:44 DEBUG: check init order needed init_order_process_timer=1164.515111 2020-08-11 14:19:45 DEBUG: check clearing time needed clearing_process_timer=1065.516345 2020-08-11 14:19:45 DEBUG: check init order needed init_order_process_timer=1165.51667 2020-08-11 14:19:46 DEBUG: check clearing time needed clearing_process_timer=1066.517928 2020-08-11 14:19:46 DEBUG: check init order needed init_order_process_timer=1166.518249 2020-08-11 14:19:47 DEBUG: check clearing time needed clearing_process_timer=1067.519418 2020-08-11 14:19:47 DEBUG: check init order needed init_order_process_timer=1167.519689 2020-08-11 14:19:48 DEBUG: check clearing time needed clearing_process_timer=1068.520886 2020-08-11 14:19:48 DEBUG: check init order needed init_order_process_timer=1168.521205 2020-08-11 14:19:49 DEBUG: check clearing time needed clearing_process_timer=1069.522504 2020-08-11 14:19:49 DEBUG: check init order needed init_order_process_timer=1169.522864 2020-08-11 14:19:50 DEBUG: check clearing time needed clearing_process_timer=1070.524123 2020-08-11 14:19:50 DEBUG: check init order needed init_order_process_timer=1170.524412 2020-08-11 14:19:51 DEBUG: check clearing time needed clearing_process_timer=1071.525657 2020-08-11 14:19:51 DEBUG: check init order needed init_order_process_timer=1171.525958 2020-08-11 14:19:52 DEBUG: check clearing time needed clearing_process_timer=1072.527162 2020-08-11 14:19:52 DEBUG: check init order needed init_order_process_timer=1172.527459 2020-08-11 14:19:53 DEBUG: check clearing time needed clearing_process_timer=1073.528733 2020-08-11 14:19:53 DEBUG: check init order needed init_order_process_timer=1173.529081 2020-08-11 14:19:54 DEBUG: check clearing time needed clearing_process_timer=1074.530274 2020-08-11 14:19:54 DEBUG: check init order needed init_order_process_timer=1174.530562 2020-08-11 14:19:55 DEBUG: check clearing time needed clearing_process_timer=1075.531771 2020-08-11 14:19:55 DEBUG: check init order needed init_order_process_timer=1175.532025 2020-08-11 14:19:56 DEBUG: check clearing time needed clearing_process_timer=1076.533219 2020-08-11 14:19:56 DEBUG: check init order needed init_order_process_timer=1176.533519 2020-08-11 14:19:57 DEBUG: check clearing time needed clearing_process_timer=1077.534723 2020-08-11 14:19:57 DEBUG: check init order needed init_order_process_timer=1177.534964 2020-08-11 14:19:58 DEBUG: check clearing time needed clearing_process_timer=1078.53614 2020-08-11 14:19:58 DEBUG: check init order needed init_order_process_timer=1178.536392 2020-08-11 14:19:59 DEBUG: check clearing time needed clearing_process_timer=1079.53763 2020-08-11 14:19:59 DEBUG: check init order needed init_order_process_timer=1179.53791 2020-08-11 14:20:00 DEBUG: check clearing time needed clearing_process_timer=1080.539096 2020-08-11 14:20:00 DEBUG: check init order needed init_order_process_timer=1180.53939 2020-08-11 14:20:01 DEBUG: check clearing time needed clearing_process_timer=1081.540967 2020-08-11 14:20:01 DEBUG: check init order needed init_order_process_timer=1181.541549 2020-08-11 14:20:02 DEBUG: check clearing time needed clearing_process_timer=1082.542709 2020-08-11 14:20:02 DEBUG: check init order needed init_order_process_timer=1182.542993 2020-08-11 14:20:03 DEBUG: check clearing time needed clearing_process_timer=1083.544228 2020-08-11 14:20:03 DEBUG: check init order needed init_order_process_timer=1183.544566 2020-08-11 14:20:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:04.352Z", "symbol": "ETHUSD", "side": "Buy", "size": 333, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd0bfdfc-6901-4d73-1b2a-4b29d38ace60", "grossValue": 13050270, "homeNotional": 3.9079920197159956, "foreignNotional": 1531.5420725266988}]} 2020-08-11 14:20:04 DEBUG: message ignored 2020-08-11 14:20:04 DEBUG: check clearing time needed clearing_process_timer=1084.545773 2020-08-11 14:20:04 DEBUG: check init order needed init_order_process_timer=1184.546244 2020-08-11 14:20:05 DEBUG: check clearing time needed clearing_process_timer=1085.547461 2020-08-11 14:20:05 DEBUG: check init order needed init_order_process_timer=1185.547771 2020-08-11 14:20:06 DEBUG: check clearing time needed clearing_process_timer=1086.549051 2020-08-11 14:20:06 DEBUG: check init order needed init_order_process_timer=1186.549381 2020-08-11 14:20:07 DEBUG: check clearing time needed clearing_process_timer=1087.550644 2020-08-11 14:20:07 DEBUG: check init order needed init_order_process_timer=1187.550909 2020-08-11 14:20:08 DEBUG: check clearing time needed clearing_process_timer=1088.552098 2020-08-11 14:20:08 DEBUG: check init order needed init_order_process_timer=1188.552381 2020-08-11 14:20:09 DEBUG: check clearing time needed clearing_process_timer=1089.553589 2020-08-11 14:20:09 DEBUG: check init order needed init_order_process_timer=1189.553852 2020-08-11 14:20:10 DEBUG: check clearing time needed clearing_process_timer=1090.555045 2020-08-11 14:20:10 DEBUG: check init order needed init_order_process_timer=1190.555316 2020-08-11 14:20:11 DEBUG: check clearing time needed clearing_process_timer=1091.556517 2020-08-11 14:20:11 DEBUG: check init order needed init_order_process_timer=1191.556783 2020-08-11 14:20:12 DEBUG: check clearing time needed clearing_process_timer=1092.55798 2020-08-11 14:20:12 DEBUG: check init order needed init_order_process_timer=1192.558242 2020-08-11 14:20:13 DEBUG: check clearing time needed clearing_process_timer=1093.559432 2020-08-11 14:20:13 DEBUG: check init order needed init_order_process_timer=1193.559689 2020-08-11 14:20:14 DEBUG: check clearing time needed clearing_process_timer=1094.560859 2020-08-11 14:20:14 DEBUG: check init order needed init_order_process_timer=1194.561195 2020-08-11 14:20:15 DEBUG: check clearing time needed clearing_process_timer=1095.562411 2020-08-11 14:20:15 DEBUG: check init order needed init_order_process_timer=1195.562715 2020-08-11 14:20:16 DEBUG: check clearing time needed clearing_process_timer=1096.563962 2020-08-11 14:20:16 DEBUG: check init order needed init_order_process_timer=1196.564227 2020-08-11 14:20:17 DEBUG: check clearing time needed clearing_process_timer=1097.565659 2020-08-11 14:20:17 DEBUG: check init order needed init_order_process_timer=1197.565934 2020-08-11 14:20:18 DEBUG: check clearing time needed clearing_process_timer=1098.567111 2020-08-11 14:20:18 DEBUG: check init order needed init_order_process_timer=1198.567444 2020-08-11 14:20:19 DEBUG: check clearing time needed clearing_process_timer=1099.568875 2020-08-11 14:20:19 DEBUG: check init order needed init_order_process_timer=1199.569212 2020-08-11 14:20:20 DEBUG: check clearing time needed clearing_process_timer=1100.570651 2020-08-11 14:20:20 DEBUG: check init order needed init_order_process_timer=1200.57092 2020-08-11 14:20:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:21.201Z", "symbol": "ETHUSD", "side": "Sell", "size": 751, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "78653d0a-c0c9-47ea-dea7-e50cc960159e", "grossValue": 29427935, "homeNotional": 8.8135195399601, "foreignNotional": 3453.577631733365}]} 2020-08-11 14:20:21 DEBUG: message ignored 2020-08-11 14:20:21 DEBUG: check clearing time needed clearing_process_timer=1101.572087 2020-08-11 14:20:21 DEBUG: check init order needed init_order_process_timer=1201.572378 2020-08-11 14:20:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:21.868Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "00557b98-18d1-8900-d8fe-359eedec0ab4", "grossValue": 39190, "homeNotional": 0.011735711770918906, "foreignNotional": 4.599225443023119}]} 2020-08-11 14:20:21 DEBUG: message ignored 2020-08-11 14:20:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:21.884Z", "symbol": "ETHUSD", "side": "Sell", "size": 2481, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "3edabadb-242d-ecd5-312f-bef9b6319ac7", "grossValue": 97217985, "homeNotional": 29.116300903649805, "foreignNotional": 11409.222509095176}]} 2020-08-11 14:20:21 DEBUG: message ignored 2020-08-11 14:20:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:21.984Z", "symbol": "ETHUSD", "side": "Sell", "size": 833, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7f45caa4-ff8b-ad8f-c68c-ea9a5348067b", "grossValue": 32641105, "homeNotional": 9.775847905175448, "foreignNotional": 3830.6660016429996}]} 2020-08-11 14:20:21 DEBUG: message ignored 2020-08-11 14:20:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:22.120Z", "symbol": "ETHUSD", "side": "Sell", "size": 1674, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "79842676-d8b5-31f8-e207-be9e9274ef87", "grossValue": 65595690, "homeNotional": 19.645581504518248, "foreignNotional": 7698.121112545476}, {"timestamp": "2020-08-11T11:20:22.120Z", "symbol": "ETHUSD", "side": "Sell", "size": 786, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca5b938a-240b-f9d2-766c-4ce6ef2b2eac", "grossValue": 30799410, "homeNotional": 9.224269451942261, "foreignNotional": 3614.529984743575}]} 2020-08-11 14:20:22 DEBUG: message ignored 2020-08-11 14:20:22 DEBUG: check clearing time needed clearing_process_timer=1102.573553 2020-08-11 14:20:22 DEBUG: check init order needed init_order_process_timer=1202.573879 2020-08-11 14:20:23 DEBUG: check clearing time needed clearing_process_timer=1103.575102 2020-08-11 14:20:23 DEBUG: check init order needed init_order_process_timer=1203.575408 2020-08-11 14:20:24 DEBUG: check clearing time needed clearing_process_timer=1104.576597 2020-08-11 14:20:24 DEBUG: check init order needed init_order_process_timer=1204.576876 2020-08-11 14:20:25 DEBUG: check clearing time needed clearing_process_timer=1105.577077 2020-08-11 14:20:25 DEBUG: check init order needed init_order_process_timer=1205.577357 2020-08-11 14:20:26 DEBUG: check clearing time needed clearing_process_timer=1106.578535 2020-08-11 14:20:26 DEBUG: check init order needed init_order_process_timer=1206.578869 2020-08-11 14:20:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:27.437Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0d82735c-634a-92fb-a874-0883ee7831cc", "grossValue": 587775, "homeNotional": 0.1760356765637836, "foreignNotional": 68.9795798615186}]} 2020-08-11 14:20:27 DEBUG: message ignored 2020-08-11 14:20:27 DEBUG: check clearing time needed clearing_process_timer=1107.580083 2020-08-11 14:20:27 DEBUG: check init order needed init_order_process_timer=1207.580369 2020-08-11 14:20:28 DEBUG: check clearing time needed clearing_process_timer=1108.581084 2020-08-11 14:20:28 DEBUG: check init order needed init_order_process_timer=1208.581432 2020-08-11 14:20:29 DEBUG: check clearing time needed clearing_process_timer=1109.582596 2020-08-11 14:20:29 DEBUG: check init order needed init_order_process_timer=1209.582878 2020-08-11 14:20:30 DEBUG: check clearing time needed clearing_process_timer=1110.584046 2020-08-11 14:20:30 DEBUG: check init order needed init_order_process_timer=1210.584351 2020-08-11 14:20:31 DEBUG: check clearing time needed clearing_process_timer=1111.585088 2020-08-11 14:20:31 DEBUG: check init order needed init_order_process_timer=1211.585364 2020-08-11 14:20:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:32.416Z", "symbol": "ETHUSD", "side": "Sell", "size": 499, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a81b585-6a53-7433-9130-01a639ea6fc3", "grossValue": 19553315, "homeNotional": 5.85818267198873, "foreignNotional": 2295.5288800187836}, {"timestamp": "2020-08-11T11:20:32.416Z", "symbol": "ETHUSD", "side": "Sell", "size": 235, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "26d52bf6-3440-e195-cb82-269412732278", "grossValue": 9208475, "homeNotional": 2.7588635830007044, "foreignNotional": 1081.060694998826}, {"timestamp": "2020-08-11T11:20:32.416Z", "symbol": "ETHUSD", "side": "Sell", "size": 866, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "8c0584b9-5b23-e89a-f6ef-ce71954ae0e4", "grossValue": 33934210, "homeNotional": 10.166705799483447, "foreignNotional": 3983.8236675275884}]} 2020-08-11 14:20:32 DEBUG: message ignored 2020-08-11 14:20:32 DEBUG: check clearing time needed clearing_process_timer=1112.585731 2020-08-11 14:20:32 DEBUG: check init order needed init_order_process_timer=1212.586016 2020-08-11 14:20:33 DEBUG: check clearing time needed clearing_process_timer=1113.587235 2020-08-11 14:20:33 DEBUG: check init order needed init_order_process_timer=1213.587569 2020-08-11 14:20:34 DEBUG: check clearing time needed clearing_process_timer=1114.58885 2020-08-11 14:20:34 DEBUG: check init order needed init_order_process_timer=1214.589152 2020-08-11 14:20:35 DEBUG: check clearing time needed clearing_process_timer=1115.590582 2020-08-11 14:20:35 DEBUG: check init order needed init_order_process_timer=1215.590835 2020-08-11 14:20:36 DEBUG: check clearing time needed clearing_process_timer=1116.592019 2020-08-11 14:20:36 DEBUG: check init order needed init_order_process_timer=1216.592305 2020-08-11 14:20:37 DEBUG: check clearing time needed clearing_process_timer=1117.593519 2020-08-11 14:20:37 DEBUG: check init order needed init_order_process_timer=1217.593791 2020-08-11 14:20:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:38.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "0ceb825d-dced-b3ac-4ebd-2abab4bda55c", "grossValue": 2155450, "homeNotional": 0.6456914768725053, "foreignNotional": 253.04648978633483}]} 2020-08-11 14:20:38 DEBUG: message ignored 2020-08-11 14:20:38 DEBUG: check clearing time needed clearing_process_timer=1118.595006 2020-08-11 14:20:38 DEBUG: check init order needed init_order_process_timer=1218.59531 2020-08-11 14:20:39 DEBUG: check clearing time needed clearing_process_timer=1119.596567 2020-08-11 14:20:39 DEBUG: check init order needed init_order_process_timer=1219.596886 2020-08-11 14:20:40 DEBUG: check clearing time needed clearing_process_timer=1120.598201 2020-08-11 14:20:40 DEBUG: check init order needed init_order_process_timer=1220.598498 2020-08-11 14:20:41 DEBUG: check clearing time needed clearing_process_timer=1121.599716 2020-08-11 14:20:41 DEBUG: check init order needed init_order_process_timer=1221.599984 2020-08-11 14:20:42 DEBUG: check clearing time needed clearing_process_timer=1122.601177 2020-08-11 14:20:42 DEBUG: check init order needed init_order_process_timer=1222.601531 2020-08-11 14:20:43 DEBUG: check clearing time needed clearing_process_timer=1123.602743 2020-08-11 14:20:43 DEBUG: check init order needed init_order_process_timer=1223.603006 2020-08-11 14:20:44 DEBUG: check clearing time needed clearing_process_timer=1124.604224 2020-08-11 14:20:44 DEBUG: check init order needed init_order_process_timer=1224.604523 2020-08-11 14:20:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:44.779Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "07606426-50ed-9675-5f23-2eb0de483265", "grossValue": 2155450, "homeNotional": 0.6456914768725053, "foreignNotional": 253.04648978633483}]} 2020-08-11 14:20:44 DEBUG: message ignored 2020-08-11 14:20:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:45.143Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "a0d02bf3-8423-ae18-8d6a-8a88d1e386ae", "grossValue": 1959250, "homeNotional": 0.5869922517022775, "foreignNotional": 230.01291382953744}]} 2020-08-11 14:20:45 DEBUG: message ignored 2020-08-11 14:20:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:20:45.306Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b76f6dc-1123-f780-bcbb-f451611cd425", "grossValue": 195925000, "homeNotional": 58.699225170227756, "foreignNotional": 23001.291382953747}]} 2020-08-11 14:20:45 DEBUG: message ignored 2020-08-11 14:20:45 DEBUG: check clearing time needed clearing_process_timer=1125.605801 2020-08-11 14:20:45 DEBUG: check init order needed init_order_process_timer=1225.606141 2020-08-11 14:20:46 DEBUG: check clearing time needed clearing_process_timer=1126.60735 2020-08-11 14:20:46 DEBUG: check init order needed init_order_process_timer=1226.607612 2020-08-11 14:20:47 DEBUG: check clearing time needed clearing_process_timer=1127.608822 2020-08-11 14:20:47 DEBUG: check init order needed init_order_process_timer=1227.609137 2020-08-11 14:20:48 DEBUG: check clearing time needed clearing_process_timer=1128.610359 2020-08-11 14:20:48 DEBUG: check init order needed init_order_process_timer=1228.610628 2020-08-11 14:20:49 DEBUG: check clearing time needed clearing_process_timer=1129.611849 2020-08-11 14:20:49 DEBUG: check init order needed init_order_process_timer=1229.612168 2020-08-11 14:20:50 DEBUG: check clearing time needed clearing_process_timer=1130.613112 2020-08-11 14:20:50 DEBUG: check init order needed init_order_process_timer=1230.613409 2020-08-11 14:20:51 DEBUG: check clearing time needed clearing_process_timer=1131.614633 2020-08-11 14:20:51 DEBUG: check init order needed init_order_process_timer=1231.614914 2020-08-11 14:20:52 DEBUG: check clearing time needed clearing_process_timer=1132.616127 2020-08-11 14:20:52 DEBUG: check init order needed init_order_process_timer=1232.616401 2020-08-11 14:20:53 DEBUG: check clearing time needed clearing_process_timer=1133.617106 2020-08-11 14:20:53 DEBUG: check init order needed init_order_process_timer=1233.617462 2020-08-11 14:20:54 DEBUG: check clearing time needed clearing_process_timer=1134.618748 2020-08-11 14:20:54 DEBUG: check init order needed init_order_process_timer=1234.619087 2020-08-11 14:20:55 DEBUG: check clearing time needed clearing_process_timer=1135.620352 2020-08-11 14:20:55 DEBUG: check init order needed init_order_process_timer=1235.620661 2020-08-11 14:20:56 DEBUG: check clearing time needed clearing_process_timer=1136.621894 2020-08-11 14:20:56 DEBUG: check init order needed init_order_process_timer=1236.622212 2020-08-11 14:20:57 DEBUG: check clearing time needed clearing_process_timer=1137.623474 2020-08-11 14:20:57 DEBUG: check init order needed init_order_process_timer=1237.623805 2020-08-11 14:20:58 DEBUG: check clearing time needed clearing_process_timer=1138.625071 2020-08-11 14:20:58 DEBUG: check init order needed init_order_process_timer=1238.625427 2020-08-11 14:20:59 DEBUG: check clearing time needed clearing_process_timer=1139.62669 2020-08-11 14:20:59 DEBUG: check init order needed init_order_process_timer=1239.626965 2020-08-11 14:21:00 DEBUG: check clearing time needed clearing_process_timer=1140.628185 2020-08-11 14:21:00 DEBUG: check init order needed init_order_process_timer=1240.628465 2020-08-11 14:21:01 DEBUG: check clearing time needed clearing_process_timer=1141.629673 2020-08-11 14:21:01 DEBUG: check init order needed init_order_process_timer=1241.629997 2020-08-11 14:21:02 DEBUG: check clearing time needed clearing_process_timer=1142.631223 2020-08-11 14:21:02 DEBUG: check init order needed init_order_process_timer=1242.631484 2020-08-11 14:21:03 DEBUG: check clearing time needed clearing_process_timer=1143.632688 2020-08-11 14:21:03 DEBUG: check init order needed init_order_process_timer=1243.632952 2020-08-11 14:21:04 DEBUG: check clearing time needed clearing_process_timer=1144.634175 2020-08-11 14:21:04 DEBUG: check init order needed init_order_process_timer=1244.634438 2020-08-11 14:21:05 DEBUG: check clearing time needed clearing_process_timer=1145.635645 2020-08-11 14:21:05 DEBUG: check init order needed init_order_process_timer=1245.635931 2020-08-11 14:21:06 DEBUG: check clearing time needed clearing_process_timer=1146.637149 2020-08-11 14:21:06 DEBUG: check init order needed init_order_process_timer=1246.637479 2020-08-11 14:21:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:07.046Z", "symbol": "ETHUSD", "side": "Sell", "size": 700, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ccf9f545-56db-f5be-7b53-f349aef46370", "grossValue": 27429500, "homeNotional": 8.216926869350862, "foreignNotional": 3219.8027937551356}]} 2020-08-11 14:21:07 DEBUG: message ignored 2020-08-11 14:21:07 DEBUG: check clearing time needed clearing_process_timer=1147.638673 2020-08-11 14:21:07 DEBUG: check init order needed init_order_process_timer=1247.638946 2020-08-11 14:21:08 DEBUG: check clearing time needed clearing_process_timer=1148.640135 2020-08-11 14:21:08 DEBUG: check init order needed init_order_process_timer=1248.640391 2020-08-11 14:21:09 DEBUG: check clearing time needed clearing_process_timer=1149.641588 2020-08-11 14:21:09 DEBUG: check init order needed init_order_process_timer=1249.641895 2020-08-11 14:21:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:10.603Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "5a15ab00-4d62-a5da-edcb-0d7e0fa3ab7e", "grossValue": 2351400, "homeNotional": 0.7043080173729311, "foreignNotional": 276.0183120084517}]} 2020-08-11 14:21:10 DEBUG: message ignored 2020-08-11 14:21:10 DEBUG: check clearing time needed clearing_process_timer=1150.643124 2020-08-11 14:21:10 DEBUG: check init order needed init_order_process_timer=1250.643397 2020-08-11 14:21:11 DEBUG: check clearing time needed clearing_process_timer=1151.644588 2020-08-11 14:21:11 DEBUG: check init order needed init_order_process_timer=1251.64484 2020-08-11 14:21:12 DEBUG: check clearing time needed clearing_process_timer=1152.646051 2020-08-11 14:21:12 DEBUG: check init order needed init_order_process_timer=1252.646303 2020-08-11 14:21:13 DEBUG: check clearing time needed clearing_process_timer=1153.647544 2020-08-11 14:21:13 DEBUG: check init order needed init_order_process_timer=1253.647872 2020-08-11 14:21:14 DEBUG: check clearing time needed clearing_process_timer=1154.649106 2020-08-11 14:21:14 DEBUG: check init order needed init_order_process_timer=1254.649467 2020-08-11 14:21:15 DEBUG: check clearing time needed clearing_process_timer=1155.650655 2020-08-11 14:21:15 DEBUG: check init order needed init_order_process_timer=1255.650914 2020-08-11 14:21:16 DEBUG: check clearing time needed clearing_process_timer=1156.652138 2020-08-11 14:21:16 DEBUG: check init order needed init_order_process_timer=1256.652449 2020-08-11 14:21:17 DEBUG: check clearing time needed clearing_process_timer=1157.653064 2020-08-11 14:21:17 DEBUG: check init order needed init_order_process_timer=1257.653334 2020-08-11 14:21:18 DEBUG: check clearing time needed clearing_process_timer=1158.653592 2020-08-11 14:21:18 DEBUG: check init order needed init_order_process_timer=1258.653858 2020-08-11 14:21:19 DEBUG: check clearing time needed clearing_process_timer=1159.655051 2020-08-11 14:21:19 DEBUG: check init order needed init_order_process_timer=1259.655327 2020-08-11 14:21:20 DEBUG: check clearing time needed clearing_process_timer=1160.65656 2020-08-11 14:21:20 DEBUG: check init order needed init_order_process_timer=1260.65683 2020-08-11 14:21:21 DEBUG: check clearing time needed clearing_process_timer=1161.658023 2020-08-11 14:21:21 DEBUG: check init order needed init_order_process_timer=1261.658293 2020-08-11 14:21:22 DEBUG: check clearing time needed clearing_process_timer=1162.659504 2020-08-11 14:21:22 DEBUG: check init order needed init_order_process_timer=1262.65976 2020-08-11 14:21:23 DEBUG: check clearing time needed clearing_process_timer=1163.660968 2020-08-11 14:21:23 DEBUG: check init order needed init_order_process_timer=1263.661312 2020-08-11 14:21:24 DEBUG: check clearing time needed clearing_process_timer=1164.662555 2020-08-11 14:21:24 DEBUG: check init order needed init_order_process_timer=1264.662848 2020-08-11 14:21:25 DEBUG: check clearing time needed clearing_process_timer=1165.664063 2020-08-11 14:21:25 DEBUG: check init order needed init_order_process_timer=1265.664376 2020-08-11 14:21:26 DEBUG: check clearing time needed clearing_process_timer=1166.665835 2020-08-11 14:21:26 DEBUG: check init order needed init_order_process_timer=1266.666119 2020-08-11 14:21:27 DEBUG: check clearing time needed clearing_process_timer=1167.667319 2020-08-11 14:21:27 DEBUG: check init order needed init_order_process_timer=1267.667576 2020-08-11 14:21:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:28.084Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "abc0432a-29fb-b820-bae7-4f031b8bdcdd", "grossValue": 2115990, "homeNotional": 0.633877215635638, "foreignNotional": 248.38478694682473}]} 2020-08-11 14:21:28 DEBUG: message ignored 2020-08-11 14:21:28 DEBUG: check clearing time needed clearing_process_timer=1168.668744 2020-08-11 14:21:28 DEBUG: check init order needed init_order_process_timer=1268.66904 2020-08-11 14:21:29 DEBUG: check clearing time needed clearing_process_timer=1169.670221 2020-08-11 14:21:29 DEBUG: check init order needed init_order_process_timer=1269.670544 2020-08-11 14:21:30 DEBUG: check clearing time needed clearing_process_timer=1170.671805 2020-08-11 14:21:30 DEBUG: check init order needed init_order_process_timer=1270.672132 2020-08-11 14:21:31 DEBUG: check clearing time needed clearing_process_timer=1171.673078 2020-08-11 14:21:31 DEBUG: check init order needed init_order_process_timer=1271.673388 2020-08-11 14:21:32 DEBUG: check clearing time needed clearing_process_timer=1172.674586 2020-08-11 14:21:32 DEBUG: check init order needed init_order_process_timer=1272.674916 2020-08-11 14:21:33 DEBUG: check clearing time needed clearing_process_timer=1173.676388 2020-08-11 14:21:33 DEBUG: check init order needed init_order_process_timer=1273.676736 2020-08-11 14:21:34 DEBUG: check clearing time needed clearing_process_timer=1174.677088 2020-08-11 14:21:34 DEBUG: check init order needed init_order_process_timer=1274.677385 2020-08-11 14:21:35 DEBUG: check clearing time needed clearing_process_timer=1175.678552 2020-08-11 14:21:35 DEBUG: check init order needed init_order_process_timer=1275.678863 2020-08-11 14:21:36 DEBUG: check clearing time needed clearing_process_timer=1176.680042 2020-08-11 14:21:36 DEBUG: check init order needed init_order_process_timer=1276.680351 2020-08-11 14:21:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:37.443Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "6a20e1b3-3748-1f8f-17a4-2f8905a50305", "grossValue": 39190000, "homeNotional": 11.737089201877934, "foreignNotional": 4599.765258215963}]} 2020-08-11 14:21:37 DEBUG: message ignored 2020-08-11 14:21:37 DEBUG: check clearing time needed clearing_process_timer=1177.681077 2020-08-11 14:21:37 DEBUG: check init order needed init_order_process_timer=1277.681416 2020-08-11 14:21:38 DEBUG: check clearing time needed clearing_process_timer=1178.682603 2020-08-11 14:21:38 DEBUG: check init order needed init_order_process_timer=1278.682874 2020-08-11 14:21:39 DEBUG: check clearing time needed clearing_process_timer=1179.684057 2020-08-11 14:21:39 DEBUG: check init order needed init_order_process_timer=1279.684365 2020-08-11 14:21:40 DEBUG: check clearing time needed clearing_process_timer=1180.68511 2020-08-11 14:21:40 DEBUG: check init order needed init_order_process_timer=1280.685427 2020-08-11 14:21:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:41.268Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6374e710-0c97-616a-b79b-523bacdca4b0", "grossValue": 1959500, "homeNotional": 0.5868544600938967, "foreignNotional": 229.9882629107981}]} 2020-08-11 14:21:41 DEBUG: message ignored 2020-08-11 14:21:41 DEBUG: check clearing time needed clearing_process_timer=1181.686627 2020-08-11 14:21:41 DEBUG: check init order needed init_order_process_timer=1281.686929 2020-08-11 14:21:42 DEBUG: check clearing time needed clearing_process_timer=1182.688113 2020-08-11 14:21:42 DEBUG: check init order needed init_order_process_timer=1282.688371 2020-08-11 14:21:43 DEBUG: check clearing time needed clearing_process_timer=1183.689108 2020-08-11 14:21:43 DEBUG: check init order needed init_order_process_timer=1283.68941 2020-08-11 14:21:44 DEBUG: check clearing time needed clearing_process_timer=1184.69073 2020-08-11 14:21:44 DEBUG: check init order needed init_order_process_timer=1284.691226 2020-08-11 14:21:45 DEBUG: check clearing time needed clearing_process_timer=1185.692541 2020-08-11 14:21:45 DEBUG: check init order needed init_order_process_timer=1285.692824 2020-08-11 14:21:46 DEBUG: check clearing time needed clearing_process_timer=1186.694079 2020-08-11 14:21:46 DEBUG: check init order needed init_order_process_timer=1286.694427 2020-08-11 14:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "4c163cb5-ccc9-0183-dfdd-a5b11c8793f6", "grossValue": 940440, "homeNotional": 0.28169014084507044, "foreignNotional": 110.38028169014085}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 4392, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b01d8036-1c8c-98e5-e778-16caab1889c4", "grossValue": 172100520, "homeNotional": 51.54929577464789, "foreignNotional": 20199.591549295776}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a598301e-56d8-8ed0-cc48-457b2bc3f2d4", "grossValue": 1880880, "homeNotional": 0.5633802816901409, "foreignNotional": 220.7605633802817}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ed3cbbc-fa5b-6217-3254-b221e31433ff", "grossValue": 19592500, "homeNotional": 5.868544600938967, "foreignNotional": 2299.589201877934}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 62, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "10b0ec6e-bc6a-c1ce-1bf3-bb9bc0775484", "grossValue": 2429470, "homeNotional": 0.7276995305164319, "foreignNotional": 285.14906103286387}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c52e4dde-749c-3ac8-18a9-303d7892a389", "grossValue": 2272730, "homeNotional": 0.6807511737089202, "foreignNotional": 266.7523474178404}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1c35f46-8a49-9b9a-f1ec-45c18205836c", "grossValue": 2742950, "homeNotional": 0.8215962441314554, "foreignNotional": 321.9424882629108}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 1300, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b485c19e-c301-5fea-a903-84ea4c5b59f4", "grossValue": 50940500, "homeNotional": 15.258215962441314, "foreignNotional": 5978.931924882629}, {"timestamp": "2020-08-11T11:21:46.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 3546, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c150cbcc-631b-19b9-1eb7-c76ee57409c8", "grossValue": 138950010, "homeNotional": 41.61971830985915, "foreignNotional": 16308.68661971831}]} 2020-08-11 14:21:46 DEBUG: message ignored 2020-08-11 14:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:46.791Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "1957b4c0-e416-66a4-2c97-8a3a094c57ff", "grossValue": 509470, "homeNotional": 0.15258215962441316, "foreignNotional": 59.79694835680751}]} 2020-08-11 14:21:46 DEBUG: message ignored 2020-08-11 14:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:46.793Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b8b120ee-c2e8-3909-6ff9-b55e9d8c71ad", "grossValue": 509470, "homeNotional": 0.15258215962441316, "foreignNotional": 59.79694835680751}]} 2020-08-11 14:21:46 DEBUG: message ignored 2020-08-11 14:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:46.800Z", "symbol": "ETHUSD", "side": "Sell", "size": 1454, "price": 391.85, "tickDirection": "MinusTick", "trdMatchID": "c8ae34ad-a277-e067-a1de-94fc2bb94c13", "grossValue": 56974990, "homeNotional": 17.065727699530516, "foreignNotional": 6687.205399061033}]} 2020-08-11 14:21:46 DEBUG: message ignored 2020-08-11 14:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:46.803Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8702b80-7819-c713-7ae4-ec541ec9f49f", "grossValue": 391850, "homeNotional": 0.11737089201877934, "foreignNotional": 45.99178403755869}]} 2020-08-11 14:21:46 DEBUG: message ignored 2020-08-11 14:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:46.805Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2802c13-40ab-bdc8-5427-55b049711994", "grossValue": 391850, "homeNotional": 0.11737089201877934, "foreignNotional": 45.99178403755869}]} 2020-08-11 14:21:46 DEBUG: message ignored 2020-08-11 14:21:47 DEBUG: check clearing time needed clearing_process_timer=1187.695693 2020-08-11 14:21:47 DEBUG: check init order needed init_order_process_timer=1287.695997 2020-08-11 14:21:48 DEBUG: check clearing time needed clearing_process_timer=1188.697085 2020-08-11 14:21:48 DEBUG: check init order needed init_order_process_timer=1288.697379 2020-08-11 14:21:49 DEBUG: check clearing time needed clearing_process_timer=1189.698579 2020-08-11 14:21:49 DEBUG: check init order needed init_order_process_timer=1289.698825 2020-08-11 14:21:50 DEBUG: check clearing time needed clearing_process_timer=1190.700039 2020-08-11 14:21:50 DEBUG: check init order needed init_order_process_timer=1290.700334 2020-08-11 14:21:51 DEBUG: check clearing time needed clearing_process_timer=1191.701579 2020-08-11 14:21:51 DEBUG: check init order needed init_order_process_timer=1291.701828 2020-08-11 14:21:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:51.837Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.8, "tickDirection": "MinusTick", "trdMatchID": "224332f9-8c84-7178-30c6-eb8267335426", "grossValue": 1959000, "homeNotional": 0.5868544600938967, "foreignNotional": 229.92957746478874}, {"timestamp": "2020-08-11T11:21:51.837Z", "symbol": "ETHUSD", "side": "Sell", "size": 1300, "price": 391.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "9f704e42-ceb9-9d27-4e83-ccb4688f04fe", "grossValue": 50934000, "homeNotional": 15.258215962441314, "foreignNotional": 5978.169014084507}, {"timestamp": "2020-08-11T11:21:51.837Z", "symbol": "ETHUSD", "side": "Sell", "size": 134, "price": 391.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "9064a0d5-63f4-ea2d-8e8c-7ced7f03c241", "grossValue": 5250120, "homeNotional": 1.5727699530516432, "foreignNotional": 616.2112676056338}, {"timestamp": "2020-08-11T11:21:51.837Z", "symbol": "ETHUSD", "side": "Sell", "size": 4504, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "4bf8899e-651a-493b-c221-5fbae09f6802", "grossValue": 176444200, "homeNotional": 52.863849765258216, "foreignNotional": 20709.413145539907}]} 2020-08-11 14:21:51 DEBUG: message ignored 2020-08-11 14:21:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:51.907Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "4b21c2da-c90f-a55d-f5ed-14b4e55e0751", "grossValue": 470160, "homeNotional": 0.14084507042253522, "foreignNotional": 55.183098591549296}]} 2020-08-11 14:21:51 DEBUG: message ignored 2020-08-11 14:21:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:51.913Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "72768dbe-bc3d-0ebc-48d3-3b6d74c74867", "grossValue": 470160, "homeNotional": 0.14084507042253522, "foreignNotional": 55.183098591549296}]} 2020-08-11 14:21:51 DEBUG: message ignored 2020-08-11 14:21:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:51.920Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a8a3ec1-3e5f-7bb1-4edd-756888961b0c", "grossValue": 509340, "homeNotional": 0.15258215962441316, "foreignNotional": 59.78169014084507}]} 2020-08-11 14:21:51 DEBUG: message ignored 2020-08-11 14:21:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:51.923Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "3d0d9a53-0f03-d461-5312-1d8fc76c143a", "grossValue": 391800, "homeNotional": 0.11737089201877934, "foreignNotional": 45.985915492957744}]} 2020-08-11 14:21:51 DEBUG: message ignored 2020-08-11 14:21:52 DEBUG: check clearing time needed clearing_process_timer=1192.703017 2020-08-11 14:21:52 DEBUG: check init order needed init_order_process_timer=1292.703281 2020-08-11 14:21:53 DEBUG: check clearing time needed clearing_process_timer=1193.704474 2020-08-11 14:21:53 DEBUG: check init order needed init_order_process_timer=1293.704717 2020-08-11 14:21:54 DEBUG: check clearing time needed clearing_process_timer=1194.705899 2020-08-11 14:21:54 DEBUG: check init order needed init_order_process_timer=1294.706139 2020-08-11 14:21:55 DEBUG: check clearing time needed clearing_process_timer=1195.707329 2020-08-11 14:21:55 DEBUG: check init order needed init_order_process_timer=1295.707586 2020-08-11 14:21:56 DEBUG: check clearing time needed clearing_process_timer=1196.708821 2020-08-11 14:21:56 DEBUG: check init order needed init_order_process_timer=1296.709151 2020-08-11 14:21:57 DEBUG: check clearing time needed clearing_process_timer=1197.710396 2020-08-11 14:21:57 DEBUG: check init order needed init_order_process_timer=1297.710666 2020-08-11 14:21:58 DEBUG: check clearing time needed clearing_process_timer=1198.711872 2020-08-11 14:21:58 DEBUG: check init order needed init_order_process_timer=1298.71215 2020-08-11 14:21:59 DEBUG: check clearing time needed clearing_process_timer=1199.713379 2020-08-11 14:21:59 DEBUG: check init order needed init_order_process_timer=1299.713734 2020-08-11 14:21:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:21:59.853Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "a83723a4-507e-546f-4968-0b4681af5029", "grossValue": 1175250, "homeNotional": 0.352112676056338, "foreignNotional": 137.94014084507043}, {"timestamp": "2020-08-11T11:21:59.853Z", "symbol": "ETHUSD", "side": "Sell", "size": 1300, "price": 391.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f43a5319-7454-592a-712c-ca7c82e0bde6", "grossValue": 50927500, "homeNotional": 15.258215962441314, "foreignNotional": 5977.406103286385}]} 2020-08-11 14:21:59 DEBUG: message ignored 2020-08-11 14:22:00 DEBUG: check clearing time needed clearing_process_timer=1200.714974 2020-08-11 14:22:00 DEBUG: check init order needed init_order_process_timer=1300.715253 2020-08-11 14:22:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.7, "tickDirection": "MinusTick", "trdMatchID": "7f430e4d-d5ff-2e90-1943-552e14143222", "grossValue": 1958500, "homeNotional": 0.5865790708587517, "foreignNotional": 229.76302205537306}, {"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 391.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "aed0a540-e3cf-f766-4042-c64f196d4b52", "grossValue": 313360, "homeNotional": 0.09385265133740028, "foreignNotional": 36.76208352885969}, {"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 1300, "price": 391.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "0200c31d-97aa-6713-3099-09f6da2da204", "grossValue": 50921000, "homeNotional": 15.251055842327546, "foreignNotional": 5973.8385734397}, {"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 391.65, "tickDirection": "MinusTick", "trdMatchID": "331a3c91-882e-3954-b2c1-4eed67408064", "grossValue": 234990000, "homeNotional": 70.38948850305022, "foreignNotional": 27568.043172219615}, {"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 6000, "price": 391.6, "tickDirection": "MinusTick", "trdMatchID": "637f5dbe-a0f2-d69c-fcb4-281f63b9e19f", "grossValue": 234960000, "homeNotional": 70.38948850305022, "foreignNotional": 27564.523697794462}, {"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a532dc34-7b24-6cc8-5916-1d12d55bf42e", "grossValue": 1174800, "homeNotional": 0.35194744251525106, "foreignNotional": 137.82261848897232}, {"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3f64c8c-2823-a865-4230-0c81482a44e7", "grossValue": 1958000, "homeNotional": 0.5865790708587517, "foreignNotional": 229.7043641482872}, {"timestamp": "2020-08-11T11:22:01.142Z", "symbol": "ETHUSD", "side": "Sell", "size": 8562, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1f3af63-ecfd-3cd5-b224-d76d5e697875", "grossValue": 335287920, "homeNotional": 100.44580009385265, "foreignNotional": 39334.5753167527}]} 2020-08-11 14:22:01 DEBUG: message ignored 2020-08-11 14:22:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:01.174Z", "symbol": "ETHUSD", "side": "Sell", "size": 600, "price": 391.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1bf421cb-44e0-1f2e-4bf0-4dcd08d7999e", "grossValue": 23496000, "homeNotional": 7.0389488503050215, "foreignNotional": 2756.452369779446}]} 2020-08-11 14:22:01 DEBUG: message ignored 2020-08-11 14:22:01 DEBUG: check clearing time needed clearing_process_timer=1201.716215 2020-08-11 14:22:01 DEBUG: check init order needed init_order_process_timer=1301.716577 2020-08-11 14:22:02 DEBUG: check clearing time needed clearing_process_timer=1202.717275 2020-08-11 14:22:02 DEBUG: check init order needed init_order_process_timer=1302.717559 2020-08-11 14:22:03 DEBUG: check clearing time needed clearing_process_timer=1203.718749 2020-08-11 14:22:03 DEBUG: check init order needed init_order_process_timer=1303.719086 2020-08-11 14:22:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:04.009Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.55, "tickDirection": "MinusTick", "trdMatchID": "86ed1419-a111-53e3-8dc9-30fbe78eeb86", "grossValue": 39155000, "homeNotional": 11.731581417175034, "foreignNotional": 4593.500703894885}]} 2020-08-11 14:22:04 DEBUG: message ignored 2020-08-11 14:22:04 DEBUG: check clearing time needed clearing_process_timer=1204.71956 2020-08-11 14:22:04 DEBUG: check init order needed init_order_process_timer=1304.719896 2020-08-11 14:22:05 DEBUG: check clearing time needed clearing_process_timer=1205.721092 2020-08-11 14:22:05 DEBUG: check init order needed init_order_process_timer=1305.721379 2020-08-11 14:22:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:06.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c50d6745-2557-a1de-585d-2f076f53dddf", "grossValue": 117465, "homeNotional": 0.035194744251525106, "foreignNotional": 13.780502111684655}, {"timestamp": "2020-08-11T11:22:06.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5386b225-dac2-4a14-04a5-9e07c4de400b", "grossValue": 783100, "homeNotional": 0.2346316283435007, "foreignNotional": 91.87001407789771}, {"timestamp": "2020-08-11T11:22:06.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "92628ca1-cff6-c408-c2d5-8533691c7ff6", "grossValue": 31324000, "homeNotional": 9.385265133740027, "foreignNotional": 3674.800563115908}, {"timestamp": "2020-08-11T11:22:06.068Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 391.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "86d126a7-ad25-a279-9c4d-bc6119f3b91a", "grossValue": 391550, "homeNotional": 0.11731581417175035, "foreignNotional": 45.935007038948854}]} 2020-08-11 14:22:06 DEBUG: message ignored 2020-08-11 14:22:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:06.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.5, "tickDirection": "MinusTick", "trdMatchID": "a4db272f-a5bd-dcbc-e39d-d550069de661", "grossValue": 1957500, "homeNotional": 0.5865790708587517, "foreignNotional": 229.6457062412013}, {"timestamp": "2020-08-11T11:22:06.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "3de1efb4-303c-40dd-dd2c-502598839fca", "grossValue": 313200, "homeNotional": 0.09385265133740028, "foreignNotional": 36.74331299859221}, {"timestamp": "2020-08-11T11:22:06.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d2bb43a0-c441-c7dd-d658-0641f0589188", "grossValue": 234900, "homeNotional": 0.07038948850305021, "foreignNotional": 27.55748474894416}, {"timestamp": "2020-08-11T11:22:06.105Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "668327b8-4d0c-08c5-270a-29b891d9f607", "grossValue": 39150000, "homeNotional": 11.731581417175034, "foreignNotional": 4592.914124824027}]} 2020-08-11 14:22:06 DEBUG: message ignored 2020-08-11 14:22:06 DEBUG: check clearing time needed clearing_process_timer=1206.722638 2020-08-11 14:22:06 DEBUG: check init order needed init_order_process_timer=1306.722898 2020-08-11 14:22:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:06.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 3953, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b640399-122e-129c-236d-b27997b90c62", "grossValue": 154759950, "homeNotional": 46.37494134209292, "foreignNotional": 18155.789535429376}, {"timestamp": "2020-08-11T11:22:06.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 228, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2967923b-c9a5-31c6-25e1-b3fb18a7375c", "grossValue": 8926200, "homeNotional": 2.674800563115908, "foreignNotional": 1047.184420459878}, {"timestamp": "2020-08-11T11:22:06.887Z", "symbol": "ETHUSD", "side": "Buy", "size": 375, "price": 391.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "56058b50-c55c-086d-07dd-b765aa1590e5", "grossValue": 14681250, "homeNotional": 4.3993430314406385, "foreignNotional": 1722.3427968090098}]} 2020-08-11 14:22:06 DEBUG: message ignored 2020-08-11 14:22:07 DEBUG: check clearing time needed clearing_process_timer=1207.72407 2020-08-11 14:22:07 DEBUG: check init order needed init_order_process_timer=1307.724388 2020-08-11 14:22:08 DEBUG: check clearing time needed clearing_process_timer=1208.725604 2020-08-11 14:22:08 DEBUG: check init order needed init_order_process_timer=1308.725952 2020-08-11 14:22:09 DEBUG: check clearing time needed clearing_process_timer=1209.727442 2020-08-11 14:22:09 DEBUG: check init order needed init_order_process_timer=1309.727756 2020-08-11 14:22:10 DEBUG: check clearing time needed clearing_process_timer=1210.729007 2020-08-11 14:22:10 DEBUG: check init order needed init_order_process_timer=1310.729337 2020-08-11 14:22:11 DEBUG: check clearing time needed clearing_process_timer=1211.730533 2020-08-11 14:22:11 DEBUG: check init order needed init_order_process_timer=1311.730795 2020-08-11 14:22:12 DEBUG: check clearing time needed clearing_process_timer=1212.731981 2020-08-11 14:22:12 DEBUG: check init order needed init_order_process_timer=1312.732248 2020-08-11 14:22:13 DEBUG: check clearing time needed clearing_process_timer=1213.733454 2020-08-11 14:22:13 DEBUG: check init order needed init_order_process_timer=1313.733719 2020-08-11 14:22:14 DEBUG: check clearing time needed clearing_process_timer=1214.734912 2020-08-11 14:22:14 DEBUG: check init order needed init_order_process_timer=1314.735183 2020-08-11 14:22:15 DEBUG: check clearing time needed clearing_process_timer=1215.736403 2020-08-11 14:22:15 DEBUG: check init order needed init_order_process_timer=1315.736687 2020-08-11 14:22:16 DEBUG: check clearing time needed clearing_process_timer=1216.737894 2020-08-11 14:22:16 DEBUG: check init order needed init_order_process_timer=1316.738196 2020-08-11 14:22:17 DEBUG: check clearing time needed clearing_process_timer=1217.739724 2020-08-11 14:22:17 DEBUG: check init order needed init_order_process_timer=1317.739968 2020-08-11 14:22:18 DEBUG: check clearing time needed clearing_process_timer=1218.740733 2020-08-11 14:22:18 DEBUG: check init order needed init_order_process_timer=1318.740999 2020-08-11 14:22:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:19.376Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.45, "tickDirection": "MinusTick", "trdMatchID": "4444e34e-5f0e-720f-708a-42a2f2e6c8b5", "grossValue": 1174350, "homeNotional": 0.35194744251525106, "foreignNotional": 137.76982637259502}, {"timestamp": "2020-08-11T11:22:19.376Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "a57d8f6a-fea0-328b-e2e5-9e73d7ce539a", "grossValue": 195725, "homeNotional": 0.05865790708587518, "foreignNotional": 22.961637728765837}, {"timestamp": "2020-08-11T11:22:19.376Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "53ac433d-bfc4-8927-04e5-c06949df0d76", "grossValue": 2544425, "homeNotional": 0.7625527921163773, "foreignNotional": 298.50129047395586}, {"timestamp": "2020-08-11T11:22:19.376Z", "symbol": "ETHUSD", "side": "Sell", "size": 289, "price": 391.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b6fbfcf6-33aa-f34f-1267-fe055f504882", "grossValue": 11312905, "homeNotional": 3.390427029563585, "foreignNotional": 1327.1826607226653}, {"timestamp": "2020-08-11T11:22:19.376Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.4, "tickDirection": "MinusTick", "trdMatchID": "ff33e9f2-c30f-0efb-384d-c461d47503e7", "grossValue": 1957000, "homeNotional": 0.5865790708587517, "foreignNotional": 229.58704833411545}, {"timestamp": "2020-08-11T11:22:19.376Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "75df61a7-ecf2-19b9-1faf-ac596876f6ef", "grossValue": 2544100, "homeNotional": 0.7625527921163773, "foreignNotional": 298.46316283435004}, {"timestamp": "2020-08-11T11:22:19.376Z", "symbol": "ETHUSD", "side": "Sell", "size": 1096, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "99a07bfe-5526-cf17-ac64-75c347886b08", "grossValue": 42897440, "homeNotional": 12.857813233223839, "foreignNotional": 5032.548099483811}]} 2020-08-11 14:22:19 DEBUG: message ignored 2020-08-11 14:22:19 DEBUG: check clearing time needed clearing_process_timer=1219.741924 2020-08-11 14:22:19 DEBUG: check init order needed init_order_process_timer=1319.74223 2020-08-11 14:22:20 DEBUG: check clearing time needed clearing_process_timer=1220.742823 2020-08-11 14:22:20 DEBUG: check init order needed init_order_process_timer=1320.743152 2020-08-11 14:22:21 DEBUG: check clearing time needed clearing_process_timer=1221.743797 2020-08-11 14:22:21 DEBUG: check init order needed init_order_process_timer=1321.744149 2020-08-11 14:22:22 DEBUG: check clearing time needed clearing_process_timer=1222.744775 2020-08-11 14:22:22 DEBUG: check init order needed init_order_process_timer=1322.745147 2020-08-11 14:22:23 DEBUG: check clearing time needed clearing_process_timer=1223.745765 2020-08-11 14:22:23 DEBUG: check init order needed init_order_process_timer=1323.746031 2020-08-11 14:22:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:24.272Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "13291135-220a-4cbd-e881-1b82480bdbf7", "grossValue": 97850000, "homeNotional": 29.328953542937587, "foreignNotional": 11479.352416705771}]} 2020-08-11 14:22:24 DEBUG: message ignored 2020-08-11 14:22:24 DEBUG: check clearing time needed clearing_process_timer=1224.746626 2020-08-11 14:22:24 DEBUG: check init order needed init_order_process_timer=1324.746875 2020-08-11 14:22:25 DEBUG: check clearing time needed clearing_process_timer=1225.747425 2020-08-11 14:22:25 DEBUG: check init order needed init_order_process_timer=1325.747676 2020-08-11 14:22:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:25.982Z", "symbol": "ETHUSD", "side": "Sell", "size": 900, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "693b6d6b-8b8b-be7c-c1ad-8746a338bd23", "grossValue": 35226000, "homeNotional": 10.558423275457532, "foreignNotional": 4132.566870014078}]} 2020-08-11 14:22:26 DEBUG: message ignored 2020-08-11 14:22:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:26.178Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e8fc8f72-a5b1-50cd-06e7-6f76aa065877", "grossValue": 195700000, "homeNotional": 58.65790708587517, "foreignNotional": 22958.704833411542}]} 2020-08-11 14:22:26 DEBUG: message ignored 2020-08-11 14:22:26 DEBUG: check clearing time needed clearing_process_timer=1226.748187 2020-08-11 14:22:26 DEBUG: check init order needed init_order_process_timer=1326.748525 2020-08-11 14:22:27 DEBUG: check clearing time needed clearing_process_timer=1227.74915 2020-08-11 14:22:27 DEBUG: check init order needed init_order_process_timer=1327.749466 2020-08-11 14:22:28 DEBUG: check clearing time needed clearing_process_timer=1228.750325 2020-08-11 14:22:28 DEBUG: check init order needed init_order_process_timer=1328.750605 2020-08-11 14:22:29 DEBUG: check clearing time needed clearing_process_timer=1229.751509 2020-08-11 14:22:29 DEBUG: check init order needed init_order_process_timer=1329.751763 2020-08-11 14:22:30 DEBUG: check clearing time needed clearing_process_timer=1230.752638 2020-08-11 14:22:30 DEBUG: check init order needed init_order_process_timer=1330.752864 2020-08-11 14:22:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:31.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a2da13a-e4ab-8afb-bd1b-acec46887060", "grossValue": 1604740, "homeNotional": 0.4809384164222874, "foreignNotional": 188.2392961876833}]} 2020-08-11 14:22:31 DEBUG: message ignored 2020-08-11 14:22:31 DEBUG: check clearing time needed clearing_process_timer=1231.753835 2020-08-11 14:22:31 DEBUG: check init order needed init_order_process_timer=1331.754077 2020-08-11 14:22:32 DEBUG: check clearing time needed clearing_process_timer=1232.755014 2020-08-11 14:22:32 DEBUG: check init order needed init_order_process_timer=1332.755241 2020-08-11 14:22:33 DEBUG: check clearing time needed clearing_process_timer=1233.756183 2020-08-11 14:22:33 DEBUG: check init order needed init_order_process_timer=1333.756465 2020-08-11 14:22:34 DEBUG: check clearing time needed clearing_process_timer=1234.757386 2020-08-11 14:22:34 DEBUG: check init order needed init_order_process_timer=1334.757653 2020-08-11 14:22:35 DEBUG: check clearing time needed clearing_process_timer=1235.758541 2020-08-11 14:22:35 DEBUG: check init order needed init_order_process_timer=1335.758781 2020-08-11 14:22:36 DEBUG: check clearing time needed clearing_process_timer=1236.759715 2020-08-11 14:22:36 DEBUG: check init order needed init_order_process_timer=1336.759964 2020-08-11 14:22:37 DEBUG: check clearing time needed clearing_process_timer=1237.760898 2020-08-11 14:22:37 DEBUG: check init order needed init_order_process_timer=1337.761245 2020-08-11 14:22:38 DEBUG: check clearing time needed clearing_process_timer=1238.762471 2020-08-11 14:22:38 DEBUG: check init order needed init_order_process_timer=1338.762731 2020-08-11 14:22:39 DEBUG: check clearing time needed clearing_process_timer=1239.763909 2020-08-11 14:22:39 DEBUG: check init order needed init_order_process_timer=1339.764189 2020-08-11 14:22:40 DEBUG: check clearing time needed clearing_process_timer=1240.76509 2020-08-11 14:22:40 DEBUG: check init order needed init_order_process_timer=1340.765531 2020-08-11 14:22:41 DEBUG: check clearing time needed clearing_process_timer=1241.766954 2020-08-11 14:22:41 DEBUG: check init order needed init_order_process_timer=1341.767196 2020-08-11 14:22:42 DEBUG: check clearing time needed clearing_process_timer=1242.768348 2020-08-11 14:22:42 DEBUG: check init order needed init_order_process_timer=1342.768587 2020-08-11 14:22:43 DEBUG: check clearing time needed clearing_process_timer=1243.769095 2020-08-11 14:22:43 DEBUG: check init order needed init_order_process_timer=1343.769416 2020-08-11 14:22:44 DEBUG: check clearing time needed clearing_process_timer=1244.770809 2020-08-11 14:22:44 DEBUG: check init order needed init_order_process_timer=1344.77105 2020-08-11 14:22:45 DEBUG: check clearing time needed clearing_process_timer=1245.772221 2020-08-11 14:22:45 DEBUG: check init order needed init_order_process_timer=1345.77253 2020-08-11 14:22:46 DEBUG: check clearing time needed clearing_process_timer=1246.773076 2020-08-11 14:22:46 DEBUG: check init order needed init_order_process_timer=1346.773346 2020-08-11 14:22:47 DEBUG: check clearing time needed clearing_process_timer=1247.774513 2020-08-11 14:22:47 DEBUG: check init order needed init_order_process_timer=1347.774824 2020-08-11 14:22:48 DEBUG: check clearing time needed clearing_process_timer=1248.776047 2020-08-11 14:22:48 DEBUG: check init order needed init_order_process_timer=1348.776297 2020-08-11 14:22:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:22:49.229Z", "symbol": "ETHUSD", "side": "Sell", "size": 59, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "26e1f7b6-37c5-521b-06e9-d8bb0aac019b", "grossValue": 2309260, "homeNotional": 0.6920821114369502, "foreignNotional": 270.8809384164223}, {"timestamp": "2020-08-11T11:22:49.229Z", "symbol": "ETHUSD", "side": "Sell", "size": 141, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "20bf5f8d-40a9-67c3-7e98-fe64dc4968ba", "grossValue": 5518740, "homeNotional": 1.653958944281525, "foreignNotional": 647.3595307917889}]} 2020-08-11 14:22:49 DEBUG: message ignored 2020-08-11 14:22:49 DEBUG: check clearing time needed clearing_process_timer=1249.777096 2020-08-11 14:22:49 DEBUG: check init order needed init_order_process_timer=1349.777449 2020-08-11 14:22:50 DEBUG: check clearing time needed clearing_process_timer=1250.777903 2020-08-11 14:22:50 DEBUG: check init order needed init_order_process_timer=1350.778169 2020-08-11 14:22:51 DEBUG: check clearing time needed clearing_process_timer=1251.779375 2020-08-11 14:22:51 DEBUG: check init order needed init_order_process_timer=1351.779666 2020-08-11 14:22:52 DEBUG: check clearing time needed clearing_process_timer=1252.780876 2020-08-11 14:22:52 DEBUG: check init order needed init_order_process_timer=1352.781455 2020-08-11 14:22:53 DEBUG: check clearing time needed clearing_process_timer=1253.782637 2020-08-11 14:22:53 DEBUG: check init order needed init_order_process_timer=1353.782892 2020-08-11 14:22:54 DEBUG: check clearing time needed clearing_process_timer=1254.784075 2020-08-11 14:22:54 DEBUG: check init order needed init_order_process_timer=1354.784341 2020-08-11 14:22:55 DEBUG: check clearing time needed clearing_process_timer=1255.785083 2020-08-11 14:22:55 DEBUG: check init order needed init_order_process_timer=1355.785347 2020-08-11 14:22:56 DEBUG: check clearing time needed clearing_process_timer=1256.786549 2020-08-11 14:22:56 DEBUG: check init order needed init_order_process_timer=1356.786794 2020-08-11 14:22:57 DEBUG: check clearing time needed clearing_process_timer=1257.787994 2020-08-11 14:22:57 DEBUG: check init order needed init_order_process_timer=1357.788348 2020-08-11 14:22:58 DEBUG: check clearing time needed clearing_process_timer=1258.789538 2020-08-11 14:22:58 DEBUG: check init order needed init_order_process_timer=1358.789826 2020-08-11 14:22:59 DEBUG: check clearing time needed clearing_process_timer=1259.79099 2020-08-11 14:22:59 DEBUG: check init order needed init_order_process_timer=1359.791242 2020-08-11 14:23:00 DEBUG: check clearing time needed clearing_process_timer=1260.792445 2020-08-11 14:23:00 DEBUG: check init order needed init_order_process_timer=1360.792703 2020-08-11 14:23:01 DEBUG: check clearing time needed clearing_process_timer=1261.793885 2020-08-11 14:23:01 DEBUG: check init order needed init_order_process_timer=1361.794269 2020-08-11 14:23:02 DEBUG: check clearing time needed clearing_process_timer=1262.795539 2020-08-11 14:23:02 DEBUG: check init order needed init_order_process_timer=1362.795843 2020-08-11 14:23:03 DEBUG: check clearing time needed clearing_process_timer=1263.796995 2020-08-11 14:23:03 DEBUG: check init order needed init_order_process_timer=1363.79734 2020-08-11 14:23:04 DEBUG: check clearing time needed clearing_process_timer=1264.798562 2020-08-11 14:23:04 DEBUG: check init order needed init_order_process_timer=1364.798876 2020-08-11 14:23:05 DEBUG: check clearing time needed clearing_process_timer=1265.800096 2020-08-11 14:23:05 DEBUG: check init order needed init_order_process_timer=1365.80033 2020-08-11 14:23:06 DEBUG: check clearing time needed clearing_process_timer=1266.801518 2020-08-11 14:23:06 DEBUG: check init order needed init_order_process_timer=1366.801792 2020-08-11 14:23:07 DEBUG: check clearing time needed clearing_process_timer=1267.803021 2020-08-11 14:23:07 DEBUG: check init order needed init_order_process_timer=1367.803348 2020-08-11 14:23:08 DEBUG: check clearing time needed clearing_process_timer=1268.804793 2020-08-11 14:23:08 DEBUG: check init order needed init_order_process_timer=1368.805108 2020-08-11 14:23:09 DEBUG: check clearing time needed clearing_process_timer=1269.8063 2020-08-11 14:23:09 DEBUG: check init order needed init_order_process_timer=1369.806587 2020-08-11 14:23:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:23:09.908Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "670ee782-5fbc-f10f-a4db-b163fcae977c", "grossValue": 19570000, "homeNotional": 5.869233478107759, "foreignNotional": 2297.217983331377}]} 2020-08-11 14:23:09 DEBUG: message ignored 2020-08-11 14:23:10 DEBUG: check clearing time needed clearing_process_timer=1270.807765 2020-08-11 14:23:10 DEBUG: check init order needed init_order_process_timer=1370.808055 2020-08-11 14:23:11 DEBUG: check clearing time needed clearing_process_timer=1271.80932 2020-08-11 14:23:11 DEBUG: check init order needed init_order_process_timer=1371.809612 2020-08-11 14:23:12 DEBUG: check clearing time needed clearing_process_timer=1272.810769 2020-08-11 14:23:12 DEBUG: check init order needed init_order_process_timer=1372.811024 2020-08-11 14:23:13 DEBUG: check clearing time needed clearing_process_timer=1273.812212 2020-08-11 14:23:13 DEBUG: check init order needed init_order_process_timer=1373.812526 2020-08-11 14:23:14 DEBUG: check clearing time needed clearing_process_timer=1274.813796 2020-08-11 14:23:14 DEBUG: check init order needed init_order_process_timer=1374.81413 2020-08-11 14:23:15 DEBUG: check clearing time needed clearing_process_timer=1275.815375 2020-08-11 14:23:15 DEBUG: check init order needed init_order_process_timer=1375.815647 2020-08-11 14:23:16 DEBUG: check clearing time needed clearing_process_timer=1276.816865 2020-08-11 14:23:16 DEBUG: check init order needed init_order_process_timer=1376.817198 2020-08-11 14:23:17 DEBUG: check clearing time needed clearing_process_timer=1277.818642 2020-08-11 14:23:17 DEBUG: check init order needed init_order_process_timer=1377.818904 2020-08-11 14:23:18 DEBUG: check clearing time needed clearing_process_timer=1278.820412 2020-08-11 14:23:18 DEBUG: check init order needed init_order_process_timer=1378.820783 2020-08-11 14:23:19 DEBUG: check clearing time needed clearing_process_timer=1279.822055 2020-08-11 14:23:19 DEBUG: check init order needed init_order_process_timer=1379.822342 2020-08-11 14:23:20 DEBUG: check clearing time needed clearing_process_timer=1280.823515 2020-08-11 14:23:20 DEBUG: check init order needed init_order_process_timer=1380.823791 2020-08-11 14:23:21 DEBUG: check clearing time needed clearing_process_timer=1281.825075 2020-08-11 14:23:21 DEBUG: check init order needed init_order_process_timer=1381.82539 2020-08-11 14:23:22 DEBUG: check clearing time needed clearing_process_timer=1282.826825 2020-08-11 14:23:22 DEBUG: check init order needed init_order_process_timer=1382.827135 2020-08-11 14:23:23 DEBUG: check clearing time needed clearing_process_timer=1283.828629 2020-08-11 14:23:23 DEBUG: check init order needed init_order_process_timer=1383.82896 2020-08-11 14:23:24 DEBUG: check clearing time needed clearing_process_timer=1284.830276 2020-08-11 14:23:24 DEBUG: check init order needed init_order_process_timer=1384.830627 2020-08-11 14:23:25 DEBUG: check clearing time needed clearing_process_timer=1285.832073 2020-08-11 14:23:25 DEBUG: check init order needed init_order_process_timer=1385.832415 2020-08-11 14:23:26 DEBUG: check clearing time needed clearing_process_timer=1286.833912 2020-08-11 14:23:26 DEBUG: check init order needed init_order_process_timer=1386.834238 2020-08-11 14:23:27 DEBUG: check clearing time needed clearing_process_timer=1287.835653 2020-08-11 14:23:27 DEBUG: check init order needed init_order_process_timer=1387.83594 2020-08-11 14:23:28 DEBUG: check clearing time needed clearing_process_timer=1288.837174 2020-08-11 14:23:28 DEBUG: check init order needed init_order_process_timer=1388.837544 2020-08-11 14:23:29 DEBUG: check clearing time needed clearing_process_timer=1289.839036 2020-08-11 14:23:29 DEBUG: check init order needed init_order_process_timer=1389.839322 2020-08-11 14:23:30 DEBUG: check clearing time needed clearing_process_timer=1290.840538 2020-08-11 14:23:30 DEBUG: check init order needed init_order_process_timer=1390.840797 2020-08-11 14:23:31 DEBUG: check clearing time needed clearing_process_timer=1291.842014 2020-08-11 14:23:31 DEBUG: check init order needed init_order_process_timer=1391.842362 2020-08-11 14:23:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:23:32.348Z", "symbol": "ETHUSD", "side": "Sell", "size": 112, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "674ae1c4-c994-17c2-3f89-7efa8d462a0b", "grossValue": 4383680, "homeNotional": 1.314708299096138, "foreignNotional": 514.5768282662284}]} 2020-08-11 14:23:32 DEBUG: message ignored 2020-08-11 14:23:32 DEBUG: check clearing time needed clearing_process_timer=1292.843612 2020-08-11 14:23:32 DEBUG: check init order needed init_order_process_timer=1392.843956 2020-08-11 14:23:33 DEBUG: check clearing time needed clearing_process_timer=1293.845196 2020-08-11 14:23:33 DEBUG: check init order needed init_order_process_timer=1393.845546 2020-08-11 14:23:34 DEBUG: check clearing time needed clearing_process_timer=1294.846818 2020-08-11 14:23:34 DEBUG: check init order needed init_order_process_timer=1394.847132 2020-08-11 14:23:35 DEBUG: check clearing time needed clearing_process_timer=1295.848349 2020-08-11 14:23:35 DEBUG: check init order needed init_order_process_timer=1395.848632 2020-08-11 14:23:36 DEBUG: check clearing time needed clearing_process_timer=1296.849826 2020-08-11 14:23:36 DEBUG: check init order needed init_order_process_timer=1396.850118 2020-08-11 14:23:37 DEBUG: check clearing time needed clearing_process_timer=1297.851377 2020-08-11 14:23:37 DEBUG: check init order needed init_order_process_timer=1397.851751 2020-08-11 14:23:38 DEBUG: check clearing time needed clearing_process_timer=1298.853063 2020-08-11 14:23:38 DEBUG: check init order needed init_order_process_timer=1398.853349 2020-08-11 14:23:39 DEBUG: check clearing time needed clearing_process_timer=1299.854767 2020-08-11 14:23:39 DEBUG: check init order needed init_order_process_timer=1399.855027 2020-08-11 14:23:40 DEBUG: check clearing time needed clearing_process_timer=1300.856229 2020-08-11 14:23:40 DEBUG: check init order needed init_order_process_timer=1400.856559 2020-08-11 14:23:41 DEBUG: check clearing time needed clearing_process_timer=1301.857815 2020-08-11 14:23:41 DEBUG: check init order needed init_order_process_timer=1401.858064 2020-08-11 14:23:42 DEBUG: check clearing time needed clearing_process_timer=1302.859254 2020-08-11 14:23:42 DEBUG: check init order needed init_order_process_timer=1402.859511 2020-08-11 14:23:43 DEBUG: check clearing time needed clearing_process_timer=1303.86071 2020-08-11 14:23:43 DEBUG: check init order needed init_order_process_timer=1403.860981 2020-08-11 14:23:44 DEBUG: check clearing time needed clearing_process_timer=1304.862411 2020-08-11 14:23:44 DEBUG: check init order needed init_order_process_timer=1404.862656 2020-08-11 14:23:45 DEBUG: check clearing time needed clearing_process_timer=1305.863843 2020-08-11 14:23:45 DEBUG: check init order needed init_order_process_timer=1405.864086 2020-08-11 14:23:46 DEBUG: check clearing time needed clearing_process_timer=1306.865255 2020-08-11 14:23:46 DEBUG: check init order needed init_order_process_timer=1406.865559 2020-08-11 14:23:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:23:47.546Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.45, "tickDirection": "PlusTick", "trdMatchID": "f111b90e-00b9-5133-edd4-87a4df8a5188", "grossValue": 1174350, "homeNotional": 0.35215400868646557, "foreignNotional": 137.85068670031694}]} 2020-08-11 14:23:47 DEBUG: message ignored 2020-08-11 14:23:47 DEBUG: check clearing time needed clearing_process_timer=1307.866752 2020-08-11 14:23:47 DEBUG: check init order needed init_order_process_timer=1407.867034 2020-08-11 14:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 4096, "price": 391.4, "tickDirection": "MinusTick", "trdMatchID": "e6b33b50-6329-8d7f-5932-17ce2e1d62bf", "grossValue": 160317440, "homeNotional": 48.08076065265876, "foreignNotional": 18818.80971945064}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "34c07313-4350-2116-ba9b-82ae2b9ccdbf", "grossValue": 195700, "homeNotional": 0.05869233478107759, "foreignNotional": 22.97217983331377}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "35ba855d-74d9-bf97-64df-18e2f9627191", "grossValue": 39140000, "homeNotional": 11.738466956215518, "foreignNotional": 4594.435966662754}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 563, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2b41e3b6-9f3a-2605-96dd-c1e3f95210fd", "grossValue": 22035820, "homeNotional": 6.608756896349337, "foreignNotional": 2586.6674492311304}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac40094c-8a54-72ce-e338-a6f728f08a67", "grossValue": 19570000, "homeNotional": 5.869233478107759, "foreignNotional": 2297.217983331377}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 7800, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f0c4da3-a685-fd84-342b-e337f5dc20e7", "grossValue": 305292000, "homeNotional": 91.56004225848105, "foreignNotional": 35836.60053996948}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d16a6eb-c00c-7689-2982-544650e6ff65", "grossValue": 2544100, "homeNotional": 0.7630003521540086, "foreignNotional": 298.638337833079}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "bffc436d-f174-04ba-bbb6-46c98e5ca456", "grossValue": 39140, "homeNotional": 0.011738466956215518, "foreignNotional": 4.594435966662754}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "90f2ce3a-6b46-5e2f-0f86-ba6e07120225", "grossValue": 58710000, "homeNotional": 17.607700434323277, "foreignNotional": 6891.653949994131}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 700, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "02b1488c-93e1-681e-8de0-ca4704f80123", "grossValue": 27398000, "homeNotional": 8.216926869350862, "foreignNotional": 3216.1051766639275}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ecd6e813-def5-e7bd-67c4-f9deb7cd40ef", "grossValue": 430540, "homeNotional": 0.1291231365183707, "foreignNotional": 50.53879563329029}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2189079f-d018-d5b0-aac6-12b1f0972224", "grossValue": 39140, "homeNotional": 0.011738466956215518, "foreignNotional": 4.594435966662754}, {"timestamp": "2020-08-11T11:23:48.125Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "9051d555-bb06-bf18-d752-c2c609af87b3", "grossValue": 39140, "homeNotional": 0.011738466956215518, "foreignNotional": 4.594435966662754}]} 2020-08-11 14:23:48 DEBUG: message ignored 2020-08-11 14:23:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:23:48.579Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391.35, "tickDirection": "MinusTick", "trdMatchID": "ca7a3659-0ad3-163c-d9d0-5937c6d366e5", "grossValue": 2543775, "homeNotional": 0.7630003521540086, "foreignNotional": 298.6001878154713}, {"timestamp": "2020-08-11T11:23:48.579Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c8b0e96-ea24-25ed-5eab-d268834be8a3", "grossValue": 195675, "homeNotional": 0.05869233478107759, "foreignNotional": 22.969245216574716}, {"timestamp": "2020-08-11T11:23:48.579Z", "symbol": "ETHUSD", "side": "Sell", "size": 700, "price": 391.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "019a49f5-0d7b-6607-5c2c-34f38c268004", "grossValue": 27394500, "homeNotional": 8.216926869350862, "foreignNotional": 3215.6943303204603}]} 2020-08-11 14:23:48 DEBUG: message ignored 2020-08-11 14:23:48 DEBUG: check clearing time needed clearing_process_timer=1308.868248 2020-08-11 14:23:48 DEBUG: check init order needed init_order_process_timer=1408.868571 2020-08-11 14:23:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 391.3, "tickDirection": "MinusTick", "trdMatchID": "dd6ebb3a-7918-b955-43da-025aa88d2d3b", "grossValue": 1956500, "homeNotional": 0.5869233478107759, "foreignNotional": 229.66310599835663}, {"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "72703bc8-8876-9471-6259-a7462edb912a", "grossValue": 1173900, "homeNotional": 0.35215400868646557, "foreignNotional": 137.79786359901397}, {"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec2a542d-f32d-77ef-bad9-6041bef27557", "grossValue": 78260000, "homeNotional": 23.476933912431036, "foreignNotional": 9186.524239934264}, {"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c0bded3-6cc8-63f7-d12c-1e9f5c5edbae", "grossValue": 2543450, "homeNotional": 0.7630003521540086, "foreignNotional": 298.5620377978636}, {"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 20000, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "0fb19541-9a88-c018-c1fc-bf4bd4e74d8f", "grossValue": 782600000, "homeNotional": 234.76933912431036, "foreignNotional": 91865.24239934265}, {"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "abaf4f41-1ce7-3d8a-ff10-dc272a493767", "grossValue": 39130, "homeNotional": 0.011738466956215518, "foreignNotional": 4.593262119967132}, {"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb5d0b5c-88e5-bc2a-4204-087bab9f630e", "grossValue": 39130, "homeNotional": 0.011738466956215518, "foreignNotional": 4.593262119967132}, {"timestamp": "2020-08-11T11:23:49.219Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ba802dc-4a3e-ef64-6fe1-2252cbdde208", "grossValue": 39130, "homeNotional": 0.011738466956215518, "foreignNotional": 4.593262119967132}]} 2020-08-11 14:23:49 DEBUG: message ignored 2020-08-11 14:23:49 DEBUG: check clearing time needed clearing_process_timer=1309.869826 2020-08-11 14:23:49 DEBUG: check init order needed init_order_process_timer=1409.870112 2020-08-11 14:23:50 DEBUG: check clearing time needed clearing_process_timer=1310.871326 2020-08-11 14:23:50 DEBUG: check init order needed init_order_process_timer=1410.871588 2020-08-11 14:23:51 DEBUG: check clearing time needed clearing_process_timer=1311.872777 2020-08-11 14:23:51 DEBUG: check init order needed init_order_process_timer=1411.873069 2020-08-11 14:23:52 DEBUG: check clearing time needed clearing_process_timer=1312.874251 2020-08-11 14:23:52 DEBUG: check init order needed init_order_process_timer=1412.874573 2020-08-11 14:23:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:23:53.015Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "379331cd-7533-4de8-ff3a-540bd2377f68", "grossValue": 39130, "homeNotional": 0.011738466956215518, "foreignNotional": 4.593262119967132}]} 2020-08-11 14:23:53 DEBUG: message ignored 2020-08-11 14:23:53 DEBUG: check clearing time needed clearing_process_timer=1313.875802 2020-08-11 14:23:53 DEBUG: check init order needed init_order_process_timer=1413.876144 2020-08-11 14:23:54 DEBUG: check clearing time needed clearing_process_timer=1314.877389 2020-08-11 14:23:54 DEBUG: check init order needed init_order_process_timer=1414.877666 2020-08-11 14:23:55 DEBUG: check clearing time needed clearing_process_timer=1315.878833 2020-08-11 14:23:55 DEBUG: check init order needed init_order_process_timer=1415.879112 2020-08-11 14:23:56 DEBUG: check clearing time needed clearing_process_timer=1316.880287 2020-08-11 14:23:56 DEBUG: check init order needed init_order_process_timer=1416.880555 2020-08-11 14:23:57 DEBUG: check clearing time needed clearing_process_timer=1317.881092 2020-08-11 14:23:57 DEBUG: check init order needed init_order_process_timer=1417.881466 2020-08-11 14:23:58 DEBUG: check clearing time needed clearing_process_timer=1318.882696 2020-08-11 14:23:58 DEBUG: check init order needed init_order_process_timer=1418.882998 2020-08-11 14:23:59 DEBUG: check clearing time needed clearing_process_timer=1319.884163 2020-08-11 14:23:59 DEBUG: check init order needed init_order_process_timer=1419.884462 2020-08-11 14:24:00 DEBUG: check clearing time needed clearing_process_timer=1320.885123 2020-08-11 14:24:00 DEBUG: check init order needed init_order_process_timer=1420.88546 2020-08-11 14:24:01 DEBUG: check clearing time needed clearing_process_timer=1321.886692 2020-08-11 14:24:01 DEBUG: check init order needed init_order_process_timer=1421.886965 2020-08-11 14:24:02 DEBUG: check clearing time needed clearing_process_timer=1322.888134 2020-08-11 14:24:02 DEBUG: check init order needed init_order_process_timer=1422.888459 2020-08-11 14:24:03 DEBUG: check clearing time needed clearing_process_timer=1323.889091 2020-08-11 14:24:03 DEBUG: check init order needed init_order_process_timer=1423.889419 2020-08-11 14:24:04 DEBUG: check clearing time needed clearing_process_timer=1324.890628 2020-08-11 14:24:04 DEBUG: check init order needed init_order_process_timer=1424.890948 2020-08-11 14:24:05 DEBUG: check clearing time needed clearing_process_timer=1325.892141 2020-08-11 14:24:05 DEBUG: check init order needed init_order_process_timer=1425.892728 2020-08-11 14:24:06 DEBUG: check clearing time needed clearing_process_timer=1326.89308 2020-08-11 14:24:06 DEBUG: check init order needed init_order_process_timer=1426.893361 2020-08-11 14:24:07 DEBUG: check clearing time needed clearing_process_timer=1327.894524 2020-08-11 14:24:07 DEBUG: check init order needed init_order_process_timer=1427.894804 2020-08-11 14:24:08 DEBUG: check clearing time needed clearing_process_timer=1328.895961 2020-08-11 14:24:08 DEBUG: check init order needed init_order_process_timer=1428.896247 2020-08-11 14:24:09 DEBUG: check clearing time needed clearing_process_timer=1329.897324 2020-08-11 14:24:09 DEBUG: check init order needed init_order_process_timer=1429.897593 2020-08-11 14:24:10 DEBUG: check clearing time needed clearing_process_timer=1330.898819 2020-08-11 14:24:10 DEBUG: check init order needed init_order_process_timer=1430.899118 2020-08-11 14:24:11 DEBUG: check clearing time needed clearing_process_timer=1331.900553 2020-08-11 14:24:11 DEBUG: check init order needed init_order_process_timer=1431.900828 2020-08-11 14:24:12 DEBUG: check clearing time needed clearing_process_timer=1332.902055 2020-08-11 14:24:12 DEBUG: check init order needed init_order_process_timer=1432.902353 2020-08-11 14:24:13 DEBUG: check clearing time needed clearing_process_timer=1333.903571 2020-08-11 14:24:13 DEBUG: check init order needed init_order_process_timer=1433.903903 2020-08-11 14:24:14 DEBUG: check clearing time needed clearing_process_timer=1334.905174 2020-08-11 14:24:14 DEBUG: check init order needed init_order_process_timer=1434.905815 2020-08-11 14:24:15 DEBUG: check clearing time needed clearing_process_timer=1335.907452 2020-08-11 14:24:15 DEBUG: check init order needed init_order_process_timer=1435.90776 2020-08-11 14:24:16 DEBUG: check clearing time needed clearing_process_timer=1336.908985 2020-08-11 14:24:16 DEBUG: check init order needed init_order_process_timer=1436.909285 2020-08-11 14:24:17 DEBUG: check clearing time needed clearing_process_timer=1337.910493 2020-08-11 14:24:17 DEBUG: check init order needed init_order_process_timer=1437.910766 2020-08-11 14:24:18 DEBUG: check clearing time needed clearing_process_timer=1338.912164 2020-08-11 14:24:18 DEBUG: check init order needed init_order_process_timer=1438.91243 2020-08-11 14:24:19 DEBUG: check clearing time needed clearing_process_timer=1339.913636 2020-08-11 14:24:19 DEBUG: check init order needed init_order_process_timer=1439.913917 2020-08-11 14:24:20 DEBUG: check clearing time needed clearing_process_timer=1340.915185 2020-08-11 14:24:20 DEBUG: check init order needed init_order_process_timer=1440.915511 2020-08-11 14:24:21 DEBUG: check clearing time needed clearing_process_timer=1341.916711 2020-08-11 14:24:21 DEBUG: check init order needed init_order_process_timer=1441.916955 2020-08-11 14:24:22 DEBUG: check clearing time needed clearing_process_timer=1342.918198 2020-08-11 14:24:22 DEBUG: check init order needed init_order_process_timer=1442.918432 2020-08-11 14:24:23 DEBUG: check clearing time needed clearing_process_timer=1343.919622 2020-08-11 14:24:23 DEBUG: check init order needed init_order_process_timer=1443.919895 2020-08-11 14:24:24 DEBUG: check clearing time needed clearing_process_timer=1344.921075 2020-08-11 14:24:24 DEBUG: check init order needed init_order_process_timer=1444.921361 2020-08-11 14:24:25 DEBUG: check clearing time needed clearing_process_timer=1345.922583 2020-08-11 14:24:25 DEBUG: check init order needed init_order_process_timer=1445.922928 2020-08-11 14:24:26 DEBUG: check clearing time needed clearing_process_timer=1346.924182 2020-08-11 14:24:26 DEBUG: check init order needed init_order_process_timer=1446.924941 2020-08-11 14:24:27 DEBUG: check clearing time needed clearing_process_timer=1347.926607 2020-08-11 14:24:27 DEBUG: check init order needed init_order_process_timer=1447.927273 2020-08-11 14:24:28 DEBUG: check clearing time needed clearing_process_timer=1348.928812 2020-08-11 14:24:28 DEBUG: check init order needed init_order_process_timer=1448.929419 2020-08-11 14:24:29 DEBUG: check clearing time needed clearing_process_timer=1349.931 2020-08-11 14:24:29 DEBUG: check init order needed init_order_process_timer=1449.931539 2020-08-11 14:24:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:24:30.090Z", "symbol": "ETHUSD", "side": "Sell", "size": 147, "price": 391.25, "tickDirection": "MinusTick", "trdMatchID": "5ebadb3c-c3fb-c16e-1f32-7d1fd668bf78", "grossValue": 5751375, "homeNotional": 1.7251496303250793, "foreignNotional": 674.9647928646873}]} 2020-08-11 14:24:30 DEBUG: message ignored 2020-08-11 14:24:30 DEBUG: check clearing time needed clearing_process_timer=1350.932958 2020-08-11 14:24:30 DEBUG: check init order needed init_order_process_timer=1450.933894 2020-08-11 14:24:31 DEBUG: check clearing time needed clearing_process_timer=1351.93559 2020-08-11 14:24:31 DEBUG: check init order needed init_order_process_timer=1451.936147 2020-08-11 14:24:32 DEBUG: check clearing time needed clearing_process_timer=1352.937691 2020-08-11 14:24:32 DEBUG: check init order needed init_order_process_timer=1452.938228 2020-08-11 14:24:33 DEBUG: check clearing time needed clearing_process_timer=1353.939809 2020-08-11 14:24:33 DEBUG: check init order needed init_order_process_timer=1453.940352 2020-08-11 14:24:34 DEBUG: check clearing time needed clearing_process_timer=1354.941887 2020-08-11 14:24:34 DEBUG: check init order needed init_order_process_timer=1454.942439 2020-08-11 14:24:35 DEBUG: check clearing time needed clearing_process_timer=1355.943998 2020-08-11 14:24:35 DEBUG: check init order needed init_order_process_timer=1455.944606 2020-08-11 14:24:36 DEBUG: check clearing time needed clearing_process_timer=1356.94623 2020-08-11 14:24:36 DEBUG: check init order needed init_order_process_timer=1456.94682 2020-08-11 14:24:37 DEBUG: check clearing time needed clearing_process_timer=1357.948492 2020-08-11 14:24:37 DEBUG: check init order needed init_order_process_timer=1457.949209 2020-08-11 14:24:38 DEBUG: check clearing time needed clearing_process_timer=1358.950923 2020-08-11 14:24:38 DEBUG: check init order needed init_order_process_timer=1458.951633 2020-08-11 14:24:39 DEBUG: check clearing time needed clearing_process_timer=1359.953338 2020-08-11 14:24:39 DEBUG: check init order needed init_order_process_timer=1459.95362 2020-08-11 14:24:40 DEBUG: check clearing time needed clearing_process_timer=1360.955062 2020-08-11 14:24:40 DEBUG: check init order needed init_order_process_timer=1460.955321 2020-08-11 14:24:41 DEBUG: check clearing time needed clearing_process_timer=1361.956765 2020-08-11 14:24:41 DEBUG: check init order needed init_order_process_timer=1461.957107 2020-08-11 14:24:42 DEBUG: check clearing time needed clearing_process_timer=1362.958538 2020-08-11 14:24:42 DEBUG: check init order needed init_order_process_timer=1462.95887 2020-08-11 14:24:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:24:43.815Z", "symbol": "ETHUSD", "side": "Sell", "size": 353, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "eaa5a73a-6014-875c-92cb-7504388f2fd8", "grossValue": 13811125, "homeNotional": 4.142706255134374, "foreignNotional": 1620.8338223213239}, {"timestamp": "2020-08-11T11:24:43.815Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "6949ca1d-26ce-cd51-09e4-e3ed6ef13f70", "grossValue": 2543125, "homeNotional": 0.7628212651097289, "foreignNotional": 298.45381997418144}, {"timestamp": "2020-08-11T11:24:43.815Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "01c50800-9f18-9ac2-cc61-2e71835ea4b9", "grossValue": 3912500, "homeNotional": 1.1735711770918906, "foreignNotional": 459.1597230372022}, {"timestamp": "2020-08-11T11:24:43.815Z", "symbol": "ETHUSD", "side": "Sell", "size": 4482, "price": 391.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc751ca4-b5b1-3478-ea26-e7e9ef558d23", "grossValue": 175358250, "homeNotional": 52.59946015725854, "foreignNotional": 20579.538786527402}]} 2020-08-11 14:24:43 DEBUG: message ignored 2020-08-11 14:24:43 DEBUG: check clearing time needed clearing_process_timer=1363.960121 2020-08-11 14:24:43 DEBUG: check init order needed init_order_process_timer=1463.960466 2020-08-11 14:24:44 DEBUG: check clearing time needed clearing_process_timer=1364.961997 2020-08-11 14:24:44 DEBUG: check init order needed init_order_process_timer=1464.962365 2020-08-11 14:24:45 DEBUG: check clearing time needed clearing_process_timer=1365.963861 2020-08-11 14:24:45 DEBUG: check init order needed init_order_process_timer=1465.96414 2020-08-11 14:24:46 DEBUG: check clearing time needed clearing_process_timer=1366.965578 2020-08-11 14:24:46 DEBUG: check init order needed init_order_process_timer=1466.965874 2020-08-11 14:24:47 DEBUG: check clearing time needed clearing_process_timer=1367.967296 2020-08-11 14:24:47 DEBUG: check init order needed init_order_process_timer=1467.967596 2020-08-11 14:24:48 DEBUG: check clearing time needed clearing_process_timer=1368.968981 2020-08-11 14:24:48 DEBUG: check init order needed init_order_process_timer=1468.969268 2020-08-11 14:24:49 DEBUG: check clearing time needed clearing_process_timer=1369.970677 2020-08-11 14:24:49 DEBUG: check init order needed init_order_process_timer=1469.971015 2020-08-11 14:24:50 DEBUG: check clearing time needed clearing_process_timer=1370.972436 2020-08-11 14:24:50 DEBUG: check init order needed init_order_process_timer=1470.972708 2020-08-11 14:24:51 DEBUG: check clearing time needed clearing_process_timer=1371.97415 2020-08-11 14:24:51 DEBUG: check init order needed init_order_process_timer=1471.974435 2020-08-11 14:24:52 DEBUG: check clearing time needed clearing_process_timer=1372.975861 2020-08-11 14:24:52 DEBUG: check init order needed init_order_process_timer=1472.976165 2020-08-11 14:24:53 DEBUG: check clearing time needed clearing_process_timer=1373.977389 2020-08-11 14:24:53 DEBUG: check init order needed init_order_process_timer=1473.977654 2020-08-11 14:24:54 DEBUG: check clearing time needed clearing_process_timer=1374.978847 2020-08-11 14:24:54 DEBUG: check init order needed init_order_process_timer=1474.979218 2020-08-11 14:24:55 DEBUG: check clearing time needed clearing_process_timer=1375.980736 2020-08-11 14:24:55 DEBUG: check init order needed init_order_process_timer=1475.98115 2020-08-11 14:24:56 DEBUG: check clearing time needed clearing_process_timer=1376.982801 2020-08-11 14:24:56 DEBUG: check init order needed init_order_process_timer=1476.983149 2020-08-11 14:24:57 DEBUG: check clearing time needed clearing_process_timer=1377.984434 2020-08-11 14:24:57 DEBUG: check init order needed init_order_process_timer=1477.984719 2020-08-11 14:24:58 DEBUG: check clearing time needed clearing_process_timer=1378.985921 2020-08-11 14:24:58 DEBUG: check init order needed init_order_process_timer=1478.986198 2020-08-11 14:24:59 DEBUG: check clearing time needed clearing_process_timer=1379.987438 2020-08-11 14:24:59 DEBUG: check init order needed init_order_process_timer=1479.987785 2020-08-11 14:25:00 DEBUG: check clearing time needed clearing_process_timer=1380.989074 2020-08-11 14:25:00 DEBUG: check init order needed init_order_process_timer=1480.989393 2020-08-11 14:25:01 DEBUG: check clearing time needed clearing_process_timer=1381.990595 2020-08-11 14:25:01 DEBUG: check init order needed init_order_process_timer=1481.990917 2020-08-11 14:25:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:02.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 391.3, "tickDirection": "PlusTick", "trdMatchID": "4fde9405-141a-d8df-4fdb-bd52d929cabd", "grossValue": 704340, "homeNotional": 0.2113172106128199, "foreignNotional": 82.68842451279643}, {"timestamp": "2020-08-11T11:25:02.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 5582, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "0ca686a6-3e37-0518-fb64-fd079c3f52a4", "grossValue": 218423660, "homeNotional": 65.53181498004227, "foreignNotional": 25642.599201690537}]} 2020-08-11 14:25:02 DEBUG: message ignored 2020-08-11 14:25:02 DEBUG: check clearing time needed clearing_process_timer=1382.992129 2020-08-11 14:25:02 DEBUG: check init order needed init_order_process_timer=1482.992449 2020-08-11 14:25:03 DEBUG: check clearing time needed clearing_process_timer=1383.993646 2020-08-11 14:25:03 DEBUG: check init order needed init_order_process_timer=1483.993931 2020-08-11 14:25:04 DEBUG: check clearing time needed clearing_process_timer=1384.995131 2020-08-11 14:25:04 DEBUG: check init order needed init_order_process_timer=1484.995497 2020-08-11 14:25:05 DEBUG: check clearing time needed clearing_process_timer=1385.996745 2020-08-11 14:25:05 DEBUG: check init order needed init_order_process_timer=1485.997113 2020-08-11 14:25:06 DEBUG: check clearing time needed clearing_process_timer=1386.998304 2020-08-11 14:25:06 DEBUG: check init order needed init_order_process_timer=1486.998595 2020-08-11 14:25:07 DEBUG: check clearing time needed clearing_process_timer=1387.999792 2020-08-11 14:25:08 DEBUG: check init order needed init_order_process_timer=1488.000143 2020-08-11 14:25:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 7891, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4a91dea-1181-3cb7-ec29-ac6b33c5e950", "grossValue": 308774830, "homeNotional": 92.63911716365344, "foreignNotional": 36249.68654613759}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 712, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "739d4e7c-19dc-a209-0ec9-9159d3e4e851", "grossValue": 27860560, "homeNotional": 8.358769664240432, "foreignNotional": 3270.786569617281}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "286bae4a-59ab-92af-3eff-024d6fe6dc18", "grossValue": 234780, "homeNotional": 0.0704390702042733, "foreignNotional": 27.562808170932144}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "caa2ad1d-6a5a-fb89-d669-b0d8b5af052e", "grossValue": 2073890, "homeNotional": 0.6222117868044141, "foreignNotional": 243.47147217656726}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a183492a-9258-e781-c7bd-994f83d008ff", "grossValue": 195650, "homeNotional": 0.058699225170227756, "foreignNotional": 22.96900680911012}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f2f2e47-f507-bba1-7d87-daad3f87a549", "grossValue": 2191280, "homeNotional": 0.6574313219065508, "foreignNotional": 257.25287626203334}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 79, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e6a2bf66-05f1-e2bd-4ddc-a73b42289cd2", "grossValue": 3091270, "homeNotional": 0.9274477576895985, "foreignNotional": 362.91030758393987}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "22dda243-ae71-4054-1c57-67b4f9ffc51d", "grossValue": 2934750, "homeNotional": 0.8804883775534162, "foreignNotional": 344.5351021366518}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 219, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc2b916b-0e59-44bf-63b4-91ef65895d3e", "grossValue": 8569470, "homeNotional": 2.5710260624559758, "foreignNotional": 1006.0424982390232}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 406, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "1bbf496b-2c40-1f34-3d4a-3c0db0f2034b", "grossValue": 15886780, "homeNotional": 4.766377083822493, "foreignNotional": 1865.0833528997416}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "630bb27b-98e3-5206-a0b2-69fd82d0a103", "grossValue": 2856490, "homeNotional": 0.8570086874853252, "foreignNotional": 335.34749941300777}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 115, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "afe5fc9b-f4d9-68bc-5513-a51e6d84f5cb", "grossValue": 4499950, "homeNotional": 1.3500821789152384, "foreignNotional": 528.2871566095328}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 3148, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f35c688-0fcc-43ec-58ed-a2e48b73b86b", "grossValue": 123181240, "homeNotional": 36.95703216717539, "foreignNotional": 14461.286687015732}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a05e712f-bc71-1d42-bd0c-a8884dc833b2", "grossValue": 11739000, "homeNotional": 3.521953510213665, "foreignNotional": 1378.1404085466072}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "8fa90114-b34d-ef28-8268-5045f749e784", "grossValue": 11739000, "homeNotional": 3.521953510213665, "foreignNotional": 1378.1404085466072}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e4c3d899-90a3-90e4-cdb2-d815fc1a87f6", "grossValue": 3913000, "homeNotional": 1.173984503404555, "foreignNotional": 459.3801361822024}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 193, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc87b119-29a4-aaa4-20a8-38381677dbeb", "grossValue": 7552090, "homeNotional": 2.2657900915707914, "foreignNotional": 886.6036628316506}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 3980, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d69890c-c582-3db9-6ad8-17510ac1ed9a", "grossValue": 155737400, "homeNotional": 46.72458323550129, "foreignNotional": 18283.329420051654}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "904af308-05e2-10b3-0a14-9c76343dfeca", "grossValue": 1486940, "homeNotional": 0.4461141112937309, "foreignNotional": 174.56445174923692}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "c15d1665-1f23-8848-708d-ce78a5dc6895", "grossValue": 39130, "homeNotional": 0.01173984503404555, "foreignNotional": 4.593801361822024}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 4614, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "6838cd0b-1a4d-5d7b-9e43-cdef8d6aabf0", "grossValue": 180545820, "homeNotional": 54.16764498708617, "foreignNotional": 21195.79948344682}, {"timestamp": "2020-08-11T11:25:08.081Z", "symbol": "ETHUSD", "side": "Buy", "size": 64, "price": 391.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a2ec686d-e35b-6be7-ee09-9a589d47b579", "grossValue": 2504320, "homeNotional": 0.7513500821789152, "foreignNotional": 294.00328715660953}]} 2020-08-11 14:25:08 DEBUG: message ignored 2020-08-11 14:25:09 DEBUG: check clearing time needed clearing_process_timer=1389.001375 2020-08-11 14:25:09 DEBUG: check init order needed init_order_process_timer=1489.001653 2020-08-11 14:25:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:09.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.45, "tickDirection": "PlusTick", "trdMatchID": "318a4cba-7cc0-519d-b434-507f1ee58e90", "grossValue": 3914500, "homeNotional": 1.173984503404555, "foreignNotional": 459.5562338577131}, {"timestamp": "2020-08-11T11:25:09.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 81, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9db0f72-bd48-b289-72a5-59da9af32dec", "grossValue": 3170745, "homeNotional": 0.9509274477576896, "foreignNotional": 372.2405494247476}, {"timestamp": "2020-08-11T11:25:09.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "9069a0a9-e89f-da17-7e85-1ac84b571ec0", "grossValue": 1174350, "homeNotional": 0.3521953510213665, "foreignNotional": 137.8668701573139}, {"timestamp": "2020-08-11T11:25:09.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1aee2e1d-199c-3e44-35df-e4ed6f6902f9", "grossValue": 19572500, "homeNotional": 5.869922517022776, "foreignNotional": 2297.7811692885653}, {"timestamp": "2020-08-11T11:25:09.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "fe8903c8-55b0-b245-767e-d6264ef91775", "grossValue": 19572500, "homeNotional": 5.869922517022776, "foreignNotional": 2297.7811692885653}, {"timestamp": "2020-08-11T11:25:09.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b5f570c-e95e-bc41-ef78-12bdc13e76d1", "grossValue": 39145000, "homeNotional": 11.739845034045551, "foreignNotional": 4595.5623385771305}, {"timestamp": "2020-08-11T11:25:09.567Z", "symbol": "ETHUSD", "side": "Buy", "size": 2789, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "87830db4-6c15-7d9f-e05d-d61fe29bbec8", "grossValue": 109175405, "homeNotional": 32.74242779995304, "foreignNotional": 12817.023362291618}]} 2020-08-11 14:25:09 DEBUG: message ignored 2020-08-11 14:25:10 DEBUG: check clearing time needed clearing_process_timer=1390.002838 2020-08-11 14:25:10 DEBUG: check init order needed init_order_process_timer=1490.003137 2020-08-11 14:25:11 DEBUG: check clearing time needed clearing_process_timer=1391.004341 2020-08-11 14:25:11 DEBUG: check init order needed init_order_process_timer=1491.004634 2020-08-11 14:25:12 DEBUG: check clearing time needed clearing_process_timer=1392.005091 2020-08-11 14:25:12 DEBUG: check init order needed init_order_process_timer=1492.005413 2020-08-11 14:25:13 DEBUG: check clearing time needed clearing_process_timer=1393.006612 2020-08-11 14:25:13 DEBUG: check init order needed init_order_process_timer=1493.006964 2020-08-11 14:25:14 DEBUG: check clearing time needed clearing_process_timer=1394.008198 2020-08-11 14:25:14 DEBUG: check init order needed init_order_process_timer=1494.008492 2020-08-11 14:25:15 DEBUG: check clearing time needed clearing_process_timer=1395.009086 2020-08-11 14:25:15 DEBUG: check init order needed init_order_process_timer=1495.009422 2020-08-11 14:25:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:15.640Z", "symbol": "ETHUSD", "side": "Buy", "size": 190, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "118d7526-afd7-d3d6-6e67-3ce29da1ca03", "grossValue": 7437550, "homeNotional": 2.2305705564686544, "foreignNotional": 873.1568443296549}]} 2020-08-11 14:25:15 DEBUG: message ignored 2020-08-11 14:25:16 DEBUG: check clearing time needed clearing_process_timer=1396.010651 2020-08-11 14:25:16 DEBUG: check init order needed init_order_process_timer=1496.010909 2020-08-11 14:25:17 DEBUG: check clearing time needed clearing_process_timer=1397.01208 2020-08-11 14:25:17 DEBUG: check init order needed init_order_process_timer=1497.012393 2020-08-11 14:25:18 DEBUG: check clearing time needed clearing_process_timer=1398.013081 2020-08-11 14:25:18 DEBUG: check init order needed init_order_process_timer=1498.01345 2020-08-11 14:25:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:18.009Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 391.4, "tickDirection": "MinusTick", "trdMatchID": "ad57fc98-fdd7-1c88-24c5-c8e992aecfaf", "grossValue": 978500, "homeNotional": 0.29349612585113877, "foreignNotional": 114.87438365813571}]} 2020-08-11 14:25:18 DEBUG: message ignored 2020-08-11 14:25:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:18.721Z", "symbol": "ETHUSD", "side": "Sell", "size": 776, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "77d52670-4976-0cb4-7127-2fd8cd59d780", "grossValue": 30372640, "homeNotional": 9.110119746419347, "foreignNotional": 3565.7008687485327}]} 2020-08-11 14:25:18 DEBUG: message ignored 2020-08-11 14:25:19 DEBUG: check clearing time needed clearing_process_timer=1399.014618 2020-08-11 14:25:19 DEBUG: check init order needed init_order_process_timer=1499.014896 2020-08-11 14:25:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:19.298Z", "symbol": "ETHUSD", "side": "Sell", "size": 2543, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7523afe-92b2-4443-69d0-4d66db07876b", "grossValue": 99533020, "homeNotional": 29.854425921577835, "foreignNotional": 11685.022305705565}]} 2020-08-11 14:25:19 DEBUG: message ignored 2020-08-11 14:25:20 DEBUG: check clearing time needed clearing_process_timer=1400.016059 2020-08-11 14:25:20 DEBUG: check init order needed init_order_process_timer=1500.016353 2020-08-11 14:25:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:20.067Z", "symbol": "ETHUSD", "side": "Sell", "size": 443, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3da41902-812b-ea44-6c0b-29e5b325b034", "grossValue": 17339020, "homeNotional": 5.200751350082179, "foreignNotional": 2035.5740784221648}, {"timestamp": "2020-08-11T11:25:20.067Z", "symbol": "ETHUSD", "side": "Sell", "size": 419, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "13bd751d-4a52-b602-0e27-448dfa1e6b32", "grossValue": 16399660, "homeNotional": 4.918995069265086, "foreignNotional": 1925.2946701103544}]} 2020-08-11 14:25:20 DEBUG: message ignored 2020-08-11 14:25:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:20.308Z", "symbol": "ETHUSD", "side": "Sell", "size": 1581, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc332d6f-7afb-620f-5900-e9ade2b63e6d", "grossValue": 61880340, "homeNotional": 18.560694998826015, "foreignNotional": 7264.656022540503}, {"timestamp": "2020-08-11T11:25:20.308Z", "symbol": "ETHUSD", "side": "Sell", "size": 984, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8f28810-ba5b-6885-cac8-fb4051143422", "grossValue": 38513760, "homeNotional": 11.552007513500822, "foreignNotional": 4521.455740784221}]} 2020-08-11 14:25:20 DEBUG: message ignored 2020-08-11 14:25:21 DEBUG: check clearing time needed clearing_process_timer=1401.017076 2020-08-11 14:25:21 DEBUG: check init order needed init_order_process_timer=1501.017355 2020-08-11 14:25:22 DEBUG: check clearing time needed clearing_process_timer=1402.018524 2020-08-11 14:25:22 DEBUG: check init order needed init_order_process_timer=1502.018793 2020-08-11 14:25:23 DEBUG: check clearing time needed clearing_process_timer=1403.019972 2020-08-11 14:25:23 DEBUG: check init order needed init_order_process_timer=1503.020286 2020-08-11 14:25:24 DEBUG: check clearing time needed clearing_process_timer=1404.021105 2020-08-11 14:25:24 DEBUG: check init order needed init_order_process_timer=1504.021449 2020-08-11 14:25:25 DEBUG: check clearing time needed clearing_process_timer=1405.022634 2020-08-11 14:25:25 DEBUG: check init order needed init_order_process_timer=1505.022924 2020-08-11 14:25:26 DEBUG: check clearing time needed clearing_process_timer=1406.024099 2020-08-11 14:25:26 DEBUG: check init order needed init_order_process_timer=1506.024386 2020-08-11 14:25:27 DEBUG: check clearing time needed clearing_process_timer=1407.025073 2020-08-11 14:25:27 DEBUG: check init order needed init_order_process_timer=1507.025325 2020-08-11 14:25:28 DEBUG: check clearing time needed clearing_process_timer=1408.026519 2020-08-11 14:25:28 DEBUG: check init order needed init_order_process_timer=1508.026806 2020-08-11 14:25:29 DEBUG: check clearing time needed clearing_process_timer=1409.027994 2020-08-11 14:25:29 DEBUG: check init order needed init_order_process_timer=1509.028315 2020-08-11 14:25:30 DEBUG: check clearing time needed clearing_process_timer=1410.0291 2020-08-11 14:25:30 DEBUG: check init order needed init_order_process_timer=1510.029452 2020-08-11 14:25:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:30.710Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 391.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "80c059d1-cb48-4529-4f76-6533aea6b5fb", "grossValue": 5871000, "homeNotional": 1.7611835153222966, "foreignNotional": 689.3272278971468}]} 2020-08-11 14:25:30 DEBUG: message ignored 2020-08-11 14:25:31 DEBUG: check clearing time needed clearing_process_timer=1411.030804 2020-08-11 14:25:31 DEBUG: check init order needed init_order_process_timer=1511.031079 2020-08-11 14:25:32 DEBUG: check clearing time needed clearing_process_timer=1412.032327 2020-08-11 14:25:32 DEBUG: check init order needed init_order_process_timer=1512.032588 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 391.45, "tickDirection": "PlusTick", "trdMatchID": "7a9a9d78-81db-b4eb-bd08-dd305aa59bdf", "grossValue": 1487510, "homeNotional": 0.44616649054831514, "foreignNotional": 174.65187272513796}, {"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "864a2302-4a1b-7e0e-98d7-e3d2fef64737", "grossValue": 2035540, "homeNotional": 0.6105436186450628, "foreignNotional": 238.99729951860985}, {"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 97, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "96de1513-b6d6-ccc2-021a-6fb099e7693b", "grossValue": 3797065, "homeNotional": 1.1388986732417519, "foreignNotional": 445.82188564048374}, {"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 48, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f43c98d1-dc03-db98-7e6d-0e586facf853", "grossValue": 1878960, "homeNotional": 0.5635787249031349, "foreignNotional": 220.61289186333215}, {"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "c25a6422-fc97-628a-ad7f-98f5ce5d6789", "grossValue": 1800670, "homeNotional": 0.540096278032171, "foreignNotional": 211.42068803569333}, {"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 1153, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "71c7c9d5-1353-f30c-b75e-447801ba329b", "grossValue": 45134185, "homeNotional": 13.53763062111072, "foreignNotional": 5299.305506633791}, {"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 2967, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5380590b-06ff-0d0f-1e79-bc826b539967", "grossValue": 116143215, "homeNotional": 34.836209933075025, "foreignNotional": 13636.634378302218}, {"timestamp": "2020-08-11T11:25:32.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 674, "price": 391.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b47480d7-29c7-f09d-dd92-0041c3891802", "grossValue": 26383730, "homeNotional": 7.913584595514853, "foreignNotional": 3097.772689914289}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 700, "price": 391.5, "tickDirection": "PlusTick", "trdMatchID": "0be2ce54-7baf-73f0-85b6-017fc2970c2f", "grossValue": 27405000, "homeNotional": 8.218856404837384, "foreignNotional": 3217.682282493836}, {"timestamp": "2020-08-11T11:25:32.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 391.55, "tickDirection": "PlusTick", "trdMatchID": "c1aa9153-fe4b-03f1-4662-5eb9bfee826f", "grossValue": 31324000, "homeNotional": 9.392978748385582, "foreignNotional": 3677.8208289303743}, {"timestamp": "2020-08-11T11:25:32.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.6, "tickDirection": "PlusTick", "trdMatchID": "adf0e344-a2c5-0230-ba50-aef7684c7291", "grossValue": 1174800, "homeNotional": 0.3522367030644593, "foreignNotional": 137.93589292004228}, {"timestamp": "2020-08-11T11:25:32.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ac667953-bc32-ad9e-f35e-0b94df2b0542", "grossValue": 704880, "homeNotional": 0.2113420218386756, "foreignNotional": 82.76153575202537}, {"timestamp": "2020-08-11T11:25:32.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 231, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "c4c99037-4cb1-4eef-2a67-5526d2e9db0f", "grossValue": 9045960, "homeNotional": 2.7122226135963365, "foreignNotional": 1062.1063754843256}, {"timestamp": "2020-08-11T11:25:32.337Z", "symbol": "ETHUSD", "side": "Buy", "size": 221, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f59973c6-c85a-1c1e-c938-6e89bfcd1a4f", "grossValue": 8654360, "homeNotional": 2.594810379241517, "foreignNotional": 1016.127744510978}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.456Z", "symbol": "ETHUSD", "side": "Buy", "size": 1306, "price": 391.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "437668af-c079-bbcb-7bac-a522e0a99a78", "grossValue": 51142960, "homeNotional": 15.334037806739461, "foreignNotional": 6004.809205119173}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 391.7, "tickDirection": "PlusTick", "trdMatchID": "d625ad6d-8989-f768-347b-2d3b06deabd0", "grossValue": 117510, "homeNotional": 0.03522367030644593, "foreignNotional": 13.797111659034872}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "b62784e7-db69-d9aa-5801-9aa593988aec", "grossValue": 7834000, "homeNotional": 2.3482446870963956, "foreignNotional": 919.8074439356581}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ee00402-4796-1399-cb9d-ee79b6faf738", "grossValue": 11751000, "homeNotional": 3.522367030644593, "foreignNotional": 1379.7111659034872}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "36481792-bc99-91fb-9586-e110c9f6320a", "grossValue": 391700, "homeNotional": 0.11741223435481977, "foreignNotional": 45.99037219678291}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.75, "tickDirection": "PlusTick", "trdMatchID": "c6390858-a875-08a1-5ec4-f0bdb0314642", "grossValue": 1175250, "homeNotional": 0.3522367030644593, "foreignNotional": 137.98872842550193}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "efdcdbf9-5572-35d0-3e35-aec2c7b6d12e", "grossValue": 783500, "homeNotional": 0.23482446870963955, "foreignNotional": 91.9924856170013}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf968b31-e3ec-6c9c-5b42-3e0480dfabf5", "grossValue": 11752500, "homeNotional": 3.522367030644593, "foreignNotional": 1379.8872842550193}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "39ea87f5-3205-f32e-f58b-2c7cfdbb88c8", "grossValue": 7835000, "homeNotional": 2.3482446870963956, "foreignNotional": 919.924856170013}, {"timestamp": "2020-08-11T11:25:32.551Z", "symbol": "ETHUSD", "side": "Buy", "size": 561, "price": 391.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "8013d305-a24b-aa84-fbf3-030d35f51151", "grossValue": 21977175, "homeNotional": 6.586826347305389, "foreignNotional": 2580.3892215568862}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.645Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "ddb64c66-069a-31d2-19f8-cdff1d88a6b1", "grossValue": 509340, "homeNotional": 0.1526359046612657, "foreignNotional": 59.8027474462839}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.648Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "06d7fa8d-8d16-5937-1fd5-9813e11991a8", "grossValue": 470160, "homeNotional": 0.14089468122578372, "foreignNotional": 55.202536104262066}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.661Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "717ee81a-dda4-66de-ca15-03a76838afad", "grossValue": 470160, "homeNotional": 0.14089468122578372, "foreignNotional": 55.202536104262066}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:32.667Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "3c7bb4bd-e503-854a-69f7-90cbe10719a8", "grossValue": 509340, "homeNotional": 0.1526359046612657, "foreignNotional": 59.8027474462839}]} 2020-08-11 14:25:32 DEBUG: message ignored 2020-08-11 14:25:33 DEBUG: check clearing time needed clearing_process_timer=1413.033788 2020-08-11 14:25:33 DEBUG: check init order needed init_order_process_timer=1513.034616 2020-08-11 14:25:34 DEBUG: check clearing time needed clearing_process_timer=1414.036097 2020-08-11 14:25:34 DEBUG: check init order needed init_order_process_timer=1514.036707 2020-08-11 14:25:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:34.367Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 391.75, "tickDirection": "MinusTick", "trdMatchID": "5e339902-79c3-0b6e-eb39-fa5320919d4f", "grossValue": 7835000, "homeNotional": 2.3482446870963956, "foreignNotional": 919.924856170013}]} 2020-08-11 14:25:34 DEBUG: message ignored 2020-08-11 14:25:35 DEBUG: check clearing time needed clearing_process_timer=1415.037931 2020-08-11 14:25:35 DEBUG: check init order needed init_order_process_timer=1515.038207 2020-08-11 14:25:36 DEBUG: check clearing time needed clearing_process_timer=1416.039598 2020-08-11 14:25:36 DEBUG: check init order needed init_order_process_timer=1516.039914 2020-08-11 14:25:37 DEBUG: check clearing time needed clearing_process_timer=1417.041339 2020-08-11 14:25:37 DEBUG: check init order needed init_order_process_timer=1517.041621 2020-08-11 14:25:38 DEBUG: check clearing time needed clearing_process_timer=1418.04299 2020-08-11 14:25:38 DEBUG: check init order needed init_order_process_timer=1518.043251 2020-08-11 14:25:39 DEBUG: check clearing time needed clearing_process_timer=1419.044645 2020-08-11 14:25:39 DEBUG: check init order needed init_order_process_timer=1519.045082 2020-08-11 14:25:40 DEBUG: check clearing time needed clearing_process_timer=1420.046509 2020-08-11 14:25:40 DEBUG: check init order needed init_order_process_timer=1520.046801 2020-08-11 14:25:41 DEBUG: check clearing time needed clearing_process_timer=1421.048221 2020-08-11 14:25:41 DEBUG: check init order needed init_order_process_timer=1521.0485 2020-08-11 14:25:42 DEBUG: check clearing time needed clearing_process_timer=1422.049898 2020-08-11 14:25:42 DEBUG: check init order needed init_order_process_timer=1522.050158 2020-08-11 14:25:43 DEBUG: check clearing time needed clearing_process_timer=1423.051627 2020-08-11 14:25:43 DEBUG: check init order needed init_order_process_timer=1523.051928 2020-08-11 14:25:44 DEBUG: check clearing time needed clearing_process_timer=1424.053198 2020-08-11 14:25:44 DEBUG: check init order needed init_order_process_timer=1524.05355 2020-08-11 14:25:45 DEBUG: check clearing time needed clearing_process_timer=1425.055113 2020-08-11 14:25:45 DEBUG: check init order needed init_order_process_timer=1525.055433 2020-08-11 14:25:46 DEBUG: check clearing time needed clearing_process_timer=1426.056893 2020-08-11 14:25:46 DEBUG: check init order needed init_order_process_timer=1526.057213 2020-08-11 14:25:47 DEBUG: check clearing time needed clearing_process_timer=1427.058094 2020-08-11 14:25:47 DEBUG: check init order needed init_order_process_timer=1527.058359 2020-08-11 14:25:48 DEBUG: check clearing time needed clearing_process_timer=1428.059777 2020-08-11 14:25:48 DEBUG: check init order needed init_order_process_timer=1528.060094 2020-08-11 14:25:49 DEBUG: check clearing time needed clearing_process_timer=1429.061518 2020-08-11 14:25:49 DEBUG: check init order needed init_order_process_timer=1529.0618 2020-08-11 14:25:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 391.8, "tickDirection": "PlusTick", "trdMatchID": "3c72fd49-9c39-27fe-20c8-bb57d25911bb", "grossValue": 5877000, "homeNotional": 1.7611835153222966, "foreignNotional": 690.0317013032758}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "97b4767b-dbd1-ec6c-09a8-71b27332cafd", "grossValue": 11754000, "homeNotional": 3.522367030644593, "foreignNotional": 1380.0634026065516}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1764821c-0b9f-7c60-edd0-f162be43465b", "grossValue": 7836000, "homeNotional": 2.3482446870963956, "foreignNotional": 920.0422684043677}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "c2588607-3bdb-73a9-d0bc-6934361da7ee", "grossValue": 391800, "homeNotional": 0.11741223435481977, "foreignNotional": 46.002113420218386}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc180ff0-c62a-c66c-ab88-a1842f836533", "grossValue": 39180, "homeNotional": 0.011741223435481977, "foreignNotional": 4.600211342021838}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "39fe3e2f-d72b-6c5d-03c3-f22bfacef55a", "grossValue": 39180, "homeNotional": 0.011741223435481977, "foreignNotional": 4.600211342021838}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "af3f4737-89f9-6ecf-4d82-4c13990a2f1f", "grossValue": 39180, "homeNotional": 0.011741223435481977, "foreignNotional": 4.600211342021838}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 742, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a492a45-091f-d10f-073d-bd33b6047191", "grossValue": 29071560, "homeNotional": 8.711987789127628, "foreignNotional": 3413.356815780204}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 289, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a34d8854-3bd6-d37d-c229-3a7b7753c471", "grossValue": 11323020, "homeNotional": 3.3932135728542914, "foreignNotional": 1329.4610778443114}, {"timestamp": "2020-08-11T11:25:49.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 169, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "a8aae72e-6c5b-ec6c-9f48-4187cc441a47", "grossValue": 6621420, "homeNotional": 1.9842667605964541, "foreignNotional": 777.4357168016908}]} 2020-08-11 14:25:49 DEBUG: message ignored 2020-08-11 14:25:50 DEBUG: check clearing time needed clearing_process_timer=1430.063009 2020-08-11 14:25:50 DEBUG: check init order needed init_order_process_timer=1530.063286 2020-08-11 14:25:51 DEBUG: check clearing time needed clearing_process_timer=1431.064476 2020-08-11 14:25:51 DEBUG: check init order needed init_order_process_timer=1531.064771 2020-08-11 14:25:52 DEBUG: check clearing time needed clearing_process_timer=1432.065971 2020-08-11 14:25:52 DEBUG: check init order needed init_order_process_timer=1532.066234 2020-08-11 14:25:53 DEBUG: check clearing time needed clearing_process_timer=1433.067407 2020-08-11 14:25:53 DEBUG: check init order needed init_order_process_timer=1533.067671 2020-08-11 14:25:54 DEBUG: check clearing time needed clearing_process_timer=1434.068883 2020-08-11 14:25:54 DEBUG: check init order needed init_order_process_timer=1534.069327 2020-08-11 14:25:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:54.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 391.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ad1565e-4456-ea3b-cdc6-3168c145e56d", "grossValue": 39180, "homeNotional": 0.011741223435481977, "foreignNotional": 4.600211342021838}]} 2020-08-11 14:25:54 DEBUG: message ignored 2020-08-11 14:25:55 DEBUG: check clearing time needed clearing_process_timer=1435.070589 2020-08-11 14:25:55 DEBUG: check init order needed init_order_process_timer=1535.070864 2020-08-11 14:25:56 DEBUG: check clearing time needed clearing_process_timer=1436.072054 2020-08-11 14:25:56 DEBUG: check init order needed init_order_process_timer=1536.072389 2020-08-11 14:25:57 DEBUG: check clearing time needed clearing_process_timer=1437.073109 2020-08-11 14:25:57 DEBUG: check init order needed init_order_process_timer=1537.073394 2020-08-11 14:25:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:57.314Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.85, "tickDirection": "PlusTick", "trdMatchID": "99526aa6-5fab-96f1-5f9e-65d4c1a6b475", "grossValue": 7837000, "homeNotional": 2.3482446870963956, "foreignNotional": 920.1596806387225}, {"timestamp": "2020-08-11T11:25:57.314Z", "symbol": "ETHUSD", "side": "Buy", "size": 206, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf0da4fe-7d18-a9f3-dbd8-f58f29adf064", "grossValue": 8072110, "homeNotional": 2.4186920277092874, "foreignNotional": 947.7644710578842}, {"timestamp": "2020-08-11T11:25:57.314Z", "symbol": "ETHUSD", "side": "Buy", "size": 186, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f8ea5b7-3fa7-9d5b-caa4-fd4a0fe97345", "grossValue": 7288410, "homeNotional": 2.1838675589996477, "foreignNotional": 855.748502994012}, {"timestamp": "2020-08-11T11:25:57.314Z", "symbol": "ETHUSD", "side": "Buy", "size": 72, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "f21b7856-a327-651e-9dfc-3478f2e9799e", "grossValue": 2821320, "homeNotional": 0.8453680873547024, "foreignNotional": 331.25748502994014}, {"timestamp": "2020-08-11T11:25:57.314Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 391.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "018d6f53-9196-ec01-0ada-ddb87a08ba23", "grossValue": 1645770, "homeNotional": 0.49313138429024306, "foreignNotional": 193.23353293413174}]} 2020-08-11 14:25:57 DEBUG: message ignored 2020-08-11 14:25:58 DEBUG: check clearing time needed clearing_process_timer=1438.074573 2020-08-11 14:25:58 DEBUG: check init order needed init_order_process_timer=1538.074859 2020-08-11 14:25:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:58.875Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 391.9, "tickDirection": "PlusTick", "trdMatchID": "8376a3eb-68f4-e4db-0cf1-70f5e0defa26", "grossValue": 783800, "homeNotional": 0.23482446870963955, "foreignNotional": 92.02770928730774}]} 2020-08-11 14:25:58 DEBUG: message ignored 2020-08-11 14:25:59 DEBUG: check clearing time needed clearing_process_timer=1439.076042 2020-08-11 14:25:59 DEBUG: check init order needed init_order_process_timer=1539.076322 2020-08-11 14:25:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:25:59.372Z", "symbol": "ETHUSD", "side": "Buy", "size": 980, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d90d2891-04cd-4a74-0d2d-3ca45fda355e", "grossValue": 38406200, "homeNotional": 11.506398966772338, "foreignNotional": 4509.357755078079}, {"timestamp": "2020-08-11T11:25:59.372Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f4462d0-aa9a-56cd-d1e3-d20dca81f73e", "grossValue": 1175700, "homeNotional": 0.3522367030644593, "foreignNotional": 138.04156393096162}, {"timestamp": "2020-08-11T11:25:59.372Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b2091bcb-46d7-97a1-896c-81a9f09b1071", "grossValue": 7838000, "homeNotional": 2.3482446870963956, "foreignNotional": 920.2770928730773}]} 2020-08-11 14:25:59 DEBUG: message ignored 2020-08-11 14:26:00 DEBUG: check clearing time needed clearing_process_timer=1440.077509 2020-08-11 14:26:00 DEBUG: check init order needed init_order_process_timer=1540.077788 2020-08-11 14:26:01 DEBUG: check clearing time needed clearing_process_timer=1441.078983 2020-08-11 14:26:01 DEBUG: check init order needed init_order_process_timer=1541.079264 2020-08-11 14:26:02 DEBUG: check clearing time needed clearing_process_timer=1442.080469 2020-08-11 14:26:02 DEBUG: check init order needed init_order_process_timer=1542.080793 2020-08-11 14:26:03 DEBUG: check clearing time needed clearing_process_timer=1443.08208 2020-08-11 14:26:03 DEBUG: check init order needed init_order_process_timer=1543.082485 2020-08-11 14:26:04 DEBUG: check clearing time needed clearing_process_timer=1444.083767 2020-08-11 14:26:04 DEBUG: check init order needed init_order_process_timer=1544.084036 2020-08-11 14:26:05 DEBUG: check clearing time needed clearing_process_timer=1445.085299 2020-08-11 14:26:05 DEBUG: check init order needed init_order_process_timer=1545.085585 2020-08-11 14:26:06 DEBUG: check clearing time needed clearing_process_timer=1446.08679 2020-08-11 14:26:06 DEBUG: check init order needed init_order_process_timer=1546.087057 2020-08-11 14:26:07 DEBUG: check clearing time needed clearing_process_timer=1447.088614 2020-08-11 14:26:07 DEBUG: check init order needed init_order_process_timer=1547.088883 2020-08-11 14:26:08 DEBUG: check clearing time needed clearing_process_timer=1448.09008 2020-08-11 14:26:08 DEBUG: check init order needed init_order_process_timer=1548.09034 2020-08-11 14:26:09 DEBUG: check clearing time needed clearing_process_timer=1449.091545 2020-08-11 14:26:09 DEBUG: check init order needed init_order_process_timer=1549.091854 2020-08-11 14:26:10 DEBUG: check clearing time needed clearing_process_timer=1450.093108 2020-08-11 14:26:10 DEBUG: check init order needed init_order_process_timer=1550.093421 2020-08-11 14:26:11 DEBUG: check clearing time needed clearing_process_timer=1451.094618 2020-08-11 14:26:11 DEBUG: check init order needed init_order_process_timer=1551.09488 2020-08-11 14:26:12 DEBUG: check clearing time needed clearing_process_timer=1452.096099 2020-08-11 14:26:12 DEBUG: check init order needed init_order_process_timer=1552.096432 2020-08-11 14:26:13 DEBUG: check clearing time needed clearing_process_timer=1453.097706 2020-08-11 14:26:13 DEBUG: check init order needed init_order_process_timer=1553.098018 2020-08-11 14:26:14 DEBUG: check clearing time needed clearing_process_timer=1454.099436 2020-08-11 14:26:14 DEBUG: check init order needed init_order_process_timer=1554.099698 2020-08-11 14:26:15 DEBUG: check clearing time needed clearing_process_timer=1455.100877 2020-08-11 14:26:15 DEBUG: check init order needed init_order_process_timer=1555.101213 2020-08-11 14:26:16 DEBUG: check clearing time needed clearing_process_timer=1456.102667 2020-08-11 14:26:16 DEBUG: check init order needed init_order_process_timer=1556.10293 2020-08-11 14:26:17 DEBUG: check clearing time needed clearing_process_timer=1457.104137 2020-08-11 14:26:17 DEBUG: check init order needed init_order_process_timer=1557.104376 2020-08-11 14:26:18 DEBUG: check clearing time needed clearing_process_timer=1458.105564 2020-08-11 14:26:18 DEBUG: check init order needed init_order_process_timer=1558.105809 2020-08-11 14:26:19 DEBUG: check clearing time needed clearing_process_timer=1459.107042 2020-08-11 14:26:19 DEBUG: check init order needed init_order_process_timer=1559.1074 2020-08-11 14:26:20 DEBUG: check clearing time needed clearing_process_timer=1460.108643 2020-08-11 14:26:20 DEBUG: check init order needed init_order_process_timer=1560.10889 2020-08-11 14:26:21 DEBUG: check clearing time needed clearing_process_timer=1461.109062 2020-08-11 14:26:21 DEBUG: check init order needed init_order_process_timer=1561.1093 2020-08-11 14:26:22 DEBUG: check clearing time needed clearing_process_timer=1462.1105 2020-08-11 14:26:22 DEBUG: check init order needed init_order_process_timer=1562.110789 2020-08-11 14:26:23 DEBUG: check clearing time needed clearing_process_timer=1463.112048 2020-08-11 14:26:23 DEBUG: check init order needed init_order_process_timer=1563.11232 2020-08-11 14:26:24 DEBUG: check clearing time needed clearing_process_timer=1464.113533 2020-08-11 14:26:24 DEBUG: check init order needed init_order_process_timer=1564.113847 2020-08-11 14:26:25 DEBUG: check clearing time needed clearing_process_timer=1465.115048 2020-08-11 14:26:25 DEBUG: check init order needed init_order_process_timer=1565.115322 2020-08-11 14:26:26 DEBUG: check clearing time needed clearing_process_timer=1466.116547 2020-08-11 14:26:26 DEBUG: check init order needed init_order_process_timer=1566.116858 2020-08-11 14:26:27 DEBUG: check clearing time needed clearing_process_timer=1467.118089 2020-08-11 14:26:27 DEBUG: check init order needed init_order_process_timer=1567.118352 2020-08-11 14:26:28 DEBUG: check clearing time needed clearing_process_timer=1468.119538 2020-08-11 14:26:28 DEBUG: check init order needed init_order_process_timer=1568.119823 2020-08-11 14:26:29 DEBUG: check clearing time needed clearing_process_timer=1469.121049 2020-08-11 14:26:29 DEBUG: check init order needed init_order_process_timer=1569.121356 2020-08-11 14:26:30 DEBUG: check clearing time needed clearing_process_timer=1470.122851 2020-08-11 14:26:30 DEBUG: check init order needed init_order_process_timer=1570.123111 2020-08-11 14:26:31 DEBUG: check clearing time needed clearing_process_timer=1471.124301 2020-08-11 14:26:31 DEBUG: check init order needed init_order_process_timer=1571.124588 2020-08-11 14:26:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:26:31.415Z", "symbol": "ETHUSD", "side": "Sell", "size": 63, "price": 391.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcbd756d-2995-7122-f506-18ee8853453b", "grossValue": 2468970, "homeNotional": 0.739870816206694, "foreignNotional": 289.9553728714034}]} 2020-08-11 14:26:31 DEBUG: message ignored 2020-08-11 14:26:32 DEBUG: check clearing time needed clearing_process_timer=1472.125767 2020-08-11 14:26:32 DEBUG: check init order needed init_order_process_timer=1572.126057 2020-08-11 14:26:33 DEBUG: check clearing time needed clearing_process_timer=1473.127254 2020-08-11 14:26:33 DEBUG: check init order needed init_order_process_timer=1573.127597 2020-08-11 14:26:34 DEBUG: check clearing time needed clearing_process_timer=1474.128867 2020-08-11 14:26:34 DEBUG: check init order needed init_order_process_timer=1574.129246 2020-08-11 14:26:35 DEBUG: check clearing time needed clearing_process_timer=1475.130487 2020-08-11 14:26:35 DEBUG: check init order needed init_order_process_timer=1575.130771 2020-08-11 14:26:36 DEBUG: check clearing time needed clearing_process_timer=1476.131953 2020-08-11 14:26:36 DEBUG: check init order needed init_order_process_timer=1576.132272 2020-08-11 14:26:37 DEBUG: check clearing time needed clearing_process_timer=1477.133456 2020-08-11 14:26:37 DEBUG: check init order needed init_order_process_timer=1577.133718 2020-08-11 14:26:38 DEBUG: check clearing time needed clearing_process_timer=1478.134954 2020-08-11 14:26:38 DEBUG: check init order needed init_order_process_timer=1578.135295 2020-08-11 14:26:39 DEBUG: check clearing time needed clearing_process_timer=1479.136533 2020-08-11 14:26:39 DEBUG: check init order needed init_order_process_timer=1579.136862 2020-08-11 14:26:40 DEBUG: check clearing time needed clearing_process_timer=1480.138826 2020-08-11 14:26:40 DEBUG: check init order needed init_order_process_timer=1580.139116 2020-08-11 14:26:41 DEBUG: check clearing time needed clearing_process_timer=1481.14031 2020-08-11 14:26:41 DEBUG: check init order needed init_order_process_timer=1581.140626 2020-08-11 14:26:42 DEBUG: check clearing time needed clearing_process_timer=1482.141078 2020-08-11 14:26:42 DEBUG: check init order needed init_order_process_timer=1582.141418 2020-08-11 14:26:43 DEBUG: check clearing time needed clearing_process_timer=1483.142826 2020-08-11 14:26:43 DEBUG: check init order needed init_order_process_timer=1583.143323 2020-08-11 14:26:44 DEBUG: check clearing time needed clearing_process_timer=1484.144801 2020-08-11 14:26:44 DEBUG: check init order needed init_order_process_timer=1584.14509 2020-08-11 14:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:26:44.295Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.95, "tickDirection": "PlusTick", "trdMatchID": "3f7389ba-8778-36f9-d7b3-5f004a1e8c23", "grossValue": 1567800, "homeNotional": 0.4697592483852026, "foreignNotional": 184.12213740458014}, {"timestamp": "2020-08-11T11:26:44.295Z", "symbol": "ETHUSD", "side": "Buy", "size": 80, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "85e4a254-e1cf-7fea-13bb-d4cd08e13b30", "grossValue": 3135600, "homeNotional": 0.9395184967704052, "foreignNotional": 368.2442748091603}]} 2020-08-11 14:26:44 DEBUG: message ignored 2020-08-11 14:26:45 DEBUG: check clearing time needed clearing_process_timer=1485.146294 2020-08-11 14:26:45 DEBUG: check init order needed init_order_process_timer=1585.146565 2020-08-11 14:26:46 DEBUG: check clearing time needed clearing_process_timer=1486.147726 2020-08-11 14:26:46 DEBUG: check init order needed init_order_process_timer=1586.147999 2020-08-11 14:26:47 DEBUG: check clearing time needed clearing_process_timer=1487.149074 2020-08-11 14:26:47 DEBUG: check init order needed init_order_process_timer=1587.149359 2020-08-11 14:26:48 DEBUG: check clearing time needed clearing_process_timer=1488.150554 2020-08-11 14:26:48 DEBUG: check init order needed init_order_process_timer=1588.150835 2020-08-11 14:26:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:26:48.955Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "800aa7d0-fe57-f30d-42f6-5fdeca18d5ac", "grossValue": 3919500, "homeNotional": 1.1743981209630066, "foreignNotional": 460.30534351145036}]} 2020-08-11 14:26:48 DEBUG: message ignored 2020-08-11 14:26:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:26:48.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "21a93f2e-1620-e7d1-5439-d52110ebc526", "grossValue": 391950, "homeNotional": 0.11743981209630065, "foreignNotional": 46.030534351145036}]} 2020-08-11 14:26:48 DEBUG: message ignored 2020-08-11 14:26:49 DEBUG: check clearing time needed clearing_process_timer=1489.152013 2020-08-11 14:26:49 DEBUG: check init order needed init_order_process_timer=1589.152333 2020-08-11 14:26:50 DEBUG: check clearing time needed clearing_process_timer=1490.153103 2020-08-11 14:26:50 DEBUG: check init order needed init_order_process_timer=1590.153398 2020-08-11 14:26:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:26:50.608Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d1e380b-7be5-b04d-cf60-84e3b719f6bc", "grossValue": 39195, "homeNotional": 0.011743981209630064, "foreignNotional": 4.603053435114504}]} 2020-08-11 14:26:50 DEBUG: message ignored 2020-08-11 14:26:51 DEBUG: check clearing time needed clearing_process_timer=1491.154597 2020-08-11 14:26:51 DEBUG: check init order needed init_order_process_timer=1591.154907 2020-08-11 14:26:52 DEBUG: check clearing time needed clearing_process_timer=1492.156144 2020-08-11 14:26:52 DEBUG: check init order needed init_order_process_timer=1592.156489 2020-08-11 14:26:53 DEBUG: check clearing time needed clearing_process_timer=1493.157081 2020-08-11 14:26:53 DEBUG: check init order needed init_order_process_timer=1593.15736 2020-08-11 14:26:54 DEBUG: check clearing time needed clearing_process_timer=1494.158564 2020-08-11 14:26:54 DEBUG: check init order needed init_order_process_timer=1594.158872 2020-08-11 14:26:55 DEBUG: check clearing time needed clearing_process_timer=1495.160099 2020-08-11 14:26:55 DEBUG: check init order needed init_order_process_timer=1595.160372 2020-08-11 14:26:56 DEBUG: check clearing time needed clearing_process_timer=1496.16111 2020-08-11 14:26:56 DEBUG: check init order needed init_order_process_timer=1596.161365 2020-08-11 14:26:57 DEBUG: check clearing time needed clearing_process_timer=1497.162581 2020-08-11 14:26:57 DEBUG: check init order needed init_order_process_timer=1597.162832 2020-08-11 14:26:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:26:57.957Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "7538b162-fbde-c657-f15f-e2978e1e359d", "grossValue": 1567800, "homeNotional": 0.4697592483852026, "foreignNotional": 184.12213740458014}]} 2020-08-11 14:26:57 DEBUG: message ignored 2020-08-11 14:26:58 DEBUG: check clearing time needed clearing_process_timer=1498.164033 2020-08-11 14:26:58 DEBUG: check init order needed init_order_process_timer=1598.164317 2020-08-11 14:26:59 DEBUG: check clearing time needed clearing_process_timer=1499.165555 2020-08-11 14:26:59 DEBUG: check init order needed init_order_process_timer=1599.165866 2020-08-11 14:27:00 DEBUG: check clearing time needed clearing_process_timer=1500.167102 2020-08-11 14:27:00 DEBUG: check init order needed init_order_process_timer=1600.167357 2020-08-11 14:27:01 DEBUG: check clearing time needed clearing_process_timer=1501.168526 2020-08-11 14:27:01 DEBUG: check init order needed init_order_process_timer=1601.168766 2020-08-11 14:27:02 DEBUG: check clearing time needed clearing_process_timer=1502.16998 2020-08-11 14:27:02 DEBUG: check init order needed init_order_process_timer=1602.170463 2020-08-11 14:27:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:27:02.514Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "45834692-4be9-4087-7d8d-c3cb23a5468f", "grossValue": 39195, "homeNotional": 0.011745360582569885, "foreignNotional": 4.603594080338266}]} 2020-08-11 14:27:02 DEBUG: message ignored 2020-08-11 14:27:03 DEBUG: check clearing time needed clearing_process_timer=1503.171755 2020-08-11 14:27:03 DEBUG: check init order needed init_order_process_timer=1603.172028 2020-08-11 14:27:04 DEBUG: check clearing time needed clearing_process_timer=1504.173214 2020-08-11 14:27:04 DEBUG: check init order needed init_order_process_timer=1604.173499 2020-08-11 14:27:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:27:04.850Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0abc4022-92ac-ce72-450d-d009f6321347", "grossValue": 39195, "homeNotional": 0.011745360582569885, "foreignNotional": 4.603594080338266}]} 2020-08-11 14:27:04 DEBUG: message ignored 2020-08-11 14:27:05 DEBUG: check clearing time needed clearing_process_timer=1505.174748 2020-08-11 14:27:05 DEBUG: check init order needed init_order_process_timer=1605.175015 2020-08-11 14:27:06 DEBUG: check clearing time needed clearing_process_timer=1506.176199 2020-08-11 14:27:06 DEBUG: check init order needed init_order_process_timer=1606.176478 2020-08-11 14:27:07 DEBUG: check clearing time needed clearing_process_timer=1507.177687 2020-08-11 14:27:07 DEBUG: check init order needed init_order_process_timer=1607.177962 2020-08-11 14:27:08 DEBUG: check clearing time needed clearing_process_timer=1508.179173 2020-08-11 14:27:08 DEBUG: check init order needed init_order_process_timer=1608.179514 2020-08-11 14:27:09 DEBUG: check clearing time needed clearing_process_timer=1509.180778 2020-08-11 14:27:09 DEBUG: check init order needed init_order_process_timer=1609.181201 2020-08-11 14:27:10 DEBUG: check clearing time needed clearing_process_timer=1510.182413 2020-08-11 14:27:10 DEBUG: check init order needed init_order_process_timer=1610.182695 2020-08-11 14:27:11 DEBUG: check clearing time needed clearing_process_timer=1511.183868 2020-08-11 14:27:11 DEBUG: check init order needed init_order_process_timer=1611.18413 2020-08-11 14:27:12 DEBUG: check clearing time needed clearing_process_timer=1512.185313 2020-08-11 14:27:12 DEBUG: check init order needed init_order_process_timer=1612.185596 2020-08-11 14:27:13 DEBUG: check clearing time needed clearing_process_timer=1513.186807 2020-08-11 14:27:13 DEBUG: check init order needed init_order_process_timer=1613.187163 2020-08-11 14:27:14 DEBUG: check clearing time needed clearing_process_timer=1514.188423 2020-08-11 14:27:14 DEBUG: check init order needed init_order_process_timer=1614.188689 2020-08-11 14:27:15 DEBUG: check clearing time needed clearing_process_timer=1515.189879 2020-08-11 14:27:15 DEBUG: check init order needed init_order_process_timer=1615.190153 2020-08-11 14:27:16 DEBUG: check clearing time needed clearing_process_timer=1516.191352 2020-08-11 14:27:16 DEBUG: check init order needed init_order_process_timer=1616.191617 2020-08-11 14:27:17 DEBUG: check clearing time needed clearing_process_timer=1517.192824 2020-08-11 14:27:17 DEBUG: check init order needed init_order_process_timer=1617.193244 2020-08-11 14:27:18 DEBUG: check clearing time needed clearing_process_timer=1518.194533 2020-08-11 14:27:18 DEBUG: check init order needed init_order_process_timer=1618.194812 2020-08-11 14:27:19 DEBUG: check clearing time needed clearing_process_timer=1519.19602 2020-08-11 14:27:19 DEBUG: check init order needed init_order_process_timer=1619.196333 2020-08-11 14:27:20 DEBUG: check clearing time needed clearing_process_timer=1520.197582 2020-08-11 14:27:20 DEBUG: check init order needed init_order_process_timer=1620.197889 2020-08-11 14:27:21 DEBUG: check clearing time needed clearing_process_timer=1521.19912 2020-08-11 14:27:21 DEBUG: check init order needed init_order_process_timer=1621.199399 2020-08-11 14:27:22 DEBUG: check clearing time needed clearing_process_timer=1522.200599 2020-08-11 14:27:22 DEBUG: check init order needed init_order_process_timer=1622.200857 2020-08-11 14:27:23 DEBUG: check clearing time needed clearing_process_timer=1523.202048 2020-08-11 14:27:23 DEBUG: check init order needed init_order_process_timer=1623.202328 2020-08-11 14:27:24 DEBUG: check clearing time needed clearing_process_timer=1524.203529 2020-08-11 14:27:24 DEBUG: check init order needed init_order_process_timer=1624.203818 2020-08-11 14:27:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:27:24.290Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "27b3f46c-e2b2-ba24-d4e3-c0ed615b7798", "grossValue": 39195, "homeNotional": 0.011745360582569885, "foreignNotional": 4.603594080338266}]} 2020-08-11 14:27:24 DEBUG: message ignored 2020-08-11 14:27:25 DEBUG: check clearing time needed clearing_process_timer=1525.205033 2020-08-11 14:27:25 DEBUG: check init order needed init_order_process_timer=1625.205314 2020-08-11 14:27:26 DEBUG: check clearing time needed clearing_process_timer=1526.206746 2020-08-11 14:27:26 DEBUG: check init order needed init_order_process_timer=1626.207022 2020-08-11 14:27:27 DEBUG: check clearing time needed clearing_process_timer=1527.208434 2020-08-11 14:27:27 DEBUG: check init order needed init_order_process_timer=1627.208716 2020-08-11 14:27:28 DEBUG: check clearing time needed clearing_process_timer=1528.209075 2020-08-11 14:27:28 DEBUG: check init order needed init_order_process_timer=1628.209335 2020-08-11 14:27:29 DEBUG: check clearing time needed clearing_process_timer=1529.210733 2020-08-11 14:27:29 DEBUG: check init order needed init_order_process_timer=1629.210997 2020-08-11 14:27:30 DEBUG: check clearing time needed clearing_process_timer=1530.212425 2020-08-11 14:27:30 DEBUG: check init order needed init_order_process_timer=1630.212702 2020-08-11 14:27:31 DEBUG: check clearing time needed clearing_process_timer=1531.214148 2020-08-11 14:27:31 DEBUG: check init order needed init_order_process_timer=1631.214413 2020-08-11 14:27:32 DEBUG: check clearing time needed clearing_process_timer=1532.215638 2020-08-11 14:27:32 DEBUG: check init order needed init_order_process_timer=1632.215942 2020-08-11 14:27:33 DEBUG: check clearing time needed clearing_process_timer=1533.217383 2020-08-11 14:27:33 DEBUG: check init order needed init_order_process_timer=1633.217678 2020-08-11 14:27:34 DEBUG: check clearing time needed clearing_process_timer=1534.218886 2020-08-11 14:27:34 DEBUG: check init order needed init_order_process_timer=1634.219168 2020-08-11 14:27:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:27:35.041Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 391.9, "tickDirection": "MinusTick", "trdMatchID": "ae553bab-8a5d-71ce-a80e-f09c319ee4d2", "grossValue": 1410840, "homeNotional": 0.42293233082706766, "foreignNotional": 165.74718045112783}]} 2020-08-11 14:27:35 DEBUG: message ignored 2020-08-11 14:27:35 DEBUG: check clearing time needed clearing_process_timer=1535.220352 2020-08-11 14:27:35 DEBUG: check init order needed init_order_process_timer=1635.220655 2020-08-11 14:27:36 DEBUG: check clearing time needed clearing_process_timer=1536.221891 2020-08-11 14:27:36 DEBUG: check init order needed init_order_process_timer=1636.222169 2020-08-11 14:27:37 DEBUG: check clearing time needed clearing_process_timer=1537.22335 2020-08-11 14:27:37 DEBUG: check init order needed init_order_process_timer=1637.223621 2020-08-11 14:27:38 DEBUG: check clearing time needed clearing_process_timer=1538.224805 2020-08-11 14:27:38 DEBUG: check init order needed init_order_process_timer=1638.22509 2020-08-11 14:27:39 DEBUG: check clearing time needed clearing_process_timer=1539.22627 2020-08-11 14:27:39 DEBUG: check init order needed init_order_process_timer=1639.226589 2020-08-11 14:27:40 DEBUG: check clearing time needed clearing_process_timer=1540.227829 2020-08-11 14:27:40 DEBUG: check init order needed init_order_process_timer=1640.228125 2020-08-11 14:27:41 DEBUG: check clearing time needed clearing_process_timer=1541.229367 2020-08-11 14:27:41 DEBUG: check init order needed init_order_process_timer=1641.229705 2020-08-11 14:27:42 DEBUG: check clearing time needed clearing_process_timer=1542.230984 2020-08-11 14:27:42 DEBUG: check init order needed init_order_process_timer=1642.231246 2020-08-11 14:27:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:27:42.557Z", "symbol": "ETHUSD", "side": "Sell", "size": 700, "price": 391.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d983876-1ebf-051e-3417-bd62beac74e0", "grossValue": 27433000, "homeNotional": 8.223684210526315, "foreignNotional": 3222.8618421052633}]} 2020-08-11 14:27:42 DEBUG: message ignored 2020-08-11 14:27:43 DEBUG: check clearing time needed clearing_process_timer=1543.23242 2020-08-11 14:27:43 DEBUG: check init order needed init_order_process_timer=1643.232687 2020-08-11 14:27:44 DEBUG: check clearing time needed clearing_process_timer=1544.234103 2020-08-11 14:27:44 DEBUG: check init order needed init_order_process_timer=1644.234397 2020-08-11 14:27:45 DEBUG: check clearing time needed clearing_process_timer=1545.235898 2020-08-11 14:27:45 DEBUG: check init order needed init_order_process_timer=1645.236161 2020-08-11 14:27:46 DEBUG: check clearing time needed clearing_process_timer=1546.237585 2020-08-11 14:27:46 DEBUG: check init order needed init_order_process_timer=1646.237886 2020-08-11 14:27:47 DEBUG: check clearing time needed clearing_process_timer=1547.239297 2020-08-11 14:27:47 DEBUG: check init order needed init_order_process_timer=1647.239585 2020-08-11 14:27:48 DEBUG: check clearing time needed clearing_process_timer=1548.24096 2020-08-11 14:27:48 DEBUG: check init order needed init_order_process_timer=1648.24131 2020-08-11 14:27:49 DEBUG: check clearing time needed clearing_process_timer=1549.24283 2020-08-11 14:27:49 DEBUG: check init order needed init_order_process_timer=1649.243092 2020-08-11 14:27:50 DEBUG: check clearing time needed clearing_process_timer=1550.244568 2020-08-11 14:27:50 DEBUG: check init order needed init_order_process_timer=1650.244856 2020-08-11 14:27:51 DEBUG: check clearing time needed clearing_process_timer=1551.246248 2020-08-11 14:27:51 DEBUG: check init order needed init_order_process_timer=1651.246513 2020-08-11 14:27:52 DEBUG: check clearing time needed clearing_process_timer=1552.247875 2020-08-11 14:27:52 DEBUG: check init order needed init_order_process_timer=1652.248134 2020-08-11 14:27:53 DEBUG: check clearing time needed clearing_process_timer=1553.24951 2020-08-11 14:27:53 DEBUG: check init order needed init_order_process_timer=1653.249767 2020-08-11 14:27:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:27:53.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 766, "price": 391.95, "tickDirection": "PlusTick", "trdMatchID": "29da52ac-6480-1b12-2bb3-48feb3e2bed5", "grossValue": 30023370, "homeNotional": 8.99906015037594, "foreignNotional": 3527.1816259398497}, {"timestamp": "2020-08-11T11:27:53.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 1234, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "25fb5e1a-d3d7-2129-ea68-697d67004497", "grossValue": 48366630, "homeNotional": 14.49718045112782, "foreignNotional": 5682.169877819549}]} 2020-08-11 14:27:53 DEBUG: message ignored 2020-08-11 14:27:54 DEBUG: check clearing time needed clearing_process_timer=1554.250946 2020-08-11 14:27:54 DEBUG: check init order needed init_order_process_timer=1654.251304 2020-08-11 14:27:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:27:54.710Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5845e667-75ed-a982-9b45-ede1a863e943", "grossValue": 7839000, "homeNotional": 2.3496240601503757, "foreignNotional": 920.9351503759399}]} 2020-08-11 14:27:54 DEBUG: message ignored 2020-08-11 14:27:55 DEBUG: check clearing time needed clearing_process_timer=1555.252538 2020-08-11 14:27:55 DEBUG: check init order needed init_order_process_timer=1655.252801 2020-08-11 14:27:56 DEBUG: check clearing time needed clearing_process_timer=1556.253982 2020-08-11 14:27:56 DEBUG: check init order needed init_order_process_timer=1656.254292 2020-08-11 14:27:57 DEBUG: check clearing time needed clearing_process_timer=1557.255484 2020-08-11 14:27:57 DEBUG: check init order needed init_order_process_timer=1657.255811 2020-08-11 14:27:58 DEBUG: check clearing time needed clearing_process_timer=1558.257082 2020-08-11 14:27:58 DEBUG: check init order needed init_order_process_timer=1658.257353 2020-08-11 14:27:59 DEBUG: check clearing time needed clearing_process_timer=1559.258609 2020-08-11 14:27:59 DEBUG: check init order needed init_order_process_timer=1659.258904 2020-08-11 14:28:00 DEBUG: check clearing time needed clearing_process_timer=1560.26007 2020-08-11 14:28:00 DEBUG: check init order needed init_order_process_timer=1660.260356 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 5566, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b7fc42a-f5e3-7b27-745d-9379dc2a90a3", "grossValue": 218159370, "homeNotional": 65.39772059687463, "foreignNotional": 25632.636587945013}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ba6a45a-354f-88c9-456c-e95b51c94034", "grossValue": 78390000, "homeNotional": 23.499001292445072, "foreignNotional": 9210.433556573846}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c2d19a2-0b93-baa9-cf01-ba98135308a4", "grossValue": 39195000, "homeNotional": 11.749500646222536, "foreignNotional": 4605.216778286923}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "6f286f1d-8113-0fdf-6b69-c1fdcb38fc21", "grossValue": 1802970, "homeNotional": 0.5404770297262367, "foreignNotional": 211.83997180119846}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 95, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "645e813f-d9e6-15af-bc93-6fc327d24afb", "grossValue": 3723525, "homeNotional": 1.1162025613911408, "foreignNotional": 437.4955939372577}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 87, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "c37e981f-a828-1903-51c7-14677a7af388", "grossValue": 3409965, "homeNotional": 1.0222065562213607, "foreignNotional": 400.6538597109623}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ded8d015-039b-913f-807e-c7ae93b27ac3", "grossValue": 3919500, "homeNotional": 1.1749500646222535, "foreignNotional": 460.5216778286923}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ae22a12f-6c9b-4e87-4623-dc7990548f07", "grossValue": 1411020, "homeNotional": 0.4229820232640113, "foreignNotional": 165.7878040183292}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 248, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "b0d665ce-394e-b07b-c742-9d2fac5d2b1d", "grossValue": 9720360, "homeNotional": 2.9138761602631886, "foreignNotional": 1142.0937610151568}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "17607f41-ea6a-8b5d-847f-f5b29d0e416b", "grossValue": 2234115, "homeNotional": 0.6697215368346845, "foreignNotional": 262.4973563623546}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 67, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "16a29cf2-e3ae-7c7e-74e5-b729489c6953", "grossValue": 2626065, "homeNotional": 0.7872165432969099, "foreignNotional": 308.5495241452238}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "85c5995d-7c42-cea2-00e5-4adb42a230ed", "grossValue": 117585000, "homeNotional": 35.24850193866761, "foreignNotional": 13815.650334860768}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "85ff63c4-2064-67c2-2e50-071be0bd8973", "grossValue": 39195, "homeNotional": 0.011749500646222535, "foreignNotional": 4.605216778286922}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "05ac7082-b653-1cc1-1f1c-103eae5a7fe1", "grossValue": 39195, "homeNotional": 0.011749500646222535, "foreignNotional": 4.605216778286922}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "19f21910-b796-7529-ae65-12dac583c4a8", "grossValue": 39195, "homeNotional": 0.011749500646222535, "foreignNotional": 4.605216778286922}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d2767f3-41a9-7224-28b5-109cfcba1f17", "grossValue": 195975000, "homeNotional": 58.74750323111268, "foreignNotional": 23026.083891434613}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "8188c043-ab21-cbd6-ee6c-7a6f9f2734d2", "grossValue": 39195, "homeNotional": 0.011749500646222535, "foreignNotional": 4.605216778286922}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 620, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "9bf936b6-516d-b992-de93-aaa466077e7c", "grossValue": 24300900, "homeNotional": 7.284690400657972, "foreignNotional": 2855.234402537892}, {"timestamp": "2020-08-11T11:28:00.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2222, "price": 391.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "7d5c914c-1817-b33d-e7e0-9c298778caf3", "grossValue": 87091290, "homeNotional": 26.107390435906474, "foreignNotional": 10232.791681353543}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 392, "tickDirection": "PlusTick", "trdMatchID": "9da0a046-155e-126d-ad50-3904e79de808", "grossValue": 7840000, "homeNotional": 2.349900129244507, "foreignNotional": 921.1608506638468}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "58988a29-ded6-a0ae-3703-0eb734463f57", "grossValue": 1568000, "homeNotional": 0.4699800258489014, "foreignNotional": 184.23217013276937}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "22291aa0-e839-e17b-cc93-99b9a707a275", "grossValue": 1176000, "homeNotional": 0.3524850193866761, "foreignNotional": 138.17412759957702}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "c83624c8-9ad0-1f99-2b5b-9daebb78c544", "grossValue": 3920000, "homeNotional": 1.1749500646222535, "foreignNotional": 460.5804253319234}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "7af54d67-4833-60d5-ecf9-a5bed5af0a7a", "grossValue": 1176000, "homeNotional": 0.3524850193866761, "foreignNotional": 138.17412759957702}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "3475a519-8b08-8599-a1cd-04d6a84a3d5e", "grossValue": 39200000, "homeNotional": 11.749500646222536, "foreignNotional": 4605.804253319234}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "fa7cbf6f-a17e-807a-a3ba-897db7074bd2", "grossValue": 39200000, "homeNotional": 11.749500646222536, "foreignNotional": 4605.804253319234}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 800, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "73a693b7-0e78-eb71-1786-f15029521c03", "grossValue": 31360000, "homeNotional": 9.399600516978028, "foreignNotional": 3684.643402655387}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4072534-d151-ee34-69b9-08b348bd230c", "grossValue": 392000, "homeNotional": 0.11749500646222535, "foreignNotional": 46.05804253319234}, {"timestamp": "2020-08-11T11:28:00.778Z", "symbol": "ETHUSD", "side": "Buy", "size": 153, "price": 392, "tickDirection": "ZeroPlusTick", "trdMatchID": "6c09590f-bdad-5a62-a6fb-92ff97375c2a", "grossValue": 5997600, "homeNotional": 1.797673598872048, "foreignNotional": 704.6880507578428}, {"timestamp": "2020-08-11T11:28:00.778Z", 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17.412759957701798, "foreignNotional": 6832.767007402185}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 248, "price": 392.35, "tickDirection": "MinusTick", "trdMatchID": "26d45653-4ab2-a39c-642d-dd1d38b801e8", "grossValue": 9730280, "homeNotional": 2.9138761602631886, "foreignNotional": 1143.2593114792621}, {"timestamp": "2020-08-11T11:28:00.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 392.4, "tickDirection": "PlusTick", "trdMatchID": "f7ed41c9-c819-889e-dcff-4ff7d423d438", "grossValue": 2040480, "homeNotional": 0.6109740336035718, "foreignNotional": 239.7462107860416}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.876Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 392.25, "tickDirection": "MinusTick", "trdMatchID": "7d64a7ef-64d6-2840-d972-9857b2748991", "grossValue": 313800, "homeNotional": 0.09399600516978028, "foreignNotional": 36.869933027846315}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.889Z", "symbol": "ETHUSD", "side": "Buy", "size": 750, "price": 392.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "66710e15-a666-b3b5-0597-4b42c1ab42c7", "grossValue": 29418750, "homeNotional": 8.812125484666902, "foreignNotional": 3456.556221360592}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.897Z", "symbol": "ETHUSD", "side": "Buy", "size": 1411, "price": 392.2, "tickDirection": "MinusTick", "trdMatchID": "ef752e39-b670-3adc-441d-0b1435dcbee4", "grossValue": 55339420, "homeNotional": 16.57854541182, "foreignNotional": 6502.105510515803}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.912Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 392.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "9289c7cd-822c-4390-699a-8f4f09030863", "grossValue": 1961000, "homeNotional": 0.5874750323111267, "foreignNotional": 230.40770767242392}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:00.918Z", "symbol": "ETHUSD", "side": "Buy", "size": 3930, "price": 392.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "b2d98434-dbe9-c807-3a32-a8ce5bce4b47", "grossValue": 154134600, "homeNotional": 46.17553753965456, "foreignNotional": 18110.045823052522}]} 2020-08-11 14:28:00 DEBUG: message ignored 2020-08-11 14:28:01 DEBUG: check clearing time needed clearing_process_timer=1561.261096 2020-08-11 14:28:01 DEBUG: check init order needed init_order_process_timer=1661.261969 2020-08-11 14:28:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:01.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "479d07e7-5693-97ff-12ba-4147173ad759", "grossValue": 19610000, "homeNotional": 5.874750323111268, "foreignNotional": 2304.0770767242393}, {"timestamp": "2020-08-11T11:28:01.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ba461f1-64e9-76c3-5f74-8f13ca97eae3", "grossValue": 19610000, "homeNotional": 5.874750323111268, "foreignNotional": 2304.0770767242393}]} 2020-08-11 14:28:01 DEBUG: message ignored 2020-08-11 14:28:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:02.193Z", "symbol": "ETHUSD", "side": "Buy", "size": 110, "price": 392.35, "tickDirection": "PlusTick", "trdMatchID": "527840ac-4012-c0ca-0c55-ea89c3e059a3", "grossValue": 4315850, "homeNotional": 1.2924450710844788, "foreignNotional": 507.0908236399953}]} 2020-08-11 14:28:02 DEBUG: message ignored 2020-08-11 14:28:02 DEBUG: check clearing time needed clearing_process_timer=1562.263226 2020-08-11 14:28:02 DEBUG: check init order needed init_order_process_timer=1662.264008 2020-08-11 14:28:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:02.261Z", "symbol": "ETHUSD", "side": "Buy", "size": 948, "price": 392.4, "tickDirection": "PlusTick", "trdMatchID": "532e18ef-3762-4c9d-e9c7-0bcbc9493ed0", "grossValue": 37199520, "homeNotional": 11.138526612618964, "foreignNotional": 4370.7578427916815}, {"timestamp": "2020-08-11T11:28:02.261Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b83bf7bb-c40d-c77d-a7f5-a7f0f77172eb", "grossValue": 19620000, "homeNotional": 5.874750323111268, "foreignNotional": 2305.2520267888613}, {"timestamp": "2020-08-11T11:28:02.261Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a86a8239-cd63-233b-5b5b-cc11d989082e", "grossValue": 19620000, "homeNotional": 5.874750323111268, "foreignNotional": 2305.2520267888613}]} 2020-08-11 14:28:02 DEBUG: message ignored 2020-08-11 14:28:03 DEBUG: check clearing time needed clearing_process_timer=1563.265073 2020-08-11 14:28:03 DEBUG: check init order needed init_order_process_timer=1663.265739 2020-08-11 14:28:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:03.339Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 392.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "4a6b7d09-fbc4-3735-e74d-e9c84ab89595", "grossValue": 313920, "homeNotional": 0.09399600516978028, "foreignNotional": 36.884032428621786}]} 2020-08-11 14:28:03 DEBUG: message ignored 2020-08-11 14:28:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:04.155Z", "symbol": "ETHUSD", "side": "Buy", "size": 277, "price": 392.45, "tickDirection": "PlusTick", "trdMatchID": "052ef7c6-14db-94c5-e3fa-f0b91bb5e4b2", "grossValue": 10870865, "homeNotional": 3.2546116790036423, "foreignNotional": 1277.2723534249794}]} 2020-08-11 14:28:04 DEBUG: message ignored 2020-08-11 14:28:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 9723, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd27dbe3-2bad-4ce4-6bea-b4e3ffb29c25", "grossValue": 381579135, "homeNotional": 114.24039478322172, "foreignNotional": 44833.642932675364}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "12ea6fad-c942-bea7-1a15-c30e78c69b1c", "grossValue": 39245000, "homeNotional": 11.749500646222536, "foreignNotional": 4611.091528610034}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bdbe7f3-f23f-e109-db63-df2600280a67", "grossValue": 784900, "homeNotional": 0.2349900129244507, "foreignNotional": 92.22183057220069}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d9b07f9-0c6b-fe4d-70e6-a86966c0e701", "grossValue": 1569800, "homeNotional": 0.4699800258489014, "foreignNotional": 184.44366114440137}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a4359f3-f8ad-93e0-f23f-90556857bf96", "grossValue": 39245, "homeNotional": 0.011749500646222535, "foreignNotional": 4.611091528610034}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "10d29b74-011d-9c58-0290-c3599794f7b2", "grossValue": 39245, "homeNotional": 0.011749500646222535, "foreignNotional": 4.611091528610034}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "bde0f189-df11-cd88-6acd-e5b90832185c", "grossValue": 11773500, "homeNotional": 3.5248501938667607, "foreignNotional": 1383.3274585830102}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb0ab5ae-2eb9-30ac-5f75-3d028cda279c", "grossValue": 11773500, "homeNotional": 3.5248501938667607, "foreignNotional": 1383.3274585830102}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "fcb342fd-c662-2758-4f33-dca6d1bdf661", "grossValue": 15698000, "homeNotional": 4.699800258489014, "foreignNotional": 1844.4366114440136}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "678506ec-520e-b865-440a-9cbd2fd15dbe", "grossValue": 39245000, "homeNotional": 11.749500646222536, "foreignNotional": 4611.091528610034}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 36760, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "813b1acf-c417-0cfd-9815-bffe0756157b", "grossValue": 1442646200, "homeNotional": 431.9116437551404, "foreignNotional": 169503.72459170484}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 2772, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1ed251db-00f5-a7c9-b5c9-3621dac9e770", "grossValue": 108787140, "homeNotional": 32.56961579132887, "foreignNotional": 12781.945717307015}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "86e77b51-5035-23db-97c8-51bfd407d683", "grossValue": 2550925, "homeNotional": 0.7637175420044648, "foreignNotional": 299.7209493596522}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 104, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "58a1b2de-a67d-60c1-30d4-ffcd8291ac5a", "grossValue": 4081480, "homeNotional": 1.2219480672071437, "foreignNotional": 479.5535189754435}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 76, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e73ec064-27fa-e685-76e7-2b8494dd2bb1", "grossValue": 2982620, "homeNotional": 0.8929620491129127, "foreignNotional": 350.44295617436256}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2f53125-7b7a-0a35-f42b-1576e495885c", "grossValue": 1452065, "homeNotional": 0.43473152391023384, "foreignNotional": 170.61038655857126}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 392.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "523b64b6-cb1e-3643-bb31-0958e5b49b51", "grossValue": 1805270, "homeNotional": 0.5404770297262367, "foreignNotional": 212.11021031606157}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.5, "tickDirection": "PlusTick", "trdMatchID": "38333cda-2f83-a470-c1e6-5fee57068174", "grossValue": 1177500, "homeNotional": 0.3524850193866761, "foreignNotional": 138.35037010927036}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "910460df-0e15-18e0-a169-d9e7180e6aa6", "grossValue": 1177500, "homeNotional": 0.3524850193866761, "foreignNotional": 138.35037010927036}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "83144364-cf3e-5b2d-5240-e202e0964868", "grossValue": 1570000, "homeNotional": 0.4699800258489014, "foreignNotional": 184.4671601456938}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa772847-900a-3bea-decd-566a460c6781", "grossValue": 2551250, "homeNotional": 0.7637175420044648, "foreignNotional": 299.75913523675246}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b323b3f-cf06-3268-89c8-2d00ae223c9d", "grossValue": 2041000, "homeNotional": 0.6109740336035718, "foreignNotional": 239.80730818940194}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "74a1b53d-c635-ef77-381e-d6c345d06df6", "grossValue": 1570000, "homeNotional": 0.4699800258489014, "foreignNotional": 184.4671601456938}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcfb2dd1-f315-77a6-1d93-ceac17ed651e", "grossValue": 39250, "homeNotional": 0.011749500646222535, "foreignNotional": 4.611679003642346}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "9789e8a8-4e8a-4dd8-2ab2-dc661c4f406a", "grossValue": 39250, "homeNotional": 0.011749500646222535, "foreignNotional": 4.611679003642346}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "af9146ce-6a76-a536-2325-09ae764d8490", "grossValue": 19625000, "homeNotional": 5.874750323111268, "foreignNotional": 2305.8395018211727}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "138350e8-363d-559a-e008-e99fd016a0fd", "grossValue": 196250, "homeNotional": 0.05874750323111268, "foreignNotional": 23.058395018211726}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "7003d460-44b9-0686-317e-158f320837cb", "grossValue": 196250, "homeNotional": 0.05874750323111268, "foreignNotional": 23.058395018211726}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "495e459a-106f-ef88-e52e-0df11164937b", "grossValue": 11775000, "homeNotional": 3.5248501938667607, "foreignNotional": 1383.5037010927035}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "31f845e7-cb10-02f1-9b05-477c0d271371", "grossValue": 39250000, "homeNotional": 11.749500646222536, "foreignNotional": 4611.679003642345}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 472, "price": 392.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ac3e656-d946-1f44-89af-bc91456489ac", "grossValue": 18526000, "homeNotional": 5.545764305017037, "foreignNotional": 2176.712489719187}, {"timestamp": "2020-08-11T11:28:04.159Z", "symbol": "ETHUSD", "side": "Buy", "size": 614, "price": 392.55, "tickDirection": "PlusTick", "trdMatchID": "c6636626-6a6d-2a81-8748-e3af3db2f71c", "grossValue": 24102570, "homeNotional": 7.214193396780637, "foreignNotional": 2831.931617906239}]} 2020-08-11 14:28:04 DEBUG: message ignored 2020-08-11 14:28:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "454f4e5b-29c4-a37e-9598-5cd470a22b21", "grossValue": 1452435, "homeNotional": 0.43473152391023384, "foreignNotional": 170.65385971096228}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 207, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e88c6e42-1da5-d431-c3ad-6dd549ccd0f5", "grossValue": 8125785, "homeNotional": 2.432146633768065, "foreignNotional": 954.7391610856539}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "89fcb44a-eb98-7e6e-cc50-d25bc0317607", "grossValue": 39255, "homeNotional": 0.011749500646222535, "foreignNotional": 4.612266478674656}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "312232a3-fa22-b713-8453-1e62db3a6d29", "grossValue": 7851000, "homeNotional": 2.349900129244507, "foreignNotional": 922.4532957349313}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "605d0e85-2a7e-1c8a-c502-8ab037de8256", "grossValue": 3925500, "homeNotional": 1.1749500646222535, "foreignNotional": 461.22664786746566}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f27be8fe-a824-f43d-8b86-df3881176ae6", "grossValue": 1570200, "homeNotional": 0.4699800258489014, "foreignNotional": 184.49065914698625}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "44c38e41-b4a3-3845-e195-f3084689b782", "grossValue": 7851000, "homeNotional": 2.349900129244507, "foreignNotional": 922.4532957349313}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "0a331b92-d4d4-cf66-4488-52edb467a0b0", "grossValue": 11776500, "homeNotional": 3.5248501938667607, "foreignNotional": 1383.6799436023969}, {"timestamp": "2020-08-11T11:28:04.164Z", "symbol": "ETHUSD", "side": "Buy", "size": 115, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "adc57ff7-8b30-b956-bb63-7e2dc5599ab9", "grossValue": 4514325, "homeNotional": 1.3511925743155915, "foreignNotional": 530.4106450475855}]} 2020-08-11 14:28:04 DEBUG: message ignored 2020-08-11 14:28:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:04.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 885, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "7f192e1b-e3ca-083f-f07f-9d69b9d2f3c4", "grossValue": 34740675, "homeNotional": 10.398308071906945, "foreignNotional": 4081.8558336270708}, {"timestamp": "2020-08-11T11:28:04.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3923eb3-d097-87d3-5c79-7b17723ec648", "grossValue": 78510, "homeNotional": 0.02349900129244507, "foreignNotional": 9.224532957349313}, {"timestamp": "2020-08-11T11:28:04.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 613, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5d07546-b65b-0adf-44a6-d84270a66968", "grossValue": 24063315, "homeNotional": 7.202443896134414, "foreignNotional": 2827.3193514275645}]} 2020-08-11 14:28:04 DEBUG: message ignored 2020-08-11 14:28:04 DEBUG: check clearing time needed clearing_process_timer=1564.267101 2020-08-11 14:28:04 DEBUG: check init order needed init_order_process_timer=1664.267781 2020-08-11 14:28:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:04.380Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 392.5, "tickDirection": "MinusTick", "trdMatchID": "63739d55-e249-27a1-5102-4a399bf3427a", "grossValue": 196250, "homeNotional": 0.05874750323111268, "foreignNotional": 23.058395018211726}]} 2020-08-11 14:28:04 DEBUG: message ignored 2020-08-11 14:28:05 DEBUG: check clearing time needed clearing_process_timer=1565.269093 2020-08-11 14:28:05 DEBUG: check init order needed init_order_process_timer=1665.270023 2020-08-11 14:28:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:05.653Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e3c072c-71ca-1438-db39-0a590a2ebc44", "grossValue": 117750, "homeNotional": 0.035248501938667604, "foreignNotional": 13.835037010927035}]} 2020-08-11 14:28:05 DEBUG: message ignored 2020-08-11 14:28:06 DEBUG: check clearing time needed clearing_process_timer=1566.271538 2020-08-11 14:28:06 DEBUG: check init order needed init_order_process_timer=1666.272278 2020-08-11 14:28:07 DEBUG: check clearing time needed clearing_process_timer=1567.273311 2020-08-11 14:28:07 DEBUG: check init order needed init_order_process_timer=1667.273951 2020-08-11 14:28:08 DEBUG: check clearing time needed clearing_process_timer=1568.275533 2020-08-11 14:28:08 DEBUG: check init order needed init_order_process_timer=1668.276094 2020-08-11 14:28:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:08.445Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b58379f0-cdbc-3625-3c32-cd2a9b4e13f3", "grossValue": 196250, "homeNotional": 0.05874750323111268, "foreignNotional": 23.058395018211726}]} 2020-08-11 14:28:08 DEBUG: message ignored 2020-08-11 14:28:09 DEBUG: check clearing time needed clearing_process_timer=1569.277095 2020-08-11 14:28:09 DEBUG: check init order needed init_order_process_timer=1669.27779 2020-08-11 14:28:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:09.539Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.55, "tickDirection": "PlusTick", "trdMatchID": "90f39945-c282-36a1-852b-68a67a1b981b", "grossValue": 39255, "homeNotional": 0.011749500646222535, "foreignNotional": 4.612266478674656}]} 2020-08-11 14:28:09 DEBUG: message ignored 2020-08-11 14:28:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:09.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 392.5, "tickDirection": "MinusTick", "trdMatchID": "92129472-dcd8-8b67-d9f1-a5e85f251576", "grossValue": 117750, "homeNotional": 0.035248501938667604, "foreignNotional": 13.835037010927035}]} 2020-08-11 14:28:09 DEBUG: message ignored 2020-08-11 14:28:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:10.060Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "cac096d3-efb6-4631-a3b9-110d2ec7c507", "grossValue": 235500, "homeNotional": 0.07049700387733521, "foreignNotional": 27.67007402185407}]} 2020-08-11 14:28:10 DEBUG: message ignored 2020-08-11 14:28:10 DEBUG: check clearing time needed clearing_process_timer=1570.279162 2020-08-11 14:28:10 DEBUG: check init order needed init_order_process_timer=1670.279824 2020-08-11 14:28:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:10.848Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "1149d81b-d081-283c-1185-1d3cf75ed419", "grossValue": 314000, "homeNotional": 0.09399600516978028, "foreignNotional": 36.893432029138765}]} 2020-08-11 14:28:10 DEBUG: message ignored 2020-08-11 14:28:11 DEBUG: check clearing time needed clearing_process_timer=1571.281048 2020-08-11 14:28:11 DEBUG: check init order needed init_order_process_timer=1671.281418 2020-08-11 14:28:12 DEBUG: check clearing time needed clearing_process_timer=1572.282661 2020-08-11 14:28:12 DEBUG: check init order needed init_order_process_timer=1672.283389 2020-08-11 14:28:13 DEBUG: check clearing time needed clearing_process_timer=1573.284986 2020-08-11 14:28:13 DEBUG: check init order needed init_order_process_timer=1673.285588 2020-08-11 14:28:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:13.389Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d5ce30e7-4e22-1c19-2f45-e68e1c82800a", "grossValue": 117750, "homeNotional": 0.035248501938667604, "foreignNotional": 13.835037010927035}]} 2020-08-11 14:28:13 DEBUG: message ignored 2020-08-11 14:28:14 DEBUG: check clearing time needed clearing_process_timer=1574.286944 2020-08-11 14:28:14 DEBUG: check init order needed init_order_process_timer=1674.287631 2020-08-11 14:28:15 DEBUG: check clearing time needed clearing_process_timer=1575.289188 2020-08-11 14:28:15 DEBUG: check init order needed init_order_process_timer=1675.289752 2020-08-11 14:28:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:15.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 247, "price": 392.55, "tickDirection": "PlusTick", "trdMatchID": "71adc160-cd49-d0ba-b34d-e4d5354ee563", "grossValue": 9695985, "homeNotional": 2.9021266596169664, "foreignNotional": 1139.2298202326401}, {"timestamp": "2020-08-11T11:28:15.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 624, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e7039541-ab77-77ee-8228-cde37e559945", "grossValue": 24495120, "homeNotional": 7.331688403242862, "foreignNotional": 2878.0542826929855}, {"timestamp": "2020-08-11T11:28:15.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "8036421c-7b1f-55de-6887-cd1025c980b1", "grossValue": 2041260, "homeNotional": 0.6109740336035718, "foreignNotional": 239.83785689108214}, {"timestamp": "2020-08-11T11:28:15.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 693, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "c01efad6-3f53-aa30-2246-ff0e7d4d0bb2", "grossValue": 27203715, "homeNotional": 8.142403947832218, "foreignNotional": 3196.300669721537}, {"timestamp": "2020-08-11T11:28:15.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "5378f83e-3861-27b8-8cd2-849b732e0571", "grossValue": 196275, "homeNotional": 0.05874750323111268, "foreignNotional": 23.06133239337328}, {"timestamp": "2020-08-11T11:28:15.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "c42fc782-0292-60d3-be39-25fc7a2769b2", "grossValue": 3925500, "homeNotional": 1.1749500646222535, "foreignNotional": 461.22664786746566}, {"timestamp": "2020-08-11T11:28:15.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "fcc14dcb-9791-3917-77fe-10092c37aac4", "grossValue": 785100, "homeNotional": 0.2349900129244507, "foreignNotional": 92.24532957349312}]} 2020-08-11 14:28:15 DEBUG: message ignored 2020-08-11 14:28:16 DEBUG: check clearing time needed clearing_process_timer=1576.290936 2020-08-11 14:28:16 DEBUG: check init order needed init_order_process_timer=1676.291223 2020-08-11 14:28:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 576, "price": 392.6, "tickDirection": "PlusTick", "trdMatchID": "87a96719-d809-ea96-1052-4e94b4071f09", "grossValue": 22613760, "homeNotional": 6.767712372224181, "foreignNotional": 2657.0038773352135}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 349, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "cab66081-3d5d-8515-4403-88ecdcb6eb8f", "grossValue": 13701740, "homeNotional": 4.100575725531665, "foreignNotional": 1609.8860298437316}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a54dd0bc-c993-7fc2-233a-99a087e5785c", "grossValue": 39260000, "homeNotional": 11.749500646222536, "foreignNotional": 4612.853953706967}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "27b4d0c7-3a35-7928-9baf-581a0e51ed64", "grossValue": 1570400, "homeNotional": 0.4699800258489014, "foreignNotional": 184.5141581482787}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9b5811c4-b328-e733-46c2-59a80de5c839", "grossValue": 11778000, "homeNotional": 3.5248501938667607, "foreignNotional": 1383.8561861120902}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b57ff91-59d2-2f72-d229-a29766b7db91", "grossValue": 39260000, "homeNotional": 11.749500646222536, "foreignNotional": 4612.853953706967}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 173, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5c3f5c58-1f27-0350-17c5-13b3eeebed4f", "grossValue": 6791980, "homeNotional": 2.0326636117964987, "foreignNotional": 798.0237339913053}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 275, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "8104397d-1def-7799-4ca8-72286ca1540d", "grossValue": 10796500, "homeNotional": 3.2311126777111974, "foreignNotional": 1268.5348372694161}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f92745ce-26c0-d171-da7a-14b3e63468f3", "grossValue": 196300, "homeNotional": 0.05874750323111268, "foreignNotional": 23.06426976853484}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e8dacba-e783-dad9-1589-b763cab8f350", "grossValue": 196300000, "homeNotional": 58.74750323111268, "foreignNotional": 23064.269768534836}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "c620eb1b-a194-0dd1-5081-141ed271210c", "grossValue": 1177950, "homeNotional": 0.3524850193866761, "foreignNotional": 138.40324286217836}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2421819a-8352-c0f5-0aa4-e722c91560cb", "grossValue": 39265000, "homeNotional": 11.749500646222536, "foreignNotional": 4613.441428739278}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "def1107e-5b4f-4927-def0-0e742b0fe78f", "grossValue": 1570600, "homeNotional": 0.4699800258489014, "foreignNotional": 184.53765714957115}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "98c13637-aa13-5356-4cd6-303726c562d3", "grossValue": 39265000, "homeNotional": 11.749500646222536, "foreignNotional": 4613.441428739278}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 392.7, "tickDirection": "PlusTick", "trdMatchID": "bb3a53f2-96b2-488b-01e3-3a295c675cd7", "grossValue": 10013850, "homeNotional": 2.9961226647867467, "foreignNotional": 1176.5773704617554}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1261, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "19b3fd2b-33ea-41d4-2053-79b753fa5cc8", "grossValue": 49519470, "homeNotional": 14.816120314886618, "foreignNotional": 5818.290447655974}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1793, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "c4023b55-01ba-3996-1267-75ddb654baf9", "grossValue": 70411110, "homeNotional": 21.066854658677006, "foreignNotional": 8272.95382446246}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 2120, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f59368a-f4cf-059d-becc-04857d283727", "grossValue": 83252400, "homeNotional": 24.908941369991776, "foreignNotional": 9781.74127599577}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c0d9850-dffa-77a4-5663-4592c7d3132b", "grossValue": 19635000, "homeNotional": 5.874750323111268, "foreignNotional": 2307.0144518857946}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "78b34ead-aa1f-4a0d-6b92-1d75220c6460", "grossValue": 3927000, "homeNotional": 1.1749500646222535, "foreignNotional": 461.402890377159}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d73e140b-8570-9401-d298-f4eb874cf707", "grossValue": 39270, "homeNotional": 0.011749500646222535, "foreignNotional": 4.614028903771589}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "29fe69b9-d4b7-8f20-0eb0-3e33dd0accf6", "grossValue": 628320, "homeNotional": 0.18799201033956056, "foreignNotional": 73.82446246034543}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b039316-6c56-837d-b08a-7737bc8e9cf6", "grossValue": 431970, "homeNotional": 0.1292445071084479, "foreignNotional": 50.754317941487486}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7284505-64b4-6a84-77c2-73f2bb80dc6b", "grossValue": 314160, "homeNotional": 0.09399600516978028, "foreignNotional": 36.912231230172715}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9910086-2b0d-d832-7f07-2fa64e15f5b5", "grossValue": 2081310, "homeNotional": 0.6227235342497944, "foreignNotional": 244.54353189989425}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ffe3bcf-89e2-d795-b186-15da88bb2397", "grossValue": 1178100, "homeNotional": 0.3524850193866761, "foreignNotional": 138.4208671131477}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7eef6028-e17e-a2e4-176e-38fd09d4f0dc", "grossValue": 746130, "homeNotional": 0.22324051227822816, "foreignNotional": 87.66654917166021}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 246, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0cd7472d-fcb5-c1fe-d001-b326fca2201f", "grossValue": 9660420, "homeNotional": 2.8903771589707437, "foreignNotional": 1135.051110327811}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "3fd7f5d9-73aa-0b47-0ef1-76ce30577936", "grossValue": 510510, "homeNotional": 0.15274350840089296, "foreignNotional": 59.982375749030666}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "35a118dc-82f6-92e4-e6c0-095c946fa150", "grossValue": 1178100, "homeNotional": 0.3524850193866761, "foreignNotional": 138.4208671131477}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b8bf4d5-15c3-8f2e-cdda-5801a4a35c27", "grossValue": 510510, "homeNotional": 0.15274350840089296, "foreignNotional": 59.982375749030666}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "58377ee5-7288-e116-d3de-be736979d665", "grossValue": 589050, "homeNotional": 0.17624250969333805, "foreignNotional": 69.21043355657385}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "03e41066-4834-0216-2045-65605c68d765", "grossValue": 1099560, "homeNotional": 0.328986018094231, "foreignNotional": 129.1928093056045}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "bcd78feb-69ef-1947-10c2-22bec1460d44", "grossValue": 39270000, "homeNotional": 11.749500646222536, "foreignNotional": 4614.028903771589}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 593, "price": 392.75, "tickDirection": "PlusTick", "trdMatchID": "9d1796a4-7f62-e907-2c88-69abcdb08762", "grossValue": 23290075, "homeNotional": 6.967453883209964, "foreignNotional": 2736.4675126307134}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1129, "price": 392.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "767310ba-6f89-2488-666c-b97f9fe9adbf", "grossValue": 44341475, "homeNotional": 13.265186229585243, "foreignNotional": 5209.901891669604}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "75990136-ba32-8922-46e0-a858ce4763f0", "grossValue": 1571000, "homeNotional": 0.4699800258489014, "foreignNotional": 184.58465515215605}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f9019d7a-89c7-ff21-5ad1-c2a6ed3ebf98", "grossValue": 39275000, "homeNotional": 11.749500646222536, "foreignNotional": 4614.616378803901}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "90b16874-48ee-d294-4457-cc6bb21e9f4a", "grossValue": 39275000, "homeNotional": 11.749500646222536, "foreignNotional": 4614.616378803901}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.8, "tickDirection": "PlusTick", "trdMatchID": "985b0648-ee37-8e14-88a7-df76dc990f3d", "grossValue": 1178400, "homeNotional": 0.3524850193866761, "foreignNotional": 138.45611561508636}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 219, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "c36a35be-32d9-2ef6-f2a8-29444733b08f", "grossValue": 8602320, "homeNotional": 2.5731406415227354, "foreignNotional": 1010.7296439901304}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1008, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "979ea315-45e7-e9e0-1e4f-c55be52cacf2", "grossValue": 39594240, "homeNotional": 11.843496651392316, "foreignNotional": 4652.125484666902}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 2972, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bbb507c-c415-b485-b198-f45c4a2380ab", "grossValue": 116740160, "homeNotional": 34.919515920573375, "foreignNotional": 13716.385853601221}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "106def8b-b17e-c535-441b-bd2c0c40dac7", "grossValue": 39280000, "homeNotional": 11.749500646222536, "foreignNotional": 4615.203853836212}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "3d53a6b1-a7c2-d2ad-0c95-58cf361125ed", "grossValue": 7856000, "homeNotional": 2.349900129244507, "foreignNotional": 923.0407707672424}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "d04d2389-ba35-2175-7fbb-e5e77160ff2e", "grossValue": 2042560, "homeNotional": 0.6109740336035718, "foreignNotional": 239.99060039948301}, {"timestamp": "2020-08-11T11:28:16.862Z", "symbol": "ETHUSD", "side": "Buy", "size": 457, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf3c6739-2db5-c295-c3fc-f3acb28025f4", "grossValue": 17950960, "homeNotional": 5.369521795323699, "foreignNotional": 2109.148161203149}]} 2020-08-11 14:28:16 DEBUG: message ignored 2020-08-11 14:28:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:16.871Z", "symbol": "ETHUSD", "side": "Buy", "size": 98, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0761323a-ff5b-8610-5694-ca4724f82c1b", "grossValue": 3849440, "homeNotional": 1.1514510633298085, "foreignNotional": 452.28997767594876}, {"timestamp": "2020-08-11T11:28:16.871Z", "symbol": "ETHUSD", "side": "Buy", "size": 902, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd8b8b0d-3731-57cd-a391-523074227765", "grossValue": 35430560, "homeNotional": 10.598049582892727, "foreignNotional": 4162.9138761602635}]} 2020-08-11 14:28:16 DEBUG: message ignored 2020-08-11 14:28:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:16.875Z", "symbol": "ETHUSD", "side": "Buy", "size": 98, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "b3c64b96-c326-37ec-83a5-562795958607", "grossValue": 3849440, "homeNotional": 1.1514510633298085, "foreignNotional": 452.28997767594876}, {"timestamp": "2020-08-11T11:28:16.875Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "05aa278c-a5a8-3d70-4200-14a8f24e846f", "grossValue": 3928000, "homeNotional": 1.1749500646222535, "foreignNotional": 461.5203853836212}, {"timestamp": "2020-08-11T11:28:16.875Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "b2d7f45b-4e29-fc35-9e77-3b18b8a0a73e", "grossValue": 3928000, "homeNotional": 1.1749500646222535, "foreignNotional": 461.5203853836212}, {"timestamp": "2020-08-11T11:28:16.875Z", "symbol": "ETHUSD", "side": "Buy", "size": 1702, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "5aaa2ab0-4404-9104-0a1c-d9d24c80948d", "grossValue": 66854560, "homeNotional": 19.997650099870757, "foreignNotional": 7855.076959229233}]} 2020-08-11 14:28:16 DEBUG: message ignored 2020-08-11 14:28:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:16.897Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1b407ffe-d8a2-82ef-1b05-e1eb2a2764d6", "grossValue": 196400000, "homeNotional": 58.74750323111268, "foreignNotional": 23076.01926918106}]} 2020-08-11 14:28:16 DEBUG: message ignored 2020-08-11 14:28:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:16.903Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0248f017-6937-1c36-971a-fdfe68a84a04", "grossValue": 78560000, "homeNotional": 23.499001292445072, "foreignNotional": 9230.407707672424}]} 2020-08-11 14:28:16 DEBUG: message ignored 2020-08-11 14:28:17 DEBUG: check clearing time needed clearing_process_timer=1577.291638 2020-08-11 14:28:17 DEBUG: check init order needed init_order_process_timer=1677.292305 2020-08-11 14:28:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:17.289Z", "symbol": "ETHUSD", "side": "Buy", "size": 1298, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "069d73a7-35f7-3abc-b0e9-3f32e56a0576", "grossValue": 50985440, "homeNotional": 15.250851838796851, "foreignNotional": 5990.534602279403}, {"timestamp": "2020-08-11T11:28:17.289Z", "symbol": "ETHUSD", "side": "Buy", "size": 602, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "bf456554-0c23-00b0-e84e-9b5f2022dbc9", "grossValue": 23646560, "homeNotional": 7.073199389025967, "foreignNotional": 2778.3527200093995}]} 2020-08-11 14:28:17 DEBUG: message ignored 2020-08-11 14:28:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:17.292Z", "symbol": "ETHUSD", "side": "Buy", "size": 1900, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "61265b19-9bb7-2de2-facc-c2228d9c28e1", "grossValue": 74632000, "homeNotional": 22.324051227822817, "foreignNotional": 8768.887322288803}]} 2020-08-11 14:28:17 DEBUG: message ignored 2020-08-11 14:28:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:17.870Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 392.75, "tickDirection": "MinusTick", "trdMatchID": "09230c2e-53a5-8400-8f65-1e90180498fc", "grossValue": 196375, "homeNotional": 0.05874750323111268, "foreignNotional": 23.073081894019506}]} 2020-08-11 14:28:17 DEBUG: message ignored 2020-08-11 14:28:18 DEBUG: check clearing time needed clearing_process_timer=1578.293703 2020-08-11 14:28:18 DEBUG: check init order needed init_order_process_timer=1678.294044 2020-08-11 14:28:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:18.349Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 392.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e0a540f-c111-7ef8-2955-53d4b0d73752", "grossValue": 314200, "homeNotional": 0.09399600516978028, "foreignNotional": 36.91693103043121}]} 2020-08-11 14:28:18 DEBUG: message ignored 2020-08-11 14:28:19 DEBUG: check clearing time needed clearing_process_timer=1579.295266 2020-08-11 14:28:19 DEBUG: check init order needed init_order_process_timer=1679.295568 2020-08-11 14:28:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:19.720Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 392.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "cdf4671b-c89a-e139-bc51-be5c431d940a", "grossValue": 235650, "homeNotional": 0.07049700387733521, "foreignNotional": 27.687698272823404}]} 2020-08-11 14:28:19 DEBUG: message ignored 2020-08-11 14:28:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:19.900Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.8, "tickDirection": "PlusTick", "trdMatchID": "4d280ea7-e8d8-83a2-9143-f7b5e3fefbed", "grossValue": 39280000, "homeNotional": 11.749500646222536, "foreignNotional": 4615.203853836212}]} 2020-08-11 14:28:19 DEBUG: message ignored 2020-08-11 14:28:20 DEBUG: check clearing time needed clearing_process_timer=1580.296781 2020-08-11 14:28:20 DEBUG: check init order needed init_order_process_timer=1680.297068 2020-08-11 14:28:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:20.665Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "b6aed0c4-6881-ccd4-7c10-b1764b32a3b6", "grossValue": 39280, "homeNotional": 0.011749500646222535, "foreignNotional": 4.615203853836212}]} 2020-08-11 14:28:20 DEBUG: message ignored 2020-08-11 14:28:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 186, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "e3ff128c-5449-9416-8828-b8d1a4ee3491", "grossValue": 7306080, "homeNotional": 2.1854071201973917, "foreignNotional": 858.4279168135354}, {"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "6176a144-dbc5-f207-f3d6-f98847d49c42", "grossValue": 19640000, "homeNotional": 5.874750323111268, "foreignNotional": 2307.601926918106}, {"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "39fb405f-1d52-d336-10dc-46628d3ba3cd", "grossValue": 117840, "homeNotional": 0.035248501938667604, "foreignNotional": 13.845611561508635}, {"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 392.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "81664a3f-ab5e-5a09-9773-9e99308314e7", "grossValue": 1728320, "homeNotional": 0.5169780284337916, "foreignNotional": 203.06896956879334}, {"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.85, "tickDirection": "PlusTick", "trdMatchID": "bf3edb5d-b8f9-2d31-bb6a-67b006c1fc65", "grossValue": 1571400, "homeNotional": 0.4699800258489014, "foreignNotional": 184.63165315474092}, {"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "3013def7-0454-95c3-855e-ef93a3fe5b8b", "grossValue": 3928500, "homeNotional": 1.1749500646222535, "foreignNotional": 461.57913288685234}, {"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "e53ec6ab-808b-d222-46a9-08c93030ec07", "grossValue": 39285000, "homeNotional": 11.749500646222536, "foreignNotional": 4615.791328868523}, {"timestamp": "2020-08-11T11:28:20.725Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 392.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e5d3371-9cb8-6322-6d72-760ac4c2ccbd", "grossValue": 2042820, "homeNotional": 0.6109740336035718, "foreignNotional": 240.0211491011632}]} 2020-08-11 14:28:20 DEBUG: message ignored 2020-08-11 14:28:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:20.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.9, "tickDirection": "PlusTick", "trdMatchID": "53d14332-d74e-9aae-aea6-845907c0a259", "grossValue": 392900, "homeNotional": 0.11749500646222535, "foreignNotional": 46.163788039008345}]} 2020-08-11 14:28:20 DEBUG: message ignored 2020-08-11 14:28:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:20.863Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "0370b7b8-7ee2-f40d-235a-476125fbfedd", "grossValue": 19645000, "homeNotional": 5.874750323111268, "foreignNotional": 2308.189401950417}]} 2020-08-11 14:28:20 DEBUG: message ignored 2020-08-11 14:28:21 DEBUG: check clearing time needed clearing_process_timer=1581.298243 2020-08-11 14:28:21 DEBUG: check init order needed init_order_process_timer=1681.298494 2020-08-11 14:28:22 DEBUG: check clearing time needed clearing_process_timer=1582.299694 2020-08-11 14:28:22 DEBUG: check init order needed init_order_process_timer=1682.299981 2020-08-11 14:28:23 DEBUG: check clearing time needed clearing_process_timer=1583.301141 2020-08-11 14:28:23 DEBUG: check init order needed init_order_process_timer=1683.301406 2020-08-11 14:28:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:24.220Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 392.85, "tickDirection": "MinusTick", "trdMatchID": "3d5d2df0-8ad9-f55a-bbd0-f9a52f987056", "grossValue": 7857000, "homeNotional": 2.349900129244507, "foreignNotional": 923.1582657737047}]} 2020-08-11 14:28:24 DEBUG: message ignored 2020-08-11 14:28:24 DEBUG: check clearing time needed clearing_process_timer=1584.303031 2020-08-11 14:28:24 DEBUG: check init order needed init_order_process_timer=1684.303365 2020-08-11 14:28:25 DEBUG: check clearing time needed clearing_process_timer=1585.304642 2020-08-11 14:28:25 DEBUG: check init order needed init_order_process_timer=1685.304924 2020-08-11 14:28:26 DEBUG: check clearing time needed clearing_process_timer=1586.306142 2020-08-11 14:28:26 DEBUG: check init order needed init_order_process_timer=1686.306406 2020-08-11 14:28:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:26.579Z", "symbol": "ETHUSD", "side": "Sell", "size": 122, "price": 392.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "34bbce97-a1e1-6b2f-babb-85f818c44cd9", "grossValue": 4792770, "homeNotional": 1.4334390788391493, "foreignNotional": 563.1265421219598}, {"timestamp": "2020-08-11T11:28:26.579Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 392.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f0b5c6c-8cc4-50ac-c9b6-f0e9cb4aa354", "grossValue": 589275, "homeNotional": 0.17624250969333805, "foreignNotional": 69.23686993302785}, {"timestamp": "2020-08-11T11:28:26.579Z", "symbol": "ETHUSD", "side": "Sell", "size": 445, "price": 392.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a413d2ea-cb0f-e09f-d576-5617e664764c", "grossValue": 17481825, "homeNotional": 5.228527787569028, "foreignNotional": 2054.027141346493}]} 2020-08-11 14:28:26 DEBUG: message ignored 2020-08-11 14:28:27 DEBUG: check clearing time needed clearing_process_timer=1587.307647 2020-08-11 14:28:27 DEBUG: check init order needed init_order_process_timer=1687.307926 2020-08-11 14:28:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:27.854Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 392.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "e183a5e4-c9e0-b7c9-0859-092d3d407bfa", "grossValue": 2357100, "homeNotional": 0.7049700387733522, "foreignNotional": 276.9474797321114}, {"timestamp": "2020-08-11T11:28:27.854Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 392.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "84d9da05-e422-b693-fe7a-f3f8f5ecfd1e", "grossValue": 1728540, "homeNotional": 0.5169780284337916, "foreignNotional": 203.09481847021502}, {"timestamp": "2020-08-11T11:28:27.854Z", "symbol": "ETHUSD", "side": "Sell", "size": 47488, "price": 392.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "572c3492-45e6-cf48-bddf-609f4ed87287", "grossValue": 1865566080, "homeNotional": 557.9602866878158, "foreignNotional": 219194.69862530843}]} 2020-08-11 14:28:27 DEBUG: message ignored 2020-08-11 14:28:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:28.126Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 392.8, "tickDirection": "MinusTick", "trdMatchID": "d72a7327-2e48-b623-242e-e71b1357e475", "grossValue": 1571200, "homeNotional": 0.4699800258489014, "foreignNotional": 184.60815415344848}]} 2020-08-11 14:28:28 DEBUG: message ignored 2020-08-11 14:28:28 DEBUG: check clearing time needed clearing_process_timer=1588.309113 2020-08-11 14:28:28 DEBUG: check init order needed init_order_process_timer=1688.309466 2020-08-11 14:28:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:28.798Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 392.75, "tickDirection": "MinusTick", "trdMatchID": "9bc6e0a2-d2a5-aa3e-2c74-9baf4b83ec59", "grossValue": 235650, "homeNotional": 0.07049700387733521, "foreignNotional": 27.687698272823404}]} 2020-08-11 14:28:28 DEBUG: message ignored 2020-08-11 14:28:29 DEBUG: check clearing time needed clearing_process_timer=1589.310703 2020-08-11 14:28:29 DEBUG: check init order needed init_order_process_timer=1689.31103 2020-08-11 14:28:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:29.675Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 392.8, "tickDirection": "PlusTick", "trdMatchID": "af2e3151-8376-ce1b-c2e7-4b752c99725b", "grossValue": 1296240, "homeNotional": 0.38773352132534367, "foreignNotional": 152.301727176595}]} 2020-08-11 14:28:29 DEBUG: message ignored 2020-08-11 14:28:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:30.215Z", "symbol": "ETHUSD", "side": "Sell", "size": 98, "price": 392.75, "tickDirection": "MinusTick", "trdMatchID": "408d8637-6ad9-8351-eb13-0d3e27b750f1", "grossValue": 3848950, "homeNotional": 1.1515863689776733, "foreignNotional": 452.2855464159812}, {"timestamp": "2020-08-11T11:28:30.215Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 392.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "a8ebd01c-cdc6-7059-c96e-31bf6acb8c2d", "grossValue": 78550000, "homeNotional": 23.501762632197416, "foreignNotional": 9230.317273795534}, {"timestamp": "2020-08-11T11:28:30.215Z", "symbol": "ETHUSD", "side": "Sell", "size": 902, "price": 392.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8dab46da-ee61-6700-7edd-609545c69a44", "grossValue": 35426050, "homeNotional": 10.599294947121034, "foreignNotional": 4162.873090481786}]} 2020-08-11 14:28:30 DEBUG: message ignored 2020-08-11 14:28:30 DEBUG: check clearing time needed clearing_process_timer=1590.31223 2020-08-11 14:28:30 DEBUG: check init order needed init_order_process_timer=1690.312523 2020-08-11 14:28:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:31.280Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 392.8, "tickDirection": "PlusTick", "trdMatchID": "f9592c54-fa3a-f079-d6e2-eb3212772c57", "grossValue": 7856000, "homeNotional": 2.3501762632197414, "foreignNotional": 923.1492361927144}]} 2020-08-11 14:28:31 DEBUG: message ignored 2020-08-11 14:28:31 DEBUG: check clearing time needed clearing_process_timer=1591.313723 2020-08-11 14:28:31 DEBUG: check init order needed init_order_process_timer=1691.313902 2020-08-11 14:28:32 DEBUG: check clearing time needed clearing_process_timer=1592.3151 2020-08-11 14:28:32 DEBUG: check init order needed init_order_process_timer=1692.315363 2020-08-11 14:28:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:32.552Z", "symbol": "ETHUSD", "side": "Sell", "size": 119, "price": 392.75, "tickDirection": "MinusTick", "trdMatchID": "327dcf4b-5cd7-22a7-2297-b5d7c6c184a7", "grossValue": 4673725, "homeNotional": 1.398354876615746, "foreignNotional": 549.2038777908343}]} 2020-08-11 14:28:32 DEBUG: message ignored 2020-08-11 14:28:33 DEBUG: check clearing time needed clearing_process_timer=1593.316548 2020-08-11 14:28:33 DEBUG: check init order needed init_order_process_timer=1693.316886 2020-08-11 14:28:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:33.384Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 392.65, "tickDirection": "MinusTick", "trdMatchID": "0b9cb361-e9de-110f-ab89-16f5a90485ee", "grossValue": 1177950, "homeNotional": 0.3525264394829612, "foreignNotional": 138.4195064629847}, {"timestamp": "2020-08-11T11:28:33.384Z", "symbol": "ETHUSD", "side": "Sell", "size": 170, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0d0cd2e-47f3-a208-7ca9-d9c49121dfd1", "grossValue": 6675050, "homeNotional": 1.9976498237367804, "foreignNotional": 784.3772032902467}]} 2020-08-11 14:28:33 DEBUG: message ignored 2020-08-11 14:28:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:33.552Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 392.7, "tickDirection": "PlusTick", "trdMatchID": "45563a1f-6ceb-027d-7131-6f77f9990bb3", "grossValue": 19635000, "homeNotional": 5.875440658049354, "foreignNotional": 2307.285546415981}]} 2020-08-11 14:28:33 DEBUG: message ignored 2020-08-11 14:28:34 DEBUG: check clearing time needed clearing_process_timer=1594.318117 2020-08-11 14:28:34 DEBUG: check init order needed init_order_process_timer=1694.31838 2020-08-11 14:28:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:35.172Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 392.65, "tickDirection": "MinusTick", "trdMatchID": "a53e9945-abf5-97f6-a498-313bb9ce3362", "grossValue": 9816250, "homeNotional": 2.937720329024677, "foreignNotional": 1153.4958871915394}]} 2020-08-11 14:28:35 DEBUG: message ignored 2020-08-11 14:28:35 DEBUG: check clearing time needed clearing_process_timer=1595.319584 2020-08-11 14:28:35 DEBUG: check init order needed init_order_process_timer=1695.320038 2020-08-11 14:28:36 DEBUG: check clearing time needed clearing_process_timer=1596.32129 2020-08-11 14:28:36 DEBUG: check init order needed init_order_process_timer=1696.321571 2020-08-11 14:28:37 DEBUG: check clearing time needed clearing_process_timer=1597.322742 2020-08-11 14:28:37 DEBUG: check init order needed init_order_process_timer=1697.323018 2020-08-11 14:28:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:37.510Z", "symbol": "ETHUSD", "side": "Sell", "size": 5580, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f4ad739c-6144-bd60-1714-c655f8a3c8c4", "grossValue": 219098700, "homeNotional": 65.56991774383079, "foreignNotional": 25746.028202115158}, {"timestamp": "2020-08-11T11:28:37.510Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "04136a66-4936-7b10-09f2-392cb827ad3c", "grossValue": 78530000, "homeNotional": 23.501762632197416, "foreignNotional": 9227.967097532315}, {"timestamp": "2020-08-11T11:28:37.510Z", "symbol": "ETHUSD", "side": "Sell", "size": 3089, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "fafbe74b-0825-f933-b507-f28bbcf093a3", "grossValue": 121289585, "homeNotional": 36.29847238542891, "foreignNotional": 14252.59518213866}, {"timestamp": "2020-08-11T11:28:37.510Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "dda43c16-2e35-e23a-a85f-3d531be33c95", "grossValue": 58897500, "homeNotional": 17.626321974148063, "foreignNotional": 6920.975323149236}, {"timestamp": "2020-08-11T11:28:37.510Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5749024-f034-3f53-0e4b-77a9ea56c4a0", "grossValue": 196325, "homeNotional": 0.05875440658049354, "foreignNotional": 23.069917743830786}]} 2020-08-11 14:28:37 DEBUG: message ignored 2020-08-11 14:28:38 DEBUG: check clearing time needed clearing_process_timer=1598.324199 2020-08-11 14:28:38 DEBUG: check init order needed init_order_process_timer=1698.324455 2020-08-11 14:28:39 DEBUG: check clearing time needed clearing_process_timer=1599.325664 2020-08-11 14:28:39 DEBUG: check init order needed init_order_process_timer=1699.325988 2020-08-11 14:28:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:40.070Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a74c29e6-3ae1-2ba3-2d53-789eec8943db", "grossValue": 39265, "homeNotional": 0.011750881316098707, "foreignNotional": 4.613983548766157}]} 2020-08-11 14:28:40 DEBUG: message ignored 2020-08-11 14:28:40 DEBUG: check clearing time needed clearing_process_timer=1600.327254 2020-08-11 14:28:40 DEBUG: check init order needed init_order_process_timer=1700.327579 2020-08-11 14:28:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:40.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "32f6f59c-ffb6-f987-4e2d-ab2da3aed737", "grossValue": 785200, "homeNotional": 0.23501762632197415, "foreignNotional": 92.26792009400705}]} 2020-08-11 14:28:40 DEBUG: message ignored 2020-08-11 14:28:41 DEBUG: check clearing time needed clearing_process_timer=1601.32882 2020-08-11 14:28:41 DEBUG: check init order needed init_order_process_timer=1701.329153 2020-08-11 14:28:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:42.247Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "58cf2b0a-ba08-6361-13cf-57a755ea9ec9", "grossValue": 9816250, "homeNotional": 2.937720329024677, "foreignNotional": 1153.4958871915394}]} 2020-08-11 14:28:42 DEBUG: message ignored 2020-08-11 14:28:42 DEBUG: check clearing time needed clearing_process_timer=1602.330341 2020-08-11 14:28:42 DEBUG: check init order needed init_order_process_timer=1702.33065 2020-08-11 14:28:43 DEBUG: check clearing time needed clearing_process_timer=1603.331874 2020-08-11 14:28:43 DEBUG: check init order needed init_order_process_timer=1703.332132 2020-08-11 14:28:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:44.234Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "d251ebff-4c3f-b2a4-39a6-5f3d3299dff8", "grossValue": 39260000, "homeNotional": 11.750881316098708, "foreignNotional": 4613.396004700353}]} 2020-08-11 14:28:44 DEBUG: message ignored 2020-08-11 14:28:44 DEBUG: check clearing time needed clearing_process_timer=1604.333317 2020-08-11 14:28:44 DEBUG: check init order needed init_order_process_timer=1704.333641 2020-08-11 14:28:45 DEBUG: check clearing time needed clearing_process_timer=1605.334864 2020-08-11 14:28:45 DEBUG: check init order needed init_order_process_timer=1705.335133 2020-08-11 14:28:46 DEBUG: check clearing time needed clearing_process_timer=1606.336331 2020-08-11 14:28:46 DEBUG: check init order needed init_order_process_timer=1706.336609 2020-08-11 14:28:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:46.436Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "04ca5380-6d59-3ab0-8cf7-2d304fbcde75", "grossValue": 981500, "homeNotional": 0.2937720329024677, "foreignNotional": 115.33490011750881}]} 2020-08-11 14:28:46 DEBUG: message ignored 2020-08-11 14:28:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:46.853Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "ff906263-c21c-cb0d-7330-5310d69dd369", "grossValue": 471180, "homeNotional": 0.1410105757931845, "foreignNotional": 55.36780258519389}]} 2020-08-11 14:28:46 DEBUG: message ignored 2020-08-11 14:28:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:46.856Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e75cd88f-c866-e8b1-04e8-4cc97ab587b4", "grossValue": 510445, "homeNotional": 0.15276145710928318, "foreignNotional": 59.98178613396005}]} 2020-08-11 14:28:46 DEBUG: message ignored 2020-08-11 14:28:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:46.859Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a90467d5-abc7-07b6-b728-401107faef79", "grossValue": 431915, "homeNotional": 0.12925969447708577, "foreignNotional": 50.753819036427736}]} 2020-08-11 14:28:46 DEBUG: message ignored 2020-08-11 14:28:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:46.863Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e894fc12-dd20-7bac-f6db-28f9e609b312", "grossValue": 471180, "homeNotional": 0.1410105757931845, "foreignNotional": 55.36780258519389}]} 2020-08-11 14:28:46 DEBUG: message ignored 2020-08-11 14:28:47 DEBUG: check clearing time needed clearing_process_timer=1607.337806 2020-08-11 14:28:47 DEBUG: check init order needed init_order_process_timer=1707.338098 2020-08-11 14:28:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:47.922Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "b98dbe3a-8910-2718-bdc7-22f99a1d915c", "grossValue": 196300, "homeNotional": 0.05875440658049354, "foreignNotional": 23.066980023501763}]} 2020-08-11 14:28:47 DEBUG: message ignored 2020-08-11 14:28:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:47.954Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "adaca086-d255-6fb2-0d6d-78eba2b9df78", "grossValue": 471180, "homeNotional": 0.1410105757931845, "foreignNotional": 55.36780258519389}]} 2020-08-11 14:28:47 DEBUG: message ignored 2020-08-11 14:28:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:47.957Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fdde119-8452-c194-f71d-c2a1dafd7bcc", "grossValue": 471180, "homeNotional": 0.1410105757931845, "foreignNotional": 55.36780258519389}]} 2020-08-11 14:28:47 DEBUG: message ignored 2020-08-11 14:28:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:47.960Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c4946f3-d8af-4e85-a117-39169c989478", "grossValue": 392650, "homeNotional": 0.11750881316098707, "foreignNotional": 46.13983548766157}]} 2020-08-11 14:28:47 DEBUG: message ignored 2020-08-11 14:28:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:47.964Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "246161d6-3f49-cec6-5e38-6ce37e657177", "grossValue": 510445, "homeNotional": 0.15276145710928318, "foreignNotional": 59.98178613396005}]} 2020-08-11 14:28:47 DEBUG: message ignored 2020-08-11 14:28:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:48.004Z", "symbol": "ETHUSD", "side": "Sell", "size": 315, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "ab99cce9-badf-1934-54f0-24f2b24f27ae", "grossValue": 12366900, "homeNotional": 3.7015276145710927, "foreignNotional": 1453.219741480611}]} 2020-08-11 14:28:48 DEBUG: message ignored 2020-08-11 14:28:48 DEBUG: check clearing time needed clearing_process_timer=1608.339313 2020-08-11 14:28:48 DEBUG: check init order needed init_order_process_timer=1708.339981 2020-08-11 14:28:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:49.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 85, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a18d0b8-b141-813b-09f4-2a60dacacb32", "grossValue": 3337100, "homeNotional": 0.9988249118683902, "foreignNotional": 392.13866039952995}, {"timestamp": "2020-08-11T11:28:49.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 915, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2643823b-9797-f9a4-a1bb-b2dbf2d11199", "grossValue": 35922900, "homeNotional": 10.752056404230316, "foreignNotional": 4221.257344300822}]} 2020-08-11 14:28:49 DEBUG: message ignored 2020-08-11 14:28:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:49.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 392.55, "tickDirection": "MinusTick", "trdMatchID": "9d4067ca-2661-c460-9fd1-91625e160f34", "grossValue": 785100, "homeNotional": 0.23501762632197415, "foreignNotional": 92.25616921269095}]} 2020-08-11 14:28:49 DEBUG: message ignored 2020-08-11 14:28:49 DEBUG: check clearing time needed clearing_process_timer=1609.341207 2020-08-11 14:28:49 DEBUG: check init order needed init_order_process_timer=1709.341593 2020-08-11 14:28:50 DEBUG: check clearing time needed clearing_process_timer=1610.343006 2020-08-11 14:28:50 DEBUG: check init order needed init_order_process_timer=1710.343265 2020-08-11 14:28:51 DEBUG: check clearing time needed clearing_process_timer=1611.344681 2020-08-11 14:28:51 DEBUG: check init order needed init_order_process_timer=1711.34495 2020-08-11 14:28:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:51.881Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "677be7de-5ed6-14cb-44d3-f10820d868ad", "grossValue": 39255000, "homeNotional": 11.750881316098708, "foreignNotional": 4612.808460634547}]} 2020-08-11 14:28:51 DEBUG: message ignored 2020-08-11 14:28:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:51.900Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.6, "tickDirection": "PlusTick", "trdMatchID": "612d40fd-f8f1-8e4d-f679-1a3e55a36a44", "grossValue": 392600, "homeNotional": 0.11750881316098707, "foreignNotional": 46.13396004700353}]} 2020-08-11 14:28:51 DEBUG: message ignored 2020-08-11 14:28:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:51.904Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ed114b8-e68f-9a03-6515-0182167571e4", "grossValue": 510380, "homeNotional": 0.15276145710928318, "foreignNotional": 59.974148061104586}]} 2020-08-11 14:28:51 DEBUG: message ignored 2020-08-11 14:28:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:51.910Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5f65635-055d-2693-64b3-acd8cc808df1", "grossValue": 431860, "homeNotional": 0.12925969447708577, "foreignNotional": 50.747356051703875}]} 2020-08-11 14:28:51 DEBUG: message ignored 2020-08-11 14:28:52 DEBUG: check clearing time needed clearing_process_timer=1612.34622 2020-08-11 14:28:52 DEBUG: check init order needed init_order_process_timer=1712.347033 2020-08-11 14:28:53 DEBUG: check clearing time needed clearing_process_timer=1613.348603 2020-08-11 14:28:53 DEBUG: check init order needed init_order_process_timer=1713.349266 2020-08-11 14:28:54 DEBUG: check clearing time needed clearing_process_timer=1614.350751 2020-08-11 14:28:54 DEBUG: check init order needed init_order_process_timer=1714.351032 2020-08-11 14:28:55 DEBUG: check clearing time needed clearing_process_timer=1615.352081 2020-08-11 14:28:55 DEBUG: check init order needed init_order_process_timer=1715.352335 2020-08-11 14:28:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:56.198Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 392.55, "tickDirection": "MinusTick", "trdMatchID": "bc9be0c9-4251-58e0-669b-f8f5318a45e1", "grossValue": 3925500, "homeNotional": 1.1750881316098707, "foreignNotional": 461.28084606345476}]} 2020-08-11 14:28:56 DEBUG: message ignored 2020-08-11 14:28:56 DEBUG: check clearing time needed clearing_process_timer=1616.353509 2020-08-11 14:28:56 DEBUG: check init order needed init_order_process_timer=1716.353795 2020-08-11 14:28:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:56.399Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 392.6, "tickDirection": "PlusTick", "trdMatchID": "5fd102b3-656f-35a5-11a7-b7f7e8f940e7", "grossValue": 431860, "homeNotional": 0.12925969447708577, "foreignNotional": 50.747356051703875}]} 2020-08-11 14:28:56 DEBUG: message ignored 2020-08-11 14:28:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:56.403Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "9655914b-62d9-4eae-21d2-9e8804ec214b", "grossValue": 392600, "homeNotional": 0.11750881316098707, "foreignNotional": 46.13396004700353}]} 2020-08-11 14:28:56 DEBUG: message ignored 2020-08-11 14:28:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:56.406Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 392.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "38309ce9-f377-a3c1-2efb-a29f5133ad06", "grossValue": 431860, "homeNotional": 0.12925969447708577, "foreignNotional": 50.747356051703875}]} 2020-08-11 14:28:56 DEBUG: message ignored 2020-08-11 14:28:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:56.725Z", "symbol": "ETHUSD", "side": "Sell", "size": 4880, "price": 392.55, "tickDirection": "MinusTick", "trdMatchID": "1e37be90-ae85-9388-8369-f105a7efe44c", "grossValue": 191564400, "homeNotional": 57.34430082256169, "foreignNotional": 22510.50528789659}, {"timestamp": "2020-08-11T11:28:56.725Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "2aabdecc-f23a-6d12-a3c6-465220b51b29", "grossValue": 117765, "homeNotional": 0.03525264394829612, "foreignNotional": 13.838425381903642}]} 2020-08-11 14:28:56 DEBUG: message ignored 2020-08-11 14:28:57 DEBUG: check clearing time needed clearing_process_timer=1617.355014 2020-08-11 14:28:57 DEBUG: check init order needed init_order_process_timer=1717.355327 2020-08-11 14:28:58 DEBUG: check clearing time needed clearing_process_timer=1618.356539 2020-08-11 14:28:58 DEBUG: check init order needed init_order_process_timer=1718.356841 2020-08-11 14:28:59 DEBUG: check clearing time needed clearing_process_timer=1619.358009 2020-08-11 14:28:59 DEBUG: check init order needed init_order_process_timer=1719.358348 2020-08-11 14:28:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:28:59.821Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 392.5, "tickDirection": "MinusTick", "trdMatchID": "218128b3-1d7c-ec2e-87da-dc634656b4cf", "grossValue": 1177500, "homeNotional": 0.3525264394829612, "foreignNotional": 138.36662749706227}, {"timestamp": "2020-08-11T11:28:59.821Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e55528a9-428d-9256-3748-4e01fcc1d499", "grossValue": 392500, "homeNotional": 0.11750881316098707, "foreignNotional": 46.12220916568743}]} 2020-08-11 14:28:59 DEBUG: message ignored 2020-08-11 14:29:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:00.096Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "64dd1d43-57c7-5ddd-fe51-0041204adf25", "grossValue": 39250, "homeNotional": 0.01175226231049477, "foreignNotional": 4.612762956869197}]} 2020-08-11 14:29:00 DEBUG: message ignored 2020-08-11 14:29:00 DEBUG: check clearing time needed clearing_process_timer=1620.359578 2020-08-11 14:29:00 DEBUG: check init order needed init_order_process_timer=1720.359856 2020-08-11 14:29:01 DEBUG: check clearing time needed clearing_process_timer=1621.361048 2020-08-11 14:29:01 DEBUG: check init order needed init_order_process_timer=1721.361295 2020-08-11 14:29:02 DEBUG: check clearing time needed clearing_process_timer=1622.36251 2020-08-11 14:29:02 DEBUG: check init order needed init_order_process_timer=1722.36295 2020-08-11 14:29:03 DEBUG: check clearing time needed clearing_process_timer=1623.364176 2020-08-11 14:29:03 DEBUG: check init order needed init_order_process_timer=1723.364425 2020-08-11 14:29:04 DEBUG: check clearing time needed clearing_process_timer=1624.36506 2020-08-11 14:29:04 DEBUG: check init order needed init_order_process_timer=1724.365307 2020-08-11 14:29:05 DEBUG: check clearing time needed clearing_process_timer=1625.366464 2020-08-11 14:29:05 DEBUG: check init order needed init_order_process_timer=1725.366784 2020-08-11 14:29:06 DEBUG: check clearing time needed clearing_process_timer=1626.36705 2020-08-11 14:29:06 DEBUG: check init order needed init_order_process_timer=1726.367311 2020-08-11 14:29:07 DEBUG: check clearing time needed clearing_process_timer=1627.368461 2020-08-11 14:29:07 DEBUG: check init order needed init_order_process_timer=1727.368764 2020-08-11 14:29:08 DEBUG: check clearing time needed clearing_process_timer=1628.369923 2020-08-11 14:29:08 DEBUG: check init order needed init_order_process_timer=1728.370213 2020-08-11 14:29:09 DEBUG: check clearing time needed clearing_process_timer=1629.371377 2020-08-11 14:29:09 DEBUG: check init order needed init_order_process_timer=1729.371637 2020-08-11 14:29:10 DEBUG: check clearing time needed clearing_process_timer=1630.372785 2020-08-11 14:29:10 DEBUG: check init order needed init_order_process_timer=1730.373111 2020-08-11 14:29:11 DEBUG: check clearing time needed clearing_process_timer=1631.374304 2020-08-11 14:29:11 DEBUG: check init order needed init_order_process_timer=1731.374605 2020-08-11 14:29:12 DEBUG: check clearing time needed clearing_process_timer=1632.375755 2020-08-11 14:29:12 DEBUG: check init order needed init_order_process_timer=1732.376021 2020-08-11 14:29:13 DEBUG: check clearing time needed clearing_process_timer=1633.377219 2020-08-11 14:29:13 DEBUG: check init order needed init_order_process_timer=1733.37756 2020-08-11 14:29:14 DEBUG: check clearing time needed clearing_process_timer=1634.378749 2020-08-11 14:29:14 DEBUG: check init order needed init_order_process_timer=1734.379016 2020-08-11 14:29:15 DEBUG: check clearing time needed clearing_process_timer=1635.380208 2020-08-11 14:29:15 DEBUG: check init order needed init_order_process_timer=1735.380475 2020-08-11 14:29:16 DEBUG: check clearing time needed clearing_process_timer=1636.381662 2020-08-11 14:29:16 DEBUG: check init order needed init_order_process_timer=1736.381951 2020-08-11 14:29:17 DEBUG: check clearing time needed clearing_process_timer=1637.383157 2020-08-11 14:29:17 DEBUG: check init order needed init_order_process_timer=1737.383492 2020-08-11 14:29:18 DEBUG: check clearing time needed clearing_process_timer=1638.384782 2020-08-11 14:29:18 DEBUG: check init order needed init_order_process_timer=1738.385118 2020-08-11 14:29:19 DEBUG: check clearing time needed clearing_process_timer=1639.386331 2020-08-11 14:29:19 DEBUG: check init order needed init_order_process_timer=1739.386693 2020-08-11 14:29:20 DEBUG: check clearing time needed clearing_process_timer=1640.387918 2020-08-11 14:29:20 DEBUG: check init order needed init_order_process_timer=1740.388201 2020-08-11 14:29:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:21.244Z", "symbol": "ETHUSD", "side": "Buy", "size": 152, "price": 392.55, "tickDirection": "PlusTick", "trdMatchID": "fca701be-e370-a103-1387-3878f18604d1", "grossValue": 5966760, "homeNotional": 1.786343871195205, "foreignNotional": 701.2292866376778}]} 2020-08-11 14:29:21 DEBUG: message ignored 2020-08-11 14:29:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:21.262Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "5011441c-e589-ad0e-51ba-e7642f85065b", "grossValue": 157020, "homeNotional": 0.04700904924197908, "foreignNotional": 18.45340227993889}]} 2020-08-11 14:29:21 DEBUG: message ignored 2020-08-11 14:29:21 DEBUG: check clearing time needed clearing_process_timer=1641.38938 2020-08-11 14:29:21 DEBUG: check init order needed init_order_process_timer=1741.389668 2020-08-11 14:29:22 DEBUG: check clearing time needed clearing_process_timer=1642.390854 2020-08-11 14:29:22 DEBUG: check init order needed init_order_process_timer=1742.391107 2020-08-11 14:29:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:22.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 1263, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "23aa36fd-18d1-3c4f-3a16-72ce8e0774f9", "grossValue": 49579065, "homeNotional": 14.843107298154894, "foreignNotional": 5826.661769890704}, {"timestamp": "2020-08-11T11:29:22.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 1790, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b360805-83aa-001d-e629-d7e7b52a8a17", "grossValue": 70266450, "homeNotional": 21.03654953578564, "foreignNotional": 8257.897520272652}, {"timestamp": "2020-08-11T11:29:22.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 2413, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "12e262ca-5a9d-792f-3706-cbfa68260a28", "grossValue": 94722315, "homeNotional": 28.35820895522388, "foreignNotional": 11132.014925373134}, {"timestamp": "2020-08-11T11:29:22.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 1631, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "35729399-1c39-e1c3-1ea0-ea3d0f4d7973", "grossValue": 64024905, "homeNotional": 19.16793982841697, "foreignNotional": 7524.374779645082}, {"timestamp": "2020-08-11T11:29:22.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa5a8e8f-4ae6-6102-064c-c4da20a5bbfb", "grossValue": 1177650, "homeNotional": 0.35256786931484313, "foreignNotional": 138.40051709954167}, {"timestamp": "2020-08-11T11:29:22.798Z", "symbol": "ETHUSD", "side": "Buy", "size": 2873, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e16e1aeb-aa59-aa9b-949f-59fde06e5051", "grossValue": 112779615, "homeNotional": 33.76424961805147, "foreignNotional": 13254.156187566106}]} 2020-08-11 14:29:22 DEBUG: message ignored 2020-08-11 14:29:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:22.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 392.5, "tickDirection": "MinusTick", "trdMatchID": "be34c9f1-4e73-1959-dc6a-a5236bacf0a0", "grossValue": 431750, "homeNotional": 0.12927488541544246, "foreignNotional": 50.74039252556117}]} 2020-08-11 14:29:22 DEBUG: message ignored 2020-08-11 14:29:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:22.821Z", "symbol": "ETHUSD", "side": "Buy", "size": 1971, "price": 392.55, "tickDirection": "PlusTick", "trdMatchID": "ec084721-6085-7c14-73f0-a23991ba00cf", "grossValue": 77371605, "homeNotional": 23.16370901398519, "foreignNotional": 9092.913973439887}, {"timestamp": "2020-08-11T11:29:22.821Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a358207-5e7b-17a9-0750-ab4e120e85d3", "grossValue": 392550, "homeNotional": 0.1175226231049477, "foreignNotional": 46.13350569984722}]} 2020-08-11 14:29:22 DEBUG: message ignored 2020-08-11 14:29:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:22.823Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f94356a-e415-b0d0-1258-19d4a377f983", "grossValue": 431805, "homeNotional": 0.12927488541544246, "foreignNotional": 50.746856269831945}]} 2020-08-11 14:29:22 DEBUG: message ignored 2020-08-11 14:29:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:22.827Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 392.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "a470842f-c828-44e6-708d-b1cc33de7d06", "grossValue": 314040, "homeNotional": 0.09401809848395816, "foreignNotional": 36.90680455987778}, {"timestamp": "2020-08-11T11:29:22.827Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 392.5, "tickDirection": "MinusTick", "trdMatchID": "c888bd6c-87ab-2eed-c1a9-34656c011f48", "grossValue": 78500, "homeNotional": 0.02350452462098954, "foreignNotional": 9.225525913738394}]} 2020-08-11 14:29:22 DEBUG: message ignored 2020-08-11 14:29:23 DEBUG: check clearing time needed clearing_process_timer=1643.392279 2020-08-11 14:29:23 DEBUG: check init order needed init_order_process_timer=1743.392556 2020-08-11 14:29:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:24.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 392.6, "tickDirection": "PlusTick", "trdMatchID": "5a3d8525-2fec-348d-89b9-7e3faeb1553a", "grossValue": 196300, "homeNotional": 0.05876131155247385, "foreignNotional": 23.069690915501234}]} 2020-08-11 14:29:24 DEBUG: message ignored 2020-08-11 14:29:24 DEBUG: check clearing time needed clearing_process_timer=1644.393761 2020-08-11 14:29:24 DEBUG: check init order needed init_order_process_timer=1744.394024 2020-08-11 14:29:25 DEBUG: check clearing time needed clearing_process_timer=1645.395253 2020-08-11 14:29:25 DEBUG: check init order needed init_order_process_timer=1745.395519 2020-08-11 14:29:26 DEBUG: check clearing time needed clearing_process_timer=1646.396704 2020-08-11 14:29:26 DEBUG: check init order needed init_order_process_timer=1746.396973 2020-08-11 14:29:27 DEBUG: check clearing time needed clearing_process_timer=1647.398221 2020-08-11 14:29:27 DEBUG: check init order needed init_order_process_timer=1747.398498 2020-08-11 14:29:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:27.409Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "ff24f7cd-a979-ed8e-f944-64633ac5a454", "grossValue": 117795, "homeNotional": 0.03525678693148431, "foreignNotional": 13.843577388647315}]} 2020-08-11 14:29:27 DEBUG: message ignored 2020-08-11 14:29:28 DEBUG: check clearing time needed clearing_process_timer=1648.399655 2020-08-11 14:29:28 DEBUG: check init order needed init_order_process_timer=1748.39992 2020-08-11 14:29:29 DEBUG: check clearing time needed clearing_process_timer=1649.401097 2020-08-11 14:29:29 DEBUG: check init order needed init_order_process_timer=1749.401354 2020-08-11 14:29:30 DEBUG: check clearing time needed clearing_process_timer=1650.402591 2020-08-11 14:29:30 DEBUG: check init order needed init_order_process_timer=1750.402891 2020-08-11 14:29:31 DEBUG: check clearing time needed clearing_process_timer=1651.404089 2020-08-11 14:29:31 DEBUG: check init order needed init_order_process_timer=1751.40439 2020-08-11 14:29:32 DEBUG: check clearing time needed clearing_process_timer=1652.405624 2020-08-11 14:29:32 DEBUG: check init order needed init_order_process_timer=1752.40588 2020-08-11 14:29:33 DEBUG: check clearing time needed clearing_process_timer=1653.407057 2020-08-11 14:29:33 DEBUG: check init order needed init_order_process_timer=1753.407319 2020-08-11 14:29:34 DEBUG: check clearing time needed clearing_process_timer=1654.408506 2020-08-11 14:29:34 DEBUG: check init order needed init_order_process_timer=1754.408807 2020-08-11 14:29:35 DEBUG: check clearing time needed clearing_process_timer=1655.41002 2020-08-11 14:29:35 DEBUG: check init order needed init_order_process_timer=1755.410342 2020-08-11 14:29:36 DEBUG: check clearing time needed clearing_process_timer=1656.411561 2020-08-11 14:29:36 DEBUG: check init order needed init_order_process_timer=1756.411818 2020-08-11 14:29:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:37.025Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "418e4774-303e-8ad8-12b6-31b2b4e23f20", "grossValue": 1177950, "homeNotional": 0.35256786931484313, "foreignNotional": 138.43577388647316}, {"timestamp": "2020-08-11T11:29:37.025Z", "symbol": "ETHUSD", "side": "Buy", "size": 83, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "41425c0e-94b8-edb5-7238-4ef652029d4c", "grossValue": 3258995, "homeNotional": 0.9754377717710659, "foreignNotional": 383.005641085909}, {"timestamp": "2020-08-11T11:29:37.025Z", "symbol": "ETHUSD", "side": "Buy", "size": 62, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "21355647-f3a0-7ecd-87cc-eb5064004ed4", "grossValue": 2434430, "homeNotional": 0.7286402632506758, "foreignNotional": 286.10059936537783}, {"timestamp": "2020-08-11T11:29:37.025Z", "symbol": "ETHUSD", "side": "Buy", "size": 825, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6dafa321-2ba0-9ef3-9eff-c7de5d410bd9", "grossValue": 32393625, "homeNotional": 9.695616406158186, "foreignNotional": 3806.9837818780115}]} 2020-08-11 14:29:37 DEBUG: message ignored 2020-08-11 14:29:37 DEBUG: check clearing time needed clearing_process_timer=1657.412997 2020-08-11 14:29:37 DEBUG: check init order needed init_order_process_timer=1757.413385 2020-08-11 14:29:38 DEBUG: check clearing time needed clearing_process_timer=1658.41463 2020-08-11 14:29:38 DEBUG: check init order needed init_order_process_timer=1758.414902 2020-08-11 14:29:39 DEBUG: check clearing time needed clearing_process_timer=1659.416136 2020-08-11 14:29:39 DEBUG: check init order needed init_order_process_timer=1759.416466 2020-08-11 14:29:40 DEBUG: check clearing time needed clearing_process_timer=1660.417658 2020-08-11 14:29:40 DEBUG: check init order needed init_order_process_timer=1760.41793 2020-08-11 14:29:41 DEBUG: check clearing time needed clearing_process_timer=1661.419165 2020-08-11 14:29:41 DEBUG: check init order needed init_order_process_timer=1761.419522 2020-08-11 14:29:42 DEBUG: check clearing time needed clearing_process_timer=1662.42078 2020-08-11 14:29:42 DEBUG: check init order needed init_order_process_timer=1762.421087 2020-08-11 14:29:43 DEBUG: check clearing time needed clearing_process_timer=1663.42229 2020-08-11 14:29:43 DEBUG: check init order needed init_order_process_timer=1763.422612 2020-08-11 14:29:44 DEBUG: check clearing time needed clearing_process_timer=1664.423837 2020-08-11 14:29:44 DEBUG: check init order needed init_order_process_timer=1764.424148 2020-08-11 14:29:45 DEBUG: check clearing time needed clearing_process_timer=1665.425419 2020-08-11 14:29:45 DEBUG: check init order needed init_order_process_timer=1765.425731 2020-08-11 14:29:46 DEBUG: check clearing time needed clearing_process_timer=1666.426934 2020-08-11 14:29:46 DEBUG: check init order needed init_order_process_timer=1766.427236 2020-08-11 14:29:47 DEBUG: check clearing time needed clearing_process_timer=1667.428488 2020-08-11 14:29:47 DEBUG: check init order needed init_order_process_timer=1767.428835 2020-08-11 14:29:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:48.097Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "634c1efd-f405-0833-3ba9-11fd1206c278", "grossValue": 19630000, "homeNotional": 5.876131155247385, "foreignNotional": 2306.9690915501233}]} 2020-08-11 14:29:48 DEBUG: message ignored 2020-08-11 14:29:48 DEBUG: check clearing time needed clearing_process_timer=1668.430109 2020-08-11 14:29:48 DEBUG: check init order needed init_order_process_timer=1768.430453 2020-08-11 14:29:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:49.134Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "cd33640e-ee61-5987-9abc-9f9b05279090", "grossValue": 15706000, "homeNotional": 4.700904924197908, "foreignNotional": 1845.8103184863087}]} 2020-08-11 14:29:49 DEBUG: message ignored 2020-08-11 14:29:49 DEBUG: check clearing time needed clearing_process_timer=1669.431696 2020-08-11 14:29:49 DEBUG: check init order needed init_order_process_timer=1769.431959 2020-08-11 14:29:50 DEBUG: check clearing time needed clearing_process_timer=1670.433129 2020-08-11 14:29:50 DEBUG: check init order needed init_order_process_timer=1770.433418 2020-08-11 14:29:51 DEBUG: check clearing time needed clearing_process_timer=1671.434675 2020-08-11 14:29:51 DEBUG: check init order needed init_order_process_timer=1771.43494 2020-08-11 14:29:52 DEBUG: check clearing time needed clearing_process_timer=1672.436125 2020-08-11 14:29:52 DEBUG: check init order needed init_order_process_timer=1772.436396 2020-08-11 14:29:53 DEBUG: check clearing time needed clearing_process_timer=1673.437599 2020-08-11 14:29:53 DEBUG: check init order needed init_order_process_timer=1773.437883 2020-08-11 14:29:54 DEBUG: check clearing time needed clearing_process_timer=1674.439091 2020-08-11 14:29:54 DEBUG: check init order needed init_order_process_timer=1774.439368 2020-08-11 14:29:55 DEBUG: check clearing time needed clearing_process_timer=1675.440577 2020-08-11 14:29:55 DEBUG: check init order needed init_order_process_timer=1775.440846 2020-08-11 14:29:56 DEBUG: check clearing time needed clearing_process_timer=1676.442042 2020-08-11 14:29:56 DEBUG: check init order needed init_order_process_timer=1776.442369 2020-08-11 14:29:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:56.518Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "f1230197-0229-7b84-7f66-a1dbf3ccc4ef", "grossValue": 392600, "homeNotional": 0.1175226231049477, "foreignNotional": 46.13938183100247}]} 2020-08-11 14:29:56 DEBUG: message ignored 2020-08-11 14:29:57 DEBUG: check clearing time needed clearing_process_timer=1677.44355 2020-08-11 14:29:57 DEBUG: check init order needed init_order_process_timer=1777.443854 2020-08-11 14:29:58 DEBUG: check clearing time needed clearing_process_timer=1678.44507 2020-08-11 14:29:58 DEBUG: check init order needed init_order_process_timer=1778.445347 2020-08-11 14:29:59 DEBUG: check clearing time needed clearing_process_timer=1679.446552 2020-08-11 14:29:59 DEBUG: check init order needed init_order_process_timer=1779.446904 2020-08-11 14:29:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:29:59.596Z", "symbol": "ETHUSD", "side": "Buy", "size": 4000, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "36cfe9c0-85b6-3e40-79a0-40a6f16d7d54", "grossValue": 157060000, "homeNotional": 47.00904924197908, "foreignNotional": 18458.103184863085}]} 2020-08-11 14:29:59 DEBUG: message ignored 2020-08-11 14:30:00 DEBUG: check clearing time needed clearing_process_timer=1680.448175 2020-08-11 14:30:00 DEBUG: check init order needed init_order_process_timer=1780.448478 2020-08-11 14:30:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:00.502Z", "symbol": "ETHUSD", "side": "Sell", "size": 812, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "69917c93-5b52-4041-60c6-72169e549179", "grossValue": 31879120, "homeNotional": 9.545080521923122, "foreignNotional": 3747.3986129070177}, {"timestamp": "2020-08-11T11:30:00.502Z", "symbol": "ETHUSD", "side": "Sell", "size": 39, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "dcdb2279-fdf3-8513-72a9-e215a362b524", "grossValue": 1531140, "homeNotional": 0.4584459856588692, "foreignNotional": 179.98589396967205}]} 2020-08-11 14:30:00 DEBUG: message ignored 2020-08-11 14:30:01 DEBUG: check clearing time needed clearing_process_timer=1681.449096 2020-08-11 14:30:01 DEBUG: check init order needed init_order_process_timer=1781.449423 2020-08-11 14:30:02 DEBUG: check clearing time needed clearing_process_timer=1682.450712 2020-08-11 14:30:02 DEBUG: check init order needed init_order_process_timer=1782.451143 2020-08-11 14:30:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:03.223Z", "symbol": "ETHUSD", "side": "Buy", "size": 159, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "dc33dfa1-f8a2-6a59-becb-caa722cc4aa4", "grossValue": 6243135, "homeNotional": 1.8690490184553896, "foreignNotional": 733.8820970965088}]} 2020-08-11 14:30:03 DEBUG: message ignored 2020-08-11 14:30:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:03.427Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "522ada12-a5c8-57b0-2fdd-514ecb2fb212", "grossValue": 981625, "homeNotional": 0.29387563183260845, "foreignNotional": 115.3902668390737}]} 2020-08-11 14:30:03 DEBUG: message ignored 2020-08-11 14:30:03 DEBUG: check clearing time needed clearing_process_timer=1683.452389 2020-08-11 14:30:03 DEBUG: check init order needed init_order_process_timer=1783.452751 2020-08-11 14:30:04 DEBUG: check clearing time needed clearing_process_timer=1684.453982 2020-08-11 14:30:04 DEBUG: check init order needed init_order_process_timer=1784.454331 2020-08-11 14:30:05 DEBUG: check clearing time needed clearing_process_timer=1685.45556 2020-08-11 14:30:05 DEBUG: check init order needed init_order_process_timer=1785.455839 2020-08-11 14:30:06 DEBUG: check clearing time needed clearing_process_timer=1686.457051 2020-08-11 14:30:06 DEBUG: check init order needed init_order_process_timer=1786.457377 2020-08-11 14:30:07 DEBUG: check clearing time needed clearing_process_timer=1687.458647 2020-08-11 14:30:07 DEBUG: check init order needed init_order_process_timer=1787.458986 2020-08-11 14:30:08 DEBUG: check clearing time needed clearing_process_timer=1688.460186 2020-08-11 14:30:08 DEBUG: check init order needed init_order_process_timer=1788.460445 2020-08-11 14:30:09 DEBUG: check clearing time needed clearing_process_timer=1689.461629 2020-08-11 14:30:09 DEBUG: check init order needed init_order_process_timer=1789.461893 2020-08-11 14:30:10 DEBUG: check clearing time needed clearing_process_timer=1690.463073 2020-08-11 14:30:10 DEBUG: check init order needed init_order_process_timer=1790.463368 2020-08-11 14:30:11 DEBUG: check clearing time needed clearing_process_timer=1691.464602 2020-08-11 14:30:11 DEBUG: check init order needed init_order_process_timer=1791.464848 2020-08-11 14:30:12 DEBUG: check clearing time needed clearing_process_timer=1692.466019 2020-08-11 14:30:12 DEBUG: check init order needed init_order_process_timer=1792.466271 2020-08-11 14:30:13 DEBUG: check clearing time needed clearing_process_timer=1693.467429 2020-08-11 14:30:13 DEBUG: check init order needed init_order_process_timer=1793.467796 2020-08-11 14:30:14 DEBUG: check clearing time needed clearing_process_timer=1694.469086 2020-08-11 14:30:14 DEBUG: check init order needed init_order_process_timer=1794.469393 2020-08-11 14:30:15 DEBUG: check clearing time needed clearing_process_timer=1695.47061 2020-08-11 14:30:15 DEBUG: check init order needed init_order_process_timer=1795.470868 2020-08-11 14:30:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:15.583Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "6f2a8b9b-91a8-7b48-f75e-31427c65fcde", "grossValue": 1963000, "homeNotional": 0.5877512636652169, "foreignNotional": 230.75114611496414}]} 2020-08-11 14:30:15 DEBUG: message ignored 2020-08-11 14:30:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:15.857Z", "symbol": "ETHUSD", "side": "Buy", "size": 5114, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "980fb118-bc9d-cd0e-08b7-0370d28d94a9", "grossValue": 200801210, "homeNotional": 60.11519924767838, "foreignNotional": 23604.232984600916}]} 2020-08-11 14:30:15 DEBUG: message ignored 2020-08-11 14:30:16 DEBUG: check clearing time needed clearing_process_timer=1696.47207 2020-08-11 14:30:16 DEBUG: check init order needed init_order_process_timer=1796.472408 2020-08-11 14:30:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 225, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b652d2e-d319-69a8-cbdf-1d3d8778e5bf", "grossValue": 8834625, "homeNotional": 2.644880686493476, "foreignNotional": 1038.5124015516633}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a7d166a7-4a4f-1575-b53c-0b34578c8fca", "grossValue": 1295745, "homeNotional": 0.3879158340190431, "foreignNotional": 152.3151522275773}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "dcb502a2-4b23-1505-63bb-0141a1aa473c", "grossValue": 1963250, "homeNotional": 0.5877512636652169, "foreignNotional": 230.7805336781474}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "c78bcacd-0d47-da29-74e8-803ec36f1cba", "grossValue": 2238105, "homeNotional": 0.6700364405783472, "foreignNotional": 263.08980839308805}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 724, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "c87ebd38-326d-81fe-72ee-ea129dcd8bf1", "grossValue": 28427860, "homeNotional": 8.51063829787234, "foreignNotional": 3341.7021276595747}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 2943, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8d70ae4c-89f2-9fdb-b95f-78af6dc21bf4", "grossValue": 115556895, "homeNotional": 34.595039379334665, "foreignNotional": 13583.742212295756}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 122, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5aaa0eb2-860d-7171-aa0c-ca7bd774d8a5", "grossValue": 4790330, "homeNotional": 1.4341130833431293, "foreignNotional": 563.1045021746796}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa506ccb-37d1-d98c-5781-c147a66e9d4d", "grossValue": 1609865, "homeNotional": 0.48195603620547783, "foreignNotional": 189.24003761608088}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "661bdf4d-4492-3f8c-c654-c4210cca8168", "grossValue": 1138685, "homeNotional": 0.3408957329258258, "foreignNotional": 133.8527095333255}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 2976, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0883f57f-fe59-7086-5db7-1e6cc7d32484", "grossValue": 116852640, "homeNotional": 34.98295521335371, "foreignNotional": 13736.057364523334}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8ccac1af-eacd-b3f0-c18c-8fccdefa6ede", "grossValue": 1217215, "homeNotional": 0.36440578347243446, "foreignNotional": 143.0839308804514}, {"timestamp": "2020-08-11T11:30:16.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 4681, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0840828e-6777-cb10-c68b-a763abf2f8d8", "grossValue": 183799465, "homeNotional": 55.0252733043376, "foreignNotional": 21605.67356294816}]} 2020-08-11 14:30:16 DEBUG: message ignored 2020-08-11 14:30:17 DEBUG: check clearing time needed clearing_process_timer=1697.47279 2020-08-11 14:30:17 DEBUG: check init order needed init_order_process_timer=1797.473088 2020-08-11 14:30:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:17.766Z", "symbol": "ETHUSD", "side": "Sell", "size": 148, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "d06d2d1c-8458-9f43-69df-1c3c1f9fa18d", "grossValue": 5810480, "homeNotional": 1.739743740449042, "foreignNotional": 683.0233925002939}]} 2020-08-11 14:30:17 DEBUG: message ignored 2020-08-11 14:30:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:18.078Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1936c4a5-22f8-dbc5-7be5-55b4969c7936", "grossValue": 39260, "homeNotional": 0.011755025273304338, "foreignNotional": 4.615022922299283}, {"timestamp": "2020-08-11T11:30:18.078Z", "symbol": "ETHUSD", "side": "Sell", "size": 484, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "e7315bcd-32ed-0d89-54d9-2cfa65235ba9", "grossValue": 19001840, "homeNotional": 5.6894322322793, "foreignNotional": 2233.671094392853}]} 2020-08-11 14:30:18 DEBUG: message ignored 2020-08-11 14:30:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:18.358Z", "symbol": "ETHUSD", "side": "Sell", "size": 167, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2256565-3633-a6c1-36cf-4806f092c580", "grossValue": 6556420, "homeNotional": 1.9630892206418245, "foreignNotional": 770.7088280239802}]} 2020-08-11 14:30:18 DEBUG: message ignored 2020-08-11 14:30:18 DEBUG: check clearing time needed clearing_process_timer=1698.473429 2020-08-11 14:30:18 DEBUG: check init order needed init_order_process_timer=1798.47369 2020-08-11 14:30:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:18.966Z", "symbol": "ETHUSD", "side": "Sell", "size": 490, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c9a89c6-b947-9bdf-3e2a-9156133b9c8f", "grossValue": 19237400, "homeNotional": 5.759962383919126, "foreignNotional": 2261.3612319266485}]} 2020-08-11 14:30:18 DEBUG: message ignored 2020-08-11 14:30:19 DEBUG: check clearing time needed clearing_process_timer=1699.474876 2020-08-11 14:30:19 DEBUG: check init order needed init_order_process_timer=1799.475131 2020-08-11 14:30:20 DEBUG: check clearing time needed clearing_process_timer=1700.476297 2020-08-11 14:30:20 DEBUG: check init order needed init_order_process_timer=1800.476551 2020-08-11 14:30:21 DEBUG: check clearing time needed clearing_process_timer=1701.477727 2020-08-11 14:30:21 DEBUG: check init order needed init_order_process_timer=1801.477967 2020-08-11 14:30:22 DEBUG: check clearing time needed clearing_process_timer=1702.479126 2020-08-11 14:30:22 DEBUG: check init order needed init_order_process_timer=1802.479369 2020-08-11 14:30:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:22.748Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8af8c14-8605-2b96-2c8e-3ad344777f97", "grossValue": 785200, "homeNotional": 0.23510050546608674, "foreignNotional": 92.30045844598565}]} 2020-08-11 14:30:22 DEBUG: message ignored 2020-08-11 14:30:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:23.070Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f48abbaf-615f-bfbd-7a7a-78a652bc4132", "grossValue": 157040, "homeNotional": 0.04702010109321735, "foreignNotional": 18.46009168919713}]} 2020-08-11 14:30:23 DEBUG: message ignored 2020-08-11 14:30:23 DEBUG: check clearing time needed clearing_process_timer=1703.480532 2020-08-11 14:30:23 DEBUG: check init order needed init_order_process_timer=1803.480825 2020-08-11 14:30:24 DEBUG: check clearing time needed clearing_process_timer=1704.48199 2020-08-11 14:30:24 DEBUG: check init order needed init_order_process_timer=1804.482262 2020-08-11 14:30:25 DEBUG: check clearing time needed clearing_process_timer=1705.483464 2020-08-11 14:30:25 DEBUG: check init order needed init_order_process_timer=1805.483792 2020-08-11 14:30:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:25.602Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "0419d2d2-b72e-43ca-0faa-671c844b5808", "grossValue": 3926500, "homeNotional": 1.1755025273304338, "foreignNotional": 461.5610673562948}]} 2020-08-11 14:30:25 DEBUG: message ignored 2020-08-11 14:30:26 DEBUG: check clearing time needed clearing_process_timer=1706.484978 2020-08-11 14:30:26 DEBUG: check init order needed init_order_process_timer=1806.485276 2020-08-11 14:30:27 DEBUG: check clearing time needed clearing_process_timer=1707.486462 2020-08-11 14:30:27 DEBUG: check init order needed init_order_process_timer=1807.4868 2020-08-11 14:30:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:28.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "dccd7d45-438c-07f8-7a5f-11d2a658e244", "grossValue": 117780, "homeNotional": 0.03526507581991301, "foreignNotional": 13.84506876689785}]} 2020-08-11 14:30:28 DEBUG: message ignored 2020-08-11 14:30:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:28.400Z", "symbol": "ETHUSD", "side": "Buy", "size": 67, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "81c83a13-4ef7-62e5-71d3-0a403c3d7f65", "grossValue": 2630755, "homeNotional": 0.7875866933113906, "foreignNotional": 309.2459151287175}]} 2020-08-11 14:30:28 DEBUG: message ignored 2020-08-11 14:30:28 DEBUG: check clearing time needed clearing_process_timer=1708.48803 2020-08-11 14:30:28 DEBUG: check init order needed init_order_process_timer=1808.488329 2020-08-11 14:30:29 DEBUG: check clearing time needed clearing_process_timer=1709.489571 2020-08-11 14:30:29 DEBUG: check init order needed init_order_process_timer=1809.489861 2020-08-11 14:30:30 DEBUG: check clearing time needed clearing_process_timer=1710.491098 2020-08-11 14:30:30 DEBUG: check init order needed init_order_process_timer=1810.491368 2020-08-11 14:30:31 DEBUG: check clearing time needed clearing_process_timer=1711.49257 2020-08-11 14:30:31 DEBUG: check init order needed init_order_process_timer=1811.49284 2020-08-11 14:30:32 DEBUG: check clearing time needed clearing_process_timer=1712.49406 2020-08-11 14:30:32 DEBUG: check init order needed init_order_process_timer=1812.494432 2020-08-11 14:30:33 DEBUG: check clearing time needed clearing_process_timer=1713.495737 2020-08-11 14:30:33 DEBUG: check init order needed init_order_process_timer=1813.496037 2020-08-11 14:30:34 DEBUG: check clearing time needed clearing_process_timer=1714.497309 2020-08-11 14:30:34 DEBUG: check init order needed init_order_process_timer=1814.497645 2020-08-11 14:30:35 DEBUG: check clearing time needed clearing_process_timer=1715.498887 2020-08-11 14:30:35 DEBUG: check init order needed init_order_process_timer=1815.499173 2020-08-11 14:30:36 DEBUG: check clearing time needed clearing_process_timer=1716.500394 2020-08-11 14:30:36 DEBUG: check init order needed init_order_process_timer=1816.500746 2020-08-11 14:30:37 DEBUG: check clearing time needed clearing_process_timer=1717.502006 2020-08-11 14:30:37 DEBUG: check init order needed init_order_process_timer=1817.502309 2020-08-11 14:30:38 DEBUG: check clearing time needed clearing_process_timer=1718.503502 2020-08-11 14:30:38 DEBUG: check init order needed init_order_process_timer=1818.503795 2020-08-11 14:30:39 DEBUG: check clearing time needed clearing_process_timer=1719.504986 2020-08-11 14:30:39 DEBUG: check init order needed init_order_process_timer=1819.505297 2020-08-11 14:30:40 DEBUG: check clearing time needed clearing_process_timer=1720.506499 2020-08-11 14:30:40 DEBUG: check init order needed init_order_process_timer=1820.506828 2020-08-11 14:30:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:41.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 152, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "978a6815-229d-1b9e-b08c-26152842c665", "grossValue": 5968280, "homeNotional": 1.7869739007759229, "foreignNotional": 701.6553021396661}, {"timestamp": "2020-08-11T11:30:41.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 25426, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "24c3242a-6be5-2dc2-0829-3a0c83415311", "grossValue": 998351890, "homeNotional": 298.9184105337409, "foreignNotional": 117370.31389607336}, {"timestamp": "2020-08-11T11:30:41.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "3556f1d1-8e80-9eb5-0d18-3bd45f35a6a2", "grossValue": 117795, "homeNotional": 0.035269221725840585, "foreignNotional": 13.848459910651306}, {"timestamp": "2020-08-11T11:30:41.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 3134, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4baece8d-1808-3e65-5f47-6cb6e94968cb", "grossValue": 123056510, "homeNotional": 36.84458029626146, "foreignNotional": 14467.024453327063}, {"timestamp": "2020-08-11T11:30:41.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ae28f54-6cd1-6591-ef37-20a2350e24d1", "grossValue": 1217215, "homeNotional": 0.3644486245003527, "foreignNotional": 143.10075241006348}, {"timestamp": "2020-08-11T11:30:41.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "edfd3863-f62b-f2a7-9e46-3a3a735187e0", "grossValue": 353385, "homeNotional": 0.10580766517752174, "foreignNotional": 41.545379731953915}, {"timestamp": "2020-08-11T11:30:41.083Z", "symbol": "ETHUSD", "side": "Buy", "size": 3817, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "55f93728-ee3e-37ed-db02-3e52b9d73e21", "grossValue": 149874505, "homeNotional": 44.874206442511166, "foreignNotional": 17619.85715965201}]} 2020-08-11 14:30:41 DEBUG: message ignored 2020-08-11 14:30:41 DEBUG: check clearing time needed clearing_process_timer=1721.508069 2020-08-11 14:30:41 DEBUG: check init order needed init_order_process_timer=1821.50835 2020-08-11 14:30:42 DEBUG: check clearing time needed clearing_process_timer=1722.509581 2020-08-11 14:30:42 DEBUG: check init order needed init_order_process_timer=1822.509845 2020-08-11 14:30:43 DEBUG: check clearing time needed clearing_process_timer=1723.511036 2020-08-11 14:30:43 DEBUG: check init order needed init_order_process_timer=1823.511379 2020-08-11 14:30:44 DEBUG: check clearing time needed clearing_process_timer=1724.512619 2020-08-11 14:30:44 DEBUG: check init order needed init_order_process_timer=1824.512862 2020-08-11 14:30:45 DEBUG: check clearing time needed clearing_process_timer=1725.514058 2020-08-11 14:30:45 DEBUG: check init order needed init_order_process_timer=1825.514328 2020-08-11 14:30:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:46.297Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4a2425a-cc4e-b865-7094-626ba4189364", "grossValue": 392650, "homeNotional": 0.1175640724194686, "foreignNotional": 46.16153303550435}]} 2020-08-11 14:30:46 DEBUG: message ignored 2020-08-11 14:30:46 DEBUG: check clearing time needed clearing_process_timer=1726.515518 2020-08-11 14:30:46 DEBUG: check init order needed init_order_process_timer=1826.515816 2020-08-11 14:30:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 5709, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "4435949d-8e6c-2e39-01cf-c2ac2014d31b", "grossValue": 224163885, "homeNotional": 67.11732894427463, "foreignNotional": 26353.619209969434}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 8613, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "db42ff7a-f7cb-49f2-8c59-52b5c57b4e07", "grossValue": 338189445, "homeNotional": 101.25793557488831, "foreignNotional": 39758.9284034799}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "28a44745-7e5e-3e5e-7628-82aed4027be8", "grossValue": 1295745, "homeNotional": 0.3879614389842464, "foreignNotional": 152.33305901716435}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 744, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5de5e3ec-d61b-3f5c-df75-78cb55d74128", "grossValue": 29213160, "homeNotional": 8.746766988008465, "foreignNotional": 3434.4180578415235}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 62, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "efa87085-d45f-a5d1-a618-f21732328568", "grossValue": 2434430, "homeNotional": 0.7288972490007054, "foreignNotional": 286.20150482012696}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 181, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "65620fbc-596b-1ccd-d6fc-914a5ba42d99", "grossValue": 7106965, "homeNotional": 2.1279097107923817, "foreignNotional": 835.5237479426287}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "e183854d-74e9-f5f1-78d0-37399e350cf0", "grossValue": 1570600, "homeNotional": 0.4702562896778744, "foreignNotional": 184.6461321420174}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a22e3255-5aed-eb98-eed4-721890df057d", "grossValue": 1177950, "homeNotional": 0.3526922172584058, "foreignNotional": 138.48459910651306}, {"timestamp": "2020-08-11T11:30:47.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7b77d724-d735-b552-01be-05d119b5b4b9", "grossValue": 15706000, "homeNotional": 4.702562896778744, "foreignNotional": 1846.461321420174}]} 2020-08-11 14:30:47 DEBUG: message ignored 2020-08-11 14:30:47 DEBUG: check clearing time needed clearing_process_timer=1727.516994 2020-08-11 14:30:47 DEBUG: check init order needed init_order_process_timer=1827.51732 2020-08-11 14:30:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:47.568Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "d3830728-371a-d795-655f-c37bc37481c7", "grossValue": 431860, "homeNotional": 0.12932047966141547, "foreignNotional": 50.771220315071716}]} 2020-08-11 14:30:47 DEBUG: message ignored 2020-08-11 14:30:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:47.573Z", "symbol": "ETHUSD", "side": "Buy", "size": 383, "price": 392.65, "tickDirection": "PlusTick", "trdMatchID": "eb10b2aa-e8ab-7375-252d-753cc7683ede", "grossValue": 15038495, "homeNotional": 4.502703973665648, "foreignNotional": 1767.9867152598165}]} 2020-08-11 14:30:47 DEBUG: message ignored 2020-08-11 14:30:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:47.595Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a8c987bb-5629-453f-43a6-162d4a52b701", "grossValue": 392650, "homeNotional": 0.1175640724194686, "foreignNotional": 46.16153303550435}]} 2020-08-11 14:30:47 DEBUG: message ignored 2020-08-11 14:30:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:47.611Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8971333e-521a-978e-cfc4-058fea217cc9", "grossValue": 274855, "homeNotional": 0.08229485069362803, "foreignNotional": 32.31307312485305}, {"timestamp": "2020-08-11T11:30:47.611Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 392.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ecb89b4-b01b-d98d-cefe-d8a3fafb9c03", "grossValue": 235590, "homeNotional": 0.07053844345168117, "foreignNotional": 27.69691982130261}]} 2020-08-11 14:30:47 DEBUG: message ignored 2020-08-11 14:30:48 DEBUG: check clearing time needed clearing_process_timer=1728.518516 2020-08-11 14:30:48 DEBUG: check init order needed init_order_process_timer=1828.51892 2020-08-11 14:30:49 DEBUG: check clearing time needed clearing_process_timer=1729.520183 2020-08-11 14:30:49 DEBUG: check init order needed init_order_process_timer=1829.520442 2020-08-11 14:30:50 DEBUG: check clearing time needed clearing_process_timer=1730.521068 2020-08-11 14:30:50 DEBUG: check init order needed init_order_process_timer=1830.521327 2020-08-11 14:30:51 DEBUG: check clearing time needed clearing_process_timer=1731.522517 2020-08-11 14:30:51 DEBUG: check init order needed init_order_process_timer=1831.522777 2020-08-11 14:30:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:51.630Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 392.7, "tickDirection": "PlusTick", "trdMatchID": "e3ed6140-9873-35fd-d6f0-0dcf9fe62acb", "grossValue": 1217370, "homeNotional": 0.3644486245003527, "foreignNotional": 143.1189748412885}]} 2020-08-11 14:30:51 DEBUG: message ignored 2020-08-11 14:30:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:51.909Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "1cd91127-6fb1-0fdf-5108-30030cf084cc", "grossValue": 628320, "homeNotional": 0.1881025158711498, "foreignNotional": 73.86785798260051}]} 2020-08-11 14:30:51 DEBUG: message ignored 2020-08-11 14:30:52 DEBUG: check clearing time needed clearing_process_timer=1732.523971 2020-08-11 14:30:52 DEBUG: check init order needed init_order_process_timer=1832.524229 2020-08-11 14:30:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:53.508Z", "symbol": "ETHUSD", "side": "Buy", "size": 353, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d87f7ed8-aa1d-9ae4-3de4-49dd3509e553", "grossValue": 13862310, "homeNotional": 4.150011756407242, "foreignNotional": 1629.709616741124}, {"timestamp": "2020-08-11T11:30:53.508Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "409dc1b5-87a6-7c4b-601f-631cbd3b307f", "grossValue": 39270000, "homeNotional": 11.75640724194686, "foreignNotional": 4616.741123912532}, {"timestamp": "2020-08-11T11:30:53.508Z", "symbol": "ETHUSD", "side": "Buy", "size": 147, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "ae61b33a-c82a-2a0b-5429-575500eefbf6", "grossValue": 5772690, "homeNotional": 1.7281918645661887, "foreignNotional": 678.6609452151423}]} 2020-08-11 14:30:53 DEBUG: message ignored 2020-08-11 14:30:53 DEBUG: check clearing time needed clearing_process_timer=1733.52539 2020-08-11 14:30:53 DEBUG: check init order needed init_order_process_timer=1833.5256 2020-08-11 14:30:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:53.673Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "96f667e0-e321-f212-aaec-d8636e7a487e", "grossValue": 39270, "homeNotional": 0.011756407241946862, "foreignNotional": 4.616741123912532}]} 2020-08-11 14:30:53 DEBUG: message ignored 2020-08-11 14:30:54 DEBUG: check clearing time needed clearing_process_timer=1734.526778 2020-08-11 14:30:54 DEBUG: check init order needed init_order_process_timer=1834.527069 2020-08-11 14:30:55 DEBUG: check clearing time needed clearing_process_timer=1735.528261 2020-08-11 14:30:55 DEBUG: check init order needed init_order_process_timer=1835.528538 2020-08-11 14:30:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:55.722Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "b5f6b8d4-789b-110e-42a9-f8cc531ba799", "grossValue": 39270, "homeNotional": 0.011756407241946862, "foreignNotional": 4.616741123912532}]} 2020-08-11 14:30:55 DEBUG: message ignored 2020-08-11 14:30:56 DEBUG: check clearing time needed clearing_process_timer=1736.529714 2020-08-11 14:30:56 DEBUG: check init order needed init_order_process_timer=1836.530003 2020-08-11 14:30:57 DEBUG: check clearing time needed clearing_process_timer=1737.531185 2020-08-11 14:30:57 DEBUG: check init order needed init_order_process_timer=1837.531497 2020-08-11 14:30:58 DEBUG: check clearing time needed clearing_process_timer=1738.532755 2020-08-11 14:30:58 DEBUG: check init order needed init_order_process_timer=1838.53306 2020-08-11 14:30:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:30:59.103Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2bd9e59-10c5-1aaf-2229-37a4c05c55ad", "grossValue": 392700, "homeNotional": 0.1175640724194686, "foreignNotional": 46.16741123912532}]} 2020-08-11 14:30:59 DEBUG: message ignored 2020-08-11 14:30:59 DEBUG: check clearing time needed clearing_process_timer=1739.534227 2020-08-11 14:30:59 DEBUG: check init order needed init_order_process_timer=1839.534483 2020-08-11 14:31:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:00.111Z", "symbol": "ETHUSD", "side": "Sell", "size": 19, "price": 392.65, "tickDirection": "MinusTick", "trdMatchID": "5b0efeda-9ba4-2d0f-61d6-fe0485b1bef4", "grossValue": 746035, "homeNotional": 0.22345054686581206, "foreignNotional": 87.73785722686111}]} 2020-08-11 14:31:00 DEBUG: message ignored 2020-08-11 14:31:00 DEBUG: check clearing time needed clearing_process_timer=1740.535636 2020-08-11 14:31:00 DEBUG: check init order needed init_order_process_timer=1840.535882 2020-08-11 14:31:01 DEBUG: check clearing time needed clearing_process_timer=1741.537085 2020-08-11 14:31:01 DEBUG: check init order needed init_order_process_timer=1841.53746 2020-08-11 14:31:02 DEBUG: check clearing time needed clearing_process_timer=1742.538753 2020-08-11 14:31:02 DEBUG: check init order needed init_order_process_timer=1842.539037 2020-08-11 14:31:03 DEBUG: check clearing time needed clearing_process_timer=1743.540221 2020-08-11 14:31:03 DEBUG: check init order needed init_order_process_timer=1843.540491 2020-08-11 14:31:04 DEBUG: check clearing time needed clearing_process_timer=1744.541215 2020-08-11 14:31:04 DEBUG: check init order needed init_order_process_timer=1844.541551 2020-08-11 14:31:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1981, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "ea7cb450-7a3e-0eb8-6f04-448bd9cdb7c6", "grossValue": 77783965, "homeNotional": 23.297659649535458, "foreignNotional": 9147.826061390098}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1337, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "07ab9ebf-b994-e6e7-c93e-6de9a9bd8590", "grossValue": 52497305, "homeNotional": 15.72386216629425, "foreignNotional": 6173.974479595437}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 20000, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e8c3a9a-77cc-5033-a795-d06258a642a4", "grossValue": 785300000, "homeNotional": 235.2111019640127, "foreignNotional": 92355.63918616959}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 4096, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a34cfb6-d0b9-8fc7-72ff-c6b0a832c851", "grossValue": 160829440, "homeNotional": 48.171233682229804, "foreignNotional": 18914.434905327533}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a90ac06e-ba98-e29a-0d99-2be5028c0186", "grossValue": 78530000, "homeNotional": 23.52111019640127, "foreignNotional": 9235.56391861696}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1337, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a976af07-4471-5fe2-d71d-4c4d4c3cdef3", "grossValue": 52497305, "homeNotional": 15.72386216629425, "foreignNotional": 6173.974479595437}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2a7a811-2fb8-7947-d096-976a963340d0", "grossValue": 78530000, "homeNotional": 23.52111019640127, "foreignNotional": 9235.56391861696}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1337, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c4c60a6-ebad-d9b2-64b0-dbc804a7b6f6", "grossValue": 52497305, "homeNotional": 15.72386216629425, "foreignNotional": 6173.974479595437}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 2331, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b279f301-7fe1-d707-1c53-4928afde5d9a", "grossValue": 91526715, "homeNotional": 27.41385393390568, "foreignNotional": 10764.049747148065}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 15000, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "8387deb6-1968-2138-0883-b1fc173f4254", "grossValue": 588975000, "homeNotional": 176.40832647300954, "foreignNotional": 69266.72938962719}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "2d259d3d-64fd-edc4-7591-f63728b8fcc2", "grossValue": 392650, "homeNotional": 0.11760555098200635, "foreignNotional": 46.17781959308479}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "73a4edd8-8408-32b7-6bee-e0bdc6c53748", "grossValue": 2552225, "homeNotional": 0.7644360813830413, "foreignNotional": 300.15582735505114}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1662, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b33abf9-c224-dfbf-bb96-4daf8846d1a2", "grossValue": 65258430, "homeNotional": 19.546042573209455, "foreignNotional": 7674.753616370693}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6639cba-3f2f-d4a5-2019-38adfaa683e9", "grossValue": 98162500, "homeNotional": 29.401387745501587, "foreignNotional": 11544.454898271199}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "069171d8-bc23-12da-95ba-7a0b60160ed0", "grossValue": 31412000, "homeNotional": 9.408444078560509, "foreignNotional": 3694.2255674467833}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 12999, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f71373c-d5a3-ec17-aa8f-c4b11f8ee236", "grossValue": 510405735, "homeNotional": 152.87545572151006, "foreignNotional": 60026.54768905092}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "250bf906-99c0-170b-df08-5e8096f4cf8c", "grossValue": 19632500, "homeNotional": 5.880277549100318, "foreignNotional": 2308.89097965424}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 699, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "4f755079-dd85-3e11-4863-dd3644db5fda", "grossValue": 27446235, "homeNotional": 8.220628013642244, "foreignNotional": 3227.829589556627}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "8438e91f-79fd-c0a1-555b-c0692e0efeba", "grossValue": 39265000, "homeNotional": 11.760555098200635, "foreignNotional": 4617.78195930848}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "761bd5cd-c5dc-d8a5-1ae3-b4f9c2506108", "grossValue": 392650, "homeNotional": 0.11760555098200635, "foreignNotional": 46.17781959308479}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 17, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "0087a58c-2e46-6784-74a7-958d861fcd2c", "grossValue": 667505, "homeNotional": 0.1999294366694108, "foreignNotional": 78.50229330824415}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "deabf3ff-0872-f0c3-b401-d1ed92df4089", "grossValue": 471180, "homeNotional": 0.1411266611784076, "foreignNotional": 55.41338351170175}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "17ca67d1-97ae-ab20-b110-430c44cde9c9", "grossValue": 58897500, "homeNotional": 17.640832647300954, "foreignNotional": 6926.672938962719}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d5c17be7-f008-5893-3da0-ac7184c3aab2", "grossValue": 58897500, "homeNotional": 17.640832647300954, "foreignNotional": 6926.672938962719}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "425dd927-5366-cacc-8dc5-54b52a66f912", "grossValue": 58897500, "homeNotional": 17.640832647300954, "foreignNotional": 6926.672938962719}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1800, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "629f6b3e-afb6-97d4-761c-24450d5bb013", "grossValue": 70677000, "homeNotional": 21.168999176761144, "foreignNotional": 8312.007526755262}, {"timestamp": "2020-08-11T11:31:05.018Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "e109313a-52b5-3479-5618-2717ad505eb3", "grossValue": 58897500, "homeNotional": 17.640832647300954, "foreignNotional": 6926.672938962719}]} 2020-08-11 14:31:05 DEBUG: message ignored 2020-08-11 14:31:05 DEBUG: check clearing time needed clearing_process_timer=1745.542825 2020-08-11 14:31:05 DEBUG: check init order needed init_order_process_timer=1845.543116 2020-08-11 14:31:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 392.6, "tickDirection": "MinusTick", "trdMatchID": "fced85a6-8386-db23-4d1c-c242020bcc95", "grossValue": 78520000, "homeNotional": 23.52111019640127, "foreignNotional": 9234.387863107138}, {"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 1158, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "66045456-e646-f4fc-150d-c63009e8e7ef", "grossValue": 45463080, "homeNotional": 13.618722803716336, "foreignNotional": 5346.7105727390335}, {"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 172, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "67fc4271-ea49-661b-735a-badc3dcabe37", "grossValue": 6752720, "homeNotional": 2.0228154768905093, "foreignNotional": 794.1573562272139}, {"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 291, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "e7f97139-bb79-cb3e-1371-aa115fa92602", "grossValue": 11424660, "homeNotional": 3.422321533576385, "foreignNotional": 1343.6034340820886}, {"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "be068d4b-e53d-0b4e-6af7-215d1f5e8fee", "grossValue": 1963000, "homeNotional": 0.5880277549100318, "foreignNotional": 230.85969657767848}, {"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4272f7d-1a55-d94e-03bf-9fad4f9ab1d2", "grossValue": 19630000, "homeNotional": 5.880277549100318, "foreignNotional": 2308.5969657767846}, {"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2607895c-42ca-0b7b-9642-b6db6d0a0ec3", "grossValue": 7852000, "homeNotional": 2.352111019640127, "foreignNotional": 923.4387863107139}, {"timestamp": "2020-08-11T11:31:05.777Z", "symbol": "ETHUSD", "side": "Sell", "size": 260, "price": 392.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a22ae5c-fd5a-6651-7fa6-1ef7adda3869", "grossValue": 10207600, "homeNotional": 3.0577443255321652, "foreignNotional": 1200.4704222039281}]} 2020-08-11 14:31:05 DEBUG: message ignored 2020-08-11 14:31:06 DEBUG: check clearing time needed clearing_process_timer=1746.544311 2020-08-11 14:31:06 DEBUG: check init order needed init_order_process_timer=1846.544623 2020-08-11 14:31:07 DEBUG: check clearing time needed clearing_process_timer=1747.545839 2020-08-11 14:31:07 DEBUG: check init order needed init_order_process_timer=1847.546142 2020-08-11 14:31:08 DEBUG: check clearing time needed clearing_process_timer=1748.547352 2020-08-11 14:31:08 DEBUG: check init order needed init_order_process_timer=1848.547619 2020-08-11 14:31:09 DEBUG: check clearing time needed clearing_process_timer=1749.548824 2020-08-11 14:31:09 DEBUG: check init order needed init_order_process_timer=1849.549143 2020-08-11 14:31:10 DEBUG: check clearing time needed clearing_process_timer=1750.550367 2020-08-11 14:31:10 DEBUG: check init order needed init_order_process_timer=1850.550632 2020-08-11 14:31:11 DEBUG: check clearing time needed clearing_process_timer=1751.551804 2020-08-11 14:31:11 DEBUG: check init order needed init_order_process_timer=1851.552072 2020-08-11 14:31:12 DEBUG: check clearing time needed clearing_process_timer=1752.553267 2020-08-11 14:31:12 DEBUG: check init order needed init_order_process_timer=1852.553555 2020-08-11 14:31:13 DEBUG: check clearing time needed clearing_process_timer=1753.554739 2020-08-11 14:31:13 DEBUG: check init order needed init_order_process_timer=1853.555017 2020-08-11 14:31:14 DEBUG: check clearing time needed clearing_process_timer=1754.556185 2020-08-11 14:31:14 DEBUG: check init order needed init_order_process_timer=1854.556469 2020-08-11 14:31:15 DEBUG: check clearing time needed clearing_process_timer=1755.557659 2020-08-11 14:31:15 DEBUG: check init order needed init_order_process_timer=1855.557928 2020-08-11 14:31:16 DEBUG: check clearing time needed clearing_process_timer=1756.559112 2020-08-11 14:31:16 DEBUG: check init order needed init_order_process_timer=1856.559375 2020-08-11 14:31:17 DEBUG: check clearing time needed clearing_process_timer=1757.560553 2020-08-11 14:31:17 DEBUG: check init order needed init_order_process_timer=1857.560834 2020-08-11 14:31:18 DEBUG: check clearing time needed clearing_process_timer=1758.561579 2020-08-11 14:31:18 DEBUG: check init order needed init_order_process_timer=1858.561862 2020-08-11 14:31:19 DEBUG: check clearing time needed clearing_process_timer=1759.563052 2020-08-11 14:31:19 DEBUG: check init order needed init_order_process_timer=1859.563315 2020-08-11 14:31:20 DEBUG: check clearing time needed clearing_process_timer=1760.564521 2020-08-11 14:31:20 DEBUG: check init order needed init_order_process_timer=1860.564781 2020-08-11 14:31:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:20.641Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 392.55, "tickDirection": "MinusTick", "trdMatchID": "f36763c9-0017-18af-8d4c-72c261808743", "grossValue": 3925500, "homeNotional": 1.1760555098200636, "foreignNotional": 461.66059037986594}]} 2020-08-11 14:31:20 DEBUG: message ignored 2020-08-11 14:31:21 DEBUG: check clearing time needed clearing_process_timer=1761.565957 2020-08-11 14:31:21 DEBUG: check init order needed init_order_process_timer=1861.566325 2020-08-11 14:31:22 DEBUG: check clearing time needed clearing_process_timer=1762.567566 2020-08-11 14:31:22 DEBUG: check init order needed init_order_process_timer=1862.567863 2020-08-11 14:31:23 DEBUG: check clearing time needed clearing_process_timer=1763.569089 2020-08-11 14:31:23 DEBUG: check init order needed init_order_process_timer=1863.569345 2020-08-11 14:31:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1900, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a88c50e1-800d-1ed3-a25e-67f655e25677", "grossValue": 74584500, "homeNotional": 22.345054686581207, "foreignNotional": 8771.551217217453}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8d1245dd-3a98-9ed4-3873-9f914f7b27a2", "grossValue": 58882500, "homeNotional": 17.640832647300954, "foreignNotional": 6924.908855697989}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "554224c4-6e1a-3c0e-9868-4105c246b1bf", "grossValue": 58882500, "homeNotional": 17.640832647300954, "foreignNotional": 6924.908855697989}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1800, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a458f32-8f5b-c998-bcc9-f6d6e58b15e1", "grossValue": 70659000, "homeNotional": 21.168999176761144, "foreignNotional": 8309.890626837587}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f88cdf9a-ec03-6f74-78e8-e488937632a7", "grossValue": 196275, "homeNotional": 0.05880277549100318, "foreignNotional": 23.083029518993296}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c97fba00-6105-9b4a-6957-fcc94a0871c2", "grossValue": 58882500, "homeNotional": 17.640832647300954, "foreignNotional": 6924.908855697989}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1407, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "22eb49c2-e6c8-a02d-74ec-39246dd31e05", "grossValue": 55231785, "homeNotional": 16.547101023168292, "foreignNotional": 6495.564506644713}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "0121bd0d-62d0-68f5-b0f3-672f3b80aeeb", "grossValue": 58882500, "homeNotional": 17.640832647300954, "foreignNotional": 6924.908855697989}, {"timestamp": "2020-08-11T11:31:23.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 1888, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e771ba5-9824-056d-4920-30e4dd162fd5", "grossValue": 74113440, "homeNotional": 22.2039280254028, "foreignNotional": 8716.151946371869}]} 2020-08-11 14:31:23 DEBUG: message ignored 2020-08-11 14:31:24 DEBUG: check clearing time needed clearing_process_timer=1764.570558 2020-08-11 14:31:24 DEBUG: check init order needed init_order_process_timer=1864.57087 2020-08-11 14:31:25 DEBUG: check clearing time needed clearing_process_timer=1765.572086 2020-08-11 14:31:25 DEBUG: check init order needed init_order_process_timer=1865.572414 2020-08-11 14:31:26 DEBUG: check clearing time needed clearing_process_timer=1766.573682 2020-08-11 14:31:26 DEBUG: check init order needed init_order_process_timer=1866.57397 2020-08-11 14:31:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:26.568Z", "symbol": "ETHUSD", "side": "Sell", "size": 2036, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "05abc23f-76f0-4bbd-d897-baf78bc511a6", "grossValue": 79923180, "homeNotional": 23.944490179936494, "foreignNotional": 9399.40962013407}, {"timestamp": "2020-08-11T11:31:26.568Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "24e7b738-8149-bd90-cc7d-83cdf02b604c", "grossValue": 2630085, "homeNotional": 0.7879571915794426, "foreignNotional": 309.31259555451015}, {"timestamp": "2020-08-11T11:31:26.568Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8d7d4ec7-21d6-13ca-cb12-3802409cf6da", "grossValue": 19627500, "homeNotional": 5.880277549100318, "foreignNotional": 2308.30295189933}, {"timestamp": "2020-08-11T11:31:26.568Z", "symbol": "ETHUSD", "side": "Sell", "size": 1800, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "29592630-ba3d-1a9b-9d3e-d35804900976", "grossValue": 70659000, "homeNotional": 21.168999176761144, "foreignNotional": 8309.890626837587}, {"timestamp": "2020-08-11T11:31:26.568Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 392.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "722accab-2e97-4179-08de-92ac05bc482c", "grossValue": 58882500, "homeNotional": 17.640832647300954, "foreignNotional": 6924.908855697989}]} 2020-08-11 14:31:26 DEBUG: message ignored 2020-08-11 14:31:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:26.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 392.5, "tickDirection": "MinusTick", "trdMatchID": "f59da5ba-8679-8aad-42c9-e33600120095", "grossValue": 1177500, "homeNotional": 0.35281665294601905, "foreignNotional": 138.48053628131248}, {"timestamp": "2020-08-11T11:31:26.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "47d7f63b-21b5-f34b-70db-7ef8bf6485f6", "grossValue": 1962500, "homeNotional": 0.5880277549100318, "foreignNotional": 230.80089380218746}, {"timestamp": "2020-08-11T11:31:26.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 2472, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5f1b978-3bb6-f11e-e456-f3844db11f49", "grossValue": 97026000, "homeNotional": 29.07209220275197, "foreignNotional": 11410.796189580149}, {"timestamp": "2020-08-11T11:31:26.866Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 392.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed8db6b8-c258-e54b-9bef-1f59d05a8728", "grossValue": 2629750, "homeNotional": 0.7879571915794426, "foreignNotional": 309.2731976949312}]} 2020-08-11 14:31:26 DEBUG: message ignored 2020-08-11 14:31:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:27.335Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 392.45, "tickDirection": "MinusTick", "trdMatchID": "edcb212e-1aab-a59d-22cc-b2929e45efa3", "grossValue": 784900, "homeNotional": 0.2352111019640127, "foreignNotional": 92.30859696577679}, {"timestamp": "2020-08-11T11:31:27.335Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 392.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "712dc7ff-6f2c-1835-2b49-21d7a4ab7cea", "grossValue": 2629415, "homeNotional": 0.7879571915794426, "foreignNotional": 309.2337998353522}]} 2020-08-11 14:31:27 DEBUG: message ignored 2020-08-11 14:31:27 DEBUG: check clearing time needed clearing_process_timer=1767.57516 2020-08-11 14:31:27 DEBUG: check init order needed init_order_process_timer=1867.575467 2020-08-11 14:31:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:28.043Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 392.4, "tickDirection": "MinusTick", "trdMatchID": "74917338-9e32-723b-532d-9aa1d7e9b209", "grossValue": 117720, "homeNotional": 0.0352816652946019, "foreignNotional": 13.844525461601787}, {"timestamp": "2020-08-11T11:31:28.043Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 392.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2e92b75-d98e-1b44-fb39-2b61ace70e31", "grossValue": 1962000, "homeNotional": 0.5880277549100318, "foreignNotional": 230.74209102669647}, {"timestamp": "2020-08-11T11:31:28.043Z", "symbol": "ETHUSD", "side": "Sell", "size": 82, "price": 392.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac7d8e35-618d-eaf2-d4d6-2f6014414e6c", "grossValue": 3217680, "homeNotional": 0.9643655180524521, "foreignNotional": 378.4170292837822}]} 2020-08-11 14:31:28 DEBUG: message ignored 2020-08-11 14:31:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:28.160Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 392.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec4f7372-0492-fa18-33cf-1a1f0adac16f", "grossValue": 1765800, "homeNotional": 0.5292249794190286, "foreignNotional": 207.6678819240268}]} 2020-08-11 14:31:28 DEBUG: message ignored 2020-08-11 14:31:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:28.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 73, "price": 392.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "b36d2b02-1369-7c73-1126-151f2ca8c2d0", "grossValue": 2864520, "homeNotional": 0.8585205221686464, "foreignNotional": 336.8834528989768}, {"timestamp": "2020-08-11T11:31:28.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 392.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "34a01ad1-7076-6cd9-00cf-406387d0e62f", "grossValue": 2629080, "homeNotional": 0.7879571915794426, "foreignNotional": 309.19440197577325}]} 2020-08-11 14:31:28 DEBUG: message ignored 2020-08-11 14:31:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:28.268Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 392.35, "tickDirection": "MinusTick", "trdMatchID": "9e1c6831-995c-bdfe-accd-63e72e674d27", "grossValue": 39235, "homeNotional": 0.011760555098200636, "foreignNotional": 4.614253792779019}]} 2020-08-11 14:31:28 DEBUG: message ignored 2020-08-11 14:31:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:28.404Z", "symbol": "ETHUSD", "side": "Sell", "size": 289, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "e8703efc-44d6-cc79-42ac-f642791b9b1b", "grossValue": 11338915, "homeNotional": 3.3988004233799836, "foreignNotional": 1333.5193461131366}, {"timestamp": "2020-08-11T11:31:28.404Z", "symbol": "ETHUSD", "side": "Sell", "size": 711, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "20db59a8-8b41-132c-9fb9-c222b08d6f7a", "grossValue": 27896085, "homeNotional": 8.361754674820652, "foreignNotional": 3280.734446665883}]} 2020-08-11 14:31:28 DEBUG: message ignored 2020-08-11 14:31:28 DEBUG: check clearing time needed clearing_process_timer=1768.576671 2020-08-11 14:31:28 DEBUG: check init order needed init_order_process_timer=1868.577082 2020-08-11 14:31:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:29.072Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "54b4b29d-907f-b140-876e-8e713997bc97", "grossValue": 1177050, "homeNotional": 0.35281665294601905, "foreignNotional": 138.4276137833706}, {"timestamp": "2020-08-11T11:31:29.072Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2bf62a3c-f8d8-d2a2-1ce1-120a573c3b9d", "grossValue": 313880, "homeNotional": 0.09408444078560509, "foreignNotional": 36.91403034223215}, {"timestamp": "2020-08-11T11:31:29.072Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "04e3e1b2-d219-fa46-fabb-72213721ccff", "grossValue": 274645, "homeNotional": 0.08232388568740445, "foreignNotional": 32.299776549453135}]} 2020-08-11 14:31:29 DEBUG: message ignored 2020-08-11 14:31:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:29.254Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "16e83ec4-9bcf-e7c7-2e82-725c657b867b", "grossValue": 431585, "homeNotional": 0.129366106080207, "foreignNotional": 50.75679172056921}, {"timestamp": "2020-08-11T11:31:29.254Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "51511c3e-34b1-2a7f-95ae-43eb3b7d3676", "grossValue": 235410, "homeNotional": 0.0705633305892038, "foreignNotional": 27.685522756674114}, {"timestamp": "2020-08-11T11:31:29.254Z", "symbol": "ETHUSD", "side": "Sell", "size": 28, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "6374dc60-5593-ebbc-8768-06e3a7bc07e8", "grossValue": 1098580, "homeNotional": 0.3292955427496178, "foreignNotional": 129.19910619781254}]} 2020-08-11 14:31:29 DEBUG: message ignored 2020-08-11 14:31:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:29.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 22, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "0bc649eb-e418-d9da-a555-ba5766e8be16", "grossValue": 863170, "homeNotional": 0.258732212160414, "foreignNotional": 101.51358344113842}, {"timestamp": "2020-08-11T11:31:29.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 392.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "659b6b65-646d-b7d5-eeb1-44d16bcc728d", "grossValue": 2628745, "homeNotional": 0.7879571915794426, "foreignNotional": 309.1550041161943}, {"timestamp": "2020-08-11T11:31:29.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 392.3, "tickDirection": "MinusTick", "trdMatchID": "4e54ce99-85e4-4845-b7de-4b41f3e1d81e", "grossValue": 1961500, "homeNotional": 0.5880277549100318, "foreignNotional": 230.68328825120545}, {"timestamp": "2020-08-11T11:31:29.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 392.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b4b6d4b-7f18-1b51-5176-9f9e0a26f7ac", "grossValue": 2628410, "homeNotional": 0.7879571915794426, "foreignNotional": 309.1156062566153}, {"timestamp": "2020-08-11T11:31:29.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 234, "price": 392.25, "tickDirection": "MinusTick", "trdMatchID": "9fbfc93a-2266-038e-416b-64105d662049", "grossValue": 9178650, "homeNotional": 2.7519698929789485, "foreignNotional": 1079.4601905209927}]} 2020-08-11 14:31:29 DEBUG: message ignored 2020-08-11 14:31:29 DEBUG: check clearing time needed clearing_process_timer=1769.578327 2020-08-11 14:31:29 DEBUG: check init order needed init_order_process_timer=1869.578636 2020-08-11 14:31:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:29.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 392.3, "tickDirection": "PlusTick", "trdMatchID": "e6128779-d8f4-22d8-b098-7f0a3f1a0338", "grossValue": 392300, "homeNotional": 0.11760555098200635, "foreignNotional": 46.13665765024109}]} 2020-08-11 14:31:29 DEBUG: message ignored 2020-08-11 14:31:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:29.679Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 392.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b9325b3-6d46-7492-80f8-a2b657bb0f5b", "grossValue": 470760, "homeNotional": 0.1411266611784076, "foreignNotional": 55.36398918028931}]} 2020-08-11 14:31:29 DEBUG: message ignored 2020-08-11 14:31:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:29.694Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 392.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "6f36a2ae-9d80-0703-032e-62904356e759", "grossValue": 509990, "homeNotional": 0.15288721627660826, "foreignNotional": 59.97765494531342}]} 2020-08-11 14:31:29 DEBUG: message ignored 2020-08-11 14:31:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:29.756Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 392.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "67b88dc5-4ff4-9062-5525-80dcaa2b19a8", "grossValue": 509990, "homeNotional": 0.15288721627660826, "foreignNotional": 59.97765494531342}]} 2020-08-11 14:31:29 DEBUG: message ignored 2020-08-11 14:31:30 DEBUG: check clearing time needed clearing_process_timer=1770.579849 2020-08-11 14:31:30 DEBUG: check init order needed init_order_process_timer=1870.580159 2020-08-11 14:31:31 DEBUG: check clearing time needed clearing_process_timer=1771.581376 2020-08-11 14:31:31 DEBUG: check init order needed init_order_process_timer=1871.581714 2020-08-11 14:31:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:32.344Z", "symbol": "ETHUSD", "side": "Sell", "size": 766, "price": 392.25, "tickDirection": "MinusTick", "trdMatchID": "83bbbe81-5c94-8479-40b8-5460bf3c0007", "grossValue": 30046350, "homeNotional": 9.009644789461303, "foreignNotional": 3534.033168666196}, {"timestamp": "2020-08-11T11:31:32.344Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 392.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b685715-1f2a-a2b4-55c0-7b42216458da", "grossValue": 3922500, "homeNotional": 1.1761938367442955, "foreignNotional": 461.3620324629499}, {"timestamp": "2020-08-11T11:31:32.344Z", "symbol": "ETHUSD", "side": "Sell", "size": 134, "price": 392.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "23859833-7048-8324-9167-d6c635175e02", "grossValue": 5256150, "homeNotional": 1.5760997412373559, "foreignNotional": 618.2251235003529}]} 2020-08-11 14:31:32 DEBUG: message ignored 2020-08-11 14:31:32 DEBUG: check clearing time needed clearing_process_timer=1772.582921 2020-08-11 14:31:32 DEBUG: check init order needed init_order_process_timer=1872.583177 2020-08-11 14:31:33 DEBUG: check clearing time needed clearing_process_timer=1773.584355 2020-08-11 14:31:33 DEBUG: check init order needed init_order_process_timer=1873.584634 2020-08-11 14:31:34 DEBUG: check clearing time needed clearing_process_timer=1774.585816 2020-08-11 14:31:34 DEBUG: check init order needed init_order_process_timer=1874.586054 2020-08-11 14:31:35 DEBUG: check clearing time needed clearing_process_timer=1775.587217 2020-08-11 14:31:35 DEBUG: check init order needed init_order_process_timer=1875.587459 2020-08-11 14:31:36 DEBUG: check clearing time needed clearing_process_timer=1776.588672 2020-08-11 14:31:36 DEBUG: check init order needed init_order_process_timer=1876.588941 2020-08-11 14:31:37 DEBUG: check clearing time needed clearing_process_timer=1777.590179 2020-08-11 14:31:37 DEBUG: check init order needed init_order_process_timer=1877.590421 2020-08-11 14:31:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:37.602Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 392.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "3343097e-1427-1a18-b5c0-c3c94bc1937e", "grossValue": 39225000, "homeNotional": 11.761938367442955, "foreignNotional": 4613.620324629499}]} 2020-08-11 14:31:37 DEBUG: message ignored 2020-08-11 14:31:38 DEBUG: check clearing time needed clearing_process_timer=1778.591597 2020-08-11 14:31:38 DEBUG: check init order needed init_order_process_timer=1878.591847 2020-08-11 14:31:39 DEBUG: check clearing time needed clearing_process_timer=1779.592193 2020-08-11 14:31:39 DEBUG: check init order needed init_order_process_timer=1879.592461 2020-08-11 14:31:40 DEBUG: check clearing time needed clearing_process_timer=1780.593673 2020-08-11 14:31:40 DEBUG: check init order needed init_order_process_timer=1880.593991 2020-08-11 14:31:41 DEBUG: check clearing time needed clearing_process_timer=1781.595241 2020-08-11 14:31:41 DEBUG: check init order needed init_order_process_timer=1881.595521 2020-08-11 14:31:42 DEBUG: check clearing time needed clearing_process_timer=1782.596773 2020-08-11 14:31:42 DEBUG: check init order needed init_order_process_timer=1882.597121 2020-08-11 14:31:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:43.162Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 392.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "27422510-6474-73cc-6bc9-469467530aa4", "grossValue": 7845000, "homeNotional": 2.352387673488591, "foreignNotional": 922.7240649258998}]} 2020-08-11 14:31:43 DEBUG: message ignored 2020-08-11 14:31:43 DEBUG: check clearing time needed clearing_process_timer=1783.598363 2020-08-11 14:31:43 DEBUG: check init order needed init_order_process_timer=1883.598718 2020-08-11 14:31:44 DEBUG: check clearing time needed clearing_process_timer=1784.600002 2020-08-11 14:31:44 DEBUG: check init order needed init_order_process_timer=1884.600317 2020-08-11 14:31:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:44.925Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 392.3, "tickDirection": "PlusTick", "trdMatchID": "4e63c1a1-879c-772c-76ef-0e88dd43d3c6", "grossValue": 1961500, "homeNotional": 0.5880969183721477, "foreignNotional": 230.71042107739356}]} 2020-08-11 14:31:44 DEBUG: message ignored 2020-08-11 14:31:45 DEBUG: check clearing time needed clearing_process_timer=1785.601547 2020-08-11 14:31:45 DEBUG: check init order needed init_order_process_timer=1885.60186 2020-08-11 14:31:46 DEBUG: check clearing time needed clearing_process_timer=1786.603077 2020-08-11 14:31:46 DEBUG: check init order needed init_order_process_timer=1886.603331 2020-08-11 14:31:47 DEBUG: check clearing time needed clearing_process_timer=1787.604495 2020-08-11 14:31:47 DEBUG: check init order needed init_order_process_timer=1887.60476 2020-08-11 14:31:48 DEBUG: check clearing time needed clearing_process_timer=1788.605938 2020-08-11 14:31:48 DEBUG: check init order needed init_order_process_timer=1888.606211 2020-08-11 14:31:49 DEBUG: check clearing time needed clearing_process_timer=1789.607405 2020-08-11 14:31:49 DEBUG: check init order needed init_order_process_timer=1889.607731 2020-08-11 14:31:50 DEBUG: check clearing time needed clearing_process_timer=1790.608999 2020-08-11 14:31:50 DEBUG: check init order needed init_order_process_timer=1890.609285 2020-08-11 14:31:51 DEBUG: check clearing time needed clearing_process_timer=1791.610458 2020-08-11 14:31:51 DEBUG: check init order needed init_order_process_timer=1891.610733 2020-08-11 14:31:52 DEBUG: check clearing time needed clearing_process_timer=1792.611933 2020-08-11 14:31:52 DEBUG: check init order needed init_order_process_timer=1892.612205 2020-08-11 14:31:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:31:52.834Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 392.25, "tickDirection": "MinusTick", "trdMatchID": "0ac74d9e-0f23-263f-5b45-e29f119851d7", "grossValue": 39225, "homeNotional": 0.011761938367442954, "foreignNotional": 4.613620324629499}]} 2020-08-11 14:31:52 DEBUG: message ignored 2020-08-11 14:31:53 DEBUG: check clearing time needed clearing_process_timer=1793.613405 2020-08-11 14:31:53 DEBUG: check init order needed init_order_process_timer=1893.613764 2020-08-11 14:31:54 DEBUG: check clearing time needed clearing_process_timer=1794.614955 2020-08-11 14:31:54 DEBUG: check init order needed init_order_process_timer=1894.61529 2020-08-11 14:31:55 DEBUG: check clearing time needed clearing_process_timer=1795.616501 2020-08-11 14:31:55 DEBUG: check init order needed init_order_process_timer=1895.616784 2020-08-11 14:31:56 DEBUG: check clearing time needed clearing_process_timer=1796.617995 2020-08-11 14:31:56 DEBUG: check init order needed init_order_process_timer=1896.618334 2020-08-11 14:31:57 DEBUG: check clearing time needed clearing_process_timer=1797.619544 2020-08-11 14:31:57 DEBUG: check init order needed init_order_process_timer=1897.619806 2020-08-11 14:31:58 DEBUG: check clearing time needed clearing_process_timer=1798.621086 2020-08-11 14:31:58 DEBUG: check init order needed init_order_process_timer=1898.621352 2020-08-11 14:31:59 DEBUG: check clearing time needed clearing_process_timer=1799.62253 2020-08-11 14:31:59 DEBUG: check init order needed init_order_process_timer=1899.62279 2020-08-11 14:32:00 DEBUG: check clearing time needed clearing_process_timer=1800.623966 2020-08-11 14:32:00 DEBUG: check init order needed init_order_process_timer=1900.624246 2020-08-11 14:32:01 DEBUG: check clearing time needed clearing_process_timer=1801.625444 2020-08-11 14:32:01 DEBUG: check init order needed init_order_process_timer=1901.625781 2020-08-11 14:32:02 DEBUG: check clearing time needed clearing_process_timer=1802.626999 2020-08-11 14:32:02 DEBUG: check init order needed init_order_process_timer=1902.627267 2020-08-11 14:32:03 DEBUG: check clearing time needed clearing_process_timer=1803.628446 2020-08-11 14:32:03 DEBUG: check init order needed init_order_process_timer=1903.628721 2020-08-11 14:32:04 DEBUG: check clearing time needed clearing_process_timer=1804.629105 2020-08-11 14:32:04 DEBUG: check init order needed init_order_process_timer=1904.629427 2020-08-11 14:32:05 DEBUG: check clearing time needed clearing_process_timer=1805.630671 2020-08-11 14:32:05 DEBUG: check init order needed init_order_process_timer=1905.631108 2020-08-11 14:32:06 DEBUG: check clearing time needed clearing_process_timer=1806.632304 2020-08-11 14:32:06 DEBUG: check init order needed init_order_process_timer=1906.632612 2020-08-11 14:32:07 DEBUG: check clearing time needed clearing_process_timer=1807.63383 2020-08-11 14:32:07 DEBUG: check init order needed init_order_process_timer=1907.634088 2020-08-11 14:32:08 DEBUG: check clearing time needed clearing_process_timer=1808.635254 2020-08-11 14:32:08 DEBUG: check init order needed init_order_process_timer=1908.635514 2020-08-11 14:32:09 DEBUG: check clearing time needed clearing_process_timer=1809.636702 2020-08-11 14:32:09 DEBUG: check init order needed init_order_process_timer=1909.637004 2020-08-11 14:32:10 DEBUG: check clearing time needed clearing_process_timer=1810.638725 2020-08-11 14:32:10 DEBUG: check init order needed init_order_process_timer=1910.639004 2020-08-11 14:32:11 DEBUG: check clearing time needed clearing_process_timer=1811.640175 2020-08-11 14:32:11 DEBUG: check init order needed init_order_process_timer=1911.640412 2020-08-11 14:32:12 DEBUG: check clearing time needed clearing_process_timer=1812.641586 2020-08-11 14:32:12 DEBUG: check init order needed init_order_process_timer=1912.64183 2020-08-11 14:32:13 DEBUG: check clearing time needed clearing_process_timer=1813.643045 2020-08-11 14:32:13 DEBUG: check init order needed init_order_process_timer=1913.643349 2020-08-11 14:32:14 DEBUG: check clearing time needed clearing_process_timer=1814.644554 2020-08-11 14:32:14 DEBUG: check init order needed init_order_process_timer=1914.644888 2020-08-11 14:32:15 DEBUG: check clearing time needed clearing_process_timer=1815.646185 2020-08-11 14:32:15 DEBUG: check init order needed init_order_process_timer=1915.646442 2020-08-11 14:32:16 DEBUG: check clearing time needed clearing_process_timer=1816.647618 2020-08-11 14:32:16 DEBUG: check init order needed init_order_process_timer=1916.647868 2020-08-11 14:32:17 DEBUG: check clearing time needed clearing_process_timer=1817.649066 2020-08-11 14:32:17 DEBUG: check init order needed init_order_process_timer=1917.649365 2020-08-11 14:32:18 DEBUG: check clearing time needed clearing_process_timer=1818.650577 2020-08-11 14:32:18 DEBUG: check init order needed init_order_process_timer=1918.65085 2020-08-11 14:32:19 DEBUG: check clearing time needed clearing_process_timer=1819.652024 2020-08-11 14:32:19 DEBUG: check init order needed init_order_process_timer=1919.652288 2020-08-11 14:32:20 DEBUG: check clearing time needed clearing_process_timer=1820.653503 2020-08-11 14:32:20 DEBUG: check init order needed init_order_process_timer=1920.653808 2020-08-11 14:32:21 DEBUG: check clearing time needed clearing_process_timer=1821.655014 2020-08-11 14:32:21 DEBUG: check init order needed init_order_process_timer=1921.655317 2020-08-11 14:32:22 DEBUG: check clearing time needed clearing_process_timer=1822.656516 2020-08-11 14:32:22 DEBUG: check init order needed init_order_process_timer=1922.656781 2020-08-11 14:32:23 DEBUG: check clearing time needed clearing_process_timer=1823.658112 2020-08-11 14:32:23 DEBUG: check init order needed init_order_process_timer=1923.65848 2020-08-11 14:32:24 DEBUG: check clearing time needed clearing_process_timer=1824.659739 2020-08-11 14:32:24 DEBUG: check init order needed init_order_process_timer=1924.66006 2020-08-11 14:32:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:32:25.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 392.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c84c8ae9-73ee-ab6b-060b-e0dc5e579cd4", "grossValue": 1961250, "homeNotional": 0.5876821814762576, "foreignNotional": 230.51833568406207}]} 2020-08-11 14:32:25 DEBUG: message ignored 2020-08-11 14:32:25 DEBUG: check clearing time needed clearing_process_timer=1825.661286 2020-08-11 14:32:25 DEBUG: check init order needed init_order_process_timer=1925.661596 2020-08-11 14:32:26 DEBUG: check clearing time needed clearing_process_timer=1826.662824 2020-08-11 14:32:26 DEBUG: check init order needed init_order_process_timer=1926.66316 2020-08-11 14:32:27 DEBUG: check clearing time needed clearing_process_timer=1827.664424 2020-08-11 14:32:27 DEBUG: check init order needed init_order_process_timer=1927.664748 2020-08-11 14:32:28 DEBUG: check clearing time needed clearing_process_timer=1828.665957 2020-08-11 14:32:28 DEBUG: check init order needed init_order_process_timer=1928.66624 2020-08-11 14:32:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-11T11:32:29.276Z", "symbol": "ETHUSD", "side": "Sell", "size": 431, "price": 392.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "e853bf52-efc6-ecdd-bb9b-79f41303d0d2", "grossValue": 16905975, "homeNotional": 5.065820404325341, "foreignNotional": 1987.0680535966148}]} 2020-08-11 14:32:29 DEBUG: message ignored 2020-08-11 14:32:29 DEBUG: check clearing time needed clearing_process_timer=1829.667428 2020-08-11 14:32:29 DEBUG: check init order needed init_order_process_timer=1929.66777 2020-08-11 14:32:30 DEBUG: check clearing time needed clearing_process_timer=1830.669059 2020-08-11 14:32:30 DEBUG: check init order needed init_order_process_timer=1930.669323 2020-08-11 14:32:31 DEBUG: check clearing time needed clearing_process_timer=1831.670491 2020-08-11 14:32:31 DEBUG: check init order needed init_order_process_timer=1931.670748 2020-08-11 14:32:32 DEBUG: check clearing time needed clearing_process_timer=1832.671932 2020-08-11 14:32:32 DEBUG: check init order needed init_order_process_timer=1932.672188 2020-08-11 14:32:33 DEBUG: check clearing time needed clearing_process_timer=1833.673372 2020-08-11 14:32:33 DEBUG: check init order needed init_order_process_timer=1933.673688 2020-08-11 14:32:34 DEBUG: check clearing time needed clearing_process_timer=1834.674883 2020-08-11 14:32:34 DEBUG: check init order needed init_order_process_timer=