2020-02-25 06:00:20 INFO: prepare candles [CandleItem(low=258.5, high=262.1, open=261.5, close=259.9, color='RED'), CandleItem(low=261.3, high=262.9, open=262.05, close=261.5, color='RED'), CandleItem(low=261.95, high=264.35, open=263.4, close=262.05, color='RED')]
2020-02-25 06:00:20 INFO: skip by colors candles=[CandleItem(low=258.5, high=262.1, open=261.5, close=259.9, color='RED'), CandleItem(low=261.3, high=262.9, open=262.05, close=261.5, color='RED'), CandleItem(low=261.95, high=264.35, open=263.4, close=262.05, color='RED')]
2020-02-25 06:00:20 INFO: check need new order None
2020-02-25 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.9, 'high': 260.55, 'low': 255.55, 'close': 258.45, 'trades': 11446, 'volume': 20029818, 'vwap': 257.69, 'lastSize': 4000, 'turnover': 516141237165, 'homeNotional': 190975.25774478755, 'foreignNotional': 49212071.983260706}, {'timestamp': datetime.datetime(2020, 2, 25, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 261.5, 'high': 262.1, 'low': 258.5, 'close': 259.9, 'trades': 7321, 'volume': 9123300, 'vwap': 260.04, 'lastSize': 9, 'turnover': 237235340905, 'homeNotional': 87188.30545831738, 'foreignNotional': 22671876.11404695}, {'timestamp': datetime.datetime(2020, 2, 25, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 262.05, 'high': 262.9, 'low': 261.3, 'close': 261.5, 'trades': 3582, 'volume': 4303538, 'vwap': 262.06, 'lastSize': 500, 'turnover': 112776501170, 'homeNotional': 41236.8272827661, 'foreignNotional': 10806344.953775646}]
2020-02-25 07:00:20 INFO: prepare candles [CandleItem(low=255.55, high=260.55, open=259.9, close=258.45, color='RED'), CandleItem(low=258.5, high=262.1, open=261.5, close=259.9, color='RED'), CandleItem(low=261.3, high=262.9, open=262.05, close=261.5, color='RED')]
2020-02-25 07:00:20 INFO: skip by colors candles=[CandleItem(low=255.55, high=260.55, open=259.9, close=258.45, color='RED'), CandleItem(low=258.5, high=262.1, open=261.5, close=259.9, color='RED'), CandleItem(low=261.3, high=262.9, open=262.05, close=261.5, color='RED')]
2020-02-25 07:00:20 INFO: check need new order None
2020-02-25 07:16:23 WARNING: handle interrupt sig 2 False
2020-02-25 07:16:23 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-02-25 07:16:27 INFO: start trader process
2020-02-25 07:16:27 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-25 07:16:27 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-25 07:16:27 INFO: Authenticating with API Key.
2020-02-25 07:16:28 INFO: Connected to WS.
2020-02-25 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 258.45, 'high': 258.5, 'low': 255.75, 'close': 257.7, 'trades': 7305, 'volume': 12656643, 'vwap': 256.99, 'lastSize': 1, 'turnover': 325262291370, 'homeNotional': 120389.40132857271, 'foreignNotional': 30938884.64071161}, {'timestamp': datetime.datetime(2020, 2, 25, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.9, 'high': 260.55, 'low': 255.55, 'close': 258.45, 'trades': 11446, 'volume': 20029818, 'vwap': 257.69, 'lastSize': 4000, 'turnover': 516141237165, 'homeNotional': 190975.25774478755, 'foreignNotional': 49212071.983260706}, {'timestamp': datetime.datetime(2020, 2, 25, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 261.5, 'high': 262.1, 'low': 258.5, 'close': 259.9, 'trades': 7321, 'volume': 9123300, 'vwap': 260.04, 'lastSize': 9, 'turnover': 237235340905, 'homeNotional': 87188.30545831738, 'foreignNotional': 22671876.11404695}]
2020-02-25 08:00:20 INFO: prepare candles [CandleItem(low=255.75, high=258.5, open=258.45, close=257.7, color='RED'), CandleItem(low=255.55, high=260.55, open=259.9, close=258.45, color='RED'), CandleItem(low=258.5, high=262.1, open=261.5, close=259.9, color='RED')]
2020-02-25 08:00:20 INFO: skip by colors candles=[CandleItem(low=255.75, high=258.5, open=258.45, close=257.7, color='RED'), CandleItem(low=255.55, high=260.55, open=259.9, close=258.45, color='RED'), CandleItem(low=258.5, high=262.1, open=261.5, close=259.9, color='RED')]
2020-02-25 08:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-02-25 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 257.7, 'high': 260.45, 'low': 256.9, 'close': 258.85, 'trades': 7023, 'volume': 11180854, 'vwap': 259.29, 'lastSize': 100, 'turnover': 289907825645, 'homeNotional': 106853.19809337879, 'foreignNotional': 27706087.68069132}, {'timestamp': datetime.datetime(2020, 2, 25, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 258.45, 'high': 258.5, 'low': 255.75, 'close': 257.7, 'trades': 7305, 'volume': 12656643, 'vwap': 256.99, 'lastSize': 1, 'turnover': 325262291370, 'homeNotional': 120389.40132857271, 'foreignNotional': 30938884.64071161}, {'timestamp': datetime.datetime(2020, 2, 25, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.9, 'high': 260.55, 'low': 255.55, 'close': 258.45, 'trades': 11446, 'volume': 20029818, 'vwap': 257.69, 'lastSize': 4000, 'turnover': 516141237165, 'homeNotional': 190975.25774478755, 'foreignNotional': 49212071.983260706}]
2020-02-25 09:00:21 INFO: prepare candles [CandleItem(low=256.9, high=260.45, open=257.7, close=258.85, color='GREEN'), CandleItem(low=255.75, high=258.5, open=258.45, close=257.7, color='RED'), CandleItem(low=255.55, high=260.55, open=259.9, close=258.45, color='RED')]
2020-02-25 09:00:21 INFO: last_candle=CandleItem(low=256.9, high=260.45, open=257.7, close=258.85, color='GREEN')
2020-02-25 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.3714506470929153 last_candle.percent_size_of_body=0.32394366197183955 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-25 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.3714506470929153 too big
2020-02-25 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.3714506470929153 last_candle.percent_size_of_body=0.32394366197183955 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.3714506470929153 too big
2020-02-25 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.3714506470929153 last_candle.percent_size_of_body=0.32394366197183955 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-25 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.3714506470929153 too big
2020-02-25 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.3714506470929153 last_candle.percent_size_of_body=0.32394366197183955 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.3714506470929153 too big
2020-02-25 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.3714506470929153 last_candle.percent_size_of_body=0.32394366197183955 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-25 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.3714506470929153 too big
2020-02-25 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.3714506470929153 last_candle.percent_size_of_body=0.32394366197183955 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.3714506470929153 too small
2020-02-25 09:00:21 INFO: not found applicable config for candle
2020-02-25 09:00:21 INFO: check need new order None
2020-02-25 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 258.85, 'high': 261.5, 'low': 258.7, 'close': 259.7, 'trades': 4925, 'volume': 6922569, 'vwap': 260.45, 'lastSize': 1000, 'turnover': 180298203420, 'homeNotional': 66363.43898114226, 'foreignNotional': 17284392.6512379}, {'timestamp': datetime.datetime(2020, 2, 25, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 257.7, 'high': 260.45, 'low': 256.9, 'close': 258.85, 'trades': 7023, 'volume': 11180854, 'vwap': 259.29, 'lastSize': 100, 'turnover': 289907825645, 'homeNotional': 106853.19809337879, 'foreignNotional': 27706087.68069132}, {'timestamp': datetime.datetime(2020, 2, 25, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 258.45, 'high': 258.5, 'low': 255.75, 'close': 257.7, 'trades': 7305, 'volume': 12656643, 'vwap': 256.99, 'lastSize': 1, 'turnover': 325262291370, 'homeNotional': 120389.40132857271, 'foreignNotional': 30938884.64071161}]
2020-02-25 10:00:20 INFO: prepare candles [CandleItem(low=258.7, high=261.5, open=258.85, close=259.7, color='GREEN'), CandleItem(low=256.9, high=260.45, open=257.7, close=258.85, color='GREEN'), CandleItem(low=255.75, high=258.5, open=258.45, close=257.7, color='RED')]
2020-02-25 10:00:20 INFO: skip by colors candles=[CandleItem(low=258.7, high=261.5, open=258.85, close=259.7, color='GREEN'), CandleItem(low=256.9, high=260.45, open=257.7, close=258.85, color='GREEN'), CandleItem(low=255.75, high=258.5, open=258.45, close=257.7, color='RED')]
2020-02-25 10:00:20 INFO: check need new order None
2020-02-25 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.7, 'high': 260.65, 'low': 258.9, 'close': 259.15, 'trades': 3880, 'volume': 4657896, 'vwap': 259.71, 'lastSize': 622, 'turnover': 120968967340, 'homeNotional': 44543.83968442681, 'foreignNotional': 11568373.472632622}, {'timestamp': datetime.datetime(2020, 2, 25, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 258.85, 'high': 261.5, 'low': 258.7, 'close': 259.7, 'trades': 4925, 'volume': 6922569, 'vwap': 260.45, 'lastSize': 1000, 'turnover': 180298203420, 'homeNotional': 66363.43898114226, 'foreignNotional': 17284392.6512379}, {'timestamp': datetime.datetime(2020, 2, 25, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 257.7, 'high': 260.45, 'low': 256.9, 'close': 258.85, 'trades': 7023, 'volume': 11180854, 'vwap': 259.29, 'lastSize': 100, 'turnover': 289907825645, 'homeNotional': 106853.19809337879, 'foreignNotional': 27706087.68069132}]
2020-02-25 11:00:20 INFO: prepare candles [CandleItem(low=258.9, high=260.65, open=259.7, close=259.15, color='RED'), CandleItem(low=258.7, high=261.5, open=258.85, close=259.7, color='GREEN'), CandleItem(low=256.9, high=260.45, open=257.7, close=258.85, color='GREEN')]
2020-02-25 11:00:20 INFO: last_candle=CandleItem(low=258.9, high=260.65, open=259.7, close=259.15, color='RED')
2020-02-25 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.6752845842176346 last_candle.percent_size_of_body=0.3142857142857208 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-25 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6752845842176346 too big
2020-02-25 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.6752845842176346 last_candle.percent_size_of_body=0.3142857142857208 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 11:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.3142857142857208 too small
2020-02-25 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.6752845842176346 last_candle.percent_size_of_body=0.3142857142857208 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-25 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6752845842176346 too small
2020-02-25 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.6752845842176346 last_candle.percent_size_of_body=0.3142857142857208 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6752845842176346 too small
2020-02-25 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.6752845842176346 last_candle.percent_size_of_body=0.3142857142857208 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-25 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6752845842176346 too small
2020-02-25 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.6752845842176346 last_candle.percent_size_of_body=0.3142857142857208 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6752845842176346 too small
2020-02-25 11:00:20 INFO: not found applicable config for candle
2020-02-25 11:00:20 INFO: check need new order None
2020-02-25 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.15, 'high': 264.15, 'low': 256.4, 'close': 263.1, 'trades': 12410, 'volume': 22277601, 'vwap': 259.47, 'lastSize': 500, 'turnover': 578031374235, 'homeNotional': 213123.6760549541, 'foreignNotional': 55301327.85840438}, {'timestamp': datetime.datetime(2020, 2, 25, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.7, 'high': 260.65, 'low': 258.9, 'close': 259.15, 'trades': 3880, 'volume': 4657896, 'vwap': 259.71, 'lastSize': 622, 'turnover': 120968967340, 'homeNotional': 44543.83968442681, 'foreignNotional': 11568373.472632622}, {'timestamp': datetime.datetime(2020, 2, 25, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 258.85, 'high': 261.5, 'low': 258.7, 'close': 259.7, 'trades': 4925, 'volume': 6922569, 'vwap': 260.45, 'lastSize': 1000, 'turnover': 180298203420, 'homeNotional': 66363.43898114226, 'foreignNotional': 17284392.6512379}]
2020-02-25 12:00:21 INFO: prepare candles [CandleItem(low=256.4, high=264.15, open=259.15, close=263.1, color='GREEN'), CandleItem(low=258.9, high=260.65, open=259.7, close=259.15, color='RED'), CandleItem(low=258.7, high=261.5, open=258.85, close=259.7, color='GREEN')]
2020-02-25 12:00:21 INFO: skip by colors candles=[CandleItem(low=256.4, high=264.15, open=259.15, close=263.1, color='GREEN'), CandleItem(low=258.9, high=260.65, open=259.7, close=259.15, color='RED'), CandleItem(low=258.7, high=261.5, open=258.85, close=259.7, color='GREEN')]
2020-02-25 12:00:21 INFO: check need new order None
2020-02-25 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 263.1, 'high': 265.3, 'low': 261.15, 'close': 261.6, 'trades': 9160, 'volume': 14232806, 'vwap': 263.3, 'lastSize': 109, 'turnover': 374738853010, 'homeNotional': 137217.5490942033, 'foreignNotional': 36128515.02131761}, {'timestamp': datetime.datetime(2020, 2, 25, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.15, 'high': 264.15, 'low': 256.4, 'close': 263.1, 'trades': 12410, 'volume': 22277601, 'vwap': 259.47, 'lastSize': 500, 'turnover': 578031374235, 'homeNotional': 213123.6760549541, 'foreignNotional': 55301327.85840438}, {'timestamp': datetime.datetime(2020, 2, 25, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.7, 'high': 260.65, 'low': 258.9, 'close': 259.15, 'trades': 3880, 'volume': 4657896, 'vwap': 259.71, 'lastSize': 622, 'turnover': 120968967340, 'homeNotional': 44543.83968442681, 'foreignNotional': 11568373.472632622}]
2020-02-25 13:00:21 INFO: prepare candles [CandleItem(low=261.15, high=265.3, open=263.1, close=261.6, color='RED'), CandleItem(low=256.4, high=264.15, open=259.15, close=263.1, color='GREEN'), CandleItem(low=258.9, high=260.65, open=259.7, close=259.15, color='RED')]
2020-02-25 13:00:21 INFO: skip by colors candles=[CandleItem(low=261.15, high=265.3, open=263.1, close=261.6, color='RED'), CandleItem(low=256.4, high=264.15, open=259.15, close=263.1, color='GREEN'), CandleItem(low=258.9, high=260.65, open=259.7, close=259.15, color='RED')]
2020-02-25 13:00:21 INFO: check need new order None
2020-02-25 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 261.6, 'high': 262.5, 'low': 258.95, 'close': 259.4, 'trades': 7425, 'volume': 11105812, 'vwap': 260.55, 'lastSize': 150, 'turnover': 289352402755, 'homeNotional': 106505.70734527148, 'foreignNotional': 27749272.1706008}, {'timestamp': datetime.datetime(2020, 2, 25, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 263.1, 'high': 265.3, 'low': 261.15, 'close': 261.6, 'trades': 9160, 'volume': 14232806, 'vwap': 263.3, 'lastSize': 109, 'turnover': 374738853010, 'homeNotional': 137217.5490942033, 'foreignNotional': 36128515.02131761}, {'timestamp': datetime.datetime(2020, 2, 25, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.15, 'high': 264.15, 'low': 256.4, 'close': 263.1, 'trades': 12410, 'volume': 22277601, 'vwap': 259.47, 'lastSize': 500, 'turnover': 578031374235, 'homeNotional': 213123.6760549541, 'foreignNotional': 55301327.85840438}]
2020-02-25 14:00:20 INFO: prepare candles [CandleItem(low=258.95, high=262.5, open=261.6, close=259.4, color='RED'), CandleItem(low=261.15, high=265.3, open=263.1, close=261.6, color='RED'), CandleItem(low=256.4, high=264.15, open=259.15, close=263.1, color='GREEN')]
2020-02-25 14:00:20 INFO: skip by colors candles=[CandleItem(low=258.95, high=262.5, open=261.6, close=259.4, color='RED'), CandleItem(low=261.15, high=265.3, open=263.1, close=261.6, color='RED'), CandleItem(low=256.4, high=264.15, open=259.15, close=263.1, color='GREEN')]
2020-02-25 14:00:20 INFO: check need new order None
2020-02-25 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.4, 'high': 259.4, 'low': 252.0, 'close': 253.7, 'trades': 19609, 'volume': 35070972, 'vwap': 255.84, 'lastSize': 20, 'turnover': 897245107035, 'homeNotional': 331432.3382070771, 'foreignNotional': 84795431.69859609}, {'timestamp': datetime.datetime(2020, 2, 25, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 261.6, 'high': 262.5, 'low': 258.95, 'close': 259.4, 'trades': 7425, 'volume': 11105812, 'vwap': 260.55, 'lastSize': 150, 'turnover': 289352402755, 'homeNotional': 106505.70734527148, 'foreignNotional': 27749272.1706008}, {'timestamp': datetime.datetime(2020, 2, 25, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 263.1, 'high': 265.3, 'low': 261.15, 'close': 261.6, 'trades': 9160, 'volume': 14232806, 'vwap': 263.3, 'lastSize': 109, 'turnover': 374738853010, 'homeNotional': 137217.5490942033, 'foreignNotional': 36128515.02131761}]
2020-02-25 15:00:20 INFO: prepare candles [CandleItem(low=252.0, high=259.4, open=259.4, close=253.7, color='RED'), CandleItem(low=258.95, high=262.5, open=261.6, close=259.4, color='RED'), CandleItem(low=261.15, high=265.3, open=263.1, close=261.6, color='RED')]
2020-02-25 15:00:20 INFO: skip by colors candles=[CandleItem(low=252.0, high=259.4, open=259.4, close=253.7, color='RED'), CandleItem(low=258.95, high=262.5, open=261.6, close=259.4, color='RED'), CandleItem(low=261.15, high=265.3, open=263.1, close=261.6, color='RED')]
2020-02-25 15:00:20 INFO: check need new order None
2020-02-25 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 253.7, 'high': 254.8, 'low': 250.4, 'close': 252.25, 'trades': 13327, 'volume': 24080581, 'vwap': 252.41, 'lastSize': 19, 'turnover': 607801234210, 'homeNotional': 226225.72627532328, 'foreignNotional': 57100431.31181996}, {'timestamp': datetime.datetime(2020, 2, 25, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.4, 'high': 259.4, 'low': 252.0, 'close': 253.7, 'trades': 19609, 'volume': 35070972, 'vwap': 255.84, 'lastSize': 20, 'turnover': 897245107035, 'homeNotional': 331432.3382070771, 'foreignNotional': 84795431.69859609}, {'timestamp': datetime.datetime(2020, 2, 25, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 261.6, 'high': 262.5, 'low': 258.95, 'close': 259.4, 'trades': 7425, 'volume': 11105812, 'vwap': 260.55, 'lastSize': 150, 'turnover': 289352402755, 'homeNotional': 106505.70734527148, 'foreignNotional': 27749272.1706008}]
2020-02-25 16:00:20 INFO: prepare candles [CandleItem(low=250.4, high=254.8, open=253.7, close=252.25, color='RED'), CandleItem(low=252.0, high=259.4, open=259.4, close=253.7, color='RED'), CandleItem(low=258.95, high=262.5, open=261.6, close=259.4, color='RED')]
2020-02-25 16:00:20 INFO: skip by colors candles=[CandleItem(low=250.4, high=254.8, open=253.7, close=252.25, color='RED'), CandleItem(low=252.0, high=259.4, open=259.4, close=253.7, color='RED'), CandleItem(low=258.95, high=262.5, open=261.6, close=259.4, color='RED')]
2020-02-25 16:00:20 INFO: check need new order None
2020-02-25 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.25, 'high': 255.0, 'low': 246.2, 'close': 247.55, 'trades': 20345, 'volume': 41480266, 'vwap': 250.23, 'lastSize': 4299, 'turnover': 1037921964140, 'homeNotional': 388207.89849183254, 'foreignNotional': 97140720.87058519}, {'timestamp': datetime.datetime(2020, 2, 25, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 253.7, 'high': 254.8, 'low': 250.4, 'close': 252.25, 'trades': 13327, 'volume': 24080581, 'vwap': 252.41, 'lastSize': 19, 'turnover': 607801234210, 'homeNotional': 226225.72627532328, 'foreignNotional': 57100431.31181996}, {'timestamp': datetime.datetime(2020, 2, 25, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 259.4, 'high': 259.4, 'low': 252.0, 'close': 253.7, 'trades': 19609, 'volume': 35070972, 'vwap': 255.84, 'lastSize': 20, 'turnover': 897245107035, 'homeNotional': 331432.3382070771, 'foreignNotional': 84795431.69859609}]
2020-02-25 17:00:20 INFO: prepare candles [CandleItem(low=246.2, high=255.0, open=252.25, close=247.55, color='RED'), CandleItem(low=250.4, high=254.8, open=253.7, close=252.25, color='RED'), CandleItem(low=252.0, high=259.4, open=259.4, close=253.7, color='RED')]
2020-02-25 17:00:20 INFO: skip by colors candles=[CandleItem(low=246.2, high=255.0, open=252.25, close=247.55, color='RED'), CandleItem(low=250.4, high=254.8, open=253.7, close=252.25, color='RED'), CandleItem(low=252.0, high=259.4, open=259.4, close=253.7, color='RED')]
2020-02-25 17:00:20 INFO: check need new order None
2020-02-25 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 247.55, 'high': 251.4, 'low': 246.5, 'close': 249.45, 'trades': 8843, 'volume': 18928022, 'vwap': 249.16, 'lastSize': 23, 'turnover': 471608685565, 'homeNotional': 176536.5045173838, 'foreignNotional': 43986016.94290769}, {'timestamp': datetime.datetime(2020, 2, 25, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.25, 'high': 255.0, 'low': 246.2, 'close': 247.55, 'trades': 20345, 'volume': 41480266, 'vwap': 250.23, 'lastSize': 4299, 'turnover': 1037921964140, 'homeNotional': 388207.89849183254, 'foreignNotional': 97140720.87058519}, {'timestamp': datetime.datetime(2020, 2, 25, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 253.7, 'high': 254.8, 'low': 250.4, 'close': 252.25, 'trades': 13327, 'volume': 24080581, 'vwap': 252.41, 'lastSize': 19, 'turnover': 607801234210, 'homeNotional': 226225.72627532328, 'foreignNotional': 57100431.31181996}]
2020-02-25 18:00:21 INFO: prepare candles [CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN'), CandleItem(low=246.2, high=255.0, open=252.25, close=247.55, color='RED'), CandleItem(low=250.4, high=254.8, open=253.7, close=252.25, color='RED')]
2020-02-25 18:00:21 INFO: last_candle=CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN')
2020-02-25 18:00:21 INFO: filter last_candle.percent_size_of_cost=1.964321507316098 last_candle.percent_size_of_body=0.38775510204081126 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-25 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.964321507316098 too big
2020-02-25 18:00:21 INFO: filter last_candle.percent_size_of_cost=1.964321507316098 last_candle.percent_size_of_body=0.38775510204081126 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.964321507316098 too big
2020-02-25 18:00:21 INFO: filter last_candle.percent_size_of_cost=1.964321507316098 last_candle.percent_size_of_body=0.38775510204081126 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-25 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.964321507316098 too big
2020-02-25 18:00:21 INFO: filter last_candle.percent_size_of_cost=1.964321507316098 last_candle.percent_size_of_body=0.38775510204081126 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.964321507316098 too big
2020-02-25 18:00:21 INFO: filter last_candle.percent_size_of_cost=1.964321507316098 last_candle.percent_size_of_body=0.38775510204081126 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-25 18:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.964321507316098 too big
2020-02-25 18:00:21 INFO: filter last_candle.percent_size_of_cost=1.964321507316098 last_candle.percent_size_of_body=0.38775510204081126 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 18:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-25 18:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-25 18:00:21 INFO: place order: start candle=CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-02-25 18:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=251.45000000000002 init_order_price=251.5 stop_price_offset=0.0 candle.size=4.900000000000006 stop_price=246.5 take_price=271.1
2020-02-25 18:00:21 INFO: place order: compute qty=2.0
2020-02-25 18:00:21 INFO: place order: save order to db b54fc87b663f4a929531760711167e1c; response=True
2020-02-25 18:00:21 INFO: process event {'orderID': '15f1ccaf-3452-6c48-772a-77d7c4e5a978', 'clOrdID': 'b54fc87b663f4a929531760711167e1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 251.5, 'displayQty': None, 'stopPx': 251.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-02-25T18:00:21.688Z', 'timestamp': '2020-02-25T18:00:21.688Z'}
2020-02-25 18:00:21 INFO: skip event b54fc87b663f4a929531760711167e1c New
2020-02-25 18:00:21 INFO: post order to exchange resp={'orderID': '15f1ccaf-3452-6c48-772a-77d7c4e5a978', 'clOrdID': 'b54fc87b663f4a929531760711167e1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 251.5, 'displayQty': None, 'stopPx': 251.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 25, 18, 0, 21, 688000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 25, 18, 0, 21, 688000, tzinfo=tzlocal())}
2020-02-25 18:00:21 INFO: place new init order {'qty': 2.0, 'init_price': 251.45000000000002, 'stop_price': 246.5, 'take_price': 271.1, 'order_uid': 'b54fc87b663f4a929531760711167e1c', 'response': {'orderID': '15f1ccaf-3452-6c48-772a-77d7c4e5a978', 'clOrdID': 'b54fc87b663f4a929531760711167e1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 251.5, 'displayQty': None, 'stopPx': 251.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 25, 18, 0, 21, 688000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 25, 18, 0, 21, 688000, tzinfo=tzlocal())}}
2020-02-25 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '15f1ccaf-3452-6c48-772a-77d7c4e5a978', 'clOrdID': 'b54fc87b663f4a929531760711167e1c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 251.5, 'displayQty': None, 'stopPx': 251.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 25, 18, 0, 21, 688000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 25, 18, 0, 21, 688000, tzinfo=tzlocal())}
2020-02-25 18:02:00 INFO: order time=2020-02-25 18:00:21.688000+00:00; delta from now UTC=0:01:39.189805; time_diff_offset='3600'
Traceback (most recent call last):
  File "app/trader.py", line 113, in <module>
    main()
  File "app/trader.py", line 61, in main
    for order_uid in fetch_orders_for_clearing():
  File "/home/crypto/current/app/clearing_operations.py", line 32, in fetch_orders_for_clearing
    if time_delta.total_seconds() < time_diff_offset:
TypeError: '<' not supported between instances of 'float' and 'str'
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-02-25 18:02:04 INFO: start trader process
2020-02-25 18:02:04 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-25 18:02:04 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-25 18:02:04 INFO: Authenticating with API Key.
2020-02-25 18:02:05 INFO: Connected to WS.
2020-02-25 18:28:13 INFO: process event {'orderID': '15f1ccaf-3452-6c48-772a-77d7c4e5a978', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-02-25T18:28:13.346Z', 'clOrdID': 'b54fc87b663f4a929531760711167e1c', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-25 18:28:13 INFO: skip event b54fc87b663f4a929531760711167e1c 
2020-02-25 18:28:13 INFO: process event {'orderID': '15f1ccaf-3452-6c48-772a-77d7c4e5a978', 'workingIndicator': True, 'transactTime': '2020-02-25T18:28:13.346Z', 'clOrdID': 'b54fc87b663f4a929531760711167e1c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-25T18:28:13.346Z'}
2020-02-25 18:28:13 INFO: skip event b54fc87b663f4a929531760711167e1c 
2020-02-25 18:28:13 INFO: process event {'orderID': '15f1ccaf-3452-6c48-772a-77d7c4e5a978', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 251.45, 'clOrdID': 'b54fc87b663f4a929531760711167e1c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-25T18:28:13.346Z'}
2020-02-25 18:28:13 INFO: add new event={'uid': 'b54fc87b663f4a929531760711167e1c', 'status': 'Filled'}
2020-02-25 18:28:13 INFO: start process event--------------------------------------------
2020-02-25 18:28:13 INFO: fetch new order event b54fc87b663f4a929531760711167e1c
2020-02-25 18:28:13 INFO: fetch orders by event init={'stop': '246.5', 'take': '271.1', 'qty': '2.0', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-02-25 18:28:13 INFO: process init order filled
2020-02-25 18:28:13 INFO: save profit orders to storage stop=12a27026a60a44849d5e746387a55ba3 take=6e812e4a2897400fbbe8cc69e021fc0f
Traceback (most recent call last):
  File "app/trader.py", line 113, in <module>
    main()
  File "app/trader.py", line 98, in main
    event_processing_result = proceed_event(current_event['uid'])
  File "/home/crypto/current/app/event_driven_operations.py", line 31, in proceed_event
    orders_resp = place_orders_profit(**init_order_info, dry_run=dry_run, stop_uid=stop_uid, take_uid=take_uid)
TypeError: place_orders_profit() got an unexpected keyword argument 'clearing_offset'
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-02-25 18:28:17 INFO: start trader process
2020-02-25 18:28:17 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-25 18:28:17 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-25 18:28:17 INFO: Authenticating with API Key.
2020-02-25 18:28:18 INFO: Connected to WS.
2020-02-25 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 249.45, 'high': 252.7, 'low': 249.2, 'close': 252.0, 'trades': 6253, 'volume': 10192316, 'vwap': 251.16, 'lastSize': 209, 'turnover': 255989884475, 'homeNotional': 95358.00035252518, 'foreignNotional': 23950235.543024767}, {'timestamp': datetime.datetime(2020, 2, 25, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 247.55, 'high': 251.4, 'low': 246.5, 'close': 249.45, 'trades': 8843, 'volume': 18928022, 'vwap': 249.16, 'lastSize': 23, 'turnover': 471608685565, 'homeNotional': 176536.5045173838, 'foreignNotional': 43986016.94290769}, {'timestamp': datetime.datetime(2020, 2, 25, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.25, 'high': 255.0, 'low': 246.2, 'close': 247.55, 'trades': 20345, 'volume': 41480266, 'vwap': 250.23, 'lastSize': 4299, 'turnover': 1037921964140, 'homeNotional': 388207.89849183254, 'foreignNotional': 97140720.87058519}]
2020-02-25 19:00:21 INFO: prepare candles [CandleItem(low=249.2, high=252.7, open=249.45, close=252.0, color='GREEN'), CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN'), CandleItem(low=246.2, high=255.0, open=252.25, close=247.55, color='RED')]
2020-02-25 19:00:21 INFO: skip by colors candles=[CandleItem(low=249.2, high=252.7, open=249.45, close=252.0, color='GREEN'), CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN'), CandleItem(low=246.2, high=255.0, open=252.25, close=247.55, color='RED')]
2020-02-25 19:00:21 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-02-25 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.0, 'high': 252.95, 'low': 249.55, 'close': 250.3, 'trades': 6551, 'volume': 9237044, 'vwap': 250.99, 'lastSize': 25000, 'turnover': 231833173025, 'homeNotional': 86299.59441937246, 'foreignNotional': 21659716.074124914}, {'timestamp': datetime.datetime(2020, 2, 25, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 249.45, 'high': 252.7, 'low': 249.2, 'close': 252.0, 'trades': 6253, 'volume': 10192316, 'vwap': 251.16, 'lastSize': 209, 'turnover': 255989884475, 'homeNotional': 95358.00035252518, 'foreignNotional': 23950235.543024767}, {'timestamp': datetime.datetime(2020, 2, 25, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 247.55, 'high': 251.4, 'low': 246.5, 'close': 249.45, 'trades': 8843, 'volume': 18928022, 'vwap': 249.16, 'lastSize': 23, 'turnover': 471608685565, 'homeNotional': 176536.5045173838, 'foreignNotional': 43986016.94290769}]
2020-02-25 20:00:20 INFO: prepare candles [CandleItem(low=249.55, high=252.95, open=252.0, close=250.3, color='RED'), CandleItem(low=249.2, high=252.7, open=249.45, close=252.0, color='GREEN'), CandleItem(low=246.5, high=251.4, open=247.55, close=249.45, color='GREEN')]
2020-02-25 20:00:20 INFO: last_candle=CandleItem(low=249.55, high=252.95, open=252.0, close=250.3, color='RED')
2020-02-25 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3583699560527276 last_candle.percent_size_of_body=0.5 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-25 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3583699560527276 too big
2020-02-25 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3583699560527276 last_candle.percent_size_of_body=0.5 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3583699560527276 too big
2020-02-25 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3583699560527276 last_candle.percent_size_of_body=0.5 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-25 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3583699560527276 too big
2020-02-25 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3583699560527276 last_candle.percent_size_of_body=0.5 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3583699560527276 too big
2020-02-25 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3583699560527276 last_candle.percent_size_of_body=0.5 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-25 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3583699560527276 too big
2020-02-25 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3583699560527276 last_candle.percent_size_of_body=0.5 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3583699560527276 too small
2020-02-25 20:00:20 INFO: not found applicable config for candle
2020-02-25 20:00:20 INFO: check need new order None
2020-02-25 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 250.3, 'high': 250.85, 'low': 246.6, 'close': 248.55, 'trades': 7976, 'volume': 10999986, 'vwap': 248.72, 'lastSize': 60, 'turnover': 273587023805, 'homeNotional': 102649.79825526378, 'foreignNotional': 25530912.07910429}, {'timestamp': datetime.datetime(2020, 2, 25, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.0, 'high': 252.95, 'low': 249.55, 'close': 250.3, 'trades': 6551, 'volume': 9237044, 'vwap': 250.99, 'lastSize': 25000, 'turnover': 231833173025, 'homeNotional': 86299.59441937246, 'foreignNotional': 21659716.074124914}, {'timestamp': datetime.datetime(2020, 2, 25, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 249.45, 'high': 252.7, 'low': 249.2, 'close': 252.0, 'trades': 6253, 'volume': 10192316, 'vwap': 251.16, 'lastSize': 209, 'turnover': 255989884475, 'homeNotional': 95358.00035252518, 'foreignNotional': 23950235.543024767}]
2020-02-25 21:00:20 INFO: prepare candles [CandleItem(low=246.6, high=250.85, open=250.3, close=248.55, color='RED'), CandleItem(low=249.55, high=252.95, open=252.0, close=250.3, color='RED'), CandleItem(low=249.2, high=252.7, open=249.45, close=252.0, color='GREEN')]
2020-02-25 21:00:20 INFO: skip by colors candles=[CandleItem(low=246.6, high=250.85, open=250.3, close=248.55, color='RED'), CandleItem(low=249.55, high=252.95, open=252.0, close=250.3, color='RED'), CandleItem(low=249.2, high=252.7, open=249.45, close=252.0, color='GREEN')]
2020-02-25 21:00:20 INFO: check need new order None
2020-02-25 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 248.55, 'high': 252.0, 'low': 245.0, 'close': 250.75, 'trades': 12264, 'volume': 18676318, 'vwap': 249.0, 'lastSize': 15, 'turnover': 465030879765, 'homeNotional': 174560.3864811184, 'foreignNotional': 43465731.44790486}, {'timestamp': datetime.datetime(2020, 2, 25, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 250.3, 'high': 250.85, 'low': 246.6, 'close': 248.55, 'trades': 7976, 'volume': 10999986, 'vwap': 248.72, 'lastSize': 60, 'turnover': 273587023805, 'homeNotional': 102649.79825526378, 'foreignNotional': 25530912.07910429}, {'timestamp': datetime.datetime(2020, 2, 25, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.0, 'high': 252.95, 'low': 249.55, 'close': 250.3, 'trades': 6551, 'volume': 9237044, 'vwap': 250.99, 'lastSize': 25000, 'turnover': 231833173025, 'homeNotional': 86299.59441937246, 'foreignNotional': 21659716.074124914}]
2020-02-25 22:00:20 INFO: prepare candles [CandleItem(low=245.0, high=252.0, open=248.55, close=250.75, color='GREEN'), CandleItem(low=246.6, high=250.85, open=250.3, close=248.55, color='RED'), CandleItem(low=249.55, high=252.95, open=252.0, close=250.3, color='RED')]
2020-02-25 22:00:20 INFO: last_candle=CandleItem(low=245.0, high=252.0, open=248.55, close=250.75, color='GREEN')
2020-02-25 22:00:20 INFO: filter last_candle.percent_size_of_cost=2.7916251246261217 last_candle.percent_size_of_body=0.31428571428571267 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-25 22:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7916251246261217 too big
2020-02-25 22:00:20 INFO: filter last_candle.percent_size_of_cost=2.7916251246261217 last_candle.percent_size_of_body=0.31428571428571267 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 22:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7916251246261217 too big
2020-02-25 22:00:20 INFO: filter last_candle.percent_size_of_cost=2.7916251246261217 last_candle.percent_size_of_body=0.31428571428571267 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-25 22:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7916251246261217 too big
2020-02-25 22:00:20 INFO: filter last_candle.percent_size_of_cost=2.7916251246261217 last_candle.percent_size_of_body=0.31428571428571267 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 22:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7916251246261217 too big
2020-02-25 22:00:20 INFO: filter last_candle.percent_size_of_cost=2.7916251246261217 last_candle.percent_size_of_body=0.31428571428571267 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-25 22:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7916251246261217 too big
2020-02-25 22:00:20 INFO: filter last_candle.percent_size_of_cost=2.7916251246261217 last_candle.percent_size_of_body=0.31428571428571267 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-25 22:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7916251246261217 too big
2020-02-25 22:00:20 INFO: not found applicable config for candle
2020-02-25 22:00:20 INFO: check need new order None
2020-02-25 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 25, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 250.75, 'high': 253.2, 'low': 249.75, 'close': 252.2, 'trades': 5001, 'volume': 5472106, 'vwap': 251.48, 'lastSize': 1100, 'turnover': 137607697905, 'homeNotional': 51380.73451844827, 'foreignNotional': 12920844.57747026}, {'timestamp': datetime.datetime(2020, 2, 25, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 248.55, 'high': 252.0, 'low': 245.0, 'close': 250.75, 'trades': 12264, 'volume': 18676318, 'vwap': 249.0, 'lastSize': 15, 'turnover': 465030879765, 'homeNotional': 174560.3864811184, 'foreignNotional': 43465731.44790486}, {'timestamp': datetime.datetime(2020, 2, 25, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 250.3, 'high': 250.85, 'low': 246.6, 'close': 248.55, 'trades': 7976, 'volume': 10999986, 'vwap': 248.72, 'lastSize': 60, 'turnover': 273587023805, 'homeNotional': 102649.79825526378, 'foreignNotional': 25530912.07910429}]
2020-02-25 23:00:20 INFO: prepare candles [CandleItem(low=249.75, high=253.2, open=250.75, close=252.2, color='GREEN'), CandleItem(low=245.0, high=252.0, open=248.55, close=250.75, color='GREEN'), CandleItem(low=246.6, high=250.85, open=250.3, close=248.55, color='RED')]
2020-02-25 23:00:20 INFO: skip by colors candles=[CandleItem(low=249.75, high=253.2, open=250.75, close=252.2, color='GREEN'), CandleItem(low=245.0, high=252.0, open=248.55, close=250.75, color='GREEN'), CandleItem(low=246.6, high=250.85, open=250.3, close=248.55, color='RED')]
2020-02-25 23:00:20 INFO: check need new order None
2020-02-25 23:01:42 INFO: Websocket Closed
2020-02-25 23:01:43 WARNING: reconnect to socket
2020-02-25 23:01:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-25 23:01:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-25 23:01:43 INFO: Authenticating with API Key.
2020-02-25 23:01:44 INFO: Connected to WS.
2020-02-25 23:08:07 INFO: Websocket Closed
2020-02-25 23:08:08 WARNING: reconnect to socket
2020-02-25 23:08:08 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-25 23:08:08 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-25 23:08:08 INFO: Authenticating with API Key.
2020-02-25 23:08:09 INFO: Connected to WS.
2020-02-25 23:12:22 INFO: Websocket Closed
2020-02-25 23:12:22 WARNING: reconnect to socket
2020-02-25 23:12:22 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-25 23:12:22 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-25 23:12:22 INFO: Authenticating with API Key.
2020-02-25 23:12:23 INFO: Connected to WS.
2020-02-25 23:14:20 INFO: Websocket Closed
2020-02-25 23:14:20 WARNING: reconnect to socket
2020-02-25 23:14:20 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-25 23:14:20 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-25 23:14:20 INFO: Authenticating with API Key.
2020-02-25 23:14:21 INFO: Connected to WS.
2020-02-26 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.2, 'high': 252.15, 'low': 246.15, 'close': 246.8, 'trades': 6399, 'volume': 6875634, 'vwap': 249.08, 'lastSize': 35, 'turnover': 171252775540, 'homeNotional': 64280.78294862002, 'foreignNotional': 16010759.668228105}, {'timestamp': datetime.datetime(2020, 2, 25, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 250.75, 'high': 253.2, 'low': 249.75, 'close': 252.2, 'trades': 5001, 'volume': 5472106, 'vwap': 251.48, 'lastSize': 1100, 'turnover': 137607697905, 'homeNotional': 51380.73451844827, 'foreignNotional': 12920844.57747026}, {'timestamp': datetime.datetime(2020, 2, 25, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 248.55, 'high': 252.0, 'low': 245.0, 'close': 250.75, 'trades': 12264, 'volume': 18676318, 'vwap': 249.0, 'lastSize': 15, 'turnover': 465030879765, 'homeNotional': 174560.3864811184, 'foreignNotional': 43465731.44790486}]
2020-02-26 00:00:21 INFO: prepare candles [CandleItem(low=246.15, high=252.15, open=252.2, close=246.8, color='RED'), CandleItem(low=249.75, high=253.2, open=250.75, close=252.2, color='GREEN'), CandleItem(low=245.0, high=252.0, open=248.55, close=250.75, color='GREEN')]
2020-02-26 00:00:21 INFO: last_candle=CandleItem(low=246.15, high=252.15, open=252.2, close=246.8, color='RED')
2020-02-26 00:00:21 INFO: filter last_candle.percent_size_of_cost=2.4311183144246353 last_candle.percent_size_of_body=0.8999999999999962 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-26 00:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.4311183144246353 too big
2020-02-26 00:00:21 INFO: filter last_candle.percent_size_of_cost=2.4311183144246353 last_candle.percent_size_of_body=0.8999999999999962 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 00:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.4311183144246353 too big
2020-02-26 00:00:21 INFO: filter last_candle.percent_size_of_cost=2.4311183144246353 last_candle.percent_size_of_body=0.8999999999999962 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-26 00:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.4311183144246353 too big
2020-02-26 00:00:21 INFO: filter last_candle.percent_size_of_cost=2.4311183144246353 last_candle.percent_size_of_body=0.8999999999999962 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 00:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.4311183144246353 too big
2020-02-26 00:00:21 INFO: filter last_candle.percent_size_of_cost=2.4311183144246353 last_candle.percent_size_of_body=0.8999999999999962 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-26 00:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.4311183144246353 too big
2020-02-26 00:00:21 INFO: filter last_candle.percent_size_of_cost=2.4311183144246353 last_candle.percent_size_of_body=0.8999999999999962 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 00:00:21 INFO: skip candle by last_candle.percent_size_of_cost=2.4311183144246353 too big
2020-02-26 00:00:21 INFO: not found applicable config for candle
2020-02-26 00:00:21 INFO: check need new order None
2020-02-26 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.8, 'high': 250.2, 'low': 244.8, 'close': 246.75, 'trades': 9875, 'volume': 13596034, 'vwap': 247.74, 'lastSize': 25, 'turnover': 336818325395, 'homeNotional': 126813.40671059536, 'foreignNotional': 31416160.8192646}, {'timestamp': datetime.datetime(2020, 2, 26, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.2, 'high': 252.15, 'low': 246.15, 'close': 246.8, 'trades': 6399, 'volume': 6875634, 'vwap': 249.08, 'lastSize': 35, 'turnover': 171252775540, 'homeNotional': 64280.78294862002, 'foreignNotional': 16010759.668228105}, {'timestamp': datetime.datetime(2020, 2, 25, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 250.75, 'high': 253.2, 'low': 249.75, 'close': 252.2, 'trades': 5001, 'volume': 5472106, 'vwap': 251.48, 'lastSize': 1100, 'turnover': 137607697905, 'homeNotional': 51380.73451844827, 'foreignNotional': 12920844.57747026}]
2020-02-26 01:00:20 INFO: prepare candles [CandleItem(low=244.8, high=250.2, open=246.8, close=246.75, color='RED'), CandleItem(low=246.15, high=252.15, open=252.2, close=246.8, color='RED'), CandleItem(low=249.75, high=253.2, open=250.75, close=252.2, color='GREEN')]
2020-02-26 01:00:20 INFO: skip by colors candles=[CandleItem(low=244.8, high=250.2, open=246.8, close=246.75, color='RED'), CandleItem(low=246.15, high=252.15, open=252.2, close=246.8, color='RED'), CandleItem(low=249.75, high=253.2, open=250.75, close=252.2, color='GREEN')]
2020-02-26 01:00:20 INFO: check need new order None
2020-02-26 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.75, 'high': 247.7, 'low': 240.05, 'close': 240.15, 'trades': 16632, 'volume': 24112823, 'vwap': 242.83, 'lastSize': 51, 'turnover': 585508685505, 'homeNotional': 222825.92305031756, 'foreignNotional': 54108037.18878173}, {'timestamp': datetime.datetime(2020, 2, 26, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.8, 'high': 250.2, 'low': 244.8, 'close': 246.75, 'trades': 9875, 'volume': 13596034, 'vwap': 247.74, 'lastSize': 25, 'turnover': 336818325395, 'homeNotional': 126813.40671059536, 'foreignNotional': 31416160.8192646}, {'timestamp': datetime.datetime(2020, 2, 26, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 252.2, 'high': 252.15, 'low': 246.15, 'close': 246.8, 'trades': 6399, 'volume': 6875634, 'vwap': 249.08, 'lastSize': 35, 'turnover': 171252775540, 'homeNotional': 64280.78294862002, 'foreignNotional': 16010759.668228105}]
2020-02-26 02:00:20 INFO: prepare candles [CandleItem(low=240.05, high=247.7, open=246.75, close=240.15, color='RED'), CandleItem(low=244.8, high=250.2, open=246.8, close=246.75, color='RED'), CandleItem(low=246.15, high=252.15, open=252.2, close=246.8, color='RED')]
2020-02-26 02:00:20 INFO: skip by colors candles=[CandleItem(low=240.05, high=247.7, open=246.75, close=240.15, color='RED'), CandleItem(low=244.8, high=250.2, open=246.8, close=246.75, color='RED'), CandleItem(low=246.15, high=252.15, open=252.2, close=246.8, color='RED')]
2020-02-26 02:00:20 INFO: check need new order None
2020-02-26 02:14:16 INFO: process event {'orderID': 'cea13ee8-31e6-3db1-c081-0785394bdae3', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': None, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Market', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2020-02-26T02:14:16.265Z', 'timestamp': '2020-02-26T02:14:16.265Z'}
2020-02-26 02:14:16 INFO: skip event  New
2020-02-26 02:14:16 INFO: process event {'orderID': 'cea13ee8-31e6-3db1-c081-0785394bdae3', 'side': 'Sell', 'orderQty': 2, 'price': 237.65, 'workingIndicator': True, 'leavesQty': 2, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-26T02:14:16.265Z'}
2020-02-26 02:14:16 INFO: skip event  
2020-02-26 02:14:16 INFO: process event {'orderID': 'cea13ee8-31e6-3db1-c081-0785394bdae3', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 237.65, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-26T02:14:16.265Z'}
2020-02-26 02:14:16 INFO: add new event={'uid': '', 'status': 'Filled'}
2020-02-26 02:14:16 INFO: start process event--------------------------------------------
2020-02-26 02:14:16 INFO: fetch new order event 
2020-02-26 02:14:16 INFO: fetch orders by event init=None profit_pair=None
2020-02-26 02:14:16 WARNING: NOT FOUND ORDER INTO STORAGE!
2020-02-26 02:14:16 INFO: end process event_processing_result='not found order'---------------------------------------------------
2020-02-26 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 241.5, 'low': 235.95, 'close': 240.0, 'trades': 17782, 'volume': 28672609, 'vwap': 238.91, 'lastSize': 3409, 'turnover': 684994947865, 'homeNotional': 262619.73275374033, 'foreignNotional': 62741489.588361904}, {'timestamp': datetime.datetime(2020, 2, 26, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.75, 'high': 247.7, 'low': 240.05, 'close': 240.15, 'trades': 16632, 'volume': 24112823, 'vwap': 242.83, 'lastSize': 51, 'turnover': 585508685505, 'homeNotional': 222825.92305031756, 'foreignNotional': 54108037.18878173}, {'timestamp': datetime.datetime(2020, 2, 26, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.8, 'high': 250.2, 'low': 244.8, 'close': 246.75, 'trades': 9875, 'volume': 13596034, 'vwap': 247.74, 'lastSize': 25, 'turnover': 336818325395, 'homeNotional': 126813.40671059536, 'foreignNotional': 31416160.8192646}]
2020-02-26 03:00:20 INFO: prepare candles [CandleItem(low=235.95, high=241.5, open=240.15, close=240.0, color='RED'), CandleItem(low=240.05, high=247.7, open=246.75, close=240.15, color='RED'), CandleItem(low=244.8, high=250.2, open=246.8, close=246.75, color='RED')]
2020-02-26 03:00:20 INFO: skip by colors candles=[CandleItem(low=235.95, high=241.5, open=240.15, close=240.0, color='RED'), CandleItem(low=240.05, high=247.7, open=246.75, close=240.15, color='RED'), CandleItem(low=244.8, high=250.2, open=246.8, close=246.75, color='RED')]
2020-02-26 03:00:20 INFO: check need new order None
2020-02-26 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.15, 'low': 237.55, 'close': 238.95, 'trades': 6045, 'volume': 7035054, 'vwap': 238.75, 'lastSize': 45, 'turnover': 167957630000, 'homeNotional': 64398.58536519443, 'foreignNotional': 15374806.250571033}, {'timestamp': datetime.datetime(2020, 2, 26, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 241.5, 'low': 235.95, 'close': 240.0, 'trades': 17782, 'volume': 28672609, 'vwap': 238.91, 'lastSize': 3409, 'turnover': 684994947865, 'homeNotional': 262619.73275374033, 'foreignNotional': 62741489.588361904}, {'timestamp': datetime.datetime(2020, 2, 26, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.75, 'high': 247.7, 'low': 240.05, 'close': 240.15, 'trades': 16632, 'volume': 24112823, 'vwap': 242.83, 'lastSize': 51, 'turnover': 585508685505, 'homeNotional': 222825.92305031756, 'foreignNotional': 54108037.18878173}]
2020-02-26 04:00:20 INFO: prepare candles [CandleItem(low=237.55, high=240.15, open=240.0, close=238.95, color='RED'), CandleItem(low=235.95, high=241.5, open=240.15, close=240.0, color='RED'), CandleItem(low=240.05, high=247.7, open=246.75, close=240.15, color='RED')]
2020-02-26 04:00:20 INFO: skip by colors candles=[CandleItem(low=237.55, high=240.15, open=240.0, close=238.95, color='RED'), CandleItem(low=235.95, high=241.5, open=240.15, close=240.0, color='RED'), CandleItem(low=240.05, high=247.7, open=246.75, close=240.15, color='RED')]
2020-02-26 04:00:20 INFO: check need new order None
2020-02-26 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 241.0, 'low': 237.55, 'close': 240.3, 'trades': 5682, 'volume': 9631351, 'vwap': 239.24, 'lastSize': 373, 'turnover': 230412941465, 'homeNotional': 88020.04017835524, 'foreignNotional': 21057360.560874593}, {'timestamp': datetime.datetime(2020, 2, 26, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.15, 'low': 237.55, 'close': 238.95, 'trades': 6045, 'volume': 7035054, 'vwap': 238.75, 'lastSize': 45, 'turnover': 167957630000, 'homeNotional': 64398.58536519443, 'foreignNotional': 15374806.250571033}, {'timestamp': datetime.datetime(2020, 2, 26, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.15, 'high': 241.5, 'low': 235.95, 'close': 240.0, 'trades': 17782, 'volume': 28672609, 'vwap': 238.91, 'lastSize': 3409, 'turnover': 684994947865, 'homeNotional': 262619.73275374033, 'foreignNotional': 62741489.588361904}]
2020-02-26 05:00:21 INFO: prepare candles [CandleItem(low=237.55, high=241.0, open=238.95, close=240.3, color='GREEN'), CandleItem(low=237.55, high=240.15, open=240.0, close=238.95, color='RED'), CandleItem(low=235.95, high=241.5, open=240.15, close=240.0, color='RED')]
2020-02-26 05:00:21 INFO: last_candle=CandleItem(low=237.55, high=241.0, open=238.95, close=240.3, color='GREEN')
2020-02-26 05:00:21 INFO: filter last_candle.percent_size_of_cost=1.435705368289633 last_candle.percent_size_of_body=0.39130434782609486 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-26 05:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.435705368289633 too big
2020-02-26 05:00:21 INFO: filter last_candle.percent_size_of_cost=1.435705368289633 last_candle.percent_size_of_body=0.39130434782609486 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 05:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.435705368289633 too big
2020-02-26 05:00:21 INFO: filter last_candle.percent_size_of_cost=1.435705368289633 last_candle.percent_size_of_body=0.39130434782609486 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-26 05:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.435705368289633 too big
2020-02-26 05:00:21 INFO: filter last_candle.percent_size_of_cost=1.435705368289633 last_candle.percent_size_of_body=0.39130434782609486 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 05:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.435705368289633 too big
2020-02-26 05:00:21 INFO: filter last_candle.percent_size_of_cost=1.435705368289633 last_candle.percent_size_of_body=0.39130434782609486 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-26 05:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.435705368289633 too big
2020-02-26 05:00:21 INFO: filter last_candle.percent_size_of_cost=1.435705368289633 last_candle.percent_size_of_body=0.39130434782609486 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 05:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.435705368289633 too small
2020-02-26 05:00:21 INFO: not found applicable config for candle
2020-02-26 05:00:21 INFO: check need new order None
2020-02-26 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.3, 'high': 240.85, 'low': 238.8, 'close': 240.8, 'trades': 3549, 'volume': 4432175, 'vwap': 239.71, 'lastSize': 220, 'turnover': 106241514765, 'homeNotional': 40566.74566244622, 'foreignNotional': 9724090.236419909}, {'timestamp': datetime.datetime(2020, 2, 26, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 241.0, 'low': 237.55, 'close': 240.3, 'trades': 5682, 'volume': 9631351, 'vwap': 239.24, 'lastSize': 373, 'turnover': 230412941465, 'homeNotional': 88020.04017835524, 'foreignNotional': 21057360.560874593}, {'timestamp': datetime.datetime(2020, 2, 26, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.0, 'high': 240.15, 'low': 237.55, 'close': 238.95, 'trades': 6045, 'volume': 7035054, 'vwap': 238.75, 'lastSize': 45, 'turnover': 167957630000, 'homeNotional': 64398.58536519443, 'foreignNotional': 15374806.250571033}]
2020-02-26 06:00:20 INFO: prepare candles [CandleItem(low=238.8, high=240.85, open=240.3, close=240.8, color='GREEN'), CandleItem(low=237.55, high=241.0, open=238.95, close=240.3, color='GREEN'), CandleItem(low=237.55, high=240.15, open=240.0, close=238.95, color='RED')]
2020-02-26 06:00:20 INFO: skip by colors candles=[CandleItem(low=238.8, high=240.85, open=240.3, close=240.8, color='GREEN'), CandleItem(low=237.55, high=241.0, open=238.95, close=240.3, color='GREEN'), CandleItem(low=237.55, high=240.15, open=240.0, close=238.95, color='RED')]
2020-02-26 06:00:20 INFO: check need new order None
2020-02-26 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 242.4, 'low': 239.9, 'close': 241.95, 'trades': 4410, 'volume': 5747765, 'vwap': 241.34, 'lastSize': 15, 'turnover': 138711388760, 'homeNotional': 52827.22150953255, 'foreignNotional': 12748892.553115638}, {'timestamp': datetime.datetime(2020, 2, 26, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.3, 'high': 240.85, 'low': 238.8, 'close': 240.8, 'trades': 3549, 'volume': 4432175, 'vwap': 239.71, 'lastSize': 220, 'turnover': 106241514765, 'homeNotional': 40566.74566244622, 'foreignNotional': 9724090.236419909}, {'timestamp': datetime.datetime(2020, 2, 26, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 241.0, 'low': 237.55, 'close': 240.3, 'trades': 5682, 'volume': 9631351, 'vwap': 239.24, 'lastSize': 373, 'turnover': 230412941465, 'homeNotional': 88020.04017835524, 'foreignNotional': 21057360.560874593}]
2020-02-26 07:00:20 INFO: prepare candles [CandleItem(low=239.9, high=242.4, open=240.8, close=241.95, color='GREEN'), CandleItem(low=238.8, high=240.85, open=240.3, close=240.8, color='GREEN'), CandleItem(low=237.55, high=241.0, open=238.95, close=240.3, color='GREEN')]
2020-02-26 07:00:20 INFO: skip by colors candles=[CandleItem(low=239.9, high=242.4, open=240.8, close=241.95, color='GREEN'), CandleItem(low=238.8, high=240.85, open=240.3, close=240.8, color='GREEN'), CandleItem(low=237.55, high=241.0, open=238.95, close=240.3, color='GREEN')]
2020-02-26 07:00:20 INFO: check need new order None
2020-02-26 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.05, 'low': 237.65, 'close': 238.0, 'trades': 5953, 'volume': 7199457, 'vwap': 239.51, 'lastSize': 50, 'turnover': 172432574495, 'homeNotional': 65945.09485148558, 'foreignNotional': 15794514.933990775}, {'timestamp': datetime.datetime(2020, 2, 26, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 242.4, 'low': 239.9, 'close': 241.95, 'trades': 4410, 'volume': 5747765, 'vwap': 241.34, 'lastSize': 15, 'turnover': 138711388760, 'homeNotional': 52827.22150953255, 'foreignNotional': 12748892.553115638}, {'timestamp': datetime.datetime(2020, 2, 26, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.3, 'high': 240.85, 'low': 238.8, 'close': 240.8, 'trades': 3549, 'volume': 4432175, 'vwap': 239.71, 'lastSize': 220, 'turnover': 106241514765, 'homeNotional': 40566.74566244622, 'foreignNotional': 9724090.236419909}]
2020-02-26 08:00:20 INFO: prepare candles [CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED'), CandleItem(low=239.9, high=242.4, open=240.8, close=241.95, color='GREEN'), CandleItem(low=238.8, high=240.85, open=240.3, close=240.8, color='GREEN')]
2020-02-26 08:00:20 INFO: last_candle=CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED')
2020-02-26 08:00:20 INFO: filter last_candle.percent_size_of_cost=1.8487394957983219 last_candle.percent_size_of_body=0.8977272727272689 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-26 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8487394957983219 too big
2020-02-26 08:00:20 INFO: filter last_candle.percent_size_of_cost=1.8487394957983219 last_candle.percent_size_of_body=0.8977272727272689 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8487394957983219 too big
2020-02-26 08:00:20 INFO: filter last_candle.percent_size_of_cost=1.8487394957983219 last_candle.percent_size_of_body=0.8977272727272689 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-26 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8487394957983219 too big
2020-02-26 08:00:20 INFO: filter last_candle.percent_size_of_cost=1.8487394957983219 last_candle.percent_size_of_body=0.8977272727272689 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8487394957983219 too big
2020-02-26 08:00:20 INFO: filter last_candle.percent_size_of_cost=1.8487394957983219 last_candle.percent_size_of_body=0.8977272727272689 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-26 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8487394957983219 too big
2020-02-26 08:00:20 INFO: filter last_candle.percent_size_of_cost=1.8487394957983219 last_candle.percent_size_of_body=0.8977272727272689 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-26 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-26 08:00:20 INFO: place order: start candle=CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED') ticker='ETHUSD' price_offset=0.1
2020-02-26 08:00:20 INFO: place order: side_factor=1.0 init_trigger_price=237.6 init_order_price=237.55 stop_price_offset=0.0 candle.size=4.400000000000006 stop_price=242.05 take_price=219.95
2020-02-26 08:00:20 INFO: place order: compute qty=-2.0
2020-02-26 08:00:20 INFO: place order: save order to db 67cf8dd1be904795a201b7053f0fc768; response=True
2020-02-26 08:00:20 INFO: post order to exchange resp={'orderID': '1a799579-1df7-b101-5248-2f867f493b7a', 'clOrdID': '67cf8dd1be904795a201b7053f0fc768', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.55, 'displayQty': None, 'stopPx': 237.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 26, 8, 0, 20, 797000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 26, 8, 0, 20, 797000, tzinfo=tzlocal())}
2020-02-26 08:00:20 INFO: place new init order {'qty': -2.0, 'init_price': 237.6, 'stop_price': 242.05, 'take_price': 219.95, 'order_uid': '67cf8dd1be904795a201b7053f0fc768', 'response': {'orderID': '1a799579-1df7-b101-5248-2f867f493b7a', 'clOrdID': '67cf8dd1be904795a201b7053f0fc768', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.55, 'displayQty': None, 'stopPx': 237.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 26, 8, 0, 20, 797000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 26, 8, 0, 20, 797000, tzinfo=tzlocal())}}
2020-02-26 08:00:21 INFO: process event {'orderID': '1a799579-1df7-b101-5248-2f867f493b7a', 'clOrdID': '67cf8dd1be904795a201b7053f0fc768', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.55, 'displayQty': None, 'stopPx': 237.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-02-26T08:00:20.797Z', 'timestamp': '2020-02-26T08:00:20.797Z'}
2020-02-26 08:00:21 INFO: skip event 67cf8dd1be904795a201b7053f0fc768 New
2020-02-26 08:00:43 INFO: process event {'orderID': '1a799579-1df7-b101-5248-2f867f493b7a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-02-26T08:00:43.349Z', 'clOrdID': '67cf8dd1be904795a201b7053f0fc768', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-26 08:00:43 INFO: skip event 67cf8dd1be904795a201b7053f0fc768 
2020-02-26 08:00:43 INFO: process event {'orderID': '1a799579-1df7-b101-5248-2f867f493b7a', 'workingIndicator': True, 'transactTime': '2020-02-26T08:00:43.349Z', 'clOrdID': '67cf8dd1be904795a201b7053f0fc768', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-26T08:00:43.349Z'}
2020-02-26 08:00:43 INFO: skip event 67cf8dd1be904795a201b7053f0fc768 
2020-02-26 08:00:43 INFO: process event {'orderID': '1a799579-1df7-b101-5248-2f867f493b7a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 237.6, 'clOrdID': '67cf8dd1be904795a201b7053f0fc768', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-26T08:00:43.349Z'}
2020-02-26 08:00:43 INFO: add new event={'uid': '67cf8dd1be904795a201b7053f0fc768', 'status': 'Filled'}
2020-02-26 08:00:43 INFO: start process event--------------------------------------------
2020-02-26 08:00:43 INFO: fetch new order event 67cf8dd1be904795a201b7053f0fc768
2020-02-26 08:00:43 INFO: fetch orders by event init={'stop': '242.05', 'take': '219.95', 'qty': '2.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-02-26 08:00:43 INFO: process init order filled
2020-02-26 08:00:43 INFO: save profit orders to storage stop=fdcefc5c837e4ceda70d34ef4ba2e6ee take=dc54247736c6412982db929b1a2c172a
Traceback (most recent call last):
  File "app/trader.py", line 113, in <module>
    main()
  File "app/trader.py", line 98, in main
    event_processing_result = proceed_event(current_event['uid'])
  File "/home/crypto/current/app/event_driven_operations.py", line 31, in proceed_event
    orders_resp = place_orders_profit(**init_order_info, dry_run=dry_run, stop_uid=stop_uid, take_uid=take_uid)
TypeError: place_orders_profit() got an unexpected keyword argument 'clearing_offset'
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-02-26 08:00:47 INFO: start trader process
2020-02-26 08:00:47 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-26 08:00:47 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-26 08:00:47 INFO: Authenticating with API Key.
2020-02-26 08:00:48 INFO: Connected to WS.
2020-02-26 08:08:19 WARNING: handle interrupt sig 2 False
2020-02-26 08:08:19 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-02-26 08:08:22 INFO: start trader process
2020-02-26 08:08:22 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-02-26 08:08:22 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-02-26 08:08:22 INFO: Authenticating with API Key.
2020-02-26 08:08:23 INFO: Connected to WS.
2020-02-26 08:53:12 INFO: process event {'orderID': '5e764414-51bf-17e2-d20f-ddb62c922ed0', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': '', 'simpleOrderQty': None, 'orderQty': None, 'price': None, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Market', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': None, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Position Close from www.bitmex.com', 'transactTime': '2020-02-26T08:53:12.830Z', 'timestamp': '2020-02-26T08:53:12.830Z'}
2020-02-26 08:53:12 INFO: skip event  New
2020-02-26 08:53:12 INFO: process event {'orderID': '5e764414-51bf-17e2-d20f-ddb62c922ed0', 'side': 'Buy', 'orderQty': 2, 'price': 239.65, 'workingIndicator': True, 'leavesQty': 2, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-26T08:53:12.830Z'}
2020-02-26 08:53:12 INFO: skip event  
2020-02-26 08:53:12 INFO: process event {'orderID': '5e764414-51bf-17e2-d20f-ddb62c922ed0', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 239.65, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-26T08:53:12.830Z'}
2020-02-26 08:53:12 INFO: add new event={'uid': '', 'status': 'Filled'}
2020-02-26 08:53:13 INFO: start process event--------------------------------------------
2020-02-26 08:53:13 INFO: fetch new order event 
2020-02-26 08:53:13 INFO: fetch orders by event init=None profit_pair=None
2020-02-26 08:53:13 WARNING: NOT FOUND ORDER INTO STORAGE!
2020-02-26 08:53:13 INFO: end process event_processing_result='not found order'---------------------------------------------------
2020-02-26 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 240.0, 'low': 235.3, 'close': 238.65, 'trades': 9305, 'volume': 13039618, 'vwap': 237.56, 'lastSize': 15, 'turnover': 309761109165, 'homeNotional': 119207.81373858574, 'foreignNotional': 28318775.303988095}, {'timestamp': datetime.datetime(2020, 2, 26, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.05, 'low': 237.65, 'close': 238.0, 'trades': 5953, 'volume': 7199457, 'vwap': 239.51, 'lastSize': 50, 'turnover': 172432574495, 'homeNotional': 65945.09485148558, 'foreignNotional': 15794514.933990775}, {'timestamp': datetime.datetime(2020, 2, 26, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.8, 'high': 242.4, 'low': 239.9, 'close': 241.95, 'trades': 4410, 'volume': 5747765, 'vwap': 241.34, 'lastSize': 15, 'turnover': 138711388760, 'homeNotional': 52827.22150953255, 'foreignNotional': 12748892.553115638}]
2020-02-26 09:00:20 INFO: prepare candles [CandleItem(low=235.3, high=240.0, open=238.0, close=238.65, color='GREEN'), CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED'), CandleItem(low=239.9, high=242.4, open=240.8, close=241.95, color='GREEN')]
2020-02-26 09:00:20 INFO: skip by colors candles=[CandleItem(low=235.3, high=240.0, open=238.0, close=238.65, color='GREEN'), CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED'), CandleItem(low=239.9, high=242.4, open=240.8, close=241.95, color='GREEN')]
2020-02-26 09:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-02-26 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.65, 'high': 238.85, 'low': 235.4, 'close': 235.7, 'trades': 7674, 'volume': 10948770, 'vwap': 236.65, 'lastSize': 10, 'turnover': 259093326350, 'homeNotional': 100027.93101784796, 'foreignNotional': 23670895.223843545}, {'timestamp': datetime.datetime(2020, 2, 26, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 240.0, 'low': 235.3, 'close': 238.65, 'trades': 9305, 'volume': 13039618, 'vwap': 237.56, 'lastSize': 15, 'turnover': 309761109165, 'homeNotional': 119207.81373858574, 'foreignNotional': 28318775.303988095}, {'timestamp': datetime.datetime(2020, 2, 26, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 241.95, 'high': 242.05, 'low': 237.65, 'close': 238.0, 'trades': 5953, 'volume': 7199457, 'vwap': 239.51, 'lastSize': 50, 'turnover': 172432574495, 'homeNotional': 65945.09485148558, 'foreignNotional': 15794514.933990775}]
2020-02-26 10:00:20 INFO: prepare candles [CandleItem(low=235.4, high=238.85, open=238.65, close=235.7, color='RED'), CandleItem(low=235.3, high=240.0, open=238.0, close=238.65, color='GREEN'), CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED')]
2020-02-26 10:00:20 INFO: skip by colors candles=[CandleItem(low=235.4, high=238.85, open=238.65, close=235.7, color='RED'), CandleItem(low=235.3, high=240.0, open=238.0, close=238.65, color='GREEN'), CandleItem(low=237.65, high=242.05, open=241.95, close=238.0, color='RED')]
2020-02-26 10:00:20 INFO: check need new order None
2020-02-26 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.7, 'high': 238.3, 'low': 234.85, 'close': 237.75, 'trades': 7955, 'volume': 13050641, 'vwap': 236.29, 'lastSize': 113, 'turnover': 308360587085, 'homeNotional': 119282.8318096221, 'foreignNotional': 28184343.23952737}, {'timestamp': datetime.datetime(2020, 2, 26, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.65, 'high': 238.85, 'low': 235.4, 'close': 235.7, 'trades': 7674, 'volume': 10948770, 'vwap': 236.65, 'lastSize': 10, 'turnover': 259093326350, 'homeNotional': 100027.93101784796, 'foreignNotional': 23670895.223843545}, {'timestamp': datetime.datetime(2020, 2, 26, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.0, 'high': 240.0, 'low': 235.3, 'close': 238.65, 'trades': 9305, 'volume': 13039618, 'vwap': 237.56, 'lastSize': 15, 'turnover': 309761109165, 'homeNotional': 119207.81373858574, 'foreignNotional': 28318775.303988095}]
2020-02-26 11:00:20 INFO: prepare candles [CandleItem(low=234.85, high=238.3, open=235.7, close=237.75, color='GREEN'), CandleItem(low=235.4, high=238.85, open=238.65, close=235.7, color='RED'), CandleItem(low=235.3, high=240.0, open=238.0, close=238.65, color='GREEN')]
2020-02-26 11:00:20 INFO: skip by colors candles=[CandleItem(low=234.85, high=238.3, open=235.7, close=237.75, color='GREEN'), CandleItem(low=235.4, high=238.85, open=238.65, close=235.7, color='RED'), CandleItem(low=235.3, high=240.0, open=238.0, close=238.65, color='GREEN')]
2020-02-26 11:00:20 INFO: check need new order None
2020-02-26 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 237.75, 'low': 234.95, 'close': 235.15, 'trades': 5325, 'volume': 7640388, 'vwap': 235.93, 'lastSize': 167, 'turnover': 180256880970, 'homeNotional': 69855.45475919444, 'foreignNotional': 16480779.139759615}, {'timestamp': datetime.datetime(2020, 2, 26, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.7, 'high': 238.3, 'low': 234.85, 'close': 237.75, 'trades': 7955, 'volume': 13050641, 'vwap': 236.29, 'lastSize': 113, 'turnover': 308360587085, 'homeNotional': 119282.8318096221, 'foreignNotional': 28184343.23952737}, {'timestamp': datetime.datetime(2020, 2, 26, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.65, 'high': 238.85, 'low': 235.4, 'close': 235.7, 'trades': 7674, 'volume': 10948770, 'vwap': 236.65, 'lastSize': 10, 'turnover': 259093326350, 'homeNotional': 100027.93101784796, 'foreignNotional': 23670895.223843545}]
2020-02-26 12:00:20 INFO: prepare candles [CandleItem(low=234.95, high=237.75, open=237.75, close=235.15, color='RED'), CandleItem(low=234.85, high=238.3, open=235.7, close=237.75, color='GREEN'), CandleItem(low=235.4, high=238.85, open=238.65, close=235.7, color='RED')]
2020-02-26 12:00:20 INFO: skip by colors candles=[CandleItem(low=234.95, high=237.75, open=237.75, close=235.15, color='RED'), CandleItem(low=234.85, high=238.3, open=235.7, close=237.75, color='GREEN'), CandleItem(low=235.4, high=238.85, open=238.65, close=235.7, color='RED')]
2020-02-26 12:00:20 INFO: check need new order None
2020-02-26 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 241.9, 'low': 232.2, 'close': 240.4, 'trades': 18360, 'volume': 32816493, 'vwap': 237.75, 'lastSize': 1000, 'turnover': 780206221300, 'homeNotional': 301158.8338967983, 'foreignNotional': 71604673.64321999}, {'timestamp': datetime.datetime(2020, 2, 26, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 237.75, 'low': 234.95, 'close': 235.15, 'trades': 5325, 'volume': 7640388, 'vwap': 235.93, 'lastSize': 167, 'turnover': 180256880970, 'homeNotional': 69855.45475919444, 'foreignNotional': 16480779.139759615}, {'timestamp': datetime.datetime(2020, 2, 26, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.7, 'high': 238.3, 'low': 234.85, 'close': 237.75, 'trades': 7955, 'volume': 13050641, 'vwap': 236.29, 'lastSize': 113, 'turnover': 308360587085, 'homeNotional': 119282.8318096221, 'foreignNotional': 28184343.23952737}]
2020-02-26 13:00:20 INFO: prepare candles [CandleItem(low=232.2, high=241.9, open=235.15, close=240.4, color='GREEN'), CandleItem(low=234.95, high=237.75, open=237.75, close=235.15, color='RED'), CandleItem(low=234.85, high=238.3, open=235.7, close=237.75, color='GREEN')]
2020-02-26 13:00:20 INFO: skip by colors candles=[CandleItem(low=232.2, high=241.9, open=235.15, close=240.4, color='GREEN'), CandleItem(low=234.95, high=237.75, open=237.75, close=235.15, color='RED'), CandleItem(low=234.85, high=238.3, open=235.7, close=237.75, color='GREEN')]
2020-02-26 13:00:20 INFO: check need new order None
2020-02-26 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.6, 'low': 232.0, 'close': 234.25, 'trades': 14765, 'volume': 22126845, 'vwap': 235.79, 'lastSize': 4984, 'turnover': 521719622130, 'homeNotional': 202586.4102222981, 'foreignNotional': 47769443.48244617}, {'timestamp': datetime.datetime(2020, 2, 26, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 241.9, 'low': 232.2, 'close': 240.4, 'trades': 18360, 'volume': 32816493, 'vwap': 237.75, 'lastSize': 1000, 'turnover': 780206221300, 'homeNotional': 301158.8338967983, 'foreignNotional': 71604673.64321999}, {'timestamp': datetime.datetime(2020, 2, 26, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 237.75, 'low': 234.95, 'close': 235.15, 'trades': 5325, 'volume': 7640388, 'vwap': 235.93, 'lastSize': 167, 'turnover': 180256880970, 'homeNotional': 69855.45475919444, 'foreignNotional': 16480779.139759615}]
2020-02-26 14:00:20 INFO: prepare candles [CandleItem(low=232.0, high=240.6, open=240.4, close=234.25, color='RED'), CandleItem(low=232.2, high=241.9, open=235.15, close=240.4, color='GREEN'), CandleItem(low=234.95, high=237.75, open=237.75, close=235.15, color='RED')]
2020-02-26 14:00:20 INFO: skip by colors candles=[CandleItem(low=232.0, high=240.6, open=240.4, close=234.25, color='RED'), CandleItem(low=232.2, high=241.9, open=235.15, close=240.4, color='GREEN'), CandleItem(low=234.95, high=237.75, open=237.75, close=235.15, color='RED')]
2020-02-26 14:00:20 INFO: check need new order None
2020-02-26 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.25, 'high': 235.7, 'low': 229.6, 'close': 231.75, 'trades': 21285, 'volume': 39087709, 'vwap': 232.09, 'lastSize': 97, 'turnover': 907175008830, 'homeNotional': 352830.70090881066, 'foreignNotional': 81888651.28202747}, {'timestamp': datetime.datetime(2020, 2, 26, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.6, 'low': 232.0, 'close': 234.25, 'trades': 14765, 'volume': 22126845, 'vwap': 235.79, 'lastSize': 4984, 'turnover': 521719622130, 'homeNotional': 202586.4102222981, 'foreignNotional': 47769443.48244617}, {'timestamp': datetime.datetime(2020, 2, 26, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.15, 'high': 241.9, 'low': 232.2, 'close': 240.4, 'trades': 18360, 'volume': 32816493, 'vwap': 237.75, 'lastSize': 1000, 'turnover': 780206221300, 'homeNotional': 301158.8338967983, 'foreignNotional': 71604673.64321999}]
2020-02-26 15:00:20 INFO: prepare candles [CandleItem(low=229.6, high=235.7, open=234.25, close=231.75, color='RED'), CandleItem(low=232.0, high=240.6, open=240.4, close=234.25, color='RED'), CandleItem(low=232.2, high=241.9, open=235.15, close=240.4, color='GREEN')]
2020-02-26 15:00:20 INFO: skip by colors candles=[CandleItem(low=229.6, high=235.7, open=234.25, close=231.75, color='RED'), CandleItem(low=232.0, high=240.6, open=240.4, close=234.25, color='RED'), CandleItem(low=232.2, high=241.9, open=235.15, close=240.4, color='GREEN')]
2020-02-26 15:00:20 INFO: check need new order None
2020-02-26 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 232.3, 'low': 226.0, 'close': 226.25, 'trades': 17748, 'volume': 30931568, 'vwap': 228.47, 'lastSize': 60, 'turnover': 706681505205, 'homeNotional': 278369.2812641597, 'foreignNotional': 63598285.44592605}, {'timestamp': datetime.datetime(2020, 2, 26, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.25, 'high': 235.7, 'low': 229.6, 'close': 231.75, 'trades': 21285, 'volume': 39087709, 'vwap': 232.09, 'lastSize': 97, 'turnover': 907175008830, 'homeNotional': 352830.70090881066, 'foreignNotional': 81888651.28202747}, {'timestamp': datetime.datetime(2020, 2, 26, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.4, 'high': 240.6, 'low': 232.0, 'close': 234.25, 'trades': 14765, 'volume': 22126845, 'vwap': 235.79, 'lastSize': 4984, 'turnover': 521719622130, 'homeNotional': 202586.4102222981, 'foreignNotional': 47769443.48244617}]
2020-02-26 16:00:20 INFO: prepare candles [CandleItem(low=226.0, high=232.3, open=231.75, close=226.25, color='RED'), CandleItem(low=229.6, high=235.7, open=234.25, close=231.75, color='RED'), CandleItem(low=232.0, high=240.6, open=240.4, close=234.25, color='RED')]
2020-02-26 16:00:20 INFO: skip by colors candles=[CandleItem(low=226.0, high=232.3, open=231.75, close=226.25, color='RED'), CandleItem(low=229.6, high=235.7, open=234.25, close=231.75, color='RED'), CandleItem(low=232.0, high=240.6, open=240.4, close=234.25, color='RED')]
2020-02-26 16:00:20 INFO: check need new order None
2020-02-26 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.25, 'high': 228.75, 'low': 214.35, 'close': 222.25, 'trades': 36688, 'volume': 78569932, 'vwap': 222.02, 'lastSize': 15, 'turnover': 1744366679645, 'homeNotional': 694460.4401254002, 'foreignNotional': 154197488.16035008}, {'timestamp': datetime.datetime(2020, 2, 26, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 232.3, 'low': 226.0, 'close': 226.25, 'trades': 17748, 'volume': 30931568, 'vwap': 228.47, 'lastSize': 60, 'turnover': 706681505205, 'homeNotional': 278369.2812641597, 'foreignNotional': 63598285.44592605}, {'timestamp': datetime.datetime(2020, 2, 26, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.25, 'high': 235.7, 'low': 229.6, 'close': 231.75, 'trades': 21285, 'volume': 39087709, 'vwap': 232.09, 'lastSize': 97, 'turnover': 907175008830, 'homeNotional': 352830.70090881066, 'foreignNotional': 81888651.28202747}]
2020-02-26 17:00:20 INFO: prepare candles [CandleItem(low=214.35, high=228.75, open=226.25, close=222.25, color='RED'), CandleItem(low=226.0, high=232.3, open=231.75, close=226.25, color='RED'), CandleItem(low=229.6, high=235.7, open=234.25, close=231.75, color='RED')]
2020-02-26 17:00:20 INFO: skip by colors candles=[CandleItem(low=214.35, high=228.75, open=226.25, close=222.25, color='RED'), CandleItem(low=226.0, high=232.3, open=231.75, close=226.25, color='RED'), CandleItem(low=229.6, high=235.7, open=234.25, close=231.75, color='RED')]
2020-02-26 17:00:20 INFO: check need new order None
2020-02-26 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.25, 'high': 223.9, 'low': 219.5, 'close': 221.95, 'trades': 14772, 'volume': 19857383, 'vwap': 221.53, 'lastSize': 100, 'turnover': 439890585120, 'homeNotional': 172773.50136527547, 'foreignNotional': 38274235.62407217}, {'timestamp': datetime.datetime(2020, 2, 26, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.25, 'high': 228.75, 'low': 214.35, 'close': 222.25, 'trades': 36688, 'volume': 78569932, 'vwap': 222.02, 'lastSize': 15, 'turnover': 1744366679645, 'homeNotional': 694460.4401254002, 'foreignNotional': 154197488.16035008}, {'timestamp': datetime.datetime(2020, 2, 26, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 232.3, 'low': 226.0, 'close': 226.25, 'trades': 17748, 'volume': 30931568, 'vwap': 228.47, 'lastSize': 60, 'turnover': 706681505205, 'homeNotional': 278369.2812641597, 'foreignNotional': 63598285.44592605}]
2020-02-26 18:00:21 INFO: prepare candles [CandleItem(low=219.5, high=223.9, open=222.25, close=221.95, color='RED'), CandleItem(low=214.35, high=228.75, open=226.25, close=222.25, color='RED'), CandleItem(low=226.0, high=232.3, open=231.75, close=226.25, color='RED')]
2020-02-26 18:00:21 INFO: skip by colors candles=[CandleItem(low=219.5, high=223.9, open=222.25, close=221.95, color='RED'), CandleItem(low=214.35, high=228.75, open=226.25, close=222.25, color='RED'), CandleItem(low=226.0, high=232.3, open=231.75, close=226.25, color='RED')]
2020-02-26 18:00:21 INFO: check need new order None
2020-02-26 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.95, 'high': 231.6, 'low': 221.5, 'close': 231.2, 'trades': 15228, 'volume': 22050444, 'vwap': 226.91, 'lastSize': 104, 'turnover': 500324584665, 'homeNotional': 193128.05059418932, 'foreignNotional': 43822168.39431926}, {'timestamp': datetime.datetime(2020, 2, 26, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.25, 'high': 223.9, 'low': 219.5, 'close': 221.95, 'trades': 14772, 'volume': 19857383, 'vwap': 221.53, 'lastSize': 100, 'turnover': 439890585120, 'homeNotional': 172773.50136527547, 'foreignNotional': 38274235.62407217}, {'timestamp': datetime.datetime(2020, 2, 26, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.25, 'high': 228.75, 'low': 214.35, 'close': 222.25, 'trades': 36688, 'volume': 78569932, 'vwap': 222.02, 'lastSize': 15, 'turnover': 1744366679645, 'homeNotional': 694460.4401254002, 'foreignNotional': 154197488.16035008}]
2020-02-26 19:00:20 INFO: prepare candles [CandleItem(low=221.5, high=231.6, open=221.95, close=231.2, color='GREEN'), CandleItem(low=219.5, high=223.9, open=222.25, close=221.95, color='RED'), CandleItem(low=214.35, high=228.75, open=226.25, close=222.25, color='RED')]
2020-02-26 19:00:20 INFO: last_candle=CandleItem(low=221.5, high=231.6, open=221.95, close=231.2, color='GREEN')
2020-02-26 19:00:20 INFO: filter last_candle.percent_size_of_cost=4.368512110726641 last_candle.percent_size_of_body=0.9158415841584163 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-26 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.368512110726641 too big
2020-02-26 19:00:20 INFO: filter last_candle.percent_size_of_cost=4.368512110726641 last_candle.percent_size_of_body=0.9158415841584163 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.368512110726641 too big
2020-02-26 19:00:20 INFO: filter last_candle.percent_size_of_cost=4.368512110726641 last_candle.percent_size_of_body=0.9158415841584163 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-26 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.368512110726641 too big
2020-02-26 19:00:20 INFO: filter last_candle.percent_size_of_cost=4.368512110726641 last_candle.percent_size_of_body=0.9158415841584163 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.368512110726641 too big
2020-02-26 19:00:20 INFO: filter last_candle.percent_size_of_cost=4.368512110726641 last_candle.percent_size_of_body=0.9158415841584163 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-26 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.368512110726641 too big
2020-02-26 19:00:20 INFO: filter last_candle.percent_size_of_cost=4.368512110726641 last_candle.percent_size_of_body=0.9158415841584163 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.368512110726641 too big
2020-02-26 19:00:20 INFO: not found applicable config for candle
2020-02-26 19:00:20 INFO: check need new order None
2020-02-26 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.35, 'low': 226.45, 'close': 229.15, 'trades': 10589, 'volume': 13904444, 'vwap': 229.02, 'lastSize': 53, 'turnover': 318435475240, 'homeNotional': 122558.14760736746, 'foreignNotional': 28068103.108400982}, {'timestamp': datetime.datetime(2020, 2, 26, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.95, 'high': 231.6, 'low': 221.5, 'close': 231.2, 'trades': 15228, 'volume': 22050444, 'vwap': 226.91, 'lastSize': 104, 'turnover': 500324584665, 'homeNotional': 193128.05059418932, 'foreignNotional': 43822168.39431926}, {'timestamp': datetime.datetime(2020, 2, 26, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.25, 'high': 223.9, 'low': 219.5, 'close': 221.95, 'trades': 14772, 'volume': 19857383, 'vwap': 221.53, 'lastSize': 100, 'turnover': 439890585120, 'homeNotional': 172773.50136527547, 'foreignNotional': 38274235.62407217}]
2020-02-26 20:00:20 INFO: prepare candles [CandleItem(low=226.45, high=231.35, open=231.2, close=229.15, color='RED'), CandleItem(low=221.5, high=231.6, open=221.95, close=231.2, color='GREEN'), CandleItem(low=219.5, high=223.9, open=222.25, close=221.95, color='RED')]
2020-02-26 20:00:20 INFO: skip by colors candles=[CandleItem(low=226.45, high=231.35, open=231.2, close=229.15, color='RED'), CandleItem(low=221.5, high=231.6, open=221.95, close=231.2, color='GREEN'), CandleItem(low=219.5, high=223.9, open=222.25, close=221.95, color='RED')]
2020-02-26 20:00:20 INFO: check need new order None
2020-02-26 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 231.4, 'low': 226.85, 'close': 228.25, 'trades': 8759, 'volume': 8594705, 'vwap': 229.16, 'lastSize': 30, 'turnover': 196955357305, 'homeNotional': 75759.51984275812, 'foreignNotional': 17361145.318547156}, {'timestamp': datetime.datetime(2020, 2, 26, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.35, 'low': 226.45, 'close': 229.15, 'trades': 10589, 'volume': 13904444, 'vwap': 229.02, 'lastSize': 53, 'turnover': 318435475240, 'homeNotional': 122558.14760736746, 'foreignNotional': 28068103.108400982}, {'timestamp': datetime.datetime(2020, 2, 26, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.95, 'high': 231.6, 'low': 221.5, 'close': 231.2, 'trades': 15228, 'volume': 22050444, 'vwap': 226.91, 'lastSize': 104, 'turnover': 500324584665, 'homeNotional': 193128.05059418932, 'foreignNotional': 43822168.39431926}]
2020-02-26 21:00:21 INFO: prepare candles [CandleItem(low=226.85, high=231.4, open=229.15, close=228.25, color='RED'), CandleItem(low=226.45, high=231.35, open=231.2, close=229.15, color='RED'), CandleItem(low=221.5, high=231.6, open=221.95, close=231.2, color='GREEN')]
2020-02-26 21:00:21 INFO: skip by colors candles=[CandleItem(low=226.85, high=231.4, open=229.15, close=228.25, color='RED'), CandleItem(low=226.45, high=231.35, open=231.2, close=229.15, color='RED'), CandleItem(low=221.5, high=231.6, open=221.95, close=231.2, color='GREEN')]
2020-02-26 21:00:21 INFO: check need new order None
2020-02-26 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 229.8, 'low': 224.0, 'close': 224.0, 'trades': 7381, 'volume': 8803053, 'vwap': 226.33, 'lastSize': 31, 'turnover': 199232655645, 'homeNotional': 77236.79874699216, 'foreignNotional': 17480710.589342263}, {'timestamp': datetime.datetime(2020, 2, 26, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 231.4, 'low': 226.85, 'close': 228.25, 'trades': 8759, 'volume': 8594705, 'vwap': 229.16, 'lastSize': 30, 'turnover': 196955357305, 'homeNotional': 75759.51984275812, 'foreignNotional': 17361145.318547156}, {'timestamp': datetime.datetime(2020, 2, 26, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.2, 'high': 231.35, 'low': 226.45, 'close': 229.15, 'trades': 10589, 'volume': 13904444, 'vwap': 229.02, 'lastSize': 53, 'turnover': 318435475240, 'homeNotional': 122558.14760736746, 'foreignNotional': 28068103.108400982}]
2020-02-26 22:00:20 INFO: prepare candles [CandleItem(low=224.0, high=229.8, open=228.25, close=224.0, color='RED'), CandleItem(low=226.85, high=231.4, open=229.15, close=228.25, color='RED'), CandleItem(low=226.45, high=231.35, open=231.2, close=229.15, color='RED')]
2020-02-26 22:00:20 INFO: skip by colors candles=[CandleItem(low=224.0, high=229.8, open=228.25, close=224.0, color='RED'), CandleItem(low=226.85, high=231.4, open=229.15, close=228.25, color='RED'), CandleItem(low=226.45, high=231.35, open=231.2, close=229.15, color='RED')]
2020-02-26 22:00:20 INFO: check need new order None
2020-02-26 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 26, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 228.45, 'low': 222.35, 'close': 225.75, 'trades': 10041, 'volume': 15229315, 'vwap': 225.01, 'lastSize': 446, 'turnover': 342672251170, 'homeNotional': 133580.74276465384, 'foreignNotional': 30057517.44869012}, {'timestamp': datetime.datetime(2020, 2, 26, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 229.8, 'low': 224.0, 'close': 224.0, 'trades': 7381, 'volume': 8803053, 'vwap': 226.33, 'lastSize': 31, 'turnover': 199232655645, 'homeNotional': 77236.79874699216, 'foreignNotional': 17480710.589342263}, {'timestamp': datetime.datetime(2020, 2, 26, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 231.4, 'low': 226.85, 'close': 228.25, 'trades': 8759, 'volume': 8594705, 'vwap': 229.16, 'lastSize': 30, 'turnover': 196955357305, 'homeNotional': 75759.51984275812, 'foreignNotional': 17361145.318547156}]
2020-02-26 23:00:20 INFO: prepare candles [CandleItem(low=222.35, high=228.45, open=224.0, close=225.75, color='GREEN'), CandleItem(low=224.0, high=229.8, open=228.25, close=224.0, color='RED'), CandleItem(low=226.85, high=231.4, open=229.15, close=228.25, color='RED')]
2020-02-26 23:00:20 INFO: last_candle=CandleItem(low=222.35, high=228.45, open=224.0, close=225.75, color='GREEN')
2020-02-26 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.7021040974529322 last_candle.percent_size_of_body=0.2868852459016396 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-26 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7021040974529322 too big
2020-02-26 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.7021040974529322 last_candle.percent_size_of_body=0.2868852459016396 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7021040974529322 too big
2020-02-26 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.7021040974529322 last_candle.percent_size_of_body=0.2868852459016396 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-26 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7021040974529322 too big
2020-02-26 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.7021040974529322 last_candle.percent_size_of_body=0.2868852459016396 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7021040974529322 too big
2020-02-26 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.7021040974529322 last_candle.percent_size_of_body=0.2868852459016396 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-26 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7021040974529322 too big
2020-02-26 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.7021040974529322 last_candle.percent_size_of_body=0.2868852459016396 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-26 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.7021040974529322 too big
2020-02-26 23:00:20 INFO: not found applicable config for candle
2020-02-26 23:00:20 INFO: check need new order None
2020-02-27 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 228.55, 'low': 223.8, 'close': 224.05, 'trades': 7410, 'volume': 8455959, 'vwap': 226.31, 'lastSize': 15, 'turnover': 191363948585, 'homeNotional': 74407.50871949158, 'foreignNotional': 16839015.290776663}, {'timestamp': datetime.datetime(2020, 2, 26, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 228.45, 'low': 222.35, 'close': 225.75, 'trades': 10041, 'volume': 15229315, 'vwap': 225.01, 'lastSize': 446, 'turnover': 342672251170, 'homeNotional': 133580.74276465384, 'foreignNotional': 30057517.44869012}, {'timestamp': datetime.datetime(2020, 2, 26, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 229.8, 'low': 224.0, 'close': 224.0, 'trades': 7381, 'volume': 8803053, 'vwap': 226.33, 'lastSize': 31, 'turnover': 199232655645, 'homeNotional': 77236.79874699216, 'foreignNotional': 17480710.589342263}]
2020-02-27 00:00:20 INFO: prepare candles [CandleItem(low=223.8, high=228.55, open=225.75, close=224.05, color='RED'), CandleItem(low=222.35, high=228.45, open=224.0, close=225.75, color='GREEN'), CandleItem(low=224.0, high=229.8, open=228.25, close=224.0, color='RED')]
2020-02-27 00:00:20 INFO: skip by colors candles=[CandleItem(low=223.8, high=228.55, open=225.75, close=224.05, color='RED'), CandleItem(low=222.35, high=228.45, open=224.0, close=225.75, color='GREEN'), CandleItem(low=224.0, high=229.8, open=228.25, close=224.0, color='RED')]
2020-02-27 00:00:20 INFO: check need new order None
2020-02-27 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.05, 'high': 224.25, 'low': 215.1, 'close': 216.05, 'trades': 20961, 'volume': 39641284, 'vwap': 218.89, 'lastSize': 15, 'turnover': 867706286125, 'homeNotional': 344492.63759960956, 'foreignNotional': 75410424.5646145}, {'timestamp': datetime.datetime(2020, 2, 27, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 228.55, 'low': 223.8, 'close': 224.05, 'trades': 7410, 'volume': 8455959, 'vwap': 226.31, 'lastSize': 15, 'turnover': 191363948585, 'homeNotional': 74407.50871949158, 'foreignNotional': 16839015.290776663}, {'timestamp': datetime.datetime(2020, 2, 26, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 228.45, 'low': 222.35, 'close': 225.75, 'trades': 10041, 'volume': 15229315, 'vwap': 225.01, 'lastSize': 446, 'turnover': 342672251170, 'homeNotional': 133580.74276465384, 'foreignNotional': 30057517.44869012}]
2020-02-27 01:00:20 INFO: prepare candles [CandleItem(low=215.1, high=224.25, open=224.05, close=216.05, color='RED'), CandleItem(low=223.8, high=228.55, open=225.75, close=224.05, color='RED'), CandleItem(low=222.35, high=228.45, open=224.0, close=225.75, color='GREEN')]
2020-02-27 01:00:20 INFO: skip by colors candles=[CandleItem(low=215.1, high=224.25, open=224.05, close=216.05, color='RED'), CandleItem(low=223.8, high=228.55, open=225.75, close=224.05, color='RED'), CandleItem(low=222.35, high=228.45, open=224.0, close=225.75, color='GREEN')]
2020-02-27 01:00:20 INFO: check need new order None
2020-02-27 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 216.05, 'high': 220.0, 'low': 209.65, 'close': 218.2, 'trades': 26769, 'volume': 52125008, 'vwap': 214.1, 'lastSize': 79, 'turnover': 1115989279865, 'homeNotional': 448060.9634484823, 'foreignNotional': 95934708.485254}, {'timestamp': datetime.datetime(2020, 2, 27, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.05, 'high': 224.25, 'low': 215.1, 'close': 216.05, 'trades': 20961, 'volume': 39641284, 'vwap': 218.89, 'lastSize': 15, 'turnover': 867706286125, 'homeNotional': 344492.63759960956, 'foreignNotional': 75410424.5646145}, {'timestamp': datetime.datetime(2020, 2, 27, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.75, 'high': 228.55, 'low': 223.8, 'close': 224.05, 'trades': 7410, 'volume': 8455959, 'vwap': 226.31, 'lastSize': 15, 'turnover': 191363948585, 'homeNotional': 74407.50871949158, 'foreignNotional': 16839015.290776663}]
2020-02-27 02:00:20 INFO: prepare candles [CandleItem(low=209.65, high=220.0, open=216.05, close=218.2, color='GREEN'), CandleItem(low=215.1, high=224.25, open=224.05, close=216.05, color='RED'), CandleItem(low=223.8, high=228.55, open=225.75, close=224.05, color='RED')]
2020-02-27 02:00:20 INFO: last_candle=CandleItem(low=209.65, high=220.0, open=216.05, close=218.2, color='GREEN')
2020-02-27 02:00:20 INFO: filter last_candle.percent_size_of_cost=4.743354720439961 last_candle.percent_size_of_body=0.20772946859903174 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-27 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.743354720439961 too big
2020-02-27 02:00:20 INFO: filter last_candle.percent_size_of_cost=4.743354720439961 last_candle.percent_size_of_body=0.20772946859903174 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.743354720439961 too big
2020-02-27 02:00:20 INFO: filter last_candle.percent_size_of_cost=4.743354720439961 last_candle.percent_size_of_body=0.20772946859903174 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-27 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.743354720439961 too big
2020-02-27 02:00:20 INFO: filter last_candle.percent_size_of_cost=4.743354720439961 last_candle.percent_size_of_body=0.20772946859903174 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.743354720439961 too big
2020-02-27 02:00:20 INFO: filter last_candle.percent_size_of_cost=4.743354720439961 last_candle.percent_size_of_body=0.20772946859903174 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-27 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.743354720439961 too big
2020-02-27 02:00:20 INFO: filter last_candle.percent_size_of_cost=4.743354720439961 last_candle.percent_size_of_body=0.20772946859903174 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=4.743354720439961 too big
2020-02-27 02:00:20 INFO: not found applicable config for candle
2020-02-27 02:00:20 INFO: check need new order None
2020-02-27 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 219.8, 'low': 214.5, 'close': 217.0, 'trades': 11475, 'volume': 20075840, 'vwap': 217.4, 'lastSize': 10, 'turnover': 436430862245, 'homeNotional': 174391.17694852062, 'foreignNotional': 37911589.99661109}, {'timestamp': datetime.datetime(2020, 2, 27, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 216.05, 'high': 220.0, 'low': 209.65, 'close': 218.2, 'trades': 26769, 'volume': 52125008, 'vwap': 214.1, 'lastSize': 79, 'turnover': 1115989279865, 'homeNotional': 448060.9634484823, 'foreignNotional': 95934708.485254}, {'timestamp': datetime.datetime(2020, 2, 27, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.05, 'high': 224.25, 'low': 215.1, 'close': 216.05, 'trades': 20961, 'volume': 39641284, 'vwap': 218.89, 'lastSize': 15, 'turnover': 867706286125, 'homeNotional': 344492.63759960956, 'foreignNotional': 75410424.5646145}]
2020-02-27 03:00:20 INFO: prepare candles [CandleItem(low=214.5, high=219.8, open=218.2, close=217.0, color='RED'), CandleItem(low=209.65, high=220.0, open=216.05, close=218.2, color='GREEN'), CandleItem(low=215.1, high=224.25, open=224.05, close=216.05, color='RED')]
2020-02-27 03:00:20 INFO: skip by colors candles=[CandleItem(low=214.5, high=219.8, open=218.2, close=217.0, color='RED'), CandleItem(low=209.65, high=220.0, open=216.05, close=218.2, color='GREEN'), CandleItem(low=215.1, high=224.25, open=224.05, close=216.05, color='RED')]
2020-02-27 03:00:20 INFO: check need new order None
2020-02-27 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.0, 'high': 219.8, 'low': 214.5, 'close': 218.65, 'trades': 8603, 'volume': 13272562, 'vwap': 216.81, 'lastSize': 103, 'turnover': 287752896270, 'homeNotional': 115341.9632490937, 'foreignNotional': 25007025.55963452}, {'timestamp': datetime.datetime(2020, 2, 27, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 219.8, 'low': 214.5, 'close': 217.0, 'trades': 11475, 'volume': 20075840, 'vwap': 217.4, 'lastSize': 10, 'turnover': 436430862245, 'homeNotional': 174391.17694852062, 'foreignNotional': 37911589.99661109}, {'timestamp': datetime.datetime(2020, 2, 27, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 216.05, 'high': 220.0, 'low': 209.65, 'close': 218.2, 'trades': 26769, 'volume': 52125008, 'vwap': 214.1, 'lastSize': 79, 'turnover': 1115989279865, 'homeNotional': 448060.9634484823, 'foreignNotional': 95934708.485254}]
2020-02-27 04:00:20 INFO: prepare candles [CandleItem(low=214.5, high=219.8, open=217.0, close=218.65, color='GREEN'), CandleItem(low=214.5, high=219.8, open=218.2, close=217.0, color='RED'), CandleItem(low=209.65, high=220.0, open=216.05, close=218.2, color='GREEN')]
2020-02-27 04:00:20 INFO: skip by colors candles=[CandleItem(low=214.5, high=219.8, open=217.0, close=218.65, color='GREEN'), CandleItem(low=214.5, high=219.8, open=218.2, close=217.0, color='RED'), CandleItem(low=209.65, high=220.0, open=216.05, close=218.2, color='GREEN')]
2020-02-27 04:00:20 INFO: check need new order None
2020-02-27 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.65, 'high': 219.4, 'low': 216.95, 'close': 218.35, 'trades': 6873, 'volume': 11525416, 'vwap': 218.09, 'lastSize': 185, 'turnover': 251354068210, 'homeNotional': 100405.80567263189, 'foreignNotional': 21897277.249662306}, {'timestamp': datetime.datetime(2020, 2, 27, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.0, 'high': 219.8, 'low': 214.5, 'close': 218.65, 'trades': 8603, 'volume': 13272562, 'vwap': 216.81, 'lastSize': 103, 'turnover': 287752896270, 'homeNotional': 115341.9632490937, 'foreignNotional': 25007025.55963452}, {'timestamp': datetime.datetime(2020, 2, 27, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 219.8, 'low': 214.5, 'close': 217.0, 'trades': 11475, 'volume': 20075840, 'vwap': 217.4, 'lastSize': 10, 'turnover': 436430862245, 'homeNotional': 174391.17694852062, 'foreignNotional': 37911589.99661109}]
2020-02-27 05:00:21 INFO: prepare candles [CandleItem(low=216.95, high=219.4, open=218.65, close=218.35, color='RED'), CandleItem(low=214.5, high=219.8, open=217.0, close=218.65, color='GREEN'), CandleItem(low=214.5, high=219.8, open=218.2, close=217.0, color='RED')]
2020-02-27 05:00:21 INFO: skip by colors candles=[CandleItem(low=216.95, high=219.4, open=218.65, close=218.35, color='RED'), CandleItem(low=214.5, high=219.8, open=217.0, close=218.65, color='GREEN'), CandleItem(low=214.5, high=219.8, open=218.2, close=217.0, color='RED')]
2020-02-27 05:00:21 INFO: check need new order None
2020-02-27 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.35, 'high': 222.2, 'low': 218.05, 'close': 221.35, 'trades': 8610, 'volume': 18806315, 'vwap': 220.27, 'lastSize': 100, 'turnover': 414242615410, 'homeNotional': 164473.79407274514, 'foreignNotional': 36228516.93969661}, {'timestamp': datetime.datetime(2020, 2, 27, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.65, 'high': 219.4, 'low': 216.95, 'close': 218.35, 'trades': 6873, 'volume': 11525416, 'vwap': 218.09, 'lastSize': 185, 'turnover': 251354068210, 'homeNotional': 100405.80567263189, 'foreignNotional': 21897277.249662306}, {'timestamp': datetime.datetime(2020, 2, 27, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.0, 'high': 219.8, 'low': 214.5, 'close': 218.65, 'trades': 8603, 'volume': 13272562, 'vwap': 216.81, 'lastSize': 103, 'turnover': 287752896270, 'homeNotional': 115341.9632490937, 'foreignNotional': 25007025.55963452}]
2020-02-27 06:00:20 INFO: prepare candles [CandleItem(low=218.05, high=222.2, open=218.35, close=221.35, color='GREEN'), CandleItem(low=216.95, high=219.4, open=218.65, close=218.35, color='RED'), CandleItem(low=214.5, high=219.8, open=217.0, close=218.65, color='GREEN')]
2020-02-27 06:00:20 INFO: skip by colors candles=[CandleItem(low=218.05, high=222.2, open=218.35, close=221.35, color='GREEN'), CandleItem(low=216.95, high=219.4, open=218.65, close=218.35, color='RED'), CandleItem(low=214.5, high=219.8, open=217.0, close=218.65, color='GREEN')]
2020-02-27 06:00:20 INFO: check need new order None
2020-02-27 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.35, 'high': 224.75, 'low': 220.6, 'close': 223.8, 'trades': 9171, 'volume': 16611938, 'vwap': 223.35, 'lastSize': 1, 'turnover': 371011077805, 'homeNotional': 146027.35162179568, 'foreignNotional': 32613972.809659906}, {'timestamp': datetime.datetime(2020, 2, 27, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.35, 'high': 222.2, 'low': 218.05, 'close': 221.35, 'trades': 8610, 'volume': 18806315, 'vwap': 220.27, 'lastSize': 100, 'turnover': 414242615410, 'homeNotional': 164473.79407274514, 'foreignNotional': 36228516.93969661}, {'timestamp': datetime.datetime(2020, 2, 27, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.65, 'high': 219.4, 'low': 216.95, 'close': 218.35, 'trades': 6873, 'volume': 11525416, 'vwap': 218.09, 'lastSize': 185, 'turnover': 251354068210, 'homeNotional': 100405.80567263189, 'foreignNotional': 21897277.249662306}]
2020-02-27 07:00:20 INFO: prepare candles [CandleItem(low=220.6, high=224.75, open=221.35, close=223.8, color='GREEN'), CandleItem(low=218.05, high=222.2, open=218.35, close=221.35, color='GREEN'), CandleItem(low=216.95, high=219.4, open=218.65, close=218.35, color='RED')]
2020-02-27 07:00:20 INFO: skip by colors candles=[CandleItem(low=220.6, high=224.75, open=221.35, close=223.8, color='GREEN'), CandleItem(low=218.05, high=222.2, open=218.35, close=221.35, color='GREEN'), CandleItem(low=216.95, high=219.4, open=218.65, close=218.35, color='RED')]
2020-02-27 07:00:20 INFO: check need new order None
2020-02-27 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 226.1, 'low': 222.9, 'close': 225.4, 'trades': 7190, 'volume': 12705095, 'vwap': 224.71, 'lastSize': 87, 'turnover': 285486334295, 'homeNotional': 111726.05383668578, 'foreignNotional': 25105193.174256284}, {'timestamp': datetime.datetime(2020, 2, 27, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.35, 'high': 224.75, 'low': 220.6, 'close': 223.8, 'trades': 9171, 'volume': 16611938, 'vwap': 223.35, 'lastSize': 1, 'turnover': 371011077805, 'homeNotional': 146027.35162179568, 'foreignNotional': 32613972.809659906}, {'timestamp': datetime.datetime(2020, 2, 27, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.35, 'high': 222.2, 'low': 218.05, 'close': 221.35, 'trades': 8610, 'volume': 18806315, 'vwap': 220.27, 'lastSize': 100, 'turnover': 414242615410, 'homeNotional': 164473.79407274514, 'foreignNotional': 36228516.93969661}]
2020-02-27 08:00:20 INFO: prepare candles [CandleItem(low=222.9, high=226.1, open=223.8, close=225.4, color='GREEN'), CandleItem(low=220.6, high=224.75, open=221.35, close=223.8, color='GREEN'), CandleItem(low=218.05, high=222.2, open=218.35, close=221.35, color='GREEN')]
2020-02-27 08:00:20 INFO: skip by colors candles=[CandleItem(low=222.9, high=226.1, open=223.8, close=225.4, color='GREEN'), CandleItem(low=220.6, high=224.75, open=221.35, close=223.8, color='GREEN'), CandleItem(low=218.05, high=222.2, open=218.35, close=221.35, color='GREEN')]
2020-02-27 08:00:20 INFO: check need new order None
2020-02-27 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.4, 'high': 231.2, 'low': 224.5, 'close': 227.85, 'trades': 12124, 'volume': 18883620, 'vwap': 228.3, 'lastSize': 50, 'turnover': 431101044615, 'homeNotional': 166570.07961536423, 'foreignNotional': 38027280.35990131}, {'timestamp': datetime.datetime(2020, 2, 27, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 226.1, 'low': 222.9, 'close': 225.4, 'trades': 7190, 'volume': 12705095, 'vwap': 224.71, 'lastSize': 87, 'turnover': 285486334295, 'homeNotional': 111726.05383668578, 'foreignNotional': 25105193.174256284}, {'timestamp': datetime.datetime(2020, 2, 27, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.35, 'high': 224.75, 'low': 220.6, 'close': 223.8, 'trades': 9171, 'volume': 16611938, 'vwap': 223.35, 'lastSize': 1, 'turnover': 371011077805, 'homeNotional': 146027.35162179568, 'foreignNotional': 32613972.809659906}]
2020-02-27 09:00:20 INFO: prepare candles [CandleItem(low=224.5, high=231.2, open=225.4, close=227.85, color='GREEN'), CandleItem(low=222.9, high=226.1, open=223.8, close=225.4, color='GREEN'), CandleItem(low=220.6, high=224.75, open=221.35, close=223.8, color='GREEN')]
2020-02-27 09:00:20 INFO: skip by colors candles=[CandleItem(low=224.5, high=231.2, open=225.4, close=227.85, color='GREEN'), CandleItem(low=222.9, high=226.1, open=223.8, close=225.4, color='GREEN'), CandleItem(low=220.6, high=224.75, open=221.35, close=223.8, color='GREEN')]
2020-02-27 09:00:20 INFO: check need new order None
2020-02-27 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 230.75, 'low': 223.7, 'close': 224.15, 'trades': 10374, 'volume': 16029947, 'vwap': 227.49, 'lastSize': 500, 'turnover': 364663726460, 'homeNotional': 140899.87068039397, 'foreignNotional': 32053798.86653867}, {'timestamp': datetime.datetime(2020, 2, 27, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.4, 'high': 231.2, 'low': 224.5, 'close': 227.85, 'trades': 12124, 'volume': 18883620, 'vwap': 228.3, 'lastSize': 50, 'turnover': 431101044615, 'homeNotional': 166570.07961536423, 'foreignNotional': 38027280.35990131}, {'timestamp': datetime.datetime(2020, 2, 27, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 226.1, 'low': 222.9, 'close': 225.4, 'trades': 7190, 'volume': 12705095, 'vwap': 224.71, 'lastSize': 87, 'turnover': 285486334295, 'homeNotional': 111726.05383668578, 'foreignNotional': 25105193.174256284}]
2020-02-27 10:00:20 INFO: prepare candles [CandleItem(low=223.7, high=230.75, open=227.85, close=224.15, color='RED'), CandleItem(low=224.5, high=231.2, open=225.4, close=227.85, color='GREEN'), CandleItem(low=222.9, high=226.1, open=223.8, close=225.4, color='GREEN')]
2020-02-27 10:00:20 INFO: last_candle=CandleItem(low=223.7, high=230.75, open=227.85, close=224.15, color='RED')
2020-02-27 10:00:20 INFO: filter last_candle.percent_size_of_cost=3.145215257639978 last_candle.percent_size_of_body=0.5248226950354585 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-27 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.145215257639978 too big
2020-02-27 10:00:20 INFO: filter last_candle.percent_size_of_cost=3.145215257639978 last_candle.percent_size_of_body=0.5248226950354585 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.145215257639978 too big
2020-02-27 10:00:20 INFO: filter last_candle.percent_size_of_cost=3.145215257639978 last_candle.percent_size_of_body=0.5248226950354585 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-27 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.145215257639978 too big
2020-02-27 10:00:20 INFO: filter last_candle.percent_size_of_cost=3.145215257639978 last_candle.percent_size_of_body=0.5248226950354585 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.145215257639978 too big
2020-02-27 10:00:20 INFO: filter last_candle.percent_size_of_cost=3.145215257639978 last_candle.percent_size_of_body=0.5248226950354585 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-27 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.145215257639978 too big
2020-02-27 10:00:20 INFO: filter last_candle.percent_size_of_cost=3.145215257639978 last_candle.percent_size_of_body=0.5248226950354585 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.145215257639978 too big
2020-02-27 10:00:20 INFO: not found applicable config for candle
2020-02-27 10:00:20 INFO: check need new order None
2020-02-27 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 228.2, 'low': 223.65, 'close': 228.0, 'trades': 10001, 'volume': 18192184, 'vwap': 225.76, 'lastSize': 45, 'turnover': 410703020945, 'homeNotional': 159699.3772810151, 'foreignNotional': 36053846.16725695}, {'timestamp': datetime.datetime(2020, 2, 27, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 230.75, 'low': 223.7, 'close': 224.15, 'trades': 10374, 'volume': 16029947, 'vwap': 227.49, 'lastSize': 500, 'turnover': 364663726460, 'homeNotional': 140899.87068039397, 'foreignNotional': 32053798.86653867}, {'timestamp': datetime.datetime(2020, 2, 27, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.4, 'high': 231.2, 'low': 224.5, 'close': 227.85, 'trades': 12124, 'volume': 18883620, 'vwap': 228.3, 'lastSize': 50, 'turnover': 431101044615, 'homeNotional': 166570.07961536423, 'foreignNotional': 38027280.35990131}]
2020-02-27 11:00:21 INFO: prepare candles [CandleItem(low=223.65, high=228.2, open=224.15, close=228.0, color='GREEN'), CandleItem(low=223.7, high=230.75, open=227.85, close=224.15, color='RED'), CandleItem(low=224.5, high=231.2, open=225.4, close=227.85, color='GREEN')]
2020-02-27 11:00:21 INFO: skip by colors candles=[CandleItem(low=223.65, high=228.2, open=224.15, close=228.0, color='GREEN'), CandleItem(low=223.7, high=230.75, open=227.85, close=224.15, color='RED'), CandleItem(low=224.5, high=231.2, open=225.4, close=227.85, color='GREEN')]
2020-02-27 11:00:21 INFO: check need new order None
2020-02-27 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 228.85, 'low': 224.9, 'close': 226.6, 'trades': 7847, 'volume': 10873056, 'vwap': 226.99, 'lastSize': 1100, 'turnover': 246806886515, 'homeNotional': 95731.18621238942, 'foreignNotional': 21730044.175613612}, {'timestamp': datetime.datetime(2020, 2, 27, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 228.2, 'low': 223.65, 'close': 228.0, 'trades': 10001, 'volume': 18192184, 'vwap': 225.76, 'lastSize': 45, 'turnover': 410703020945, 'homeNotional': 159699.3772810151, 'foreignNotional': 36053846.16725695}, {'timestamp': datetime.datetime(2020, 2, 27, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 230.75, 'low': 223.7, 'close': 224.15, 'trades': 10374, 'volume': 16029947, 'vwap': 227.49, 'lastSize': 500, 'turnover': 364663726460, 'homeNotional': 140899.87068039397, 'foreignNotional': 32053798.86653867}]
2020-02-27 12:00:20 INFO: prepare candles [CandleItem(low=224.9, high=228.85, open=228.0, close=226.6, color='RED'), CandleItem(low=223.65, high=228.2, open=224.15, close=228.0, color='GREEN'), CandleItem(low=223.7, high=230.75, open=227.85, close=224.15, color='RED')]
2020-02-27 12:00:20 INFO: skip by colors candles=[CandleItem(low=224.9, high=228.85, open=228.0, close=226.6, color='RED'), CandleItem(low=223.65, high=228.2, open=224.15, close=228.0, color='GREEN'), CandleItem(low=223.7, high=230.75, open=227.85, close=224.15, color='RED')]
2020-02-27 12:00:20 INFO: check need new order None
2020-02-27 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 233.65, 'low': 225.3, 'close': 227.0, 'trades': 20836, 'volume': 34114554, 'vwap': 229.47, 'lastSize': 2152, 'turnover': 782815885295, 'homeNotional': 301847.60706972674, 'foreignNotional': 69267664.92034334}, {'timestamp': datetime.datetime(2020, 2, 27, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 228.85, 'low': 224.9, 'close': 226.6, 'trades': 7847, 'volume': 10873056, 'vwap': 226.99, 'lastSize': 1100, 'turnover': 246806886515, 'homeNotional': 95731.18621238942, 'foreignNotional': 21730044.175613612}, {'timestamp': datetime.datetime(2020, 2, 27, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 228.2, 'low': 223.65, 'close': 228.0, 'trades': 10001, 'volume': 18192184, 'vwap': 225.76, 'lastSize': 45, 'turnover': 410703020945, 'homeNotional': 159699.3772810151, 'foreignNotional': 36053846.16725695}]
2020-02-27 13:00:20 INFO: prepare candles [CandleItem(low=225.3, high=233.65, open=226.6, close=227.0, color='GREEN'), CandleItem(low=224.9, high=228.85, open=228.0, close=226.6, color='RED'), CandleItem(low=223.65, high=228.2, open=224.15, close=228.0, color='GREEN')]
2020-02-27 13:00:20 INFO: skip by colors candles=[CandleItem(low=225.3, high=233.65, open=226.6, close=227.0, color='GREEN'), CandleItem(low=224.9, high=228.85, open=228.0, close=226.6, color='RED'), CandleItem(low=223.65, high=228.2, open=224.15, close=228.0, color='GREEN')]
2020-02-27 13:00:20 INFO: check need new order None
2020-02-27 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 229.85, 'low': 226.0, 'close': 229.0, 'trades': 8361, 'volume': 12337810, 'vwap': 228.19, 'lastSize': 100, 'turnover': 281524783240, 'homeNotional': 108630.27702538554, 'foreignNotional': 24787476.01708921}, {'timestamp': datetime.datetime(2020, 2, 27, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 233.65, 'low': 225.3, 'close': 227.0, 'trades': 20836, 'volume': 34114554, 'vwap': 229.47, 'lastSize': 2152, 'turnover': 782815885295, 'homeNotional': 301847.60706972674, 'foreignNotional': 69267664.92034334}, {'timestamp': datetime.datetime(2020, 2, 27, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 228.85, 'low': 224.9, 'close': 226.6, 'trades': 7847, 'volume': 10873056, 'vwap': 226.99, 'lastSize': 1100, 'turnover': 246806886515, 'homeNotional': 95731.18621238942, 'foreignNotional': 21730044.175613612}]
2020-02-27 14:00:20 INFO: prepare candles [CandleItem(low=226.0, high=229.85, open=227.0, close=229.0, color='GREEN'), CandleItem(low=225.3, high=233.65, open=226.6, close=227.0, color='GREEN'), CandleItem(low=224.9, high=228.85, open=228.0, close=226.6, color='RED')]
2020-02-27 14:00:20 INFO: skip by colors candles=[CandleItem(low=226.0, high=229.85, open=227.0, close=229.0, color='GREEN'), CandleItem(low=225.3, high=233.65, open=226.6, close=227.0, color='GREEN'), CandleItem(low=224.9, high=228.85, open=228.0, close=226.6, color='RED')]
2020-02-27 14:00:20 INFO: check need new order None
2020-02-27 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 231.85, 'low': 228.05, 'close': 230.05, 'trades': 7812, 'volume': 10955784, 'vwap': 230.18, 'lastSize': 15, 'turnover': 252179654005, 'homeNotional': 96868.24078201894, 'foreignNotional': 22297184.222262435}, {'timestamp': datetime.datetime(2020, 2, 27, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 229.85, 'low': 226.0, 'close': 229.0, 'trades': 8361, 'volume': 12337810, 'vwap': 228.19, 'lastSize': 100, 'turnover': 281524783240, 'homeNotional': 108630.27702538554, 'foreignNotional': 24787476.01708921}, {'timestamp': datetime.datetime(2020, 2, 27, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.6, 'high': 233.65, 'low': 225.3, 'close': 227.0, 'trades': 20836, 'volume': 34114554, 'vwap': 229.47, 'lastSize': 2152, 'turnover': 782815885295, 'homeNotional': 301847.60706972674, 'foreignNotional': 69267664.92034334}]
2020-02-27 15:00:20 INFO: prepare candles [CandleItem(low=228.05, high=231.85, open=229.0, close=230.05, color='GREEN'), CandleItem(low=226.0, high=229.85, open=227.0, close=229.0, color='GREEN'), CandleItem(low=225.3, high=233.65, open=226.6, close=227.0, color='GREEN')]
2020-02-27 15:00:20 INFO: skip by colors candles=[CandleItem(low=228.05, high=231.85, open=229.0, close=230.05, color='GREEN'), CandleItem(low=226.0, high=229.85, open=227.0, close=229.0, color='GREEN'), CandleItem(low=225.3, high=233.65, open=226.6, close=227.0, color='GREEN')]
2020-02-27 15:00:20 INFO: check need new order None
2020-02-27 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.05, 'high': 233.05, 'low': 229.8, 'close': 231.3, 'trades': 7768, 'volume': 9677766, 'vwap': 231.44, 'lastSize': 122, 'turnover': 223978494155, 'homeNotional': 85831.9851574048, 'foreignNotional': 19864711.64067279}, {'timestamp': datetime.datetime(2020, 2, 27, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 231.85, 'low': 228.05, 'close': 230.05, 'trades': 7812, 'volume': 10955784, 'vwap': 230.18, 'lastSize': 15, 'turnover': 252179654005, 'homeNotional': 96868.24078201894, 'foreignNotional': 22297184.222262435}, {'timestamp': datetime.datetime(2020, 2, 27, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.0, 'high': 229.85, 'low': 226.0, 'close': 229.0, 'trades': 8361, 'volume': 12337810, 'vwap': 228.19, 'lastSize': 100, 'turnover': 281524783240, 'homeNotional': 108630.27702538554, 'foreignNotional': 24787476.01708921}]
2020-02-27 16:00:21 INFO: prepare candles [CandleItem(low=229.8, high=233.05, open=230.05, close=231.3, color='GREEN'), CandleItem(low=228.05, high=231.85, open=229.0, close=230.05, color='GREEN'), CandleItem(low=226.0, high=229.85, open=227.0, close=229.0, color='GREEN')]
2020-02-27 16:00:21 INFO: skip by colors candles=[CandleItem(low=229.8, high=233.05, open=230.05, close=231.3, color='GREEN'), CandleItem(low=228.05, high=231.85, open=229.0, close=230.05, color='GREEN'), CandleItem(low=226.0, high=229.85, open=227.0, close=229.0, color='GREEN')]
2020-02-27 16:00:21 INFO: check need new order None
2020-02-27 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.3, 'high': 237.7, 'low': 231.25, 'close': 236.6, 'trades': 14530, 'volume': 22667052, 'vwap': 235.54, 'lastSize': 15, 'turnover': 533879276845, 'homeNotional': 202217.18676077863, 'foreignNotional': 47629318.08108277}, {'timestamp': datetime.datetime(2020, 2, 27, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.05, 'high': 233.05, 'low': 229.8, 'close': 231.3, 'trades': 7768, 'volume': 9677766, 'vwap': 231.44, 'lastSize': 122, 'turnover': 223978494155, 'homeNotional': 85831.9851574048, 'foreignNotional': 19864711.64067279}, {'timestamp': datetime.datetime(2020, 2, 27, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.0, 'high': 231.85, 'low': 228.05, 'close': 230.05, 'trades': 7812, 'volume': 10955784, 'vwap': 230.18, 'lastSize': 15, 'turnover': 252179654005, 'homeNotional': 96868.24078201894, 'foreignNotional': 22297184.222262435}]
2020-02-27 17:00:20 INFO: prepare candles [CandleItem(low=231.25, high=237.7, open=231.3, close=236.6, color='GREEN'), CandleItem(low=229.8, high=233.05, open=230.05, close=231.3, color='GREEN'), CandleItem(low=228.05, high=231.85, open=229.0, close=230.05, color='GREEN')]
2020-02-27 17:00:20 INFO: skip by colors candles=[CandleItem(low=231.25, high=237.7, open=231.3, close=236.6, color='GREEN'), CandleItem(low=229.8, high=233.05, open=230.05, close=231.3, color='GREEN'), CandleItem(low=228.05, high=231.85, open=229.0, close=230.05, color='GREEN')]
2020-02-27 17:00:20 INFO: check need new order None
2020-02-27 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 238.2, 'low': 235.05, 'close': 236.15, 'trades': 9522, 'volume': 14234391, 'vwap': 236.71, 'lastSize': 35, 'turnover': 336928371850, 'homeNotional': 127053.5594891016, 'foreignNotional': 30073780.86706837}, {'timestamp': datetime.datetime(2020, 2, 27, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.3, 'high': 237.7, 'low': 231.25, 'close': 236.6, 'trades': 14530, 'volume': 22667052, 'vwap': 235.54, 'lastSize': 15, 'turnover': 533879276845, 'homeNotional': 202217.18676077863, 'foreignNotional': 47629318.08108277}, {'timestamp': datetime.datetime(2020, 2, 27, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.05, 'high': 233.05, 'low': 229.8, 'close': 231.3, 'trades': 7768, 'volume': 9677766, 'vwap': 231.44, 'lastSize': 122, 'turnover': 223978494155, 'homeNotional': 85831.9851574048, 'foreignNotional': 19864711.64067279}]
2020-02-27 18:00:20 INFO: prepare candles [CandleItem(low=235.05, high=238.2, open=236.6, close=236.15, color='RED'), CandleItem(low=231.25, high=237.7, open=231.3, close=236.6, color='GREEN'), CandleItem(low=229.8, high=233.05, open=230.05, close=231.3, color='GREEN')]
2020-02-27 18:00:20 INFO: last_candle=CandleItem(low=235.05, high=238.2, open=236.6, close=236.15, color='RED')
2020-02-27 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.3338979462206129 last_candle.percent_size_of_body=0.14285714285714027 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-27 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3338979462206129 too big
2020-02-27 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.3338979462206129 last_candle.percent_size_of_body=0.14285714285714027 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3338979462206129 too big
2020-02-27 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.3338979462206129 last_candle.percent_size_of_body=0.14285714285714027 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-27 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3338979462206129 too big
2020-02-27 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.3338979462206129 last_candle.percent_size_of_body=0.14285714285714027 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3338979462206129 too big
2020-02-27 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.3338979462206129 last_candle.percent_size_of_body=0.14285714285714027 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-27 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3338979462206129 too big
2020-02-27 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.3338979462206129 last_candle.percent_size_of_body=0.14285714285714027 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3338979462206129 too small
2020-02-27 18:00:20 INFO: not found applicable config for candle
2020-02-27 18:00:20 INFO: check need new order None
2020-02-27 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.9, 'low': 233.45, 'close': 233.95, 'trades': 6633, 'volume': 10816325, 'vwap': 235.28, 'lastSize': 127, 'turnover': 254482899025, 'homeNotional': 96369.42649085108, 'foreignNotional': 22673644.768214237}, {'timestamp': datetime.datetime(2020, 2, 27, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 238.2, 'low': 235.05, 'close': 236.15, 'trades': 9522, 'volume': 14234391, 'vwap': 236.71, 'lastSize': 35, 'turnover': 336928371850, 'homeNotional': 127053.5594891016, 'foreignNotional': 30073780.86706837}, {'timestamp': datetime.datetime(2020, 2, 27, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.3, 'high': 237.7, 'low': 231.25, 'close': 236.6, 'trades': 14530, 'volume': 22667052, 'vwap': 235.54, 'lastSize': 15, 'turnover': 533879276845, 'homeNotional': 202217.18676077863, 'foreignNotional': 47629318.08108277}]
2020-02-27 19:00:20 INFO: prepare candles [CandleItem(low=233.45, high=236.9, open=236.15, close=233.95, color='RED'), CandleItem(low=235.05, high=238.2, open=236.6, close=236.15, color='RED'), CandleItem(low=231.25, high=237.7, open=231.3, close=236.6, color='GREEN')]
2020-02-27 19:00:20 INFO: skip by colors candles=[CandleItem(low=233.45, high=236.9, open=236.15, close=233.95, color='RED'), CandleItem(low=235.05, high=238.2, open=236.6, close=236.15, color='RED'), CandleItem(low=231.25, high=237.7, open=231.3, close=236.6, color='GREEN')]
2020-02-27 19:00:20 INFO: check need new order None
2020-02-27 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.95, 'high': 235.35, 'low': 231.65, 'close': 234.8, 'trades': 7899, 'volume': 12520642, 'vwap': 233.68, 'lastSize': 694, 'turnover': 292573215775, 'homeNotional': 111256.21782352567, 'foreignNotional': 25997749.44251157}, {'timestamp': datetime.datetime(2020, 2, 27, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.9, 'low': 233.45, 'close': 233.95, 'trades': 6633, 'volume': 10816325, 'vwap': 235.28, 'lastSize': 127, 'turnover': 254482899025, 'homeNotional': 96369.42649085108, 'foreignNotional': 22673644.768214237}, {'timestamp': datetime.datetime(2020, 2, 27, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 238.2, 'low': 235.05, 'close': 236.15, 'trades': 9522, 'volume': 14234391, 'vwap': 236.71, 'lastSize': 35, 'turnover': 336928371850, 'homeNotional': 127053.5594891016, 'foreignNotional': 30073780.86706837}]
2020-02-27 20:00:20 INFO: prepare candles [CandleItem(low=231.65, high=235.35, open=233.95, close=234.8, color='GREEN'), CandleItem(low=233.45, high=236.9, open=236.15, close=233.95, color='RED'), CandleItem(low=235.05, high=238.2, open=236.6, close=236.15, color='RED')]
2020-02-27 20:00:20 INFO: last_candle=CandleItem(low=231.65, high=235.35, open=233.95, close=234.8, color='GREEN')
2020-02-27 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.575809199318564 last_candle.percent_size_of_body=0.22972972972973657 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-27 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.575809199318564 too big
2020-02-27 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.575809199318564 last_candle.percent_size_of_body=0.22972972972973657 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.575809199318564 too big
2020-02-27 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.575809199318564 last_candle.percent_size_of_body=0.22972972972973657 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-27 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.575809199318564 too big
2020-02-27 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.575809199318564 last_candle.percent_size_of_body=0.22972972972973657 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.575809199318564 too big
2020-02-27 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.575809199318564 last_candle.percent_size_of_body=0.22972972972973657 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-27 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.575809199318564 too big
2020-02-27 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.575809199318564 last_candle.percent_size_of_body=0.22972972972973657 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.575809199318564 too small
2020-02-27 20:00:20 INFO: not found applicable config for candle
2020-02-27 20:00:20 INFO: check need new order None
2020-02-27 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 235.0, 'low': 232.25, 'close': 233.15, 'trades': 5096, 'volume': 6688755, 'vwap': 233.45, 'lastSize': 86, 'turnover': 156143528820, 'homeNotional': 59496.101912576254, 'foreignNotional': 13888924.874473613}, {'timestamp': datetime.datetime(2020, 2, 27, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.95, 'high': 235.35, 'low': 231.65, 'close': 234.8, 'trades': 7899, 'volume': 12520642, 'vwap': 233.68, 'lastSize': 694, 'turnover': 292573215775, 'homeNotional': 111256.21782352567, 'foreignNotional': 25997749.44251157}, {'timestamp': datetime.datetime(2020, 2, 27, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.15, 'high': 236.9, 'low': 233.45, 'close': 233.95, 'trades': 6633, 'volume': 10816325, 'vwap': 235.28, 'lastSize': 127, 'turnover': 254482899025, 'homeNotional': 96369.42649085108, 'foreignNotional': 22673644.768214237}]
2020-02-27 21:00:20 INFO: prepare candles [CandleItem(low=232.25, high=235.0, open=234.8, close=233.15, color='RED'), CandleItem(low=231.65, high=235.35, open=233.95, close=234.8, color='GREEN'), CandleItem(low=233.45, high=236.9, open=236.15, close=233.95, color='RED')]
2020-02-27 21:00:20 INFO: skip by colors candles=[CandleItem(low=232.25, high=235.0, open=234.8, close=233.15, color='RED'), CandleItem(low=231.65, high=235.35, open=233.95, close=234.8, color='GREEN'), CandleItem(low=233.45, high=236.9, open=236.15, close=233.95, color='RED')]
2020-02-27 21:00:20 INFO: check need new order None
2020-02-27 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.7, 'low': 225.9, 'close': 226.9, 'trades': 12181, 'volume': 18455129, 'vwap': 228.55, 'lastSize': 50, 'turnover': 421777883800, 'homeNotional': 162466.00676294978, 'foreignNotional': 37131806.22098375}, {'timestamp': datetime.datetime(2020, 2, 27, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 235.0, 'low': 232.25, 'close': 233.15, 'trades': 5096, 'volume': 6688755, 'vwap': 233.45, 'lastSize': 86, 'turnover': 156143528820, 'homeNotional': 59496.101912576254, 'foreignNotional': 13888924.874473613}, {'timestamp': datetime.datetime(2020, 2, 27, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.95, 'high': 235.35, 'low': 231.65, 'close': 234.8, 'trades': 7899, 'volume': 12520642, 'vwap': 233.68, 'lastSize': 694, 'turnover': 292573215775, 'homeNotional': 111256.21782352567, 'foreignNotional': 25997749.44251157}]
2020-02-27 22:00:20 INFO: prepare candles [CandleItem(low=225.9, high=233.7, open=233.15, close=226.9, color='RED'), CandleItem(low=232.25, high=235.0, open=234.8, close=233.15, color='RED'), CandleItem(low=231.65, high=235.35, open=233.95, close=234.8, color='GREEN')]
2020-02-27 22:00:20 INFO: skip by colors candles=[CandleItem(low=225.9, high=233.7, open=233.15, close=226.9, color='RED'), CandleItem(low=232.25, high=235.0, open=234.8, close=233.15, color='RED'), CandleItem(low=231.65, high=235.35, open=233.95, close=234.8, color='GREEN')]
2020-02-27 22:00:20 INFO: check need new order None
2020-02-27 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 27, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 229.5, 'low': 223.0, 'close': 229.2, 'trades': 13902, 'volume': 23877197, 'vwap': 225.78, 'lastSize': 735, 'turnover': 539089729395, 'homeNotional': 208383.731310554, 'foreignNotional': 47049303.805736914}, {'timestamp': datetime.datetime(2020, 2, 27, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.7, 'low': 225.9, 'close': 226.9, 'trades': 12181, 'volume': 18455129, 'vwap': 228.55, 'lastSize': 50, 'turnover': 421777883800, 'homeNotional': 162466.00676294978, 'foreignNotional': 37131806.22098375}, {'timestamp': datetime.datetime(2020, 2, 27, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 234.8, 'high': 235.0, 'low': 232.25, 'close': 233.15, 'trades': 5096, 'volume': 6688755, 'vwap': 233.45, 'lastSize': 86, 'turnover': 156143528820, 'homeNotional': 59496.101912576254, 'foreignNotional': 13888924.874473613}]
2020-02-27 23:00:20 INFO: prepare candles [CandleItem(low=223.0, high=229.5, open=226.9, close=229.2, color='GREEN'), CandleItem(low=225.9, high=233.7, open=233.15, close=226.9, color='RED'), CandleItem(low=232.25, high=235.0, open=234.8, close=233.15, color='RED')]
2020-02-27 23:00:20 INFO: last_candle=CandleItem(low=223.0, high=229.5, open=226.9, close=229.2, color='GREEN')
2020-02-27 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.8359511343804535 last_candle.percent_size_of_body=0.3538461538461512 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-27 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.8359511343804535 too big
2020-02-27 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.8359511343804535 last_candle.percent_size_of_body=0.3538461538461512 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.8359511343804535 too big
2020-02-27 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.8359511343804535 last_candle.percent_size_of_body=0.3538461538461512 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-27 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.8359511343804535 too big
2020-02-27 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.8359511343804535 last_candle.percent_size_of_body=0.3538461538461512 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.8359511343804535 too big
2020-02-27 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.8359511343804535 last_candle.percent_size_of_body=0.3538461538461512 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-27 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.8359511343804535 too big
2020-02-27 23:00:20 INFO: filter last_candle.percent_size_of_cost=2.8359511343804535 last_candle.percent_size_of_body=0.3538461538461512 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-27 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.8359511343804535 too big
2020-02-27 23:00:20 INFO: not found applicable config for candle
2020-02-27 23:00:20 INFO: check need new order None
2020-02-28 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.85, 'low': 224.6, 'close': 228.15, 'trades': 11200, 'volume': 19907574, 'vwap': 227.51, 'lastSize': 1000, 'turnover': 452907220810, 'homeNotional': 174804.28406264485, 'foreignNotional': 39769060.476458125}, {'timestamp': datetime.datetime(2020, 2, 27, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 229.5, 'low': 223.0, 'close': 229.2, 'trades': 13902, 'volume': 23877197, 'vwap': 225.78, 'lastSize': 735, 'turnover': 539089729395, 'homeNotional': 208383.731310554, 'foreignNotional': 47049303.805736914}, {'timestamp': datetime.datetime(2020, 2, 27, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.15, 'high': 233.7, 'low': 225.9, 'close': 226.9, 'trades': 12181, 'volume': 18455129, 'vwap': 228.55, 'lastSize': 50, 'turnover': 421777883800, 'homeNotional': 162466.00676294978, 'foreignNotional': 37131806.22098375}]
2020-02-28 00:00:20 INFO: prepare candles [CandleItem(low=224.6, high=229.85, open=229.2, close=228.15, color='RED'), CandleItem(low=223.0, high=229.5, open=226.9, close=229.2, color='GREEN'), CandleItem(low=225.9, high=233.7, open=233.15, close=226.9, color='RED')]
2020-02-28 00:00:20 INFO: skip by colors candles=[CandleItem(low=224.6, high=229.85, open=229.2, close=228.15, color='RED'), CandleItem(low=223.0, high=229.5, open=226.9, close=229.2, color='GREEN'), CandleItem(low=225.9, high=233.7, open=233.15, close=226.9, color='RED')]
2020-02-28 00:00:20 INFO: check need new order None
2020-02-28 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.15, 'high': 231.85, 'low': 227.1, 'close': 230.5, 'trades': 8250, 'volume': 13480567, 'vwap': 229.83, 'lastSize': 8, 'turnover': 309823283745, 'homeNotional': 119210.24684388237, 'foreignNotional': 27398572.550045192}, {'timestamp': datetime.datetime(2020, 2, 28, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.85, 'low': 224.6, 'close': 228.15, 'trades': 11200, 'volume': 19907574, 'vwap': 227.51, 'lastSize': 1000, 'turnover': 452907220810, 'homeNotional': 174804.28406264485, 'foreignNotional': 39769060.476458125}, {'timestamp': datetime.datetime(2020, 2, 27, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.9, 'high': 229.5, 'low': 223.0, 'close': 229.2, 'trades': 13902, 'volume': 23877197, 'vwap': 225.78, 'lastSize': 735, 'turnover': 539089729395, 'homeNotional': 208383.731310554, 'foreignNotional': 47049303.805736914}]
2020-02-28 01:00:20 INFO: prepare candles [CandleItem(low=227.1, high=231.85, open=228.15, close=230.5, color='GREEN'), CandleItem(low=224.6, high=229.85, open=229.2, close=228.15, color='RED'), CandleItem(low=223.0, high=229.5, open=226.9, close=229.2, color='GREEN')]
2020-02-28 01:00:20 INFO: skip by colors candles=[CandleItem(low=227.1, high=231.85, open=228.15, close=230.5, color='GREEN'), CandleItem(low=224.6, high=229.85, open=229.2, close=228.15, color='RED'), CandleItem(low=223.0, high=229.5, open=226.9, close=229.2, color='GREEN')]
2020-02-28 01:00:20 INFO: check need new order None
2020-02-28 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 233.95, 'low': 228.3, 'close': 233.35, 'trades': 7991, 'volume': 12439813, 'vwap': 231.1, 'lastSize': 40, 'turnover': 287475329620, 'homeNotional': 110193.85058245972, 'foreignNotional': 25465433.72136969}, {'timestamp': datetime.datetime(2020, 2, 28, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.15, 'high': 231.85, 'low': 227.1, 'close': 230.5, 'trades': 8250, 'volume': 13480567, 'vwap': 229.83, 'lastSize': 8, 'turnover': 309823283745, 'homeNotional': 119210.24684388237, 'foreignNotional': 27398572.550045192}, {'timestamp': datetime.datetime(2020, 2, 28, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.85, 'low': 224.6, 'close': 228.15, 'trades': 11200, 'volume': 19907574, 'vwap': 227.51, 'lastSize': 1000, 'turnover': 452907220810, 'homeNotional': 174804.28406264485, 'foreignNotional': 39769060.476458125}]
2020-02-28 02:00:20 INFO: prepare candles [CandleItem(low=228.3, high=233.95, open=230.5, close=233.35, color='GREEN'), CandleItem(low=227.1, high=231.85, open=228.15, close=230.5, color='GREEN'), CandleItem(low=224.6, high=229.85, open=229.2, close=228.15, color='RED')]
2020-02-28 02:00:20 INFO: skip by colors candles=[CandleItem(low=228.3, high=233.95, open=230.5, close=233.35, color='GREEN'), CandleItem(low=227.1, high=231.85, open=228.15, close=230.5, color='GREEN'), CandleItem(low=224.6, high=229.85, open=229.2, close=228.15, color='RED')]
2020-02-28 02:00:20 INFO: check need new order None
2020-02-28 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.8, 'low': 231.0, 'close': 232.35, 'trades': 7300, 'volume': 10908831, 'vwap': 233.0, 'lastSize': 23, 'turnover': 254169616300, 'homeNotional': 96806.71511837754, 'foreignNotional': 22555502.989328902}, {'timestamp': datetime.datetime(2020, 2, 28, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 233.95, 'low': 228.3, 'close': 233.35, 'trades': 7991, 'volume': 12439813, 'vwap': 231.1, 'lastSize': 40, 'turnover': 287475329620, 'homeNotional': 110193.85058245972, 'foreignNotional': 25465433.72136969}, {'timestamp': datetime.datetime(2020, 2, 28, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.15, 'high': 231.85, 'low': 227.1, 'close': 230.5, 'trades': 8250, 'volume': 13480567, 'vwap': 229.83, 'lastSize': 8, 'turnover': 309823283745, 'homeNotional': 119210.24684388237, 'foreignNotional': 27398572.550045192}]
2020-02-28 03:00:20 INFO: prepare candles [CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED'), CandleItem(low=228.3, high=233.95, open=230.5, close=233.35, color='GREEN'), CandleItem(low=227.1, high=231.85, open=228.15, close=230.5, color='GREEN')]
2020-02-28 03:00:20 INFO: last_candle=CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED')
2020-02-28 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.6354637400473473 last_candle.percent_size_of_body=0.2631578947368413 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-28 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.6354637400473473 too big
2020-02-28 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.6354637400473473 last_candle.percent_size_of_body=0.2631578947368413 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.6354637400473473 too big
2020-02-28 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.6354637400473473 last_candle.percent_size_of_body=0.2631578947368413 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-28 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.6354637400473473 too big
2020-02-28 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.6354637400473473 last_candle.percent_size_of_body=0.2631578947368413 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.6354637400473473 too big
2020-02-28 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.6354637400473473 last_candle.percent_size_of_body=0.2631578947368413 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-28 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.6354637400473473 too big
2020-02-28 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.6354637400473473 last_candle.percent_size_of_body=0.2631578947368413 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 03:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-28 03:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-28 03:00:20 INFO: place order: start candle=CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED') ticker='ETHUSD' price_offset=0.1
2020-02-28 03:00:20 INFO: place order: side_factor=1.0 init_trigger_price=230.95 init_order_price=230.9 stop_price_offset=0.0 candle.size=3.8000000000000114 stop_price=234.8 take_price=215.69999999999996
2020-02-28 03:00:20 INFO: place order: compute qty=-3.0
2020-02-28 03:00:20 INFO: place order: save order to db f5c93b7c7ab642d195d6f363bd4f1c52; response=True
2020-02-28 03:00:20 INFO: process event {'orderID': '41c9f184-9dad-ca29-5666-d80e8fae2bae', 'clOrdID': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 230.9, 'displayQty': None, 'stopPx': 230.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-02-28T03:00:20.338Z', 'timestamp': '2020-02-28T03:00:20.338Z'}
2020-02-28 03:00:20 INFO: skip event f5c93b7c7ab642d195d6f363bd4f1c52 New
2020-02-28 03:00:20 INFO: post order to exchange resp={'orderID': '41c9f184-9dad-ca29-5666-d80e8fae2bae', 'clOrdID': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 230.9, 'displayQty': None, 'stopPx': 230.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 0, 20, 338000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 0, 20, 338000, tzinfo=tzlocal())}
2020-02-28 03:00:20 INFO: place new init order {'qty': -3.0, 'init_price': 230.95, 'stop_price': 234.8, 'take_price': 215.69999999999996, 'order_uid': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'response': {'orderID': '41c9f184-9dad-ca29-5666-d80e8fae2bae', 'clOrdID': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 230.9, 'displayQty': None, 'stopPx': 230.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 0, 20, 338000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 0, 20, 338000, tzinfo=tzlocal())}}
2020-02-28 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '41c9f184-9dad-ca29-5666-d80e8fae2bae', 'clOrdID': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 3, 'price': 230.9, 'displayQty': None, 'stopPx': 230.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 0, 20, 338000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 0, 20, 338000, tzinfo=tzlocal())}
2020-02-28 03:02:00 INFO: order time=2020-02-28 03:00:20.338000+00:00; delta from now UTC=0:01:40.194003 time_delta.total_seconds()=100.194003; time_diff_offset='3600'
2020-02-28 03:02:00 INFO: skip by time diff 2020-02-28 03:00:20.338000+00:00
2020-02-28 03:39:29 INFO: process event {'orderID': '41c9f184-9dad-ca29-5666-d80e8fae2bae', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-02-28T03:39:29.095Z', 'clOrdID': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-28 03:39:29 INFO: skip event f5c93b7c7ab642d195d6f363bd4f1c52 
2020-02-28 03:39:29 INFO: process event {'orderID': '41c9f184-9dad-ca29-5666-d80e8fae2bae', 'workingIndicator': True, 'transactTime': '2020-02-28T03:39:29.095Z', 'clOrdID': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-28T03:39:29.095Z'}
2020-02-28 03:39:29 INFO: skip event f5c93b7c7ab642d195d6f363bd4f1c52 
2020-02-28 03:39:29 INFO: process event {'orderID': '41c9f184-9dad-ca29-5666-d80e8fae2bae', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 230.95, 'clOrdID': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-28T03:39:29.095Z'}
2020-02-28 03:39:29 INFO: add new event={'uid': 'f5c93b7c7ab642d195d6f363bd4f1c52', 'status': 'Filled'}
2020-02-28 03:39:29 INFO: start process event--------------------------------------------
2020-02-28 03:39:29 INFO: fetch new order event f5c93b7c7ab642d195d6f363bd4f1c52
2020-02-28 03:39:29 INFO: fetch orders by event init={'stop': '234.8', 'take': '215.69999999999996', 'qty': '3.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-02-28 03:39:29 INFO: process init order filled
2020-02-28 03:39:29 INFO: save profit orders to storage stop=fbb1577fea43434ea1f7848258ba7722 take=78521645ce6546b2975119a81c03fbfb
2020-02-28 03:39:29 INFO: place profit orders take_price=215.69999999999996, stop_price=234.8, qty=3.0, color=RED, ticker=ETHUSD fbb1577fea43434ea1f7848258ba7722 78521645ce6546b2975119a81c03fbfb
2020-02-28 03:39:29 INFO: place stop order ETHUSD: qty=3.0, stop_price=234.8, stop_uid=fbb1577fea43434ea1f7848258ba7722
2020-02-28 03:39:29 INFO: process event {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-02-28T03:39:29.673Z', 'timestamp': '2020-02-28T03:39:29.673Z'}
2020-02-28 03:39:29 INFO: skip event fbb1577fea43434ea1f7848258ba7722 New
2020-02-28 03:39:29 INFO: exchange resp for stop order={'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 03:39:29 INFO: place limit order ETHUSD: qty=3.0, price=215.69999999999996, take_uid=78521645ce6546b2975119a81c03fbfb
2020-02-28 03:39:30 INFO: process event {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-02-28T03:39:30.303Z', 'timestamp': '2020-02-28T03:39:30.303Z'}
2020-02-28 03:39:30 INFO: skip event 78521645ce6546b2975119a81c03fbfb New
2020-02-28 03:39:30 INFO: process event {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'workingIndicator': True, 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-28T03:39:30.303Z'}
2020-02-28 03:39:30 INFO: skip event 78521645ce6546b2975119a81c03fbfb 
2020-02-28 03:39:30 INFO: exchange resp for take profit order={'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 03:39:30 INFO: place profit orders={'stop': {'response': {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}, 'qty': 3.0, 'uid': 'fbb1577fea43434ea1f7848258ba7722', 'price': 234.8}, 'take': {'response': {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}, 'qty': 3.0, 'uid': '78521645ce6546b2975119a81c03fbfb', 'price': 215.69999999999996}}
2020-02-28 03:39:30 INFO: rm init order from db f5c93b7c7ab642d195d6f363bd4f1c52
2020-02-28 03:39:30 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-02-28 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 233.55, 'low': 228.8, 'close': 230.0, 'trades': 6613, 'volume': 8453680, 'vwap': 231.32, 'lastSize': 1, 'turnover': 195543423420, 'homeNotional': 74890.68569762667, 'foreignNotional': 17323215.35974166}, {'timestamp': datetime.datetime(2020, 2, 28, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.8, 'low': 231.0, 'close': 232.35, 'trades': 7300, 'volume': 10908831, 'vwap': 233.0, 'lastSize': 23, 'turnover': 254169616300, 'homeNotional': 96806.71511837754, 'foreignNotional': 22555502.989328902}, {'timestamp': datetime.datetime(2020, 2, 28, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.5, 'high': 233.95, 'low': 228.3, 'close': 233.35, 'trades': 7991, 'volume': 12439813, 'vwap': 231.1, 'lastSize': 40, 'turnover': 287475329620, 'homeNotional': 110193.85058245972, 'foreignNotional': 25465433.72136969}]
2020-02-28 04:00:21 INFO: prepare candles [CandleItem(low=228.8, high=233.55, open=232.35, close=230.0, color='RED'), CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED'), CandleItem(low=228.3, high=233.95, open=230.5, close=233.35, color='GREEN')]
2020-02-28 04:00:21 INFO: skip by colors candles=[CandleItem(low=228.8, high=233.55, open=232.35, close=230.0, color='RED'), CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED'), CandleItem(low=228.3, high=233.95, open=230.5, close=233.35, color='GREEN')]
2020-02-28 04:00:21 INFO: check need new order None
2020-02-28 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 04:02:00 INFO: skip by not found init order into storage
2020-02-28 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 04:02:00 INFO: skip by not found init order into storage
2020-02-28 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 231.15, 'low': 228.5, 'close': 229.35, 'trades': 6073, 'volume': 8398225, 'vwap': 229.87, 'lastSize': 17393, 'turnover': 193042533640, 'homeNotional': 74273.77327782092, 'foreignNotional': 17072721.00883802}, {'timestamp': datetime.datetime(2020, 2, 28, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 233.55, 'low': 228.8, 'close': 230.0, 'trades': 6613, 'volume': 8453680, 'vwap': 231.32, 'lastSize': 1, 'turnover': 195543423420, 'homeNotional': 74890.68569762667, 'foreignNotional': 17323215.35974166}, {'timestamp': datetime.datetime(2020, 2, 28, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.35, 'high': 234.8, 'low': 231.0, 'close': 232.35, 'trades': 7300, 'volume': 10908831, 'vwap': 233.0, 'lastSize': 23, 'turnover': 254169616300, 'homeNotional': 96806.71511837754, 'foreignNotional': 22555502.989328902}]
2020-02-28 05:00:20 INFO: prepare candles [CandleItem(low=228.5, high=231.15, open=230.0, close=229.35, color='RED'), CandleItem(low=228.8, high=233.55, open=232.35, close=230.0, color='RED'), CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED')]
2020-02-28 05:00:20 INFO: skip by colors candles=[CandleItem(low=228.5, high=231.15, open=230.0, close=229.35, color='RED'), CandleItem(low=228.8, high=233.55, open=232.35, close=230.0, color='RED'), CandleItem(low=231.0, high=234.8, open=233.35, close=232.35, color='RED')]
2020-02-28 05:00:20 INFO: check need new order None
2020-02-28 05:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 05:02:01 INFO: skip by not found init order into storage
2020-02-28 05:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 05:02:01 INFO: skip by not found init order into storage
2020-02-28 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.5, 'low': 226.95, 'close': 227.5, 'trades': 7533, 'volume': 11893414, 'vwap': 228.02, 'lastSize': 200, 'turnover': 271188895625, 'homeNotional': 104671.02359480491, 'foreignNotional': 23866745.467048444}, {'timestamp': datetime.datetime(2020, 2, 28, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 231.15, 'low': 228.5, 'close': 229.35, 'trades': 6073, 'volume': 8398225, 'vwap': 229.87, 'lastSize': 17393, 'turnover': 193042533640, 'homeNotional': 74273.77327782092, 'foreignNotional': 17072721.00883802}, {'timestamp': datetime.datetime(2020, 2, 28, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.35, 'high': 233.55, 'low': 228.8, 'close': 230.0, 'trades': 6613, 'volume': 8453680, 'vwap': 231.32, 'lastSize': 1, 'turnover': 195543423420, 'homeNotional': 74890.68569762667, 'foreignNotional': 17323215.35974166}]
2020-02-28 06:00:20 INFO: prepare candles [CandleItem(low=226.95, high=229.5, open=229.35, close=227.5, color='RED'), CandleItem(low=228.5, high=231.15, open=230.0, close=229.35, color='RED'), CandleItem(low=228.8, high=233.55, open=232.35, close=230.0, color='RED')]
2020-02-28 06:00:20 INFO: skip by colors candles=[CandleItem(low=226.95, high=229.5, open=229.35, close=227.5, color='RED'), CandleItem(low=228.5, high=231.15, open=230.0, close=229.35, color='RED'), CandleItem(low=228.8, high=233.55, open=232.35, close=230.0, color='RED')]
2020-02-28 06:00:20 INFO: check need new order None
2020-02-28 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 06:02:00 INFO: skip by not found init order into storage
2020-02-28 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 06:02:00 INFO: skip by not found init order into storage
2020-02-28 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.1, 'low': 225.5, 'close': 226.45, 'trades': 6981, 'volume': 8963105, 'vwap': 226.96, 'lastSize': 100, 'turnover': 203418382735, 'homeNotional': 78750.8101922075, 'foreignNotional': 17872601.118695177}, {'timestamp': datetime.datetime(2020, 2, 28, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.5, 'low': 226.95, 'close': 227.5, 'trades': 7533, 'volume': 11893414, 'vwap': 228.02, 'lastSize': 200, 'turnover': 271188895625, 'homeNotional': 104671.02359480491, 'foreignNotional': 23866745.467048444}, {'timestamp': datetime.datetime(2020, 2, 28, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.0, 'high': 231.15, 'low': 228.5, 'close': 229.35, 'trades': 6073, 'volume': 8398225, 'vwap': 229.87, 'lastSize': 17393, 'turnover': 193042533640, 'homeNotional': 74273.77327782092, 'foreignNotional': 17072721.00883802}]
2020-02-28 07:00:21 INFO: prepare candles [CandleItem(low=225.5, high=228.1, open=227.5, close=226.45, color='RED'), CandleItem(low=226.95, high=229.5, open=229.35, close=227.5, color='RED'), CandleItem(low=228.5, high=231.15, open=230.0, close=229.35, color='RED')]
2020-02-28 07:00:21 INFO: skip by colors candles=[CandleItem(low=225.5, high=228.1, open=227.5, close=226.45, color='RED'), CandleItem(low=226.95, high=229.5, open=229.35, close=227.5, color='RED'), CandleItem(low=228.5, high=231.15, open=230.0, close=229.35, color='RED')]
2020-02-28 07:00:21 INFO: check need new order None
2020-02-28 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 07:02:00 INFO: skip by not found init order into storage
2020-02-28 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 07:02:00 INFO: skip by not found init order into storage
2020-02-28 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 226.55, 'low': 223.15, 'close': 224.3, 'trades': 9341, 'volume': 15399798, 'vwap': 224.59, 'lastSize': 1526, 'turnover': 345857974180, 'homeNotional': 134700.61465955293, 'foreignNotional': 30252165.145830225}, {'timestamp': datetime.datetime(2020, 2, 28, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.1, 'low': 225.5, 'close': 226.45, 'trades': 6981, 'volume': 8963105, 'vwap': 226.96, 'lastSize': 100, 'turnover': 203418382735, 'homeNotional': 78750.8101922075, 'foreignNotional': 17872601.118695177}, {'timestamp': datetime.datetime(2020, 2, 28, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.5, 'low': 226.95, 'close': 227.5, 'trades': 7533, 'volume': 11893414, 'vwap': 228.02, 'lastSize': 200, 'turnover': 271188895625, 'homeNotional': 104671.02359480491, 'foreignNotional': 23866745.467048444}]
2020-02-28 08:00:20 INFO: prepare candles [CandleItem(low=223.15, high=226.55, open=226.45, close=224.3, color='RED'), CandleItem(low=225.5, high=228.1, open=227.5, close=226.45, color='RED'), CandleItem(low=226.95, high=229.5, open=229.35, close=227.5, color='RED')]
2020-02-28 08:00:20 INFO: skip by colors candles=[CandleItem(low=223.15, high=226.55, open=226.45, close=224.3, color='RED'), CandleItem(low=225.5, high=228.1, open=227.5, close=226.45, color='RED'), CandleItem(low=226.95, high=229.5, open=229.35, close=227.5, color='RED')]
2020-02-28 08:00:20 INFO: check need new order None
2020-02-28 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 08:02:00 INFO: skip by not found init order into storage
2020-02-28 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 08:02:00 INFO: skip by not found init order into storage
2020-02-28 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.3, 'high': 226.9, 'low': 223.9, 'close': 224.0, 'trades': 7323, 'volume': 10005433, 'vwap': 225.78, 'lastSize': 3250, 'turnover': 225898909525, 'homeNotional': 87607.38026604596, 'foreignNotional': 19779788.104053218}, {'timestamp': datetime.datetime(2020, 2, 28, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 226.55, 'low': 223.15, 'close': 224.3, 'trades': 9341, 'volume': 15399798, 'vwap': 224.59, 'lastSize': 1526, 'turnover': 345857974180, 'homeNotional': 134700.61465955293, 'foreignNotional': 30252165.145830225}, {'timestamp': datetime.datetime(2020, 2, 28, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 228.1, 'low': 225.5, 'close': 226.45, 'trades': 6981, 'volume': 8963105, 'vwap': 226.96, 'lastSize': 100, 'turnover': 203418382735, 'homeNotional': 78750.8101922075, 'foreignNotional': 17872601.118695177}]
2020-02-28 09:00:20 INFO: prepare candles [CandleItem(low=223.9, high=226.9, open=224.3, close=224.0, color='RED'), CandleItem(low=223.15, high=226.55, open=226.45, close=224.3, color='RED'), CandleItem(low=225.5, high=228.1, open=227.5, close=226.45, color='RED')]
2020-02-28 09:00:20 INFO: skip by colors candles=[CandleItem(low=223.9, high=226.9, open=224.3, close=224.0, color='RED'), CandleItem(low=223.15, high=226.55, open=226.45, close=224.3, color='RED'), CandleItem(low=225.5, high=228.1, open=227.5, close=226.45, color='RED')]
2020-02-28 09:00:20 INFO: check need new order None
2020-02-28 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 09:02:00 INFO: skip by not found init order into storage
2020-02-28 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 09:02:00 INFO: skip by not found init order into storage
2020-02-28 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 224.0, 'low': 217.9, 'close': 219.55, 'trades': 18810, 'volume': 31013281, 'vwap': 221.26, 'lastSize': 20, 'turnover': 686190561065, 'homeNotional': 268798.6929995579, 'foreignNotional': 59475726.72081311}, {'timestamp': datetime.datetime(2020, 2, 28, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.3, 'high': 226.9, 'low': 223.9, 'close': 224.0, 'trades': 7323, 'volume': 10005433, 'vwap': 225.78, 'lastSize': 3250, 'turnover': 225898909525, 'homeNotional': 87607.38026604596, 'foreignNotional': 19779788.104053218}, {'timestamp': datetime.datetime(2020, 2, 28, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.45, 'high': 226.55, 'low': 223.15, 'close': 224.3, 'trades': 9341, 'volume': 15399798, 'vwap': 224.59, 'lastSize': 1526, 'turnover': 345857974180, 'homeNotional': 134700.61465955293, 'foreignNotional': 30252165.145830225}]
2020-02-28 10:00:20 INFO: prepare candles [CandleItem(low=217.9, high=224.0, open=224.0, close=219.55, color='RED'), CandleItem(low=223.9, high=226.9, open=224.3, close=224.0, color='RED'), CandleItem(low=223.15, high=226.55, open=226.45, close=224.3, color='RED')]
2020-02-28 10:00:20 INFO: skip by colors candles=[CandleItem(low=217.9, high=224.0, open=224.0, close=219.55, color='RED'), CandleItem(low=223.9, high=226.9, open=224.3, close=224.0, color='RED'), CandleItem(low=223.15, high=226.55, open=226.45, close=224.3, color='RED')]
2020-02-28 10:00:20 INFO: check need new order None
2020-02-28 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 10:02:00 INFO: skip by not found init order into storage
2020-02-28 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 10:02:00 INFO: skip by not found init order into storage
2020-02-28 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.55, 'high': 221.9, 'low': 216.6, 'close': 221.4, 'trades': 15970, 'volume': 28117471, 'vwap': 219.71, 'lastSize': 40, 'turnover': 617751606090, 'homeNotional': 241571.6195706648, 'foreignNotional': 53074927.730934195}, {'timestamp': datetime.datetime(2020, 2, 28, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 224.0, 'low': 217.9, 'close': 219.55, 'trades': 18810, 'volume': 31013281, 'vwap': 221.26, 'lastSize': 20, 'turnover': 686190561065, 'homeNotional': 268798.6929995579, 'foreignNotional': 59475726.72081311}, {'timestamp': datetime.datetime(2020, 2, 28, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.3, 'high': 226.9, 'low': 223.9, 'close': 224.0, 'trades': 7323, 'volume': 10005433, 'vwap': 225.78, 'lastSize': 3250, 'turnover': 225898909525, 'homeNotional': 87607.38026604596, 'foreignNotional': 19779788.104053218}]
2020-02-28 11:00:20 INFO: prepare candles [CandleItem(low=216.6, high=221.9, open=219.55, close=221.4, color='GREEN'), CandleItem(low=217.9, high=224.0, open=224.0, close=219.55, color='RED'), CandleItem(low=223.9, high=226.9, open=224.3, close=224.0, color='RED')]
2020-02-28 11:00:20 INFO: last_candle=CandleItem(low=216.6, high=221.9, open=219.55, close=221.4, color='GREEN')
2020-02-28 11:00:20 INFO: filter last_candle.percent_size_of_cost=2.3938572719060573 last_candle.percent_size_of_body=0.3490566037735831 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-28 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3938572719060573 too big
2020-02-28 11:00:20 INFO: filter last_candle.percent_size_of_cost=2.3938572719060573 last_candle.percent_size_of_body=0.3490566037735831 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3938572719060573 too big
2020-02-28 11:00:20 INFO: filter last_candle.percent_size_of_cost=2.3938572719060573 last_candle.percent_size_of_body=0.3490566037735831 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-28 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3938572719060573 too big
2020-02-28 11:00:20 INFO: filter last_candle.percent_size_of_cost=2.3938572719060573 last_candle.percent_size_of_body=0.3490566037735831 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3938572719060573 too big
2020-02-28 11:00:20 INFO: filter last_candle.percent_size_of_cost=2.3938572719060573 last_candle.percent_size_of_body=0.3490566037735831 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-28 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3938572719060573 too big
2020-02-28 11:00:20 INFO: filter last_candle.percent_size_of_cost=2.3938572719060573 last_candle.percent_size_of_body=0.3490566037735831 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3938572719060573 too big
2020-02-28 11:00:20 INFO: not found applicable config for candle
2020-02-28 11:00:20 INFO: check need new order None
2020-02-28 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 11:02:00 INFO: skip by not found init order into storage
2020-02-28 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 11:02:00 INFO: skip by not found init order into storage
2020-02-28 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.4, 'high': 223.0, 'low': 219.15, 'close': 220.7, 'trades': 8540, 'volume': 11869400, 'vwap': 221.3, 'lastSize': 56, 'turnover': 262659828770, 'homeNotional': 102011.4786593248, 'foreignNotional': 22574505.21779412}, {'timestamp': datetime.datetime(2020, 2, 28, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.55, 'high': 221.9, 'low': 216.6, 'close': 221.4, 'trades': 15970, 'volume': 28117471, 'vwap': 219.71, 'lastSize': 40, 'turnover': 617751606090, 'homeNotional': 241571.6195706648, 'foreignNotional': 53074927.730934195}, {'timestamp': datetime.datetime(2020, 2, 28, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.0, 'high': 224.0, 'low': 217.9, 'close': 219.55, 'trades': 18810, 'volume': 31013281, 'vwap': 221.26, 'lastSize': 20, 'turnover': 686190561065, 'homeNotional': 268798.6929995579, 'foreignNotional': 59475726.72081311}]
2020-02-28 12:00:20 INFO: prepare candles [CandleItem(low=219.15, high=223.0, open=221.4, close=220.7, color='RED'), CandleItem(low=216.6, high=221.9, open=219.55, close=221.4, color='GREEN'), CandleItem(low=217.9, high=224.0, open=224.0, close=219.55, color='RED')]
2020-02-28 12:00:20 INFO: skip by colors candles=[CandleItem(low=219.15, high=223.0, open=221.4, close=220.7, color='RED'), CandleItem(low=216.6, high=221.9, open=219.55, close=221.4, color='GREEN'), CandleItem(low=217.9, high=224.0, open=224.0, close=219.55, color='RED')]
2020-02-28 12:00:20 INFO: check need new order None
2020-02-28 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal())}
2020-02-28 12:02:00 INFO: skip by not found init order into storage
2020-02-28 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': 215.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 3, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 3, 39, 30, 303000, tzinfo=tzlocal())}
2020-02-28 12:02:00 INFO: skip by not found init order into storage
2020-02-28 12:11:18 INFO: process event {'orderID': 'bd4b8541-5e93-53de-2dd6-000589646a8a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 3, 'avgPx': 215.7, 'timestamp': '2020-02-28T12:11:17.975Z', 'clOrdID': '78521645ce6546b2975119a81c03fbfb', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-28 12:11:18 INFO: add new event={'uid': '78521645ce6546b2975119a81c03fbfb', 'status': 'Filled'}
2020-02-28 12:11:18 INFO: start process event--------------------------------------------
2020-02-28 12:11:18 INFO: fetch new order event 78521645ce6546b2975119a81c03fbfb
2020-02-28 12:11:18 INFO: fetch orders by event init=None profit_pair=fbb1577fea43434ea1f7848258ba7722
2020-02-28 12:11:18 INFO: process profit order filled
2020-02-28 12:11:19 INFO: cancel order=fbb1577fea43434ea1f7848258ba7722 [{'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 3, 'price': None, 'displayQty': None, 'stopPx': 234.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 28, 3, 39, 29, 673000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 28, 12, 11, 19, 796000, tzinfo=tzlocal())}]
2020-02-28 12:11:19 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-02-28 12:11:19 INFO: process event {'orderID': '993d83e3-001a-6f3e-eb30-de8b94924661', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-02-28T12:11:19.796Z', 'clOrdID': 'fbb1577fea43434ea1f7848258ba7722', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-28 12:11:19 INFO: skip event fbb1577fea43434ea1f7848258ba7722 Canceled
2020-02-28 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.7, 'high': 221.0, 'low': 213.15, 'close': 217.8, 'trades': 21695, 'volume': 41635226, 'vwap': 216.36, 'lastSize': 1006, 'turnover': 900810195365, 'homeNotional': 353802.805372793, 'foreignNotional': 76549430.59060681}, {'timestamp': datetime.datetime(2020, 2, 28, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.4, 'high': 223.0, 'low': 219.15, 'close': 220.7, 'trades': 8540, 'volume': 11869400, 'vwap': 221.3, 'lastSize': 56, 'turnover': 262659828770, 'homeNotional': 102011.4786593248, 'foreignNotional': 22574505.21779412}, {'timestamp': datetime.datetime(2020, 2, 28, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.55, 'high': 221.9, 'low': 216.6, 'close': 221.4, 'trades': 15970, 'volume': 28117471, 'vwap': 219.71, 'lastSize': 40, 'turnover': 617751606090, 'homeNotional': 241571.6195706648, 'foreignNotional': 53074927.730934195}]
2020-02-28 13:00:20 INFO: prepare candles [CandleItem(low=213.15, high=221.0, open=220.7, close=217.8, color='RED'), CandleItem(low=219.15, high=223.0, open=221.4, close=220.7, color='RED'), CandleItem(low=216.6, high=221.9, open=219.55, close=221.4, color='GREEN')]
2020-02-28 13:00:20 INFO: skip by colors candles=[CandleItem(low=213.15, high=221.0, open=220.7, close=217.8, color='RED'), CandleItem(low=219.15, high=223.0, open=221.4, close=220.7, color='RED'), CandleItem(low=216.6, high=221.9, open=219.55, close=221.4, color='GREEN')]
2020-02-28 13:00:20 INFO: check need new order None
2020-02-28 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.8, 'high': 225.3, 'low': 216.4, 'close': 223.55, 'trades': 16053, 'volume': 25352733, 'vwap': 222.19, 'lastSize': 4500, 'turnover': 563300198840, 'homeNotional': 218489.4962886198, 'foreignNotional': 48547660.150961064}, {'timestamp': datetime.datetime(2020, 2, 28, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.7, 'high': 221.0, 'low': 213.15, 'close': 217.8, 'trades': 21695, 'volume': 41635226, 'vwap': 216.36, 'lastSize': 1006, 'turnover': 900810195365, 'homeNotional': 353802.805372793, 'foreignNotional': 76549430.59060681}, {'timestamp': datetime.datetime(2020, 2, 28, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.4, 'high': 223.0, 'low': 219.15, 'close': 220.7, 'trades': 8540, 'volume': 11869400, 'vwap': 221.3, 'lastSize': 56, 'turnover': 262659828770, 'homeNotional': 102011.4786593248, 'foreignNotional': 22574505.21779412}]
2020-02-28 14:00:20 INFO: prepare candles [CandleItem(low=216.4, high=225.3, open=217.8, close=223.55, color='GREEN'), CandleItem(low=213.15, high=221.0, open=220.7, close=217.8, color='RED'), CandleItem(low=219.15, high=223.0, open=221.4, close=220.7, color='RED')]
2020-02-28 14:00:20 INFO: last_candle=CandleItem(low=216.4, high=225.3, open=217.8, close=223.55, color='GREEN')
2020-02-28 14:00:20 INFO: filter last_candle.percent_size_of_cost=3.9812122567658266 last_candle.percent_size_of_body=0.6460674157303367 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-28 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.9812122567658266 too big
2020-02-28 14:00:20 INFO: filter last_candle.percent_size_of_cost=3.9812122567658266 last_candle.percent_size_of_body=0.6460674157303367 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.9812122567658266 too big
2020-02-28 14:00:20 INFO: filter last_candle.percent_size_of_cost=3.9812122567658266 last_candle.percent_size_of_body=0.6460674157303367 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-28 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.9812122567658266 too big
2020-02-28 14:00:20 INFO: filter last_candle.percent_size_of_cost=3.9812122567658266 last_candle.percent_size_of_body=0.6460674157303367 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.9812122567658266 too big
2020-02-28 14:00:20 INFO: filter last_candle.percent_size_of_cost=3.9812122567658266 last_candle.percent_size_of_body=0.6460674157303367 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-28 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.9812122567658266 too big
2020-02-28 14:00:20 INFO: filter last_candle.percent_size_of_cost=3.9812122567658266 last_candle.percent_size_of_body=0.6460674157303367 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.9812122567658266 too big
2020-02-28 14:00:20 INFO: not found applicable config for candle
2020-02-28 14:00:20 INFO: check need new order None
2020-02-28 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.55, 'high': 225.05, 'low': 221.0, 'close': 224.55, 'trades': 10891, 'volume': 15730178, 'vwap': 222.98, 'lastSize': 500, 'turnover': 350746519170, 'homeNotional': 135566.04437947608, 'foreignNotional': 30228462.5662817}, {'timestamp': datetime.datetime(2020, 2, 28, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.8, 'high': 225.3, 'low': 216.4, 'close': 223.55, 'trades': 16053, 'volume': 25352733, 'vwap': 222.19, 'lastSize': 4500, 'turnover': 563300198840, 'homeNotional': 218489.4962886198, 'foreignNotional': 48547660.150961064}, {'timestamp': datetime.datetime(2020, 2, 28, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.7, 'high': 221.0, 'low': 213.15, 'close': 217.8, 'trades': 21695, 'volume': 41635226, 'vwap': 216.36, 'lastSize': 1006, 'turnover': 900810195365, 'homeNotional': 353802.805372793, 'foreignNotional': 76549430.59060681}]
2020-02-28 15:00:21 INFO: prepare candles [CandleItem(low=221.0, high=225.05, open=223.55, close=224.55, color='GREEN'), CandleItem(low=216.4, high=225.3, open=217.8, close=223.55, color='GREEN'), CandleItem(low=213.15, high=221.0, open=220.7, close=217.8, color='RED')]
2020-02-28 15:00:21 INFO: skip by colors candles=[CandleItem(low=221.0, high=225.05, open=223.55, close=224.55, color='GREEN'), CandleItem(low=216.4, high=225.3, open=217.8, close=223.55, color='GREEN'), CandleItem(low=213.15, high=221.0, open=220.7, close=217.8, color='RED')]
2020-02-28 15:00:21 INFO: check need new order None
2020-02-28 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 227.7, 'low': 222.15, 'close': 227.4, 'trades': 10359, 'volume': 14655291, 'vwap': 225.08, 'lastSize': 936, 'turnover': 329853345080, 'homeNotional': 127135.11874621734, 'foreignNotional': 28615222.373211082}, {'timestamp': datetime.datetime(2020, 2, 28, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.55, 'high': 225.05, 'low': 221.0, 'close': 224.55, 'trades': 10891, 'volume': 15730178, 'vwap': 222.98, 'lastSize': 500, 'turnover': 350746519170, 'homeNotional': 135566.04437947608, 'foreignNotional': 30228462.5662817}, {'timestamp': datetime.datetime(2020, 2, 28, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.8, 'high': 225.3, 'low': 216.4, 'close': 223.55, 'trades': 16053, 'volume': 25352733, 'vwap': 222.19, 'lastSize': 4500, 'turnover': 563300198840, 'homeNotional': 218489.4962886198, 'foreignNotional': 48547660.150961064}]
2020-02-28 16:00:20 INFO: prepare candles [CandleItem(low=222.15, high=227.7, open=224.55, close=227.4, color='GREEN'), CandleItem(low=221.0, high=225.05, open=223.55, close=224.55, color='GREEN'), CandleItem(low=216.4, high=225.3, open=217.8, close=223.55, color='GREEN')]
2020-02-28 16:00:20 INFO: skip by colors candles=[CandleItem(low=222.15, high=227.7, open=224.55, close=227.4, color='GREEN'), CandleItem(low=221.0, high=225.05, open=223.55, close=224.55, color='GREEN'), CandleItem(low=216.4, high=225.3, open=217.8, close=223.55, color='GREEN')]
2020-02-28 16:00:20 INFO: check need new order None
2020-02-28 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 228.85, 'low': 223.8, 'close': 224.25, 'trades': 11427, 'volume': 16667093, 'vwap': 226.75, 'lastSize': 610, 'turnover': 377921292605, 'homeNotional': 144705.73948941607, 'foreignNotional': 32812132.294311445}, {'timestamp': datetime.datetime(2020, 2, 28, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 227.7, 'low': 222.15, 'close': 227.4, 'trades': 10359, 'volume': 14655291, 'vwap': 225.08, 'lastSize': 936, 'turnover': 329853345080, 'homeNotional': 127135.11874621734, 'foreignNotional': 28615222.373211082}, {'timestamp': datetime.datetime(2020, 2, 28, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.55, 'high': 225.05, 'low': 221.0, 'close': 224.55, 'trades': 10891, 'volume': 15730178, 'vwap': 222.98, 'lastSize': 500, 'turnover': 350746519170, 'homeNotional': 135566.04437947608, 'foreignNotional': 30228462.5662817}]
2020-02-28 17:00:20 INFO: prepare candles [CandleItem(low=223.8, high=228.85, open=227.4, close=224.25, color='RED'), CandleItem(low=222.15, high=227.7, open=224.55, close=227.4, color='GREEN'), CandleItem(low=221.0, high=225.05, open=223.55, close=224.55, color='GREEN')]
2020-02-28 17:00:20 INFO: last_candle=CandleItem(low=223.8, high=228.85, open=227.4, close=224.25, color='RED')
2020-02-28 17:00:20 INFO: filter last_candle.percent_size_of_cost=2.2519509476031137 last_candle.percent_size_of_body=0.623762376237627 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-28 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2519509476031137 too big
2020-02-28 17:00:20 INFO: filter last_candle.percent_size_of_cost=2.2519509476031137 last_candle.percent_size_of_body=0.623762376237627 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2519509476031137 too big
2020-02-28 17:00:20 INFO: filter last_candle.percent_size_of_cost=2.2519509476031137 last_candle.percent_size_of_body=0.623762376237627 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-28 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2519509476031137 too big
2020-02-28 17:00:20 INFO: filter last_candle.percent_size_of_cost=2.2519509476031137 last_candle.percent_size_of_body=0.623762376237627 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2519509476031137 too big
2020-02-28 17:00:20 INFO: filter last_candle.percent_size_of_cost=2.2519509476031137 last_candle.percent_size_of_body=0.623762376237627 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-28 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2519509476031137 too big
2020-02-28 17:00:20 INFO: filter last_candle.percent_size_of_cost=2.2519509476031137 last_candle.percent_size_of_body=0.623762376237627 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2519509476031137 too big
2020-02-28 17:00:20 INFO: not found applicable config for candle
2020-02-28 17:00:20 INFO: check need new order None
2020-02-28 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.25, 'high': 224.65, 'low': 220.35, 'close': 223.3, 'trades': 12005, 'volume': 20741359, 'vwap': 222.58, 'lastSize': 298, 'turnover': 461641696780, 'homeNotional': 177760.63762065524, 'foreignNotional': 39564981.11631692}, {'timestamp': datetime.datetime(2020, 2, 28, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 228.85, 'low': 223.8, 'close': 224.25, 'trades': 11427, 'volume': 16667093, 'vwap': 226.75, 'lastSize': 610, 'turnover': 377921292605, 'homeNotional': 144705.73948941607, 'foreignNotional': 32812132.294311445}, {'timestamp': datetime.datetime(2020, 2, 28, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 227.7, 'low': 222.15, 'close': 227.4, 'trades': 10359, 'volume': 14655291, 'vwap': 225.08, 'lastSize': 936, 'turnover': 329853345080, 'homeNotional': 127135.11874621734, 'foreignNotional': 28615222.373211082}]
2020-02-28 18:00:20 INFO: prepare candles [CandleItem(low=220.35, high=224.65, open=224.25, close=223.3, color='RED'), CandleItem(low=223.8, high=228.85, open=227.4, close=224.25, color='RED'), CandleItem(low=222.15, high=227.7, open=224.55, close=227.4, color='GREEN')]
2020-02-28 18:00:20 INFO: skip by colors candles=[CandleItem(low=220.35, high=224.65, open=224.25, close=223.3, color='RED'), CandleItem(low=223.8, high=228.85, open=227.4, close=224.25, color='RED'), CandleItem(low=222.15, high=227.7, open=224.55, close=227.4, color='GREEN')]
2020-02-28 18:00:20 INFO: check need new order None
2020-02-28 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.3, 'high': 225.95, 'low': 221.4, 'close': 221.65, 'trades': 9933, 'volume': 12593870, 'vwap': 223.8, 'lastSize': 5050, 'turnover': 281838238000, 'homeNotional': 107798.72784257747, 'foreignNotional': 24124523.569356877}, {'timestamp': datetime.datetime(2020, 2, 28, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.25, 'high': 224.65, 'low': 220.35, 'close': 223.3, 'trades': 12005, 'volume': 20741359, 'vwap': 222.58, 'lastSize': 298, 'turnover': 461641696780, 'homeNotional': 177760.63762065524, 'foreignNotional': 39564981.11631692}, {'timestamp': datetime.datetime(2020, 2, 28, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.4, 'high': 228.85, 'low': 223.8, 'close': 224.25, 'trades': 11427, 'volume': 16667093, 'vwap': 226.75, 'lastSize': 610, 'turnover': 377921292605, 'homeNotional': 144705.73948941607, 'foreignNotional': 32812132.294311445}]
2020-02-28 19:00:20 INFO: prepare candles [CandleItem(low=221.4, high=225.95, open=223.3, close=221.65, color='RED'), CandleItem(low=220.35, high=224.65, open=224.25, close=223.3, color='RED'), CandleItem(low=223.8, high=228.85, open=227.4, close=224.25, color='RED')]
2020-02-28 19:00:20 INFO: skip by colors candles=[CandleItem(low=221.4, high=225.95, open=223.3, close=221.65, color='RED'), CandleItem(low=220.35, high=224.65, open=224.25, close=223.3, color='RED'), CandleItem(low=223.8, high=228.85, open=227.4, close=224.25, color='RED')]
2020-02-28 19:00:20 INFO: check need new order None
2020-02-28 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.65, 'high': 223.3, 'low': 220.35, 'close': 222.65, 'trades': 7048, 'volume': 11801761, 'vwap': 221.96, 'lastSize': 500, 'turnover': 261949211275, 'homeNotional': 100979.82999377447, 'foreignNotional': 22413382.667545676}, {'timestamp': datetime.datetime(2020, 2, 28, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.3, 'high': 225.95, 'low': 221.4, 'close': 221.65, 'trades': 9933, 'volume': 12593870, 'vwap': 223.8, 'lastSize': 5050, 'turnover': 281838238000, 'homeNotional': 107798.72784257747, 'foreignNotional': 24124523.569356877}, {'timestamp': datetime.datetime(2020, 2, 28, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.25, 'high': 224.65, 'low': 220.35, 'close': 223.3, 'trades': 12005, 'volume': 20741359, 'vwap': 222.58, 'lastSize': 298, 'turnover': 461641696780, 'homeNotional': 177760.63762065524, 'foreignNotional': 39564981.11631692}]
2020-02-28 20:00:20 INFO: prepare candles [CandleItem(low=220.35, high=223.3, open=221.65, close=222.65, color='GREEN'), CandleItem(low=221.4, high=225.95, open=223.3, close=221.65, color='RED'), CandleItem(low=220.35, high=224.65, open=224.25, close=223.3, color='RED')]
2020-02-28 20:00:20 INFO: last_candle=CandleItem(low=220.35, high=223.3, open=221.65, close=222.65, color='GREEN')
2020-02-28 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3249494722658957 last_candle.percent_size_of_body=0.33898305084745567 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-28 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3249494722658957 too big
2020-02-28 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3249494722658957 last_candle.percent_size_of_body=0.33898305084745567 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3249494722658957 too big
2020-02-28 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3249494722658957 last_candle.percent_size_of_body=0.33898305084745567 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-28 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3249494722658957 too big
2020-02-28 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3249494722658957 last_candle.percent_size_of_body=0.33898305084745567 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3249494722658957 too big
2020-02-28 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3249494722658957 last_candle.percent_size_of_body=0.33898305084745567 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-28 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3249494722658957 too big
2020-02-28 20:00:20 INFO: filter last_candle.percent_size_of_cost=1.3249494722658957 last_candle.percent_size_of_body=0.33898305084745567 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-28 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.3249494722658957 too small
2020-02-28 20:00:20 INFO: not found applicable config for candle
2020-02-28 20:00:20 INFO: check need new order None
2020-02-28 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.65, 'high': 226.8, 'low': 222.6, 'close': 223.75, 'trades': 9104, 'volume': 14092814, 'vwap': 224.94, 'lastSize': 7552, 'turnover': 317001840945, 'homeNotional': 121878.84254825831, 'foreignNotional': 27415683.63086364}, {'timestamp': datetime.datetime(2020, 2, 28, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.65, 'high': 223.3, 'low': 220.35, 'close': 222.65, 'trades': 7048, 'volume': 11801761, 'vwap': 221.96, 'lastSize': 500, 'turnover': 261949211275, 'homeNotional': 100979.82999377447, 'foreignNotional': 22413382.667545676}, {'timestamp': datetime.datetime(2020, 2, 28, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.3, 'high': 225.95, 'low': 221.4, 'close': 221.65, 'trades': 9933, 'volume': 12593870, 'vwap': 223.8, 'lastSize': 5050, 'turnover': 281838238000, 'homeNotional': 107798.72784257747, 'foreignNotional': 24124523.569356877}]
2020-02-28 21:00:21 INFO: prepare candles [CandleItem(low=222.6, high=226.8, open=222.65, close=223.75, color='GREEN'), CandleItem(low=220.35, high=223.3, open=221.65, close=222.65, color='GREEN'), CandleItem(low=221.4, high=225.95, open=223.3, close=221.65, color='RED')]
2020-02-28 21:00:21 INFO: skip by colors candles=[CandleItem(low=222.6, high=226.8, open=222.65, close=223.75, color='GREEN'), CandleItem(low=220.35, high=223.3, open=221.65, close=222.65, color='GREEN'), CandleItem(low=221.4, high=225.95, open=223.3, close=221.65, color='RED')]
2020-02-28 21:00:21 INFO: check need new order None
2020-02-28 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.75, 'high': 227.0, 'low': 223.55, 'close': 226.3, 'trades': 4784, 'volume': 6352928, 'vwap': 225.71, 'lastSize': 15, 'turnover': 143387473505, 'homeNotional': 55017.752551573554, 'foreignNotional': 12417730.64219562}, {'timestamp': datetime.datetime(2020, 2, 28, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.65, 'high': 226.8, 'low': 222.6, 'close': 223.75, 'trades': 9104, 'volume': 14092814, 'vwap': 224.94, 'lastSize': 7552, 'turnover': 317001840945, 'homeNotional': 121878.84254825831, 'foreignNotional': 27415683.63086364}, {'timestamp': datetime.datetime(2020, 2, 28, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.65, 'high': 223.3, 'low': 220.35, 'close': 222.65, 'trades': 7048, 'volume': 11801761, 'vwap': 221.96, 'lastSize': 500, 'turnover': 261949211275, 'homeNotional': 100979.82999377447, 'foreignNotional': 22413382.667545676}]
2020-02-28 22:00:20 INFO: prepare candles [CandleItem(low=223.55, high=227.0, open=223.75, close=226.3, color='GREEN'), CandleItem(low=222.6, high=226.8, open=222.65, close=223.75, color='GREEN'), CandleItem(low=220.35, high=223.3, open=221.65, close=222.65, color='GREEN')]
2020-02-28 22:00:20 INFO: skip by colors candles=[CandleItem(low=223.55, high=227.0, open=223.75, close=226.3, color='GREEN'), CandleItem(low=222.6, high=226.8, open=222.65, close=223.75, color='GREEN'), CandleItem(low=220.35, high=223.3, open=221.65, close=222.65, color='GREEN')]
2020-02-28 22:00:20 INFO: check need new order None
2020-02-28 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 28, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 230.45, 'low': 226.0, 'close': 230.35, 'trades': 6692, 'volume': 6347412, 'vwap': 228.32, 'lastSize': 1000, 'turnover': 144919562035, 'homeNotional': 55435.33311943216, 'foreignNotional': 12656896.661316961}, {'timestamp': datetime.datetime(2020, 2, 28, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.75, 'high': 227.0, 'low': 223.55, 'close': 226.3, 'trades': 4784, 'volume': 6352928, 'vwap': 225.71, 'lastSize': 15, 'turnover': 143387473505, 'homeNotional': 55017.752551573554, 'foreignNotional': 12417730.64219562}, {'timestamp': datetime.datetime(2020, 2, 28, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.65, 'high': 226.8, 'low': 222.6, 'close': 223.75, 'trades': 9104, 'volume': 14092814, 'vwap': 224.94, 'lastSize': 7552, 'turnover': 317001840945, 'homeNotional': 121878.84254825831, 'foreignNotional': 27415683.63086364}]
2020-02-28 23:00:20 INFO: prepare candles [CandleItem(low=226.0, high=230.45, open=226.3, close=230.35, color='GREEN'), CandleItem(low=223.55, high=227.0, open=223.75, close=226.3, color='GREEN'), CandleItem(low=222.6, high=226.8, open=222.65, close=223.75, color='GREEN')]
2020-02-28 23:00:20 INFO: skip by colors candles=[CandleItem(low=226.0, high=230.45, open=226.3, close=230.35, color='GREEN'), CandleItem(low=223.55, high=227.0, open=223.75, close=226.3, color='GREEN'), CandleItem(low=222.6, high=226.8, open=222.65, close=223.75, color='GREEN')]
2020-02-28 23:00:20 INFO: check need new order None
2020-02-29 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.35, 'high': 231.6, 'low': 226.8, 'close': 227.5, 'trades': 8022, 'volume': 8821915, 'vwap': 229.42, 'lastSize': 4845, 'turnover': 202391771085, 'homeNotional': 77359.0938601264, 'foreignNotional': 17747912.824546672}, {'timestamp': datetime.datetime(2020, 2, 28, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 230.45, 'low': 226.0, 'close': 230.35, 'trades': 6692, 'volume': 6347412, 'vwap': 228.32, 'lastSize': 1000, 'turnover': 144919562035, 'homeNotional': 55435.33311943216, 'foreignNotional': 12656896.661316961}, {'timestamp': datetime.datetime(2020, 2, 28, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.75, 'high': 227.0, 'low': 223.55, 'close': 226.3, 'trades': 4784, 'volume': 6352928, 'vwap': 225.71, 'lastSize': 15, 'turnover': 143387473505, 'homeNotional': 55017.752551573554, 'foreignNotional': 12417730.64219562}]
2020-02-29 00:00:20 INFO: prepare candles [CandleItem(low=226.8, high=231.6, open=230.35, close=227.5, color='RED'), CandleItem(low=226.0, high=230.45, open=226.3, close=230.35, color='GREEN'), CandleItem(low=223.55, high=227.0, open=223.75, close=226.3, color='GREEN')]
2020-02-29 00:00:20 INFO: last_candle=CandleItem(low=226.8, high=231.6, open=230.35, close=227.5, color='RED')
2020-02-29 00:00:20 INFO: filter last_candle.percent_size_of_cost=2.1098901098901024 last_candle.percent_size_of_body=0.5937500000000009 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-29 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.1098901098901024 too big
2020-02-29 00:00:20 INFO: filter last_candle.percent_size_of_cost=2.1098901098901024 last_candle.percent_size_of_body=0.5937500000000009 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.1098901098901024 too big
2020-02-29 00:00:20 INFO: filter last_candle.percent_size_of_cost=2.1098901098901024 last_candle.percent_size_of_body=0.5937500000000009 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-29 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.1098901098901024 too big
2020-02-29 00:00:20 INFO: filter last_candle.percent_size_of_cost=2.1098901098901024 last_candle.percent_size_of_body=0.5937500000000009 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.1098901098901024 too big
2020-02-29 00:00:20 INFO: filter last_candle.percent_size_of_cost=2.1098901098901024 last_candle.percent_size_of_body=0.5937500000000009 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-29 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.1098901098901024 too big
2020-02-29 00:00:20 INFO: filter last_candle.percent_size_of_cost=2.1098901098901024 last_candle.percent_size_of_body=0.5937500000000009 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.1098901098901024 too big
2020-02-29 00:00:20 INFO: not found applicable config for candle
2020-02-29 00:00:20 INFO: check need new order None
2020-02-29 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 232.85, 'low': 227.4, 'close': 230.25, 'trades': 8823, 'volume': 8808012, 'vwap': 230.54, 'lastSize': 16, 'turnover': 203059126505, 'homeNotional': 77083.76592641832, 'foreignNotional': 17771034.089638885}, {'timestamp': datetime.datetime(2020, 2, 29, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.35, 'high': 231.6, 'low': 226.8, 'close': 227.5, 'trades': 8022, 'volume': 8821915, 'vwap': 229.42, 'lastSize': 4845, 'turnover': 202391771085, 'homeNotional': 77359.0938601264, 'foreignNotional': 17747912.824546672}, {'timestamp': datetime.datetime(2020, 2, 28, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.3, 'high': 230.45, 'low': 226.0, 'close': 230.35, 'trades': 6692, 'volume': 6347412, 'vwap': 228.32, 'lastSize': 1000, 'turnover': 144919562035, 'homeNotional': 55435.33311943216, 'foreignNotional': 12656896.661316961}]
2020-02-29 01:00:20 INFO: prepare candles [CandleItem(low=227.4, high=232.85, open=227.5, close=230.25, color='GREEN'), CandleItem(low=226.8, high=231.6, open=230.35, close=227.5, color='RED'), CandleItem(low=226.0, high=230.45, open=226.3, close=230.35, color='GREEN')]
2020-02-29 01:00:20 INFO: skip by colors candles=[CandleItem(low=227.4, high=232.85, open=227.5, close=230.25, color='GREEN'), CandleItem(low=226.8, high=231.6, open=230.35, close=227.5, color='RED'), CandleItem(low=226.0, high=230.45, open=226.3, close=230.35, color='GREEN')]
2020-02-29 01:00:20 INFO: check need new order None
2020-02-29 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 231.4, 'low': 227.55, 'close': 227.7, 'trades': 5938, 'volume': 5219180, 'vwap': 229.2, 'lastSize': 94, 'turnover': 119622770640, 'homeNotional': 45476.92382679561, 'foreignNotional': 10423306.095843568}, {'timestamp': datetime.datetime(2020, 2, 29, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 232.85, 'low': 227.4, 'close': 230.25, 'trades': 8823, 'volume': 8808012, 'vwap': 230.54, 'lastSize': 16, 'turnover': 203059126505, 'homeNotional': 77083.76592641832, 'foreignNotional': 17771034.089638885}, {'timestamp': datetime.datetime(2020, 2, 29, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.35, 'high': 231.6, 'low': 226.8, 'close': 227.5, 'trades': 8022, 'volume': 8821915, 'vwap': 229.42, 'lastSize': 4845, 'turnover': 202391771085, 'homeNotional': 77359.0938601264, 'foreignNotional': 17747912.824546672}]
2020-02-29 02:00:20 INFO: prepare candles [CandleItem(low=227.55, high=231.4, open=230.25, close=227.7, color='RED'), CandleItem(low=227.4, high=232.85, open=227.5, close=230.25, color='GREEN'), CandleItem(low=226.8, high=231.6, open=230.35, close=227.5, color='RED')]
2020-02-29 02:00:20 INFO: skip by colors candles=[CandleItem(low=227.55, high=231.4, open=230.25, close=227.7, color='RED'), CandleItem(low=227.4, high=232.85, open=227.5, close=230.25, color='GREEN'), CandleItem(low=226.8, high=231.6, open=230.35, close=227.5, color='RED')]
2020-02-29 02:00:20 INFO: check need new order None
2020-02-29 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 230.4, 'low': 227.3, 'close': 229.5, 'trades': 5608, 'volume': 6403590, 'vwap': 229.12, 'lastSize': 10, 'turnover': 146715408430, 'homeNotional': 55819.06730220729, 'foreignNotional': 12788996.744385758}, {'timestamp': datetime.datetime(2020, 2, 29, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 231.4, 'low': 227.55, 'close': 227.7, 'trades': 5938, 'volume': 5219180, 'vwap': 229.2, 'lastSize': 94, 'turnover': 119622770640, 'homeNotional': 45476.92382679561, 'foreignNotional': 10423306.095843568}, {'timestamp': datetime.datetime(2020, 2, 29, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.5, 'high': 232.85, 'low': 227.4, 'close': 230.25, 'trades': 8823, 'volume': 8808012, 'vwap': 230.54, 'lastSize': 16, 'turnover': 203059126505, 'homeNotional': 77083.76592641832, 'foreignNotional': 17771034.089638885}]
2020-02-29 03:00:20 INFO: prepare candles [CandleItem(low=227.3, high=230.4, open=227.7, close=229.5, color='GREEN'), CandleItem(low=227.55, high=231.4, open=230.25, close=227.7, color='RED'), CandleItem(low=227.4, high=232.85, open=227.5, close=230.25, color='GREEN')]
2020-02-29 03:00:20 INFO: skip by colors candles=[CandleItem(low=227.3, high=230.4, open=227.7, close=229.5, color='GREEN'), CandleItem(low=227.55, high=231.4, open=230.25, close=227.7, color='RED'), CandleItem(low=227.4, high=232.85, open=227.5, close=230.25, color='GREEN')]
2020-02-29 03:00:20 INFO: check need new order None
2020-02-29 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.5, 'high': 231.15, 'low': 228.45, 'close': 230.6, 'trades': 4811, 'volume': 4146791, 'vwap': 229.78, 'lastSize': 100, 'turnover': 95283730115, 'homeNotional': 36153.68005178173, 'foreignNotional': 8307315.73504752}, {'timestamp': datetime.datetime(2020, 2, 29, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 230.4, 'low': 227.3, 'close': 229.5, 'trades': 5608, 'volume': 6403590, 'vwap': 229.12, 'lastSize': 10, 'turnover': 146715408430, 'homeNotional': 55819.06730220729, 'foreignNotional': 12788996.744385758}, {'timestamp': datetime.datetime(2020, 2, 29, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 231.4, 'low': 227.55, 'close': 227.7, 'trades': 5938, 'volume': 5219180, 'vwap': 229.2, 'lastSize': 94, 'turnover': 119622770640, 'homeNotional': 45476.92382679561, 'foreignNotional': 10423306.095843568}]
2020-02-29 04:00:20 INFO: prepare candles [CandleItem(low=228.45, high=231.15, open=229.5, close=230.6, color='GREEN'), CandleItem(low=227.3, high=230.4, open=227.7, close=229.5, color='GREEN'), CandleItem(low=227.55, high=231.4, open=230.25, close=227.7, color='RED')]
2020-02-29 04:00:20 INFO: skip by colors candles=[CandleItem(low=228.45, high=231.15, open=229.5, close=230.6, color='GREEN'), CandleItem(low=227.3, high=230.4, open=227.7, close=229.5, color='GREEN'), CandleItem(low=227.55, high=231.4, open=230.25, close=227.7, color='RED')]
2020-02-29 04:00:20 INFO: check need new order None
2020-02-29 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 233.5, 'low': 230.6, 'close': 232.45, 'trades': 6255, 'volume': 6670209, 'vwap': 231.92, 'lastSize': 201, 'turnover': 154690886270, 'homeNotional': 58373.60545788631, 'foreignNotional': 13537640.536907176}, {'timestamp': datetime.datetime(2020, 2, 29, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.5, 'high': 231.15, 'low': 228.45, 'close': 230.6, 'trades': 4811, 'volume': 4146791, 'vwap': 229.78, 'lastSize': 100, 'turnover': 95283730115, 'homeNotional': 36153.68005178173, 'foreignNotional': 8307315.73504752}, {'timestamp': datetime.datetime(2020, 2, 29, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 230.4, 'low': 227.3, 'close': 229.5, 'trades': 5608, 'volume': 6403590, 'vwap': 229.12, 'lastSize': 10, 'turnover': 146715408430, 'homeNotional': 55819.06730220729, 'foreignNotional': 12788996.744385758}]
2020-02-29 05:00:21 INFO: prepare candles [CandleItem(low=230.6, high=233.5, open=230.6, close=232.45, color='GREEN'), CandleItem(low=228.45, high=231.15, open=229.5, close=230.6, color='GREEN'), CandleItem(low=227.3, high=230.4, open=227.7, close=229.5, color='GREEN')]
2020-02-29 05:00:21 INFO: skip by colors candles=[CandleItem(low=230.6, high=233.5, open=230.6, close=232.45, color='GREEN'), CandleItem(low=228.45, high=231.15, open=229.5, close=230.6, color='GREEN'), CandleItem(low=227.3, high=230.4, open=227.7, close=229.5, color='GREEN')]
2020-02-29 05:00:21 INFO: check need new order None
2020-02-29 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 233.6, 'low': 231.55, 'close': 232.5, 'trades': 4736, 'volume': 5355062, 'vwap': 232.39, 'lastSize': 40, 'turnover': 124444703960, 'homeNotional': 46956.08814244567, 'foreignNotional': 10911997.11670715}, {'timestamp': datetime.datetime(2020, 2, 29, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 233.5, 'low': 230.6, 'close': 232.45, 'trades': 6255, 'volume': 6670209, 'vwap': 231.92, 'lastSize': 201, 'turnover': 154690886270, 'homeNotional': 58373.60545788631, 'foreignNotional': 13537640.536907176}, {'timestamp': datetime.datetime(2020, 2, 29, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.5, 'high': 231.15, 'low': 228.45, 'close': 230.6, 'trades': 4811, 'volume': 4146791, 'vwap': 229.78, 'lastSize': 100, 'turnover': 95283730115, 'homeNotional': 36153.68005178173, 'foreignNotional': 8307315.73504752}]
2020-02-29 06:00:20 INFO: prepare candles [CandleItem(low=231.55, high=233.6, open=232.45, close=232.5, color='GREEN'), CandleItem(low=230.6, high=233.5, open=230.6, close=232.45, color='GREEN'), CandleItem(low=228.45, high=231.15, open=229.5, close=230.6, color='GREEN')]
2020-02-29 06:00:20 INFO: skip by colors candles=[CandleItem(low=231.55, high=233.6, open=232.45, close=232.5, color='GREEN'), CandleItem(low=230.6, high=233.5, open=230.6, close=232.45, color='GREEN'), CandleItem(low=228.45, high=231.15, open=229.5, close=230.6, color='GREEN')]
2020-02-29 06:00:20 INFO: check need new order None
2020-02-29 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.5, 'high': 233.2, 'low': 228.8, 'close': 229.05, 'trades': 6636, 'volume': 9430315, 'vwap': 230.7, 'lastSize': 777, 'turnover': 217550872865, 'homeNotional': 82509.9391461432, 'foreignNotional': 19034707.41418659}, {'timestamp': datetime.datetime(2020, 2, 29, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 233.6, 'low': 231.55, 'close': 232.5, 'trades': 4736, 'volume': 5355062, 'vwap': 232.39, 'lastSize': 40, 'turnover': 124444703960, 'homeNotional': 46956.08814244567, 'foreignNotional': 10911997.11670715}, {'timestamp': datetime.datetime(2020, 2, 29, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.6, 'high': 233.5, 'low': 230.6, 'close': 232.45, 'trades': 6255, 'volume': 6670209, 'vwap': 231.92, 'lastSize': 201, 'turnover': 154690886270, 'homeNotional': 58373.60545788631, 'foreignNotional': 13537640.536907176}]
2020-02-29 07:00:20 INFO: prepare candles [CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED'), CandleItem(low=231.55, high=233.6, open=232.45, close=232.5, color='GREEN'), CandleItem(low=230.6, high=233.5, open=230.6, close=232.45, color='GREEN')]
2020-02-29 07:00:20 INFO: last_candle=CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED')
2020-02-29 07:00:20 INFO: filter last_candle.percent_size_of_cost=1.920977952412127 last_candle.percent_size_of_body=0.7840909090909105 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-29 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.920977952412127 too big
2020-02-29 07:00:20 INFO: filter last_candle.percent_size_of_cost=1.920977952412127 last_candle.percent_size_of_body=0.7840909090909105 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.920977952412127 too big
2020-02-29 07:00:20 INFO: filter last_candle.percent_size_of_cost=1.920977952412127 last_candle.percent_size_of_body=0.7840909090909105 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-29 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.920977952412127 too big
2020-02-29 07:00:20 INFO: filter last_candle.percent_size_of_cost=1.920977952412127 last_candle.percent_size_of_body=0.7840909090909105 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.920977952412127 too big
2020-02-29 07:00:20 INFO: filter last_candle.percent_size_of_cost=1.920977952412127 last_candle.percent_size_of_body=0.7840909090909105 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-29 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.920977952412127 too big
2020-02-29 07:00:20 INFO: filter last_candle.percent_size_of_cost=1.920977952412127 last_candle.percent_size_of_body=0.7840909090909105 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 07:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-29 07:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-29 07:00:20 INFO: place order: start candle=CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED') ticker='ETHUSD' price_offset=0.1
2020-02-29 07:00:20 INFO: place order: side_factor=1.0 init_trigger_price=228.75 init_order_price=228.70000000000002 stop_price_offset=0.0 candle.size=4.399999999999977 stop_price=233.2 take_price=211.1000000000001
2020-02-29 07:00:20 INFO: place order: compute qty=-2.0
2020-02-29 07:00:20 INFO: place order: save order to db 732f121c18eb4bee80dd2b2b689d3887; response=True
2020-02-29 07:00:20 INFO: process event {'orderID': '54477686-a180-e88b-e74b-012e840555bd', 'clOrdID': '732f121c18eb4bee80dd2b2b689d3887', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 228.7, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-02-29T07:00:20.289Z', 'timestamp': '2020-02-29T07:00:20.289Z'}
2020-02-29 07:00:20 INFO: skip event 732f121c18eb4bee80dd2b2b689d3887 New
2020-02-29 07:00:20 INFO: post order to exchange resp={'orderID': '54477686-a180-e88b-e74b-012e840555bd', 'clOrdID': '732f121c18eb4bee80dd2b2b689d3887', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 228.7, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 0, 20, 289000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 0, 20, 289000, tzinfo=tzlocal())}
2020-02-29 07:00:20 INFO: place new init order {'qty': -2.0, 'init_price': 228.75, 'stop_price': 233.2, 'take_price': 211.1000000000001, 'order_uid': '732f121c18eb4bee80dd2b2b689d3887', 'response': {'orderID': '54477686-a180-e88b-e74b-012e840555bd', 'clOrdID': '732f121c18eb4bee80dd2b2b689d3887', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 228.7, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 0, 20, 289000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 0, 20, 289000, tzinfo=tzlocal())}}
2020-02-29 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '54477686-a180-e88b-e74b-012e840555bd', 'clOrdID': '732f121c18eb4bee80dd2b2b689d3887', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 228.7, 'displayQty': None, 'stopPx': 228.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 0, 20, 289000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 0, 20, 289000, tzinfo=tzlocal())}
2020-02-29 07:02:00 INFO: order time=2020-02-29 07:00:20.289000+00:00; delta from now UTC=0:01:40.189426 time_delta.total_seconds()=100.189426; time_diff_offset='3600'
2020-02-29 07:02:00 INFO: skip by time diff 2020-02-29 07:00:20.289000+00:00
2020-02-29 07:30:48 INFO: process event {'orderID': '54477686-a180-e88b-e74b-012e840555bd', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-02-29T07:30:48.552Z', 'clOrdID': '732f121c18eb4bee80dd2b2b689d3887', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-29 07:30:48 INFO: skip event 732f121c18eb4bee80dd2b2b689d3887 
2020-02-29 07:30:48 INFO: process event {'orderID': '54477686-a180-e88b-e74b-012e840555bd', 'workingIndicator': True, 'transactTime': '2020-02-29T07:30:48.552Z', 'clOrdID': '732f121c18eb4bee80dd2b2b689d3887', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-29T07:30:48.552Z'}
2020-02-29 07:30:48 INFO: skip event 732f121c18eb4bee80dd2b2b689d3887 
2020-02-29 07:30:48 INFO: process event {'orderID': '54477686-a180-e88b-e74b-012e840555bd', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 228.75, 'clOrdID': '732f121c18eb4bee80dd2b2b689d3887', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-29T07:30:48.552Z'}
2020-02-29 07:30:48 INFO: add new event={'uid': '732f121c18eb4bee80dd2b2b689d3887', 'status': 'Filled'}
2020-02-29 07:30:48 INFO: start process event--------------------------------------------
2020-02-29 07:30:48 INFO: fetch new order event 732f121c18eb4bee80dd2b2b689d3887
2020-02-29 07:30:48 INFO: fetch orders by event init={'stop': '233.2', 'take': '211.1000000000001', 'qty': '2.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-02-29 07:30:48 INFO: process init order filled
2020-02-29 07:30:48 INFO: save profit orders to storage stop=7c3313103547464b9b2a42885917d492 take=e257648d488c4a6e8aa6454eddd55d51
2020-02-29 07:30:48 INFO: place profit orders take_price=211.1000000000001, stop_price=233.2, qty=2.0, color=RED, ticker=ETHUSD 7c3313103547464b9b2a42885917d492 e257648d488c4a6e8aa6454eddd55d51
2020-02-29 07:30:48 INFO: place stop order ETHUSD: qty=2.0, stop_price=233.2, stop_uid=7c3313103547464b9b2a42885917d492
2020-02-29 07:30:48 INFO: process event {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-02-29T07:30:48.710Z', 'timestamp': '2020-02-29T07:30:48.710Z'}
2020-02-29 07:30:48 INFO: skip event 7c3313103547464b9b2a42885917d492 New
2020-02-29 07:30:48 INFO: exchange resp for stop order={'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 07:30:48 INFO: place limit order ETHUSD: qty=2.0, price=211.1000000000001, take_uid=e257648d488c4a6e8aa6454eddd55d51
2020-02-29 07:30:48 INFO: process event {'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-02-29T07:30:48.752Z', 'timestamp': '2020-02-29T07:30:48.752Z'}
2020-02-29 07:30:48 INFO: skip event e257648d488c4a6e8aa6454eddd55d51 New
2020-02-29 07:30:48 INFO: process event {'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'workingIndicator': True, 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-29T07:30:48.752Z'}
2020-02-29 07:30:48 INFO: skip event e257648d488c4a6e8aa6454eddd55d51 
2020-02-29 07:30:48 INFO: exchange resp for take profit order={'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal())}
2020-02-29 07:30:48 INFO: place profit orders={'stop': {'response': {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}, 'qty': 2.0, 'uid': '7c3313103547464b9b2a42885917d492', 'price': 233.2}, 'take': {'response': {'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal())}, 'qty': 2.0, 'uid': 'e257648d488c4a6e8aa6454eddd55d51', 'price': 211.1000000000001}}
2020-02-29 07:30:48 INFO: rm init order from db 732f121c18eb4bee80dd2b2b689d3887
2020-02-29 07:30:48 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-02-29 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 230.3, 'low': 228.15, 'close': 229.85, 'trades': 4322, 'volume': 5431936, 'vwap': 229.41, 'lastSize': 5, 'turnover': 124613304215, 'homeNotional': 47508.05870331467, 'foreignNotional': 10898778.401275927}, {'timestamp': datetime.datetime(2020, 2, 29, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.5, 'high': 233.2, 'low': 228.8, 'close': 229.05, 'trades': 6636, 'volume': 9430315, 'vwap': 230.7, 'lastSize': 777, 'turnover': 217550872865, 'homeNotional': 82509.9391461432, 'foreignNotional': 19034707.41418659}, {'timestamp': datetime.datetime(2020, 2, 29, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.45, 'high': 233.6, 'low': 231.55, 'close': 232.5, 'trades': 4736, 'volume': 5355062, 'vwap': 232.39, 'lastSize': 40, 'turnover': 124444703960, 'homeNotional': 46956.08814244567, 'foreignNotional': 10911997.11670715}]
2020-02-29 08:00:20 INFO: prepare candles [CandleItem(low=228.15, high=230.3, open=229.05, close=229.85, color='GREEN'), CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED'), CandleItem(low=231.55, high=233.6, open=232.45, close=232.5, color='GREEN')]
2020-02-29 08:00:20 INFO: skip by colors candles=[CandleItem(low=228.15, high=230.3, open=229.05, close=229.85, color='GREEN'), CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED'), CandleItem(low=231.55, high=233.6, open=232.45, close=232.5, color='GREEN')]
2020-02-29 08:00:20 INFO: check need new order None
2020-02-29 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 08:02:00 INFO: skip by not found init order into storage
2020-02-29 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal())}
2020-02-29 08:02:00 INFO: skip by not found init order into storage
2020-02-29 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 230.4, 'low': 228.65, 'close': 229.15, 'trades': 3339, 'volume': 4081522, 'vwap': 229.5, 'lastSize': 1564, 'turnover': 93667836565, 'homeNotional': 35759.60651623334, 'foreignNotional': 8206580.278674694}, {'timestamp': datetime.datetime(2020, 2, 29, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 230.3, 'low': 228.15, 'close': 229.85, 'trades': 4322, 'volume': 5431936, 'vwap': 229.41, 'lastSize': 5, 'turnover': 124613304215, 'homeNotional': 47508.05870331467, 'foreignNotional': 10898778.401275927}, {'timestamp': datetime.datetime(2020, 2, 29, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.5, 'high': 233.2, 'low': 228.8, 'close': 229.05, 'trades': 6636, 'volume': 9430315, 'vwap': 230.7, 'lastSize': 777, 'turnover': 217550872865, 'homeNotional': 82509.9391461432, 'foreignNotional': 19034707.41418659}]
2020-02-29 09:00:20 INFO: prepare candles [CandleItem(low=228.65, high=230.4, open=229.85, close=229.15, color='RED'), CandleItem(low=228.15, high=230.3, open=229.05, close=229.85, color='GREEN'), CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED')]
2020-02-29 09:00:20 INFO: skip by colors candles=[CandleItem(low=228.65, high=230.4, open=229.85, close=229.15, color='RED'), CandleItem(low=228.15, high=230.3, open=229.05, close=229.85, color='GREEN'), CandleItem(low=228.8, high=233.2, open=232.5, close=229.05, color='RED')]
2020-02-29 09:00:20 INFO: check need new order None
2020-02-29 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 09:02:00 INFO: skip by not found init order into storage
2020-02-29 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal())}
2020-02-29 09:02:00 INFO: skip by not found init order into storage
2020-02-29 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.2, 'low': 225.6, 'close': 225.95, 'trades': 6744, 'volume': 9282758, 'vwap': 226.64, 'lastSize': 60, 'turnover': 210376651135, 'homeNotional': 80948.18908620917, 'foreignNotional': 18345528.260375854}, {'timestamp': datetime.datetime(2020, 2, 29, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 230.4, 'low': 228.65, 'close': 229.15, 'trades': 3339, 'volume': 4081522, 'vwap': 229.5, 'lastSize': 1564, 'turnover': 93667836565, 'homeNotional': 35759.60651623334, 'foreignNotional': 8206580.278674694}, {'timestamp': datetime.datetime(2020, 2, 29, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 230.3, 'low': 228.15, 'close': 229.85, 'trades': 4322, 'volume': 5431936, 'vwap': 229.41, 'lastSize': 5, 'turnover': 124613304215, 'homeNotional': 47508.05870331467, 'foreignNotional': 10898778.401275927}]
2020-02-29 10:00:20 INFO: prepare candles [CandleItem(low=225.6, high=229.2, open=229.15, close=225.95, color='RED'), CandleItem(low=228.65, high=230.4, open=229.85, close=229.15, color='RED'), CandleItem(low=228.15, high=230.3, open=229.05, close=229.85, color='GREEN')]
2020-02-29 10:00:20 INFO: skip by colors candles=[CandleItem(low=225.6, high=229.2, open=229.15, close=225.95, color='RED'), CandleItem(low=228.65, high=230.4, open=229.85, close=229.15, color='RED'), CandleItem(low=228.15, high=230.3, open=229.05, close=229.85, color='GREEN')]
2020-02-29 10:00:20 INFO: check need new order None
2020-02-29 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 10:02:00 INFO: skip by not found init order into storage
2020-02-29 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 752000, tzinfo=tzlocal())}
2020-02-29 10:02:00 INFO: skip by not found init order into storage
2020-02-29 10:53:10 INFO: process event {'orderID': 'd653829c-a1c0-a1c5-564f-52f7c8831d00', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nProfit order by trader.py', 'timestamp': '2020-02-29T10:53:10.525Z', 'clOrdID': 'e257648d488c4a6e8aa6454eddd55d51', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-29 10:53:10 INFO: skip event e257648d488c4a6e8aa6454eddd55d51 Canceled
2020-02-29 10:58:00 INFO: process event {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': '2020-02-29T10:58:00.088Z', 'timestamp': '2020-02-29T10:58:00.088Z'}
2020-02-29 10:58:00 INFO: skip event  New
2020-02-29 10:58:00 INFO: process event {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'workingIndicator': True, 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-02-29T10:58:00.088Z'}
2020-02-29 10:58:00 INFO: skip event  
2020-02-29 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.95, 'high': 228.0, 'low': 222.8, 'close': 223.2, 'trades': 8563, 'volume': 11984921, 'vwap': 225.2, 'lastSize': 1500, 'turnover': 269890015785, 'homeNotional': 104133.93766582965, 'foreignNotional': 23450471.757075757}, {'timestamp': datetime.datetime(2020, 2, 29, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.2, 'low': 225.6, 'close': 225.95, 'trades': 6744, 'volume': 9282758, 'vwap': 226.64, 'lastSize': 60, 'turnover': 210376651135, 'homeNotional': 80948.18908620917, 'foreignNotional': 18345528.260375854}, {'timestamp': datetime.datetime(2020, 2, 29, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 230.4, 'low': 228.65, 'close': 229.15, 'trades': 3339, 'volume': 4081522, 'vwap': 229.5, 'lastSize': 1564, 'turnover': 93667836565, 'homeNotional': 35759.60651623334, 'foreignNotional': 8206580.278674694}]
2020-02-29 11:00:20 INFO: prepare candles [CandleItem(low=222.8, high=228.0, open=225.95, close=223.2, color='RED'), CandleItem(low=225.6, high=229.2, open=229.15, close=225.95, color='RED'), CandleItem(low=228.65, high=230.4, open=229.85, close=229.15, color='RED')]
2020-02-29 11:00:20 INFO: skip by colors candles=[CandleItem(low=222.8, high=228.0, open=225.95, close=223.2, color='RED'), CandleItem(low=225.6, high=229.2, open=229.15, close=225.95, color='RED'), CandleItem(low=228.65, high=230.4, open=229.85, close=229.15, color='RED')]
2020-02-29 11:00:20 INFO: check need new order None
2020-02-29 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 11:02:00 INFO: skip by not found init order into storage
2020-02-29 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 11:02:00 INFO: skip by not found init order into storage
2020-02-29 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.2, 'high': 226.65, 'low': 222.5, 'close': 226.5, 'trades': 7743, 'volume': 11242218, 'vwap': 224.45, 'lastSize': 330, 'turnover': 252321408165, 'homeNotional': 97434.52315013712, 'foreignNotional': 21868573.504524272}, {'timestamp': datetime.datetime(2020, 2, 29, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.95, 'high': 228.0, 'low': 222.8, 'close': 223.2, 'trades': 8563, 'volume': 11984921, 'vwap': 225.2, 'lastSize': 1500, 'turnover': 269890015785, 'homeNotional': 104133.93766582965, 'foreignNotional': 23450471.757075757}, {'timestamp': datetime.datetime(2020, 2, 29, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.2, 'low': 225.6, 'close': 225.95, 'trades': 6744, 'volume': 9282758, 'vwap': 226.64, 'lastSize': 60, 'turnover': 210376651135, 'homeNotional': 80948.18908620917, 'foreignNotional': 18345528.260375854}]
2020-02-29 12:00:21 INFO: prepare candles [CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN'), CandleItem(low=222.8, high=228.0, open=225.95, close=223.2, color='RED'), CandleItem(low=225.6, high=229.2, open=229.15, close=225.95, color='RED')]
2020-02-29 12:00:21 INFO: last_candle=CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN')
2020-02-29 12:00:21 INFO: filter last_candle.percent_size_of_cost=1.832229580573954 last_candle.percent_size_of_body=0.7951807228915679 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-29 12:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.832229580573954 too big
2020-02-29 12:00:21 INFO: filter last_candle.percent_size_of_cost=1.832229580573954 last_candle.percent_size_of_body=0.7951807228915679 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 12:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.832229580573954 too big
2020-02-29 12:00:21 INFO: filter last_candle.percent_size_of_cost=1.832229580573954 last_candle.percent_size_of_body=0.7951807228915679 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-29 12:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.832229580573954 too big
2020-02-29 12:00:21 INFO: filter last_candle.percent_size_of_cost=1.832229580573954 last_candle.percent_size_of_body=0.7951807228915679 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 12:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.832229580573954 too big
2020-02-29 12:00:21 INFO: filter last_candle.percent_size_of_cost=1.832229580573954 last_candle.percent_size_of_body=0.7951807228915679 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-29 12:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.832229580573954 too big
2020-02-29 12:00:21 INFO: filter last_candle.percent_size_of_cost=1.832229580573954 last_candle.percent_size_of_body=0.7951807228915679 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 12:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-29 12:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-29 12:00:21 INFO: place order: start candle=CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-02-29 12:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=226.70000000000002 init_order_price=226.75 stop_price_offset=0.0 candle.size=4.150000000000006 stop_price=222.5 take_price=243.35000000000002
2020-02-29 12:00:21 INFO: place order: compute qty=2.0
2020-02-29 12:00:21 INFO: place order: save order to db c19ebaa577114419a2bb162f571b282c; response=True
2020-02-29 12:00:21 INFO: post order to exchange resp={'orderID': '25ab8214-8ac5-000d-21a6-9260912637c3', 'clOrdID': 'c19ebaa577114419a2bb162f571b282c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.75, 'displayQty': None, 'stopPx': 226.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal())}
2020-02-29 12:00:21 INFO: place new init order {'qty': 2.0, 'init_price': 226.70000000000002, 'stop_price': 222.5, 'take_price': 243.35000000000002, 'order_uid': 'c19ebaa577114419a2bb162f571b282c', 'response': {'orderID': '25ab8214-8ac5-000d-21a6-9260912637c3', 'clOrdID': 'c19ebaa577114419a2bb162f571b282c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.75, 'displayQty': None, 'stopPx': 226.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal())}}
2020-02-29 12:00:21 INFO: process event {'orderID': '25ab8214-8ac5-000d-21a6-9260912637c3', 'clOrdID': 'c19ebaa577114419a2bb162f571b282c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.75, 'displayQty': None, 'stopPx': 226.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-02-29T12:00:21.315Z', 'timestamp': '2020-02-29T12:00:21.315Z'}
2020-02-29 12:00:21 INFO: skip event c19ebaa577114419a2bb162f571b282c New
2020-02-29 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 12:02:00 INFO: skip by not found init order into storage
2020-02-29 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 12:02:00 INFO: skip by not found init order into storage
2020-02-29 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25ab8214-8ac5-000d-21a6-9260912637c3', 'clOrdID': 'c19ebaa577114419a2bb162f571b282c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.75, 'displayQty': None, 'stopPx': 226.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal())}
2020-02-29 12:02:00 INFO: order time=2020-02-29 12:00:21.315000+00:00; delta from now UTC=0:01:39.184993 time_delta.total_seconds()=99.184993; time_diff_offset='3600'
2020-02-29 12:02:00 INFO: skip by time diff 2020-02-29 12:00:21.315000+00:00
2020-02-29 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 226.5, 'low': 224.5, 'close': 225.55, 'trades': 5395, 'volume': 7190632, 'vwap': 225.4, 'lastSize': 160, 'turnover': 162076528600, 'homeNotional': 62439.2294506445, 'foreignNotional': 14073804.008811964}, {'timestamp': datetime.datetime(2020, 2, 29, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.2, 'high': 226.65, 'low': 222.5, 'close': 226.5, 'trades': 7743, 'volume': 11242218, 'vwap': 224.45, 'lastSize': 330, 'turnover': 252321408165, 'homeNotional': 97434.52315013712, 'foreignNotional': 21868573.504524272}, {'timestamp': datetime.datetime(2020, 2, 29, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.95, 'high': 228.0, 'low': 222.8, 'close': 223.2, 'trades': 8563, 'volume': 11984921, 'vwap': 225.2, 'lastSize': 1500, 'turnover': 269890015785, 'homeNotional': 104133.93766582965, 'foreignNotional': 23450471.757075757}]
2020-02-29 13:00:21 INFO: prepare candles [CandleItem(low=224.5, high=226.5, open=226.5, close=225.55, color='RED'), CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN'), CandleItem(low=222.8, high=228.0, open=225.95, close=223.2, color='RED')]
2020-02-29 13:00:21 INFO: skip by colors candles=[CandleItem(low=224.5, high=226.5, open=226.5, close=225.55, color='RED'), CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN'), CandleItem(low=222.8, high=228.0, open=225.95, close=223.2, color='RED')]
2020-02-29 13:00:21 INFO: check need new order None
2020-02-29 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 13:02:00 INFO: skip by not found init order into storage
2020-02-29 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 13:02:00 INFO: skip by not found init order into storage
2020-02-29 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '25ab8214-8ac5-000d-21a6-9260912637c3', 'clOrdID': 'c19ebaa577114419a2bb162f571b282c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.75, 'displayQty': None, 'stopPx': 226.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal())}
2020-02-29 13:02:00 INFO: order time=2020-02-29 12:00:21.315000+00:00; delta from now UTC=1:01:38.978555 time_delta.total_seconds()=3698.978555; time_diff_offset='3600'
2020-02-29 13:02:00 INFO: clear order c19ebaa577114419a2bb162f571b282c
2020-02-29 13:02:00 INFO: process event {'orderID': '25ab8214-8ac5-000d-21a6-9260912637c3', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-02-29T13:02:00.316Z', 'clOrdID': 'c19ebaa577114419a2bb162f571b282c', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-29 13:02:00 INFO: skip event c19ebaa577114419a2bb162f571b282c Canceled
2020-02-29 13:02:00 INFO: cancel order resp=[{'orderID': '25ab8214-8ac5-000d-21a6-9260912637c3', 'clOrdID': 'c19ebaa577114419a2bb162f571b282c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.75, 'displayQty': None, 'stopPx': 226.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 12, 0, 21, 315000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 13, 2, 0, 316000, tzinfo=tzlocal())}]
2020-02-29 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.55, 'high': 225.5, 'low': 223.2, 'close': 224.7, 'trades': 5596, 'volume': 7993760, 'vwap': 224.13, 'lastSize': 600, 'turnover': 179157676450, 'homeNotional': 69092.56534226504, 'foreignNotional': 15485216.573156748}, {'timestamp': datetime.datetime(2020, 2, 29, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 226.5, 'low': 224.5, 'close': 225.55, 'trades': 5395, 'volume': 7190632, 'vwap': 225.4, 'lastSize': 160, 'turnover': 162076528600, 'homeNotional': 62439.2294506445, 'foreignNotional': 14073804.008811964}, {'timestamp': datetime.datetime(2020, 2, 29, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.2, 'high': 226.65, 'low': 222.5, 'close': 226.5, 'trades': 7743, 'volume': 11242218, 'vwap': 224.45, 'lastSize': 330, 'turnover': 252321408165, 'homeNotional': 97434.52315013712, 'foreignNotional': 21868573.504524272}]
2020-02-29 14:00:20 INFO: prepare candles [CandleItem(low=223.2, high=225.5, open=225.55, close=224.7, color='RED'), CandleItem(low=224.5, high=226.5, open=226.5, close=225.55, color='RED'), CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN')]
2020-02-29 14:00:20 INFO: skip by colors candles=[CandleItem(low=223.2, high=225.5, open=225.55, close=224.7, color='RED'), CandleItem(low=224.5, high=226.5, open=226.5, close=225.55, color='RED'), CandleItem(low=222.5, high=226.65, open=223.2, close=226.5, color='GREEN')]
2020-02-29 14:00:20 INFO: check need new order None
2020-02-29 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 14:02:00 INFO: skip by not found init order into storage
2020-02-29 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 14:02:00 INFO: skip by not found init order into storage
2020-02-29 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 224.7, 'low': 221.7, 'close': 223.35, 'trades': 6925, 'volume': 9847875, 'vwap': 222.8, 'lastSize': 25, 'turnover': 219402587395, 'homeNotional': 84855.88396053354, 'foreignNotional': 18905276.974191736}, {'timestamp': datetime.datetime(2020, 2, 29, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.55, 'high': 225.5, 'low': 223.2, 'close': 224.7, 'trades': 5596, 'volume': 7993760, 'vwap': 224.13, 'lastSize': 600, 'turnover': 179157676450, 'homeNotional': 69092.56534226504, 'foreignNotional': 15485216.573156748}, {'timestamp': datetime.datetime(2020, 2, 29, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.5, 'high': 226.5, 'low': 224.5, 'close': 225.55, 'trades': 5395, 'volume': 7190632, 'vwap': 225.4, 'lastSize': 160, 'turnover': 162076528600, 'homeNotional': 62439.2294506445, 'foreignNotional': 14073804.008811964}]
2020-02-29 15:00:20 INFO: prepare candles [CandleItem(low=221.7, high=224.7, open=224.7, close=223.35, color='RED'), CandleItem(low=223.2, high=225.5, open=225.55, close=224.7, color='RED'), CandleItem(low=224.5, high=226.5, open=226.5, close=225.55, color='RED')]
2020-02-29 15:00:20 INFO: skip by colors candles=[CandleItem(low=221.7, high=224.7, open=224.7, close=223.35, color='RED'), CandleItem(low=223.2, high=225.5, open=225.55, close=224.7, color='RED'), CandleItem(low=224.5, high=226.5, open=226.5, close=225.55, color='RED')]
2020-02-29 15:00:20 INFO: check need new order None
2020-02-29 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 15:02:00 INFO: skip by not found init order into storage
2020-02-29 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 15:02:00 INFO: skip by not found init order into storage
2020-02-29 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.35, 'high': 226.1, 'low': 221.9, 'close': 224.55, 'trades': 7240, 'volume': 9507900, 'vwap': 224.44, 'lastSize': 20, 'turnover': 213385891435, 'homeNotional': 82263.08505609335, 'foreignNotional': 18462539.58805881}, {'timestamp': datetime.datetime(2020, 2, 29, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 224.7, 'low': 221.7, 'close': 223.35, 'trades': 6925, 'volume': 9847875, 'vwap': 222.8, 'lastSize': 25, 'turnover': 219402587395, 'homeNotional': 84855.88396053354, 'foreignNotional': 18905276.974191736}, {'timestamp': datetime.datetime(2020, 2, 29, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.55, 'high': 225.5, 'low': 223.2, 'close': 224.7, 'trades': 5596, 'volume': 7993760, 'vwap': 224.13, 'lastSize': 600, 'turnover': 179157676450, 'homeNotional': 69092.56534226504, 'foreignNotional': 15485216.573156748}]
2020-02-29 16:00:21 INFO: prepare candles [CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN'), CandleItem(low=221.7, high=224.7, open=224.7, close=223.35, color='RED'), CandleItem(low=223.2, high=225.5, open=225.55, close=224.7, color='RED')]
2020-02-29 16:00:21 INFO: last_candle=CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN')
2020-02-29 16:00:21 INFO: filter last_candle.percent_size_of_cost=1.8704074816299214 last_candle.percent_size_of_body=0.28571428571429053 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-02-29 16:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.8704074816299214 too big
2020-02-29 16:00:21 INFO: filter last_candle.percent_size_of_cost=1.8704074816299214 last_candle.percent_size_of_body=0.28571428571429053 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 16:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.8704074816299214 too big
2020-02-29 16:00:21 INFO: filter last_candle.percent_size_of_cost=1.8704074816299214 last_candle.percent_size_of_body=0.28571428571429053 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-02-29 16:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.8704074816299214 too big
2020-02-29 16:00:21 INFO: filter last_candle.percent_size_of_cost=1.8704074816299214 last_candle.percent_size_of_body=0.28571428571429053 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 16:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.8704074816299214 too big
2020-02-29 16:00:21 INFO: filter last_candle.percent_size_of_cost=1.8704074816299214 last_candle.percent_size_of_body=0.28571428571429053 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-02-29 16:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.8704074816299214 too big
2020-02-29 16:00:21 INFO: filter last_candle.percent_size_of_cost=1.8704074816299214 last_candle.percent_size_of_body=0.28571428571429053 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-02-29 16:00:21 INFO: hit candle order=OrderProperties(candle=CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-29 16:00:21 INFO: check need new order OrderProperties(candle=CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-02-29 16:00:21 INFO: place order: start candle=CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-02-29 16:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=226.15 init_order_price=226.2 stop_price_offset=0.0 candle.size=4.199999999999989 stop_price=221.9 take_price=242.99999999999994
2020-02-29 16:00:21 INFO: place order: compute qty=2.0
2020-02-29 16:00:21 INFO: place order: save order to db a90a37548ecf47678727843b99a0f435; response=True
2020-02-29 16:00:21 INFO: post order to exchange resp={'orderID': '6a23d2b0-7150-7bea-0a13-31c038c55ee8', 'clOrdID': 'a90a37548ecf47678727843b99a0f435', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.2, 'displayQty': None, 'stopPx': 226.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal())}
2020-02-29 16:00:21 INFO: place new init order {'qty': 2.0, 'init_price': 226.15, 'stop_price': 221.9, 'take_price': 242.99999999999994, 'order_uid': 'a90a37548ecf47678727843b99a0f435', 'response': {'orderID': '6a23d2b0-7150-7bea-0a13-31c038c55ee8', 'clOrdID': 'a90a37548ecf47678727843b99a0f435', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.2, 'displayQty': None, 'stopPx': 226.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal())}}
2020-02-29 16:00:21 INFO: process event {'orderID': '6a23d2b0-7150-7bea-0a13-31c038c55ee8', 'clOrdID': 'a90a37548ecf47678727843b99a0f435', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.2, 'displayQty': None, 'stopPx': 226.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-02-29T16:00:21.117Z', 'timestamp': '2020-02-29T16:00:21.117Z'}
2020-02-29 16:00:21 INFO: skip event a90a37548ecf47678727843b99a0f435 New
2020-02-29 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 16:02:00 INFO: skip by not found init order into storage
2020-02-29 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 16:02:00 INFO: skip by not found init order into storage
2020-02-29 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6a23d2b0-7150-7bea-0a13-31c038c55ee8', 'clOrdID': 'a90a37548ecf47678727843b99a0f435', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.2, 'displayQty': None, 'stopPx': 226.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal())}
2020-02-29 16:02:00 INFO: order time=2020-02-29 16:00:21.117000+00:00; delta from now UTC=0:01:39.197832 time_delta.total_seconds()=99.197832; time_diff_offset='3600'
2020-02-29 16:02:00 INFO: skip by time diff 2020-02-29 16:00:21.117000+00:00
2020-02-29 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 226.0, 'low': 222.75, 'close': 222.9, 'trades': 6538, 'volume': 8341652, 'vwap': 224.24, 'lastSize': 200, 'turnover': 187052778875, 'homeNotional': 72113.06928882397, 'foreignNotional': 16170674.462586302}, {'timestamp': datetime.datetime(2020, 2, 29, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.35, 'high': 226.1, 'low': 221.9, 'close': 224.55, 'trades': 7240, 'volume': 9507900, 'vwap': 224.44, 'lastSize': 20, 'turnover': 213385891435, 'homeNotional': 82263.08505609335, 'foreignNotional': 18462539.58805881}, {'timestamp': datetime.datetime(2020, 2, 29, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 224.7, 'low': 221.7, 'close': 223.35, 'trades': 6925, 'volume': 9847875, 'vwap': 222.8, 'lastSize': 25, 'turnover': 219402587395, 'homeNotional': 84855.88396053354, 'foreignNotional': 18905276.974191736}]
2020-02-29 17:00:20 INFO: prepare candles [CandleItem(low=222.75, high=226.0, open=224.55, close=222.9, color='RED'), CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN'), CandleItem(low=221.7, high=224.7, open=224.7, close=223.35, color='RED')]
2020-02-29 17:00:20 INFO: skip by colors candles=[CandleItem(low=222.75, high=226.0, open=224.55, close=222.9, color='RED'), CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN'), CandleItem(low=221.7, high=224.7, open=224.7, close=223.35, color='RED')]
2020-02-29 17:00:20 INFO: check need new order None
2020-02-29 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 17:02:00 INFO: skip by not found init order into storage
2020-02-29 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 17:02:00 INFO: skip by not found init order into storage
2020-02-29 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6a23d2b0-7150-7bea-0a13-31c038c55ee8', 'clOrdID': 'a90a37548ecf47678727843b99a0f435', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.2, 'displayQty': None, 'stopPx': 226.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal())}
2020-02-29 17:02:00 INFO: order time=2020-02-29 16:00:21.117000+00:00; delta from now UTC=1:01:39.718268 time_delta.total_seconds()=3699.718268; time_diff_offset='3600'
2020-02-29 17:02:00 INFO: clear order a90a37548ecf47678727843b99a0f435
2020-02-29 17:02:00 INFO: cancel order resp=[{'orderID': '6a23d2b0-7150-7bea-0a13-31c038c55ee8', 'clOrdID': 'a90a37548ecf47678727843b99a0f435', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 226.2, 'displayQty': None, 'stopPx': 226.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 2, 29, 16, 0, 21, 117000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 17, 2, 0, 905000, tzinfo=tzlocal())}]
2020-02-29 17:02:01 INFO: process event {'orderID': '6a23d2b0-7150-7bea-0a13-31c038c55ee8', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-02-29T17:02:00.905Z', 'clOrdID': 'a90a37548ecf47678727843b99a0f435', 'account': 605536, 'symbol': 'ETHUSD'}
2020-02-29 17:02:01 INFO: skip event a90a37548ecf47678727843b99a0f435 Canceled
2020-02-29 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.9, 'high': 225.65, 'low': 222.45, 'close': 225.6, 'trades': 4780, 'volume': 5271502, 'vwap': 224.06, 'lastSize': 1000, 'turnover': 118112072895, 'homeNotional': 45521.56550558678, 'foreignNotional': 10199529.52299904}, {'timestamp': datetime.datetime(2020, 2, 29, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 226.0, 'low': 222.75, 'close': 222.9, 'trades': 6538, 'volume': 8341652, 'vwap': 224.24, 'lastSize': 200, 'turnover': 187052778875, 'homeNotional': 72113.06928882397, 'foreignNotional': 16170674.462586302}, {'timestamp': datetime.datetime(2020, 2, 29, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.35, 'high': 226.1, 'low': 221.9, 'close': 224.55, 'trades': 7240, 'volume': 9507900, 'vwap': 224.44, 'lastSize': 20, 'turnover': 213385891435, 'homeNotional': 82263.08505609335, 'foreignNotional': 18462539.58805881}]
2020-02-29 18:00:20 INFO: prepare candles [CandleItem(low=222.45, high=225.65, open=222.9, close=225.6, color='GREEN'), CandleItem(low=222.75, high=226.0, open=224.55, close=222.9, color='RED'), CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN')]
2020-02-29 18:00:20 INFO: skip by colors candles=[CandleItem(low=222.45, high=225.65, open=222.9, close=225.6, color='GREEN'), CandleItem(low=222.75, high=226.0, open=224.55, close=222.9, color='RED'), CandleItem(low=221.9, high=226.1, open=223.35, close=224.55, color='GREEN')]
2020-02-29 18:00:20 INFO: check need new order None
2020-02-29 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 18:02:00 INFO: skip by not found init order into storage
2020-02-29 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 18:02:00 INFO: skip by not found init order into storage
2020-02-29 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.6, 'high': 226.45, 'low': 224.65, 'close': 225.2, 'trades': 4013, 'volume': 3772886, 'vwap': 225.51, 'lastSize': 796, 'turnover': 85079850265, 'homeNotional': 32698.0087647844, 'foreignNotional': 7373521.149718645}, {'timestamp': datetime.datetime(2020, 2, 29, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.9, 'high': 225.65, 'low': 222.45, 'close': 225.6, 'trades': 4780, 'volume': 5271502, 'vwap': 224.06, 'lastSize': 1000, 'turnover': 118112072895, 'homeNotional': 45521.56550558678, 'foreignNotional': 10199529.52299904}, {'timestamp': datetime.datetime(2020, 2, 29, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 226.0, 'low': 222.75, 'close': 222.9, 'trades': 6538, 'volume': 8341652, 'vwap': 224.24, 'lastSize': 200, 'turnover': 187052778875, 'homeNotional': 72113.06928882397, 'foreignNotional': 16170674.462586302}]
2020-02-29 19:00:20 INFO: prepare candles [CandleItem(low=224.65, high=226.45, open=225.6, close=225.2, color='RED'), CandleItem(low=222.45, high=225.65, open=222.9, close=225.6, color='GREEN'), CandleItem(low=222.75, high=226.0, open=224.55, close=222.9, color='RED')]
2020-02-29 19:00:20 INFO: skip by colors candles=[CandleItem(low=224.65, high=226.45, open=225.6, close=225.2, color='RED'), CandleItem(low=222.45, high=225.65, open=222.9, close=225.6, color='GREEN'), CandleItem(low=222.75, high=226.0, open=224.55, close=222.9, color='RED')]
2020-02-29 19:00:20 INFO: check need new order None
2020-02-29 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 19:02:00 INFO: skip by not found init order into storage
2020-02-29 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 19:02:00 INFO: skip by not found init order into storage
2020-02-29 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.2, 'high': 226.0, 'low': 224.1, 'close': 225.45, 'trades': 3540, 'volume': 4328806, 'vwap': 225.12, 'lastSize': 3000, 'turnover': 97449510405, 'homeNotional': 37498.16396350946, 'foreignNotional': 8441556.253030274}, {'timestamp': datetime.datetime(2020, 2, 29, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.6, 'high': 226.45, 'low': 224.65, 'close': 225.2, 'trades': 4013, 'volume': 3772886, 'vwap': 225.51, 'lastSize': 796, 'turnover': 85079850265, 'homeNotional': 32698.0087647844, 'foreignNotional': 7373521.149718645}, {'timestamp': datetime.datetime(2020, 2, 29, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.9, 'high': 225.65, 'low': 222.45, 'close': 225.6, 'trades': 4780, 'volume': 5271502, 'vwap': 224.06, 'lastSize': 1000, 'turnover': 118112072895, 'homeNotional': 45521.56550558678, 'foreignNotional': 10199529.52299904}]
2020-02-29 20:00:20 INFO: prepare candles [CandleItem(low=224.1, high=226.0, open=225.2, close=225.45, color='GREEN'), CandleItem(low=224.65, high=226.45, open=225.6, close=225.2, color='RED'), CandleItem(low=222.45, high=225.65, open=222.9, close=225.6, color='GREEN')]
2020-02-29 20:00:20 INFO: skip by colors candles=[CandleItem(low=224.1, high=226.0, open=225.2, close=225.45, color='GREEN'), CandleItem(low=224.65, high=226.45, open=225.6, close=225.2, color='RED'), CandleItem(low=222.45, high=225.65, open=222.9, close=225.6, color='GREEN')]
2020-02-29 20:00:20 INFO: check need new order None
2020-02-29 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 20:02:00 INFO: skip by not found init order into storage
2020-02-29 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 20:02:00 INFO: skip by not found init order into storage
2020-02-29 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.45, 'high': 225.5, 'low': 223.75, 'close': 224.85, 'trades': 3323, 'volume': 2816551, 'vwap': 224.62, 'lastSize': 1, 'turnover': 63265200145, 'homeNotional': 24390.64445108831, 'foreignNotional': 5478618.764406519}, {'timestamp': datetime.datetime(2020, 2, 29, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.2, 'high': 226.0, 'low': 224.1, 'close': 225.45, 'trades': 3540, 'volume': 4328806, 'vwap': 225.12, 'lastSize': 3000, 'turnover': 97449510405, 'homeNotional': 37498.16396350946, 'foreignNotional': 8441556.253030274}, {'timestamp': datetime.datetime(2020, 2, 29, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.6, 'high': 226.45, 'low': 224.65, 'close': 225.2, 'trades': 4013, 'volume': 3772886, 'vwap': 225.51, 'lastSize': 796, 'turnover': 85079850265, 'homeNotional': 32698.0087647844, 'foreignNotional': 7373521.149718645}]
2020-02-29 21:00:20 INFO: prepare candles [CandleItem(low=223.75, high=225.5, open=225.45, close=224.85, color='RED'), CandleItem(low=224.1, high=226.0, open=225.2, close=225.45, color='GREEN'), CandleItem(low=224.65, high=226.45, open=225.6, close=225.2, color='RED')]
2020-02-29 21:00:20 INFO: skip by colors candles=[CandleItem(low=223.75, high=225.5, open=225.45, close=224.85, color='RED'), CandleItem(low=224.1, high=226.0, open=225.2, close=225.45, color='GREEN'), CandleItem(low=224.65, high=226.45, open=225.6, close=225.2, color='RED')]
2020-02-29 21:00:20 INFO: check need new order None
2020-02-29 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 21:02:00 INFO: skip by not found init order into storage
2020-02-29 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 21:02:00 INFO: skip by not found init order into storage
2020-02-29 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.15, 'low': 223.15, 'close': 223.8, 'trades': 3140, 'volume': 3898409, 'vwap': 223.86, 'lastSize': 170, 'turnover': 87268796935, 'homeNotional': 33651.9261092428, 'foreignNotional': 7533258.542321691}, {'timestamp': datetime.datetime(2020, 2, 29, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.45, 'high': 225.5, 'low': 223.75, 'close': 224.85, 'trades': 3323, 'volume': 2816551, 'vwap': 224.62, 'lastSize': 1, 'turnover': 63265200145, 'homeNotional': 24390.64445108831, 'foreignNotional': 5478618.764406519}, {'timestamp': datetime.datetime(2020, 2, 29, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.2, 'high': 226.0, 'low': 224.1, 'close': 225.45, 'trades': 3540, 'volume': 4328806, 'vwap': 225.12, 'lastSize': 3000, 'turnover': 97449510405, 'homeNotional': 37498.16396350946, 'foreignNotional': 8441556.253030274}]
2020-02-29 22:00:20 INFO: prepare candles [CandleItem(low=223.15, high=225.15, open=224.85, close=223.8, color='RED'), CandleItem(low=223.75, high=225.5, open=225.45, close=224.85, color='RED'), CandleItem(low=224.1, high=226.0, open=225.2, close=225.45, color='GREEN')]
2020-02-29 22:00:20 INFO: skip by colors candles=[CandleItem(low=223.15, high=225.15, open=224.85, close=223.8, color='RED'), CandleItem(low=223.75, high=225.5, open=225.45, close=224.85, color='RED'), CandleItem(low=224.1, high=226.0, open=225.2, close=225.45, color='GREEN')]
2020-02-29 22:00:20 INFO: check need new order None
2020-02-29 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 22:02:00 INFO: skip by not found init order into storage
2020-02-29 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 22:02:00 INFO: skip by not found init order into storage
2020-02-29 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 2, 29, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 223.9, 'low': 222.5, 'close': 223.6, 'trades': 2857, 'volume': 3134384, 'vwap': 223.15, 'lastSize': 30, 'turnover': 69941543840, 'homeNotional': 27012.57576293175, 'foreignNotional': 6027673.903176158}, {'timestamp': datetime.datetime(2020, 2, 29, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.15, 'low': 223.15, 'close': 223.8, 'trades': 3140, 'volume': 3898409, 'vwap': 223.86, 'lastSize': 170, 'turnover': 87268796935, 'homeNotional': 33651.9261092428, 'foreignNotional': 7533258.542321691}, {'timestamp': datetime.datetime(2020, 2, 29, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.45, 'high': 225.5, 'low': 223.75, 'close': 224.85, 'trades': 3323, 'volume': 2816551, 'vwap': 224.62, 'lastSize': 1, 'turnover': 63265200145, 'homeNotional': 24390.64445108831, 'foreignNotional': 5478618.764406519}]
2020-02-29 23:00:20 INFO: prepare candles [CandleItem(low=222.5, high=223.9, open=223.8, close=223.6, color='RED'), CandleItem(low=223.15, high=225.15, open=224.85, close=223.8, color='RED'), CandleItem(low=223.75, high=225.5, open=225.45, close=224.85, color='RED')]
2020-02-29 23:00:20 INFO: skip by colors candles=[CandleItem(low=222.5, high=223.9, open=223.8, close=223.6, color='RED'), CandleItem(low=223.15, high=225.15, open=224.85, close=223.8, color='RED'), CandleItem(low=223.75, high=225.5, open=225.45, close=224.85, color='RED')]
2020-02-29 23:00:20 INFO: check need new order None
2020-02-29 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-02-29 23:02:00 INFO: skip by not found init order into storage
2020-02-29 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-02-29 23:02:00 INFO: skip by not found init order into storage
2020-03-01 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.6, 'high': 223.9, 'low': 217.35, 'close': 217.65, 'trades': 9613, 'volume': 13330926, 'vwap': 220.01, 'lastSize': 15, 'turnover': 293293602025, 'homeNotional': 114412.09276894081, 'foreignNotional': 25172488.254778184}, {'timestamp': datetime.datetime(2020, 2, 29, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 223.9, 'low': 222.5, 'close': 223.6, 'trades': 2857, 'volume': 3134384, 'vwap': 223.15, 'lastSize': 30, 'turnover': 69941543840, 'homeNotional': 27012.57576293175, 'foreignNotional': 6027673.903176158}, {'timestamp': datetime.datetime(2020, 2, 29, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.85, 'high': 225.15, 'low': 223.15, 'close': 223.8, 'trades': 3140, 'volume': 3898409, 'vwap': 223.86, 'lastSize': 170, 'turnover': 87268796935, 'homeNotional': 33651.9261092428, 'foreignNotional': 7533258.542321691}]
2020-03-01 00:00:20 INFO: prepare candles [CandleItem(low=217.35, high=223.9, open=223.6, close=217.65, color='RED'), CandleItem(low=222.5, high=223.9, open=223.8, close=223.6, color='RED'), CandleItem(low=223.15, high=225.15, open=224.85, close=223.8, color='RED')]
2020-03-01 00:00:20 INFO: skip by colors candles=[CandleItem(low=217.35, high=223.9, open=223.6, close=217.65, color='RED'), CandleItem(low=222.5, high=223.9, open=223.8, close=223.6, color='RED'), CandleItem(low=223.15, high=225.15, open=224.85, close=223.8, color='RED')]
2020-03-01 00:00:20 INFO: check need new order None
2020-03-01 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 00:02:00 INFO: skip by not found init order into storage
2020-03-01 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 00:02:00 INFO: skip by not found init order into storage
2020-03-01 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.65, 'high': 221.2, 'low': 217.1, 'close': 218.2, 'trades': 9978, 'volume': 19136329, 'vwap': 219.29, 'lastSize': 54, 'turnover': 419635676760, 'homeNotional': 163996.59378573834, 'foreignNotional': 35962816.640044376}, {'timestamp': datetime.datetime(2020, 3, 1, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.6, 'high': 223.9, 'low': 217.35, 'close': 217.65, 'trades': 9613, 'volume': 13330926, 'vwap': 220.01, 'lastSize': 15, 'turnover': 293293602025, 'homeNotional': 114412.09276894081, 'foreignNotional': 25172488.254778184}, {'timestamp': datetime.datetime(2020, 2, 29, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.8, 'high': 223.9, 'low': 222.5, 'close': 223.6, 'trades': 2857, 'volume': 3134384, 'vwap': 223.15, 'lastSize': 30, 'turnover': 69941543840, 'homeNotional': 27012.57576293175, 'foreignNotional': 6027673.903176158}]
2020-03-01 01:00:20 INFO: prepare candles [CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN'), CandleItem(low=217.35, high=223.9, open=223.6, close=217.65, color='RED'), CandleItem(low=222.5, high=223.9, open=223.8, close=223.6, color='RED')]
2020-03-01 01:00:20 INFO: last_candle=CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN')
2020-03-01 01:00:20 INFO: filter last_candle.percent_size_of_cost=1.879010082493123 last_candle.percent_size_of_body=0.13414634146341067 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-01 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.879010082493123 too big
2020-03-01 01:00:20 INFO: filter last_candle.percent_size_of_cost=1.879010082493123 last_candle.percent_size_of_body=0.13414634146341067 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.879010082493123 too big
2020-03-01 01:00:20 INFO: filter last_candle.percent_size_of_cost=1.879010082493123 last_candle.percent_size_of_body=0.13414634146341067 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-01 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.879010082493123 too big
2020-03-01 01:00:20 INFO: filter last_candle.percent_size_of_cost=1.879010082493123 last_candle.percent_size_of_body=0.13414634146341067 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.879010082493123 too big
2020-03-01 01:00:20 INFO: filter last_candle.percent_size_of_cost=1.879010082493123 last_candle.percent_size_of_body=0.13414634146341067 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-01 01:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.879010082493123 too big
2020-03-01 01:00:20 INFO: filter last_candle.percent_size_of_cost=1.879010082493123 last_candle.percent_size_of_body=0.13414634146341067 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 01:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-01 01:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-01 01:00:20 INFO: place order: start candle=CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-01 01:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=221.25 init_order_price=221.29999999999998 stop_price_offset=0.0 candle.size=4.099999999999994 stop_price=217.1 take_price=237.69999999999996
2020-03-01 01:00:20 INFO: place order: compute qty=2.0
2020-03-01 01:00:20 INFO: place order: save order to db 337cd8ced1704212a5d6f3e36d585b6b; response=True
2020-03-01 01:00:21 INFO: post order to exchange resp={'orderID': 'cb7691b3-b7a2-1158-d003-4414b13d92c1', 'clOrdID': '337cd8ced1704212a5d6f3e36d585b6b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 221.3, 'displayQty': None, 'stopPx': 221.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 0, 21, 43000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 0, 21, 43000, tzinfo=tzlocal())}
2020-03-01 01:00:21 INFO: place new init order {'qty': 2.0, 'init_price': 221.25, 'stop_price': 217.1, 'take_price': 237.69999999999996, 'order_uid': '337cd8ced1704212a5d6f3e36d585b6b', 'response': {'orderID': 'cb7691b3-b7a2-1158-d003-4414b13d92c1', 'clOrdID': '337cd8ced1704212a5d6f3e36d585b6b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 221.3, 'displayQty': None, 'stopPx': 221.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 0, 21, 43000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 0, 21, 43000, tzinfo=tzlocal())}}
2020-03-01 01:00:21 INFO: process event {'orderID': 'cb7691b3-b7a2-1158-d003-4414b13d92c1', 'clOrdID': '337cd8ced1704212a5d6f3e36d585b6b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 221.3, 'displayQty': None, 'stopPx': 221.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-01T01:00:21.043Z', 'timestamp': '2020-03-01T01:00:21.043Z'}
2020-03-01 01:00:21 INFO: skip event 337cd8ced1704212a5d6f3e36d585b6b New
2020-03-01 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 01:02:00 INFO: skip by not found init order into storage
2020-03-01 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 01:02:00 INFO: skip by not found init order into storage
2020-03-01 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'cb7691b3-b7a2-1158-d003-4414b13d92c1', 'clOrdID': '337cd8ced1704212a5d6f3e36d585b6b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 221.3, 'displayQty': None, 'stopPx': 221.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 0, 21, 43000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 0, 21, 43000, tzinfo=tzlocal())}
2020-03-01 01:02:00 INFO: order time=2020-03-01 01:00:21.043000+00:00; delta from now UTC=0:01:39.228503 time_delta.total_seconds()=99.228503; time_diff_offset='3600'
2020-03-01 01:02:00 INFO: skip by time diff 2020-03-01 01:00:21.043000+00:00
2020-03-01 01:44:39 INFO: process event {'orderID': 'cb7691b3-b7a2-1158-d003-4414b13d92c1', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-01T01:44:39.241Z', 'clOrdID': '337cd8ced1704212a5d6f3e36d585b6b', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-01 01:44:39 INFO: skip event 337cd8ced1704212a5d6f3e36d585b6b 
2020-03-01 01:44:39 INFO: process event {'orderID': 'cb7691b3-b7a2-1158-d003-4414b13d92c1', 'workingIndicator': True, 'transactTime': '2020-03-01T01:44:39.241Z', 'clOrdID': '337cd8ced1704212a5d6f3e36d585b6b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-01T01:44:39.241Z'}
2020-03-01 01:44:39 INFO: skip event 337cd8ced1704212a5d6f3e36d585b6b 
2020-03-01 01:44:39 INFO: process event {'orderID': 'cb7691b3-b7a2-1158-d003-4414b13d92c1', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 221.25, 'clOrdID': '337cd8ced1704212a5d6f3e36d585b6b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-01T01:44:39.241Z'}
2020-03-01 01:44:39 INFO: add new event={'uid': '337cd8ced1704212a5d6f3e36d585b6b', 'status': 'Filled'}
2020-03-01 01:44:39 INFO: start process event--------------------------------------------
2020-03-01 01:44:39 INFO: fetch new order event 337cd8ced1704212a5d6f3e36d585b6b
2020-03-01 01:44:39 INFO: fetch orders by event init={'stop': '217.1', 'take': '237.69999999999996', 'qty': '2.0', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-01 01:44:39 INFO: process init order filled
2020-03-01 01:44:39 INFO: save profit orders to storage stop=9c677f7a38ee4ecbbdcc615c4aefcf8c take=5b318c83a82b4406b52b12a6d7820a66
2020-03-01 01:44:39 INFO: place profit orders take_price=237.69999999999996, stop_price=217.1, qty=2.0, color=GREEN, ticker=ETHUSD 9c677f7a38ee4ecbbdcc615c4aefcf8c 5b318c83a82b4406b52b12a6d7820a66
2020-03-01 01:44:39 INFO: place stop order ETHUSD: qty=-2.0, stop_price=217.1, stop_uid=9c677f7a38ee4ecbbdcc615c4aefcf8c
2020-03-01 01:44:39 INFO: process event {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-01T01:44:39.588Z', 'timestamp': '2020-03-01T01:44:39.588Z'}
2020-03-01 01:44:39 INFO: skip event 9c677f7a38ee4ecbbdcc615c4aefcf8c New
2020-03-01 01:44:39 INFO: exchange resp for stop order={'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 01:44:39 INFO: place limit order ETHUSD: qty=-2.0, price=237.69999999999996, take_uid=5b318c83a82b4406b52b12a6d7820a66
2020-03-01 01:44:39 INFO: process event {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-01T01:44:39.632Z', 'timestamp': '2020-03-01T01:44:39.632Z'}
2020-03-01 01:44:39 INFO: skip event 5b318c83a82b4406b52b12a6d7820a66 New
2020-03-01 01:44:39 INFO: process event {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'workingIndicator': True, 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-01T01:44:39.632Z'}
2020-03-01 01:44:39 INFO: skip event 5b318c83a82b4406b52b12a6d7820a66 
2020-03-01 01:44:39 INFO: exchange resp for take profit order={'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 01:44:39 INFO: place profit orders={'stop': {'response': {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}, 'qty': -2.0, 'uid': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'price': 217.1}, 'take': {'response': {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}, 'qty': -2.0, 'uid': '5b318c83a82b4406b52b12a6d7820a66', 'price': 237.69999999999996}}
2020-03-01 01:44:39 INFO: rm init order from db 337cd8ced1704212a5d6f3e36d585b6b
2020-03-01 01:44:39 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-01 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 224.0, 'low': 215.7, 'close': 223.75, 'trades': 13564, 'volume': 21881780, 'vwap': 219.54, 'lastSize': 720, 'turnover': 480385728670, 'homeNotional': 187480.89979394604, 'foreignNotional': 41160775.24248831}, {'timestamp': datetime.datetime(2020, 3, 1, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.65, 'high': 221.2, 'low': 217.1, 'close': 218.2, 'trades': 9978, 'volume': 19136329, 'vwap': 219.29, 'lastSize': 54, 'turnover': 419635676760, 'homeNotional': 163996.59378573834, 'foreignNotional': 35962816.640044376}, {'timestamp': datetime.datetime(2020, 3, 1, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.6, 'high': 223.9, 'low': 217.35, 'close': 217.65, 'trades': 9613, 'volume': 13330926, 'vwap': 220.01, 'lastSize': 15, 'turnover': 293293602025, 'homeNotional': 114412.09276894081, 'foreignNotional': 25172488.254778184}]
2020-03-01 02:00:20 INFO: prepare candles [CandleItem(low=215.7, high=224.0, open=218.2, close=223.75, color='GREEN'), CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN'), CandleItem(low=217.35, high=223.9, open=223.6, close=217.65, color='RED')]
2020-03-01 02:00:20 INFO: skip by colors candles=[CandleItem(low=215.7, high=224.0, open=218.2, close=223.75, color='GREEN'), CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN'), CandleItem(low=217.35, high=223.9, open=223.6, close=217.65, color='RED')]
2020-03-01 02:00:20 INFO: check need new order None
2020-03-01 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 02:02:00 INFO: skip by not found init order into storage
2020-03-01 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 02:02:00 INFO: skip by not found init order into storage
2020-03-01 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 02:02:00 INFO: skip by not found init order into storage
2020-03-01 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 02:02:00 INFO: skip by not found init order into storage
2020-03-01 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.75, 'high': 226.35, 'low': 223.0, 'close': 223.5, 'trades': 7696, 'volume': 10198351, 'vwap': 224.38, 'lastSize': 6650, 'turnover': 228829960175, 'homeNotional': 88145.44501991096, 'foreignNotional': 19778101.880393334}, {'timestamp': datetime.datetime(2020, 3, 1, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 224.0, 'low': 215.7, 'close': 223.75, 'trades': 13564, 'volume': 21881780, 'vwap': 219.54, 'lastSize': 720, 'turnover': 480385728670, 'homeNotional': 187480.89979394604, 'foreignNotional': 41160775.24248831}, {'timestamp': datetime.datetime(2020, 3, 1, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.65, 'high': 221.2, 'low': 217.1, 'close': 218.2, 'trades': 9978, 'volume': 19136329, 'vwap': 219.29, 'lastSize': 54, 'turnover': 419635676760, 'homeNotional': 163996.59378573834, 'foreignNotional': 35962816.640044376}]
2020-03-01 03:00:20 INFO: prepare candles [CandleItem(low=223.0, high=226.35, open=223.75, close=223.5, color='RED'), CandleItem(low=215.7, high=224.0, open=218.2, close=223.75, color='GREEN'), CandleItem(low=217.1, high=221.2, open=217.65, close=218.2, color='GREEN')]
2020-03-01 03:00:20 INFO: last_candle=CandleItem(low=223.0, high=226.35, open=223.75, close=223.5, color='RED')
2020-03-01 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.4988814317673353 last_candle.percent_size_of_body=0.07462686567164192 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-01 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4988814317673353 too big
2020-03-01 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.4988814317673353 last_candle.percent_size_of_body=0.07462686567164192 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4988814317673353 too big
2020-03-01 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.4988814317673353 last_candle.percent_size_of_body=0.07462686567164192 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-01 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4988814317673353 too big
2020-03-01 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.4988814317673353 last_candle.percent_size_of_body=0.07462686567164192 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4988814317673353 too big
2020-03-01 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.4988814317673353 last_candle.percent_size_of_body=0.07462686567164192 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-01 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4988814317673353 too big
2020-03-01 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.4988814317673353 last_candle.percent_size_of_body=0.07462686567164192 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.4988814317673353 too small
2020-03-01 03:00:20 INFO: not found applicable config for candle
2020-03-01 03:00:20 INFO: check need new order None
2020-03-01 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 03:02:00 INFO: skip by not found init order into storage
2020-03-01 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 03:02:00 INFO: skip by not found init order into storage
2020-03-01 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 03:02:00 INFO: skip by not found init order into storage
2020-03-01 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 03:02:00 INFO: skip by not found init order into storage
2020-03-01 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.5, 'high': 225.6, 'low': 223.15, 'close': 223.7, 'trades': 3969, 'volume': 5306984, 'vwap': 224.45, 'lastSize': 37868, 'turnover': 119112796395, 'homeNotional': 45842.94153664988, 'foreignNotional': 10289267.087624665}, {'timestamp': datetime.datetime(2020, 3, 1, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.75, 'high': 226.35, 'low': 223.0, 'close': 223.5, 'trades': 7696, 'volume': 10198351, 'vwap': 224.38, 'lastSize': 6650, 'turnover': 228829960175, 'homeNotional': 88145.44501991096, 'foreignNotional': 19778101.880393334}, {'timestamp': datetime.datetime(2020, 3, 1, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.2, 'high': 224.0, 'low': 215.7, 'close': 223.75, 'trades': 13564, 'volume': 21881780, 'vwap': 219.54, 'lastSize': 720, 'turnover': 480385728670, 'homeNotional': 187480.89979394604, 'foreignNotional': 41160775.24248831}]
2020-03-01 04:00:20 INFO: prepare candles [CandleItem(low=223.15, high=225.6, open=223.5, close=223.7, color='GREEN'), CandleItem(low=223.0, high=226.35, open=223.75, close=223.5, color='RED'), CandleItem(low=215.7, high=224.0, open=218.2, close=223.75, color='GREEN')]
2020-03-01 04:00:20 INFO: skip by colors candles=[CandleItem(low=223.15, high=225.6, open=223.5, close=223.7, color='GREEN'), CandleItem(low=223.0, high=226.35, open=223.75, close=223.5, color='RED'), CandleItem(low=215.7, high=224.0, open=218.2, close=223.75, color='GREEN')]
2020-03-01 04:00:20 INFO: check need new order None
2020-03-01 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 04:02:00 INFO: skip by not found init order into storage
2020-03-01 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 04:02:00 INFO: skip by not found init order into storage
2020-03-01 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 04:02:00 INFO: skip by not found init order into storage
2020-03-01 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 04:02:00 INFO: skip by not found init order into storage
2020-03-01 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.7, 'high': 225.05, 'low': 221.85, 'close': 222.55, 'trades': 6058, 'volume': 8516865, 'vwap': 222.96, 'lastSize': 109, 'turnover': 189891687575, 'homeNotional': 73093.45015619423, 'foreignNotional': 16296970.21985535}, {'timestamp': datetime.datetime(2020, 3, 1, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.5, 'high': 225.6, 'low': 223.15, 'close': 223.7, 'trades': 3969, 'volume': 5306984, 'vwap': 224.45, 'lastSize': 37868, 'turnover': 119112796395, 'homeNotional': 45842.94153664988, 'foreignNotional': 10289267.087624665}, {'timestamp': datetime.datetime(2020, 3, 1, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.75, 'high': 226.35, 'low': 223.0, 'close': 223.5, 'trades': 7696, 'volume': 10198351, 'vwap': 224.38, 'lastSize': 6650, 'turnover': 228829960175, 'homeNotional': 88145.44501991096, 'foreignNotional': 19778101.880393334}]
2020-03-01 05:00:20 INFO: prepare candles [CandleItem(low=221.85, high=225.05, open=223.7, close=222.55, color='RED'), CandleItem(low=223.15, high=225.6, open=223.5, close=223.7, color='GREEN'), CandleItem(low=223.0, high=226.35, open=223.75, close=223.5, color='RED')]
2020-03-01 05:00:20 INFO: skip by colors candles=[CandleItem(low=221.85, high=225.05, open=223.7, close=222.55, color='RED'), CandleItem(low=223.15, high=225.6, open=223.5, close=223.7, color='GREEN'), CandleItem(low=223.0, high=226.35, open=223.75, close=223.5, color='RED')]
2020-03-01 05:00:20 INFO: check need new order None
2020-03-01 05:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 05:02:01 INFO: skip by not found init order into storage
2020-03-01 05:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 05:02:01 INFO: skip by not found init order into storage
2020-03-01 05:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 05:02:01 INFO: skip by not found init order into storage
2020-03-01 05:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 05:02:01 INFO: skip by not found init order into storage
2020-03-01 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 222.9, 'low': 220.25, 'close': 222.5, 'trades': 5437, 'volume': 6462563, 'vwap': 221.51, 'lastSize': 24, 'turnover': 143151534170, 'homeNotional': 55342.39042121142, 'foreignNotional': 12258876.283285914}, {'timestamp': datetime.datetime(2020, 3, 1, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.7, 'high': 225.05, 'low': 221.85, 'close': 222.55, 'trades': 6058, 'volume': 8516865, 'vwap': 222.96, 'lastSize': 109, 'turnover': 189891687575, 'homeNotional': 73093.45015619423, 'foreignNotional': 16296970.21985535}, {'timestamp': datetime.datetime(2020, 3, 1, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.5, 'high': 225.6, 'low': 223.15, 'close': 223.7, 'trades': 3969, 'volume': 5306984, 'vwap': 224.45, 'lastSize': 37868, 'turnover': 119112796395, 'homeNotional': 45842.94153664988, 'foreignNotional': 10289267.087624665}]
2020-03-01 06:00:20 INFO: prepare candles [CandleItem(low=220.25, high=222.9, open=222.55, close=222.5, color='RED'), CandleItem(low=221.85, high=225.05, open=223.7, close=222.55, color='RED'), CandleItem(low=223.15, high=225.6, open=223.5, close=223.7, color='GREEN')]
2020-03-01 06:00:20 INFO: skip by colors candles=[CandleItem(low=220.25, high=222.9, open=222.55, close=222.5, color='RED'), CandleItem(low=221.85, high=225.05, open=223.7, close=222.55, color='RED'), CandleItem(low=223.15, high=225.6, open=223.5, close=223.7, color='GREEN')]
2020-03-01 06:00:20 INFO: check need new order None
2020-03-01 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 06:02:00 INFO: skip by not found init order into storage
2020-03-01 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 06:02:00 INFO: skip by not found init order into storage
2020-03-01 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 06:02:00 INFO: skip by not found init order into storage
2020-03-01 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 06:02:00 INFO: skip by not found init order into storage
2020-03-01 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 222.75, 'low': 219.9, 'close': 220.45, 'trades': 4971, 'volume': 7338378, 'vwap': 221.35, 'lastSize': 1812, 'turnover': 162433848455, 'homeNotional': 62820.95199882873, 'foreignNotional': 13905384.82535888}, {'timestamp': datetime.datetime(2020, 3, 1, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 222.9, 'low': 220.25, 'close': 222.5, 'trades': 5437, 'volume': 6462563, 'vwap': 221.51, 'lastSize': 24, 'turnover': 143151534170, 'homeNotional': 55342.39042121142, 'foreignNotional': 12258876.283285914}, {'timestamp': datetime.datetime(2020, 3, 1, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.7, 'high': 225.05, 'low': 221.85, 'close': 222.55, 'trades': 6058, 'volume': 8516865, 'vwap': 222.96, 'lastSize': 109, 'turnover': 189891687575, 'homeNotional': 73093.45015619423, 'foreignNotional': 16296970.21985535}]
2020-03-01 07:00:21 INFO: prepare candles [CandleItem(low=219.9, high=222.75, open=222.5, close=220.45, color='RED'), CandleItem(low=220.25, high=222.9, open=222.55, close=222.5, color='RED'), CandleItem(low=221.85, high=225.05, open=223.7, close=222.55, color='RED')]
2020-03-01 07:00:21 INFO: skip by colors candles=[CandleItem(low=219.9, high=222.75, open=222.5, close=220.45, color='RED'), CandleItem(low=220.25, high=222.9, open=222.55, close=222.5, color='RED'), CandleItem(low=221.85, high=225.05, open=223.7, close=222.55, color='RED')]
2020-03-01 07:00:21 INFO: check need new order None
2020-03-01 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 07:02:00 INFO: skip by not found init order into storage
2020-03-01 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 07:02:00 INFO: skip by not found init order into storage
2020-03-01 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 07:02:00 INFO: skip by not found init order into storage
2020-03-01 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 07:02:00 INFO: skip by not found init order into storage
2020-03-01 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.45, 'high': 221.15, 'low': 218.85, 'close': 220.1, 'trades': 4671, 'volume': 5653784, 'vwap': 219.9, 'lastSize': 20, 'turnover': 124325586200, 'homeNotional': 48270.43510230564, 'foreignNotional': 10614603.042065838}, {'timestamp': datetime.datetime(2020, 3, 1, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 222.75, 'low': 219.9, 'close': 220.45, 'trades': 4971, 'volume': 7338378, 'vwap': 221.35, 'lastSize': 1812, 'turnover': 162433848455, 'homeNotional': 62820.95199882873, 'foreignNotional': 13905384.82535888}, {'timestamp': datetime.datetime(2020, 3, 1, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 222.9, 'low': 220.25, 'close': 222.5, 'trades': 5437, 'volume': 6462563, 'vwap': 221.51, 'lastSize': 24, 'turnover': 143151534170, 'homeNotional': 55342.39042121142, 'foreignNotional': 12258876.283285914}]
2020-03-01 08:00:20 INFO: prepare candles [CandleItem(low=218.85, high=221.15, open=220.45, close=220.1, color='RED'), CandleItem(low=219.9, high=222.75, open=222.5, close=220.45, color='RED'), CandleItem(low=220.25, high=222.9, open=222.55, close=222.5, color='RED')]
2020-03-01 08:00:20 INFO: skip by colors candles=[CandleItem(low=218.85, high=221.15, open=220.45, close=220.1, color='RED'), CandleItem(low=219.9, high=222.75, open=222.5, close=220.45, color='RED'), CandleItem(low=220.25, high=222.9, open=222.55, close=222.5, color='RED')]
2020-03-01 08:00:20 INFO: check need new order None
2020-03-01 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 08:02:00 INFO: skip by not found init order into storage
2020-03-01 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 08:02:00 INFO: skip by not found init order into storage
2020-03-01 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 08:02:00 INFO: skip by not found init order into storage
2020-03-01 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 08:02:00 INFO: skip by not found init order into storage
2020-03-01 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.1, 'high': 223.1, 'low': 219.2, 'close': 219.75, 'trades': 6869, 'volume': 8975822, 'vwap': 221.08, 'lastSize': 13, 'turnover': 198432918375, 'homeNotional': 76775.75944920188, 'foreignNotional': 16973376.961897675}, {'timestamp': datetime.datetime(2020, 3, 1, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.45, 'high': 221.15, 'low': 218.85, 'close': 220.1, 'trades': 4671, 'volume': 5653784, 'vwap': 219.9, 'lastSize': 20, 'turnover': 124325586200, 'homeNotional': 48270.43510230564, 'foreignNotional': 10614603.042065838}, {'timestamp': datetime.datetime(2020, 3, 1, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.5, 'high': 222.75, 'low': 219.9, 'close': 220.45, 'trades': 4971, 'volume': 7338378, 'vwap': 221.35, 'lastSize': 1812, 'turnover': 162433848455, 'homeNotional': 62820.95199882873, 'foreignNotional': 13905384.82535888}]
2020-03-01 09:00:20 INFO: prepare candles [CandleItem(low=219.2, high=223.1, open=220.1, close=219.75, color='RED'), CandleItem(low=218.85, high=221.15, open=220.45, close=220.1, color='RED'), CandleItem(low=219.9, high=222.75, open=222.5, close=220.45, color='RED')]
2020-03-01 09:00:20 INFO: skip by colors candles=[CandleItem(low=219.2, high=223.1, open=220.1, close=219.75, color='RED'), CandleItem(low=218.85, high=221.15, open=220.45, close=220.1, color='RED'), CandleItem(low=219.9, high=222.75, open=222.5, close=220.45, color='RED')]
2020-03-01 09:00:20 INFO: check need new order None
2020-03-01 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 09:02:00 INFO: skip by not found init order into storage
2020-03-01 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 09:02:00 INFO: skip by not found init order into storage
2020-03-01 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 09:02:00 INFO: skip by not found init order into storage
2020-03-01 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 09:02:00 INFO: skip by not found init order into storage
2020-03-01 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.75, 'high': 221.65, 'low': 218.95, 'close': 219.3, 'trades': 4683, 'volume': 6737506, 'vwap': 220.53, 'lastSize': 24, 'turnover': 148581199355, 'homeNotional': 57631.77534421195, 'foreignNotional': 12709520.237813672}, {'timestamp': datetime.datetime(2020, 3, 1, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.1, 'high': 223.1, 'low': 219.2, 'close': 219.75, 'trades': 6869, 'volume': 8975822, 'vwap': 221.08, 'lastSize': 13, 'turnover': 198432918375, 'homeNotional': 76775.75944920188, 'foreignNotional': 16973376.961897675}, {'timestamp': datetime.datetime(2020, 3, 1, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.45, 'high': 221.15, 'low': 218.85, 'close': 220.1, 'trades': 4671, 'volume': 5653784, 'vwap': 219.9, 'lastSize': 20, 'turnover': 124325586200, 'homeNotional': 48270.43510230564, 'foreignNotional': 10614603.042065838}]
2020-03-01 10:00:20 INFO: prepare candles [CandleItem(low=218.95, high=221.65, open=219.75, close=219.3, color='RED'), CandleItem(low=219.2, high=223.1, open=220.1, close=219.75, color='RED'), CandleItem(low=218.85, high=221.15, open=220.45, close=220.1, color='RED')]
2020-03-01 10:00:20 INFO: skip by colors candles=[CandleItem(low=218.95, high=221.65, open=219.75, close=219.3, color='RED'), CandleItem(low=219.2, high=223.1, open=220.1, close=219.75, color='RED'), CandleItem(low=218.85, high=221.15, open=220.45, close=220.1, color='RED')]
2020-03-01 10:00:20 INFO: check need new order None
2020-03-01 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 10:02:00 INFO: skip by not found init order into storage
2020-03-01 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 10:02:00 INFO: skip by not found init order into storage
2020-03-01 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 10:02:00 INFO: skip by not found init order into storage
2020-03-01 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 10:02:00 INFO: skip by not found init order into storage
2020-03-01 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.3, 'high': 222.0, 'low': 219.3, 'close': 221.4, 'trades': 3794, 'volume': 6399712, 'vwap': 220.52, 'lastSize': 300, 'turnover': 141121771500, 'homeNotional': 54811.69082159953, 'foreignNotional': 12086715.838428995}, {'timestamp': datetime.datetime(2020, 3, 1, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.75, 'high': 221.65, 'low': 218.95, 'close': 219.3, 'trades': 4683, 'volume': 6737506, 'vwap': 220.53, 'lastSize': 24, 'turnover': 148581199355, 'homeNotional': 57631.77534421195, 'foreignNotional': 12709520.237813672}, {'timestamp': datetime.datetime(2020, 3, 1, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.1, 'high': 223.1, 'low': 219.2, 'close': 219.75, 'trades': 6869, 'volume': 8975822, 'vwap': 221.08, 'lastSize': 13, 'turnover': 198432918375, 'homeNotional': 76775.75944920188, 'foreignNotional': 16973376.961897675}]
2020-03-01 11:00:20 INFO: prepare candles [CandleItem(low=219.3, high=222.0, open=219.3, close=221.4, color='GREEN'), CandleItem(low=218.95, high=221.65, open=219.75, close=219.3, color='RED'), CandleItem(low=219.2, high=223.1, open=220.1, close=219.75, color='RED')]
2020-03-01 11:00:20 INFO: last_candle=CandleItem(low=219.3, high=222.0, open=219.3, close=221.4, color='GREEN')
2020-03-01 11:00:20 INFO: filter last_candle.percent_size_of_cost=1.219512195121946 last_candle.percent_size_of_body=0.7777777777777789 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-01 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.219512195121946 too big
2020-03-01 11:00:20 INFO: filter last_candle.percent_size_of_cost=1.219512195121946 last_candle.percent_size_of_body=0.7777777777777789 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.219512195121946 too big
2020-03-01 11:00:20 INFO: filter last_candle.percent_size_of_cost=1.219512195121946 last_candle.percent_size_of_body=0.7777777777777789 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-01 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.219512195121946 too big
2020-03-01 11:00:20 INFO: filter last_candle.percent_size_of_cost=1.219512195121946 last_candle.percent_size_of_body=0.7777777777777789 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.219512195121946 too big
2020-03-01 11:00:20 INFO: filter last_candle.percent_size_of_cost=1.219512195121946 last_candle.percent_size_of_body=0.7777777777777789 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-01 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.219512195121946 too big
2020-03-01 11:00:20 INFO: filter last_candle.percent_size_of_cost=1.219512195121946 last_candle.percent_size_of_body=0.7777777777777789 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.219512195121946 too small
2020-03-01 11:00:20 INFO: not found applicable config for candle
2020-03-01 11:00:20 INFO: check need new order None
2020-03-01 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 11:02:00 INFO: skip by not found init order into storage
2020-03-01 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 11:02:00 INFO: skip by not found init order into storage
2020-03-01 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 11:02:00 INFO: skip by not found init order into storage
2020-03-01 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 11:02:00 INFO: skip by not found init order into storage
2020-03-01 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.4, 'high': 225.0, 'low': 220.7, 'close': 224.8, 'trades': 6730, 'volume': 9424222, 'vwap': 223.17, 'lastSize': 60, 'turnover': 210319605280, 'homeNotional': 81077.62307200622, 'foreignNotional': 18094454.01710463}, {'timestamp': datetime.datetime(2020, 3, 1, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.3, 'high': 222.0, 'low': 219.3, 'close': 221.4, 'trades': 3794, 'volume': 6399712, 'vwap': 220.52, 'lastSize': 300, 'turnover': 141121771500, 'homeNotional': 54811.69082159953, 'foreignNotional': 12086715.838428995}, {'timestamp': datetime.datetime(2020, 3, 1, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.75, 'high': 221.65, 'low': 218.95, 'close': 219.3, 'trades': 4683, 'volume': 6737506, 'vwap': 220.53, 'lastSize': 24, 'turnover': 148581199355, 'homeNotional': 57631.77534421195, 'foreignNotional': 12709520.237813672}]
2020-03-01 12:00:21 INFO: prepare candles [CandleItem(low=220.7, high=225.0, open=221.4, close=224.8, color='GREEN'), CandleItem(low=219.3, high=222.0, open=219.3, close=221.4, color='GREEN'), CandleItem(low=218.95, high=221.65, open=219.75, close=219.3, color='RED')]
2020-03-01 12:00:21 INFO: skip by colors candles=[CandleItem(low=220.7, high=225.0, open=221.4, close=224.8, color='GREEN'), CandleItem(low=219.3, high=222.0, open=219.3, close=221.4, color='GREEN'), CandleItem(low=218.95, high=221.65, open=219.75, close=219.3, color='RED')]
2020-03-01 12:00:21 INFO: check need new order None
2020-03-01 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 12:02:00 INFO: skip by not found init order into storage
2020-03-01 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 12:02:00 INFO: skip by not found init order into storage
2020-03-01 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 12:02:00 INFO: skip by not found init order into storage
2020-03-01 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 12:02:00 INFO: skip by not found init order into storage
2020-03-01 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.8, 'high': 228.5, 'low': 221.5, 'close': 221.85, 'trades': 15223, 'volume': 21835384, 'vwap': 225.52, 'lastSize': 31, 'turnover': 492431112800, 'homeNotional': 189520.5092025069, 'foreignNotional': 42742357.20819145}, {'timestamp': datetime.datetime(2020, 3, 1, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.4, 'high': 225.0, 'low': 220.7, 'close': 224.8, 'trades': 6730, 'volume': 9424222, 'vwap': 223.17, 'lastSize': 60, 'turnover': 210319605280, 'homeNotional': 81077.62307200622, 'foreignNotional': 18094454.01710463}, {'timestamp': datetime.datetime(2020, 3, 1, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.3, 'high': 222.0, 'low': 219.3, 'close': 221.4, 'trades': 3794, 'volume': 6399712, 'vwap': 220.52, 'lastSize': 300, 'turnover': 141121771500, 'homeNotional': 54811.69082159953, 'foreignNotional': 12086715.838428995}]
2020-03-01 13:00:20 INFO: prepare candles [CandleItem(low=221.5, high=228.5, open=224.8, close=221.85, color='RED'), CandleItem(low=220.7, high=225.0, open=221.4, close=224.8, color='GREEN'), CandleItem(low=219.3, high=222.0, open=219.3, close=221.4, color='GREEN')]
2020-03-01 13:00:20 INFO: last_candle=CandleItem(low=221.5, high=228.5, open=224.8, close=221.85, color='RED')
2020-03-01 13:00:20 INFO: filter last_candle.percent_size_of_cost=3.1552851025467663 last_candle.percent_size_of_body=0.4214285714285739 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-01 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.1552851025467663 too big
2020-03-01 13:00:20 INFO: filter last_candle.percent_size_of_cost=3.1552851025467663 last_candle.percent_size_of_body=0.4214285714285739 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.1552851025467663 too big
2020-03-01 13:00:20 INFO: filter last_candle.percent_size_of_cost=3.1552851025467663 last_candle.percent_size_of_body=0.4214285714285739 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-01 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.1552851025467663 too big
2020-03-01 13:00:20 INFO: filter last_candle.percent_size_of_cost=3.1552851025467663 last_candle.percent_size_of_body=0.4214285714285739 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.1552851025467663 too big
2020-03-01 13:00:20 INFO: filter last_candle.percent_size_of_cost=3.1552851025467663 last_candle.percent_size_of_body=0.4214285714285739 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-01 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.1552851025467663 too big
2020-03-01 13:00:20 INFO: filter last_candle.percent_size_of_cost=3.1552851025467663 last_candle.percent_size_of_body=0.4214285714285739 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.1552851025467663 too big
2020-03-01 13:00:20 INFO: not found applicable config for candle
2020-03-01 13:00:20 INFO: check need new order None
2020-03-01 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 13:02:00 INFO: skip by not found init order into storage
2020-03-01 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 13:02:00 INFO: skip by not found init order into storage
2020-03-01 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 13:02:00 INFO: skip by not found init order into storage
2020-03-01 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 13:02:00 INFO: skip by not found init order into storage
2020-03-01 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.85, 'high': 223.4, 'low': 219.8, 'close': 222.7, 'trades': 7974, 'volume': 8458628, 'vwap': 221.69, 'lastSize': 50, 'turnover': 187512231395, 'homeNotional': 72525.90945736546, 'foreignNotional': 16077783.063101782}, {'timestamp': datetime.datetime(2020, 3, 1, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.8, 'high': 228.5, 'low': 221.5, 'close': 221.85, 'trades': 15223, 'volume': 21835384, 'vwap': 225.52, 'lastSize': 31, 'turnover': 492431112800, 'homeNotional': 189520.5092025069, 'foreignNotional': 42742357.20819145}, {'timestamp': datetime.datetime(2020, 3, 1, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.4, 'high': 225.0, 'low': 220.7, 'close': 224.8, 'trades': 6730, 'volume': 9424222, 'vwap': 223.17, 'lastSize': 60, 'turnover': 210319605280, 'homeNotional': 81077.62307200622, 'foreignNotional': 18094454.01710463}]
2020-03-01 14:00:20 INFO: prepare candles [CandleItem(low=219.8, high=223.4, open=221.85, close=222.7, color='GREEN'), CandleItem(low=221.5, high=228.5, open=224.8, close=221.85, color='RED'), CandleItem(low=220.7, high=225.0, open=221.4, close=224.8, color='GREEN')]
2020-03-01 14:00:20 INFO: skip by colors candles=[CandleItem(low=219.8, high=223.4, open=221.85, close=222.7, color='GREEN'), CandleItem(low=221.5, high=228.5, open=224.8, close=221.85, color='RED'), CandleItem(low=220.7, high=225.0, open=221.4, close=224.8, color='GREEN')]
2020-03-01 14:00:20 INFO: check need new order None
2020-03-01 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 14:02:00 INFO: skip by not found init order into storage
2020-03-01 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 14:02:00 INFO: skip by not found init order into storage
2020-03-01 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 14:02:00 INFO: skip by not found init order into storage
2020-03-01 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 14:02:00 INFO: skip by not found init order into storage
2020-03-01 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.7, 'high': 223.35, 'low': 220.2, 'close': 220.6, 'trades': 4639, 'volume': 6207244, 'vwap': 221.54, 'lastSize': 140, 'turnover': 137513952600, 'homeNotional': 53314.55772090583, 'foreignNotional': 11811284.130757395}, {'timestamp': datetime.datetime(2020, 3, 1, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.85, 'high': 223.4, 'low': 219.8, 'close': 222.7, 'trades': 7974, 'volume': 8458628, 'vwap': 221.69, 'lastSize': 50, 'turnover': 187512231395, 'homeNotional': 72525.90945736546, 'foreignNotional': 16077783.063101782}, {'timestamp': datetime.datetime(2020, 3, 1, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.8, 'high': 228.5, 'low': 221.5, 'close': 221.85, 'trades': 15223, 'volume': 21835384, 'vwap': 225.52, 'lastSize': 31, 'turnover': 492431112800, 'homeNotional': 189520.5092025069, 'foreignNotional': 42742357.20819145}]
2020-03-01 15:00:20 INFO: prepare candles [CandleItem(low=220.2, high=223.35, open=222.7, close=220.6, color='RED'), CandleItem(low=219.8, high=223.4, open=221.85, close=222.7, color='GREEN'), CandleItem(low=221.5, high=228.5, open=224.8, close=221.85, color='RED')]
2020-03-01 15:00:20 INFO: skip by colors candles=[CandleItem(low=220.2, high=223.35, open=222.7, close=220.6, color='RED'), CandleItem(low=219.8, high=223.4, open=221.85, close=222.7, color='GREEN'), CandleItem(low=221.5, high=228.5, open=224.8, close=221.85, color='RED')]
2020-03-01 15:00:20 INFO: check need new order None
2020-03-01 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 15:02:00 INFO: skip by not found init order into storage
2020-03-01 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 15:02:00 INFO: skip by not found init order into storage
2020-03-01 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 15:02:00 INFO: skip by not found init order into storage
2020-03-01 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 15:02:00 INFO: skip by not found init order into storage
2020-03-01 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.6, 'high': 222.0, 'low': 219.7, 'close': 220.45, 'trades': 5231, 'volume': 6589505, 'vwap': 220.97, 'lastSize': 200, 'turnover': 145603635750, 'homeNotional': 56478.64379126239, 'foreignNotional': 12479728.636930496}, {'timestamp': datetime.datetime(2020, 3, 1, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.7, 'high': 223.35, 'low': 220.2, 'close': 220.6, 'trades': 4639, 'volume': 6207244, 'vwap': 221.54, 'lastSize': 140, 'turnover': 137513952600, 'homeNotional': 53314.55772090583, 'foreignNotional': 11811284.130757395}, {'timestamp': datetime.datetime(2020, 3, 1, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.85, 'high': 223.4, 'low': 219.8, 'close': 222.7, 'trades': 7974, 'volume': 8458628, 'vwap': 221.69, 'lastSize': 50, 'turnover': 187512231395, 'homeNotional': 72525.90945736546, 'foreignNotional': 16077783.063101782}]
2020-03-01 16:00:20 INFO: prepare candles [CandleItem(low=219.7, high=222.0, open=220.6, close=220.45, color='RED'), CandleItem(low=220.2, high=223.35, open=222.7, close=220.6, color='RED'), CandleItem(low=219.8, high=223.4, open=221.85, close=222.7, color='GREEN')]
2020-03-01 16:00:20 INFO: skip by colors candles=[CandleItem(low=219.7, high=222.0, open=220.6, close=220.45, color='RED'), CandleItem(low=220.2, high=223.35, open=222.7, close=220.6, color='RED'), CandleItem(low=219.8, high=223.4, open=221.85, close=222.7, color='GREEN')]
2020-03-01 16:00:20 INFO: check need new order None
2020-03-01 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 16:02:00 INFO: skip by not found init order into storage
2020-03-01 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 16:02:00 INFO: skip by not found init order into storage
2020-03-01 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 217.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 588000, tzinfo=tzlocal())}
2020-03-01 16:02:00 INFO: skip by not found init order into storage
2020-03-01 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal())}
2020-03-01 16:02:00 INFO: skip by not found init order into storage
2020-03-01 16:34:17 INFO: process event {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-01T16:34:17.057Z', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-01 16:34:17 INFO: skip event 9c677f7a38ee4ecbbdcc615c4aefcf8c 
2020-03-01 16:34:17 INFO: process event {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'price': 217.05, 'workingIndicator': True, 'transactTime': '2020-03-01T16:34:17.057Z', 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-01T16:34:17.057Z'}
2020-03-01 16:34:17 INFO: skip event 9c677f7a38ee4ecbbdcc615c4aefcf8c 
2020-03-01 16:34:17 INFO: process event {'orderID': '68d12bb1-3c03-fc3c-44a4-4d2723eefc90', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 217.05, 'clOrdID': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-01T16:34:17.057Z'}
2020-03-01 16:34:17 INFO: add new event={'uid': '9c677f7a38ee4ecbbdcc615c4aefcf8c', 'status': 'Filled'}
2020-03-01 16:34:18 INFO: start process event--------------------------------------------
2020-03-01 16:34:18 INFO: fetch new order event 9c677f7a38ee4ecbbdcc615c4aefcf8c
2020-03-01 16:34:18 INFO: fetch orders by event init=None profit_pair=5b318c83a82b4406b52b12a6d7820a66
2020-03-01 16:34:18 INFO: process profit order filled
2020-03-01 16:34:19 INFO: cancel order=5b318c83a82b4406b52b12a6d7820a66 [{'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 237.7, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 1, 1, 44, 39, 632000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 1, 16, 34, 19, 289000, tzinfo=tzlocal())}]
2020-03-01 16:34:19 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-01 16:34:19 INFO: process event {'orderID': '7157dc79-3c55-ae49-c422-1c5da98c0c1a', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-01T16:34:19.289Z', 'clOrdID': '5b318c83a82b4406b52b12a6d7820a66', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-01 16:34:19 INFO: skip event 5b318c83a82b4406b52b12a6d7820a66 Canceled
2020-03-01 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.45, 'high': 221.6, 'low': 214.2, 'close': 217.3, 'trades': 17013, 'volume': 30609862, 'vwap': 216.72, 'lastSize': 2000, 'turnover': 663362983930, 'homeNotional': 259936.15135005536, 'foreignNotional': 56333802.400480725}, {'timestamp': datetime.datetime(2020, 3, 1, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.6, 'high': 222.0, 'low': 219.7, 'close': 220.45, 'trades': 5231, 'volume': 6589505, 'vwap': 220.97, 'lastSize': 200, 'turnover': 145603635750, 'homeNotional': 56478.64379126239, 'foreignNotional': 12479728.636930496}, {'timestamp': datetime.datetime(2020, 3, 1, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.7, 'high': 223.35, 'low': 220.2, 'close': 220.6, 'trades': 4639, 'volume': 6207244, 'vwap': 221.54, 'lastSize': 140, 'turnover': 137513952600, 'homeNotional': 53314.55772090583, 'foreignNotional': 11811284.130757395}]
2020-03-01 17:00:20 INFO: prepare candles [CandleItem(low=214.2, high=221.6, open=220.45, close=217.3, color='RED'), CandleItem(low=219.7, high=222.0, open=220.6, close=220.45, color='RED'), CandleItem(low=220.2, high=223.35, open=222.7, close=220.6, color='RED')]
2020-03-01 17:00:20 INFO: skip by colors candles=[CandleItem(low=214.2, high=221.6, open=220.45, close=217.3, color='RED'), CandleItem(low=219.7, high=222.0, open=220.6, close=220.45, color='RED'), CandleItem(low=220.2, high=223.35, open=222.7, close=220.6, color='RED')]
2020-03-01 17:00:20 INFO: check need new order None
2020-03-01 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 17:02:00 INFO: skip by not found init order into storage
2020-03-01 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 17:02:00 INFO: skip by not found init order into storage
2020-03-01 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.3, 'high': 217.35, 'low': 214.05, 'close': 215.85, 'trades': 8352, 'volume': 11031973, 'vwap': 215.59, 'lastSize': 50, 'turnover': 237830725595, 'homeNotional': 93619.73991250171, 'foreignNotional': 20182953.26246649}, {'timestamp': datetime.datetime(2020, 3, 1, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.45, 'high': 221.6, 'low': 214.2, 'close': 217.3, 'trades': 17013, 'volume': 30609862, 'vwap': 216.72, 'lastSize': 2000, 'turnover': 663362983930, 'homeNotional': 259936.15135005536, 'foreignNotional': 56333802.400480725}, {'timestamp': datetime.datetime(2020, 3, 1, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.6, 'high': 222.0, 'low': 219.7, 'close': 220.45, 'trades': 5231, 'volume': 6589505, 'vwap': 220.97, 'lastSize': 200, 'turnover': 145603635750, 'homeNotional': 56478.64379126239, 'foreignNotional': 12479728.636930496}]
2020-03-01 18:00:21 INFO: prepare candles [CandleItem(low=214.05, high=217.35, open=217.3, close=215.85, color='RED'), CandleItem(low=214.2, high=221.6, open=220.45, close=217.3, color='RED'), CandleItem(low=219.7, high=222.0, open=220.6, close=220.45, color='RED')]
2020-03-01 18:00:21 INFO: skip by colors candles=[CandleItem(low=214.05, high=217.35, open=217.3, close=215.85, color='RED'), CandleItem(low=214.2, high=221.6, open=220.45, close=217.3, color='RED'), CandleItem(low=219.7, high=222.0, open=220.6, close=220.45, color='RED')]
2020-03-01 18:00:21 INFO: check need new order None
2020-03-01 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 18:02:00 INFO: skip by not found init order into storage
2020-03-01 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 18:02:00 INFO: skip by not found init order into storage
2020-03-01 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.85, 'high': 215.85, 'low': 212.65, 'close': 212.8, 'trades': 6021, 'volume': 8279695, 'vwap': 214.17, 'lastSize': 934, 'turnover': 177324022710, 'homeNotional': 70131.00979919457, 'foreignNotional': 15019826.986669265}, {'timestamp': datetime.datetime(2020, 3, 1, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.3, 'high': 217.35, 'low': 214.05, 'close': 215.85, 'trades': 8352, 'volume': 11031973, 'vwap': 215.59, 'lastSize': 50, 'turnover': 237830725595, 'homeNotional': 93619.73991250171, 'foreignNotional': 20182953.26246649}, {'timestamp': datetime.datetime(2020, 3, 1, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.45, 'high': 221.6, 'low': 214.2, 'close': 217.3, 'trades': 17013, 'volume': 30609862, 'vwap': 216.72, 'lastSize': 2000, 'turnover': 663362983930, 'homeNotional': 259936.15135005536, 'foreignNotional': 56333802.400480725}]
2020-03-01 19:00:20 INFO: prepare candles [CandleItem(low=212.65, high=215.85, open=215.85, close=212.8, color='RED'), CandleItem(low=214.05, high=217.35, open=217.3, close=215.85, color='RED'), CandleItem(low=214.2, high=221.6, open=220.45, close=217.3, color='RED')]
2020-03-01 19:00:20 INFO: skip by colors candles=[CandleItem(low=212.65, high=215.85, open=215.85, close=212.8, color='RED'), CandleItem(low=214.05, high=217.35, open=217.3, close=215.85, color='RED'), CandleItem(low=214.2, high=221.6, open=220.45, close=217.3, color='RED')]
2020-03-01 19:00:20 INFO: check need new order None
2020-03-01 19:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 19:02:01 INFO: skip by not found init order into storage
2020-03-01 19:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 19:02:01 INFO: skip by not found init order into storage
2020-03-01 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.8, 'high': 217.55, 'low': 212.45, 'close': 216.35, 'trades': 10098, 'volume': 14592641, 'vwap': 214.59, 'lastSize': 100, 'turnover': 313141988615, 'homeNotional': 123770.89213600202, 'foreignNotional': 26560670.10509618}, {'timestamp': datetime.datetime(2020, 3, 1, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.85, 'high': 215.85, 'low': 212.65, 'close': 212.8, 'trades': 6021, 'volume': 8279695, 'vwap': 214.17, 'lastSize': 934, 'turnover': 177324022710, 'homeNotional': 70131.00979919457, 'foreignNotional': 15019826.986669265}, {'timestamp': datetime.datetime(2020, 3, 1, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.3, 'high': 217.35, 'low': 214.05, 'close': 215.85, 'trades': 8352, 'volume': 11031973, 'vwap': 215.59, 'lastSize': 50, 'turnover': 237830725595, 'homeNotional': 93619.73991250171, 'foreignNotional': 20182953.26246649}]
2020-03-01 20:00:20 INFO: prepare candles [CandleItem(low=212.45, high=217.55, open=212.8, close=216.35, color='GREEN'), CandleItem(low=212.65, high=215.85, open=215.85, close=212.8, color='RED'), CandleItem(low=214.05, high=217.35, open=217.3, close=215.85, color='RED')]
2020-03-01 20:00:20 INFO: last_candle=CandleItem(low=212.45, high=217.55, open=212.8, close=216.35, color='GREEN')
2020-03-01 20:00:20 INFO: filter last_candle.percent_size_of_cost=2.3572914259302165 last_candle.percent_size_of_body=0.6960784313725425 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-01 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3572914259302165 too big
2020-03-01 20:00:20 INFO: filter last_candle.percent_size_of_cost=2.3572914259302165 last_candle.percent_size_of_body=0.6960784313725425 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3572914259302165 too big
2020-03-01 20:00:20 INFO: filter last_candle.percent_size_of_cost=2.3572914259302165 last_candle.percent_size_of_body=0.6960784313725425 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-01 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3572914259302165 too big
2020-03-01 20:00:20 INFO: filter last_candle.percent_size_of_cost=2.3572914259302165 last_candle.percent_size_of_body=0.6960784313725425 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3572914259302165 too big
2020-03-01 20:00:20 INFO: filter last_candle.percent_size_of_cost=2.3572914259302165 last_candle.percent_size_of_body=0.6960784313725425 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-01 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3572914259302165 too big
2020-03-01 20:00:20 INFO: filter last_candle.percent_size_of_cost=2.3572914259302165 last_candle.percent_size_of_body=0.6960784313725425 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-01 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.3572914259302165 too big
2020-03-01 20:00:20 INFO: not found applicable config for candle
2020-03-01 20:00:20 INFO: check need new order None
2020-03-01 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 20:02:00 INFO: skip by not found init order into storage
2020-03-01 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 20:02:00 INFO: skip by not found init order into storage
2020-03-01 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 216.35, 'high': 216.95, 'low': 214.5, 'close': 214.5, 'trades': 4133, 'volume': 4995728, 'vwap': 215.56, 'lastSize': 270, 'turnover': 107685527895, 'homeNotional': 42539.950718607084, 'foreignNotional': 9169773.760921653}, {'timestamp': datetime.datetime(2020, 3, 1, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.8, 'high': 217.55, 'low': 212.45, 'close': 216.35, 'trades': 10098, 'volume': 14592641, 'vwap': 214.59, 'lastSize': 100, 'turnover': 313141988615, 'homeNotional': 123770.89213600202, 'foreignNotional': 26560670.10509618}, {'timestamp': datetime.datetime(2020, 3, 1, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 215.85, 'high': 215.85, 'low': 212.65, 'close': 212.8, 'trades': 6021, 'volume': 8279695, 'vwap': 214.17, 'lastSize': 934, 'turnover': 177324022710, 'homeNotional': 70131.00979919457, 'foreignNotional': 15019826.986669265}]
2020-03-01 21:00:21 INFO: prepare candles [CandleItem(low=214.5, high=216.95, open=216.35, close=214.5, color='RED'), CandleItem(low=212.45, high=217.55, open=212.8, close=216.35, color='GREEN'), CandleItem(low=212.65, high=215.85, open=215.85, close=212.8, color='RED')]
2020-03-01 21:00:21 INFO: skip by colors candles=[CandleItem(low=214.5, high=216.95, open=216.35, close=214.5, color='RED'), CandleItem(low=212.45, high=217.55, open=212.8, close=216.35, color='GREEN'), CandleItem(low=212.65, high=215.85, open=215.85, close=212.8, color='RED')]
2020-03-01 21:00:21 INFO: check need new order None
2020-03-01 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 21:02:00 INFO: skip by not found init order into storage
2020-03-01 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 21:02:00 INFO: skip by not found init order into storage
2020-03-01 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.5, 'high': 215.05, 'low': 213.55, 'close': 214.95, 'trades': 4554, 'volume': 5558390, 'vwap': 214.43, 'lastSize': 15, 'turnover': 119184888400, 'homeNotional': 47191.06866782423, 'foreignNotional': 10118889.635943253}, {'timestamp': datetime.datetime(2020, 3, 1, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 216.35, 'high': 216.95, 'low': 214.5, 'close': 214.5, 'trades': 4133, 'volume': 4995728, 'vwap': 215.56, 'lastSize': 270, 'turnover': 107685527895, 'homeNotional': 42539.950718607084, 'foreignNotional': 9169773.760921653}, {'timestamp': datetime.datetime(2020, 3, 1, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 212.8, 'high': 217.55, 'low': 212.45, 'close': 216.35, 'trades': 10098, 'volume': 14592641, 'vwap': 214.59, 'lastSize': 100, 'turnover': 313141988615, 'homeNotional': 123770.89213600202, 'foreignNotional': 26560670.10509618}]
2020-03-01 22:00:20 INFO: prepare candles [CandleItem(low=213.55, high=215.05, open=214.5, close=214.95, color='GREEN'), CandleItem(low=214.5, high=216.95, open=216.35, close=214.5, color='RED'), CandleItem(low=212.45, high=217.55, open=212.8, close=216.35, color='GREEN')]
2020-03-01 22:00:20 INFO: skip by colors candles=[CandleItem(low=213.55, high=215.05, open=214.5, close=214.95, color='GREEN'), CandleItem(low=214.5, high=216.95, open=216.35, close=214.5, color='RED'), CandleItem(low=212.45, high=217.55, open=212.8, close=216.35, color='GREEN')]
2020-03-01 22:00:20 INFO: check need new order None
2020-03-01 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 22:02:00 INFO: skip by not found init order into storage
2020-03-01 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 22:02:00 INFO: skip by not found init order into storage
2020-03-01 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 1, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 219.6, 'low': 214.95, 'close': 219.0, 'trades': 7336, 'volume': 9923932, 'vwap': 217.73, 'lastSize': 54, 'turnover': 216064314690, 'homeNotional': 84754.44091121407, 'foreignNotional': 18452967.95845055}, {'timestamp': datetime.datetime(2020, 3, 1, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.5, 'high': 215.05, 'low': 213.55, 'close': 214.95, 'trades': 4554, 'volume': 5558390, 'vwap': 214.43, 'lastSize': 15, 'turnover': 119184888400, 'homeNotional': 47191.06866782423, 'foreignNotional': 10118889.635943253}, {'timestamp': datetime.datetime(2020, 3, 1, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 216.35, 'high': 216.95, 'low': 214.5, 'close': 214.5, 'trades': 4133, 'volume': 4995728, 'vwap': 215.56, 'lastSize': 270, 'turnover': 107685527895, 'homeNotional': 42539.950718607084, 'foreignNotional': 9169773.760921653}]
2020-03-01 23:00:20 INFO: prepare candles [CandleItem(low=214.95, high=219.6, open=214.95, close=219.0, color='GREEN'), CandleItem(low=213.55, high=215.05, open=214.5, close=214.95, color='GREEN'), CandleItem(low=214.5, high=216.95, open=216.35, close=214.5, color='RED')]
2020-03-01 23:00:20 INFO: skip by colors candles=[CandleItem(low=214.95, high=219.6, open=214.95, close=219.0, color='GREEN'), CandleItem(low=213.55, high=215.05, open=214.5, close=214.95, color='GREEN'), CandleItem(low=214.5, high=216.95, open=216.35, close=214.5, color='RED')]
2020-03-01 23:00:20 INFO: check need new order None
2020-03-01 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-01 23:02:00 INFO: skip by not found init order into storage
2020-03-01 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-01 23:02:00 INFO: skip by not found init order into storage
2020-03-02 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.0, 'high': 221.75, 'low': 217.75, 'close': 217.75, 'trades': 8531, 'volume': 13925710, 'vwap': 219.59, 'lastSize': 1000, 'turnover': 305786893705, 'homeNotional': 119117.89649780202, 'foreignNotional': 26156605.74208069}, {'timestamp': datetime.datetime(2020, 3, 1, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 219.6, 'low': 214.95, 'close': 219.0, 'trades': 7336, 'volume': 9923932, 'vwap': 217.73, 'lastSize': 54, 'turnover': 216064314690, 'homeNotional': 84754.44091121407, 'foreignNotional': 18452967.95845055}, {'timestamp': datetime.datetime(2020, 3, 1, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.5, 'high': 215.05, 'low': 213.55, 'close': 214.95, 'trades': 4554, 'volume': 5558390, 'vwap': 214.43, 'lastSize': 15, 'turnover': 119184888400, 'homeNotional': 47191.06866782423, 'foreignNotional': 10118889.635943253}]
2020-03-02 00:00:20 INFO: prepare candles [CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED'), CandleItem(low=214.95, high=219.6, open=214.95, close=219.0, color='GREEN'), CandleItem(low=213.55, high=215.05, open=214.5, close=214.95, color='GREEN')]
2020-03-02 00:00:20 INFO: last_candle=CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED')
2020-03-02 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.8369690011481057 last_candle.percent_size_of_body=0.3125 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-02 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8369690011481057 too big
2020-03-02 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.8369690011481057 last_candle.percent_size_of_body=0.3125 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8369690011481057 too big
2020-03-02 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.8369690011481057 last_candle.percent_size_of_body=0.3125 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-02 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8369690011481057 too big
2020-03-02 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.8369690011481057 last_candle.percent_size_of_body=0.3125 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8369690011481057 too big
2020-03-02 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.8369690011481057 last_candle.percent_size_of_body=0.3125 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-02 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.8369690011481057 too big
2020-03-02 00:00:20 INFO: filter last_candle.percent_size_of_cost=1.8369690011481057 last_candle.percent_size_of_body=0.3125 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 00:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-02 00:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-02 00:00:20 INFO: place order: start candle=CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-02 00:00:20 INFO: place order: side_factor=1.0 init_trigger_price=217.7 init_order_price=217.65 stop_price_offset=0.0 candle.size=4.0 stop_price=221.75 take_price=201.65
2020-03-02 00:00:20 INFO: place order: compute qty=-2.0
2020-03-02 00:00:20 INFO: place order: save order to db fa8ab51c95dc4b9b8c339f61621eb503; response=True
2020-03-02 00:00:21 INFO: post order to exchange resp={'orderID': 'e80cbf7b-6cbd-694a-4bbd-dfda76dd705f', 'clOrdID': 'fa8ab51c95dc4b9b8c339f61621eb503', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 217.65, 'displayQty': None, 'stopPx': 217.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 21, 882000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 21, 882000, tzinfo=tzlocal())}
2020-03-02 00:00:21 INFO: place new init order {'qty': -2.0, 'init_price': 217.7, 'stop_price': 221.75, 'take_price': 201.65, 'order_uid': 'fa8ab51c95dc4b9b8c339f61621eb503', 'response': {'orderID': 'e80cbf7b-6cbd-694a-4bbd-dfda76dd705f', 'clOrdID': 'fa8ab51c95dc4b9b8c339f61621eb503', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 217.65, 'displayQty': None, 'stopPx': 217.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 21, 882000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 21, 882000, tzinfo=tzlocal())}}
2020-03-02 00:00:22 INFO: process event {'orderID': 'e80cbf7b-6cbd-694a-4bbd-dfda76dd705f', 'clOrdID': 'fa8ab51c95dc4b9b8c339f61621eb503', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 2, 'price': 217.65, 'displayQty': None, 'stopPx': 217.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-02T00:00:21.882Z', 'timestamp': '2020-03-02T00:00:21.882Z'}
2020-03-02 00:00:22 INFO: skip event fa8ab51c95dc4b9b8c339f61621eb503 New
2020-03-02 00:00:22 INFO: process event {'orderID': 'e80cbf7b-6cbd-694a-4bbd-dfda76dd705f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-02T00:00:21.884Z', 'clOrdID': 'fa8ab51c95dc4b9b8c339f61621eb503', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-02 00:00:22 INFO: skip event fa8ab51c95dc4b9b8c339f61621eb503 
2020-03-02 00:00:22 INFO: process event {'orderID': 'e80cbf7b-6cbd-694a-4bbd-dfda76dd705f', 'workingIndicator': True, 'transactTime': '2020-03-02T00:00:21.884Z', 'clOrdID': 'fa8ab51c95dc4b9b8c339f61621eb503', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-02T00:00:21.884Z'}
2020-03-02 00:00:22 INFO: skip event fa8ab51c95dc4b9b8c339f61621eb503 
2020-03-02 00:00:35 INFO: process event {'orderID': 'e80cbf7b-6cbd-694a-4bbd-dfda76dd705f', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 217.65, 'timestamp': '2020-03-02T00:00:34.468Z', 'clOrdID': 'fa8ab51c95dc4b9b8c339f61621eb503', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-02 00:00:35 INFO: add new event={'uid': 'fa8ab51c95dc4b9b8c339f61621eb503', 'status': 'Filled'}
2020-03-02 00:00:35 INFO: start process event--------------------------------------------
2020-03-02 00:00:35 INFO: fetch new order event fa8ab51c95dc4b9b8c339f61621eb503
2020-03-02 00:00:35 INFO: fetch orders by event init={'stop': '221.75', 'take': '201.65', 'qty': '2.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-02 00:00:35 INFO: process init order filled
2020-03-02 00:00:35 INFO: save profit orders to storage stop=9c3a5704371049f788bd4010a3cba1b0 take=5da3d6e111e2495faa9be84301cef8e5
2020-03-02 00:00:35 INFO: place profit orders take_price=201.65, stop_price=221.75, qty=2.0, color=RED, ticker=ETHUSD 9c3a5704371049f788bd4010a3cba1b0 5da3d6e111e2495faa9be84301cef8e5
2020-03-02 00:00:35 INFO: place stop order ETHUSD: qty=2.0, stop_price=221.75, stop_uid=9c3a5704371049f788bd4010a3cba1b0
2020-03-02 00:00:37 INFO: exchange resp for stop order={'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 221.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal())}
2020-03-02 00:00:37 INFO: place limit order ETHUSD: qty=2.0, price=201.65, take_uid=5da3d6e111e2495faa9be84301cef8e5
2020-03-02 00:00:37 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}}
2020-03-02 00:00:37 INFO: process event {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 221.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-02T00:00:37.303Z', 'timestamp': '2020-03-02T00:00:37.303Z'}
2020-03-02 00:00:37 INFO: skip event 9c3a5704371049f788bd4010a3cba1b0 New
2020-03-02 00:00:43 INFO: exchange resp for take profit order={'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 201.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal())}
2020-03-02 00:00:43 INFO: place profit orders={'stop': {'response': {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 221.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal())}, 'qty': 2.0, 'uid': '9c3a5704371049f788bd4010a3cba1b0', 'price': 221.75}, 'take': {'response': {'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 201.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal())}, 'qty': 2.0, 'uid': '5da3d6e111e2495faa9be84301cef8e5', 'price': 201.65}}
2020-03-02 00:00:43 INFO: rm init order from db fa8ab51c95dc4b9b8c339f61621eb503
2020-03-02 00:00:43 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-02 00:00:43 INFO: process event {'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 201.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-02T00:00:43.270Z', 'timestamp': '2020-03-02T00:00:43.270Z'}
2020-03-02 00:00:43 INFO: skip event 5da3d6e111e2495faa9be84301cef8e5 New
2020-03-02 00:00:43 INFO: process event {'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'workingIndicator': True, 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-02T00:00:43.270Z'}
2020-03-02 00:00:43 INFO: skip event 5da3d6e111e2495faa9be84301cef8e5 
2020-03-02 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 00:02:00 INFO: skip by not found init order into storage
2020-03-02 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 00:02:00 INFO: skip by not found init order into storage
2020-03-02 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 221.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal())}
2020-03-02 00:02:00 INFO: skip by not found init order into storage
2020-03-02 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 201.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal())}
2020-03-02 00:02:00 INFO: skip by not found init order into storage
2020-03-02 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.75, 'high': 219.85, 'low': 215.95, 'close': 218.8, 'trades': 7097, 'volume': 10972600, 'vwap': 217.79, 'lastSize': 1, 'turnover': 238968068740, 'homeNotional': 93536.79708321486, 'foreignNotional': 20371221.127557736}, {'timestamp': datetime.datetime(2020, 3, 2, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.0, 'high': 221.75, 'low': 217.75, 'close': 217.75, 'trades': 8531, 'volume': 13925710, 'vwap': 219.59, 'lastSize': 1000, 'turnover': 305786893705, 'homeNotional': 119117.89649780202, 'foreignNotional': 26156605.74208069}, {'timestamp': datetime.datetime(2020, 3, 1, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 214.95, 'high': 219.6, 'low': 214.95, 'close': 219.0, 'trades': 7336, 'volume': 9923932, 'vwap': 217.73, 'lastSize': 54, 'turnover': 216064314690, 'homeNotional': 84754.44091121407, 'foreignNotional': 18452967.95845055}]
2020-03-02 01:00:20 INFO: prepare candles [CandleItem(low=215.95, high=219.85, open=217.75, close=218.8, color='GREEN'), CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED'), CandleItem(low=214.95, high=219.6, open=214.95, close=219.0, color='GREEN')]
2020-03-02 01:00:20 INFO: skip by colors candles=[CandleItem(low=215.95, high=219.85, open=217.75, close=218.8, color='GREEN'), CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED'), CandleItem(low=214.95, high=219.6, open=214.95, close=219.0, color='GREEN')]
2020-03-02 01:00:20 INFO: check need new order None
2020-03-02 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 01:02:00 INFO: skip by not found init order into storage
2020-03-02 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 01:02:00 INFO: skip by not found init order into storage
2020-03-02 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 221.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal())}
2020-03-02 01:02:00 INFO: skip by not found init order into storage
2020-03-02 01:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 201.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal())}
2020-03-02 01:02:00 INFO: skip by not found init order into storage
2020-03-02 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.8, 'high': 219.3, 'low': 216.4, 'close': 219.25, 'trades': 4391, 'volume': 7258944, 'vwap': 218.04, 'lastSize': 24, 'turnover': 158273782785, 'homeNotional': 61965.352727392594, 'foreignNotional': 13510974.584293837}, {'timestamp': datetime.datetime(2020, 3, 2, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.75, 'high': 219.85, 'low': 215.95, 'close': 218.8, 'trades': 7097, 'volume': 10972600, 'vwap': 217.79, 'lastSize': 1, 'turnover': 238968068740, 'homeNotional': 93536.79708321486, 'foreignNotional': 20371221.127557736}, {'timestamp': datetime.datetime(2020, 3, 2, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.0, 'high': 221.75, 'low': 217.75, 'close': 217.75, 'trades': 8531, 'volume': 13925710, 'vwap': 219.59, 'lastSize': 1000, 'turnover': 305786893705, 'homeNotional': 119117.89649780202, 'foreignNotional': 26156605.74208069}]
2020-03-02 02:00:20 INFO: prepare candles [CandleItem(low=216.4, high=219.3, open=218.8, close=219.25, color='GREEN'), CandleItem(low=215.95, high=219.85, open=217.75, close=218.8, color='GREEN'), CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED')]
2020-03-02 02:00:20 INFO: skip by colors candles=[CandleItem(low=216.4, high=219.3, open=218.8, close=219.25, color='GREEN'), CandleItem(low=215.95, high=219.85, open=217.75, close=218.8, color='GREEN'), CandleItem(low=217.75, high=221.75, open=219.0, close=217.75, color='RED')]
2020-03-02 02:00:20 INFO: check need new order None
2020-03-02 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 02:02:00 INFO: skip by not found init order into storage
2020-03-02 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 02:02:00 INFO: skip by not found init order into storage
2020-03-02 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 221.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 37, 303000, tzinfo=tzlocal())}
2020-03-02 02:02:00 INFO: skip by not found init order into storage
2020-03-02 02:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 201.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal())}
2020-03-02 02:02:00 INFO: skip by not found init order into storage
2020-03-02 02:56:11 INFO: process event {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-02T02:56:11.353Z', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-02 02:56:11 INFO: skip event 9c3a5704371049f788bd4010a3cba1b0 
2020-03-02 02:56:11 INFO: process event {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'price': 221.8, 'workingIndicator': True, 'transactTime': '2020-03-02T02:56:11.353Z', 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-02T02:56:11.353Z'}
2020-03-02 02:56:11 INFO: skip event 9c3a5704371049f788bd4010a3cba1b0 
2020-03-02 02:56:11 INFO: process event {'orderID': '54c1ea89-578a-b067-493a-fcd4cf52d955', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 221.8, 'clOrdID': '9c3a5704371049f788bd4010a3cba1b0', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-02T02:56:11.353Z'}
2020-03-02 02:56:11 INFO: add new event={'uid': '9c3a5704371049f788bd4010a3cba1b0', 'status': 'Filled'}
2020-03-02 02:56:12 INFO: start process event--------------------------------------------
2020-03-02 02:56:12 INFO: fetch new order event 9c3a5704371049f788bd4010a3cba1b0
2020-03-02 02:56:12 INFO: fetch orders by event init=None profit_pair=5da3d6e111e2495faa9be84301cef8e5
2020-03-02 02:56:12 INFO: process profit order filled
2020-03-02 02:56:13 INFO: cancel order=5da3d6e111e2495faa9be84301cef8e5 [{'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 201.65, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 2, 0, 0, 43, 270000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 2, 2, 56, 13, 174000, tzinfo=tzlocal())}]
2020-03-02 02:56:13 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-02 02:56:13 INFO: process event {'orderID': '347d9135-2564-e795-f38b-f6897149754a', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-02T02:56:13.174Z', 'clOrdID': '5da3d6e111e2495faa9be84301cef8e5', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-02 02:56:13 INFO: skip event 5da3d6e111e2495faa9be84301cef8e5 Canceled
2020-03-02 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.25, 'high': 222.2, 'low': 218.55, 'close': 221.2, 'trades': 6790, 'volume': 10373020, 'vwap': 220.49, 'lastSize': 827, 'turnover': 228711884485, 'homeNotional': 89278.8650465195, 'foreignNotional': 19685124.47587016}, {'timestamp': datetime.datetime(2020, 3, 2, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.8, 'high': 219.3, 'low': 216.4, 'close': 219.25, 'trades': 4391, 'volume': 7258944, 'vwap': 218.04, 'lastSize': 24, 'turnover': 158273782785, 'homeNotional': 61965.352727392594, 'foreignNotional': 13510974.584293837}, {'timestamp': datetime.datetime(2020, 3, 2, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 217.75, 'high': 219.85, 'low': 215.95, 'close': 218.8, 'trades': 7097, 'volume': 10972600, 'vwap': 217.79, 'lastSize': 1, 'turnover': 238968068740, 'homeNotional': 93536.79708321486, 'foreignNotional': 20371221.127557736}]
2020-03-02 03:00:20 INFO: prepare candles [CandleItem(low=218.55, high=222.2, open=219.25, close=221.2, color='GREEN'), CandleItem(low=216.4, high=219.3, open=218.8, close=219.25, color='GREEN'), CandleItem(low=215.95, high=219.85, open=217.75, close=218.8, color='GREEN')]
2020-03-02 03:00:20 INFO: skip by colors candles=[CandleItem(low=218.55, high=222.2, open=219.25, close=221.2, color='GREEN'), CandleItem(low=216.4, high=219.3, open=218.8, close=219.25, color='GREEN'), CandleItem(low=215.95, high=219.85, open=217.75, close=218.8, color='GREEN')]
2020-03-02 03:00:20 INFO: check need new order None
2020-03-02 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 03:02:00 INFO: skip by not found init order into storage
2020-03-02 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 03:02:00 INFO: skip by not found init order into storage
2020-03-02 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.2, 'high': 222.2, 'low': 218.9, 'close': 218.95, 'trades': 5786, 'volume': 7750957, 'vwap': 220.44, 'lastSize': 44, 'turnover': 170860208900, 'homeNotional': 66798.99202255136, 'foreignNotional': 14725050.01993977}, {'timestamp': datetime.datetime(2020, 3, 2, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.25, 'high': 222.2, 'low': 218.55, 'close': 221.2, 'trades': 6790, 'volume': 10373020, 'vwap': 220.49, 'lastSize': 827, 'turnover': 228711884485, 'homeNotional': 89278.8650465195, 'foreignNotional': 19685124.47587016}, {'timestamp': datetime.datetime(2020, 3, 2, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.8, 'high': 219.3, 'low': 216.4, 'close': 219.25, 'trades': 4391, 'volume': 7258944, 'vwap': 218.04, 'lastSize': 24, 'turnover': 158273782785, 'homeNotional': 61965.352727392594, 'foreignNotional': 13510974.584293837}]
2020-03-02 04:00:20 INFO: prepare candles [CandleItem(low=218.9, high=222.2, open=221.2, close=218.95, color='RED'), CandleItem(low=218.55, high=222.2, open=219.25, close=221.2, color='GREEN'), CandleItem(low=216.4, high=219.3, open=218.8, close=219.25, color='GREEN')]
2020-03-02 04:00:20 INFO: last_candle=CandleItem(low=218.9, high=222.2, open=221.2, close=218.95, color='RED')
2020-03-02 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.507193423155964 last_candle.percent_size_of_body=0.6818181818181853 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-02 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.507193423155964 too big
2020-03-02 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.507193423155964 last_candle.percent_size_of_body=0.6818181818181853 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.507193423155964 too big
2020-03-02 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.507193423155964 last_candle.percent_size_of_body=0.6818181818181853 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-02 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.507193423155964 too big
2020-03-02 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.507193423155964 last_candle.percent_size_of_body=0.6818181818181853 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.507193423155964 too big
2020-03-02 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.507193423155964 last_candle.percent_size_of_body=0.6818181818181853 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-02 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.507193423155964 too big
2020-03-02 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.507193423155964 last_candle.percent_size_of_body=0.6818181818181853 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.507193423155964 too small
2020-03-02 04:00:20 INFO: not found applicable config for candle
2020-03-02 04:00:20 INFO: check need new order None
2020-03-02 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 04:02:00 INFO: skip by not found init order into storage
2020-03-02 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 04:02:00 INFO: skip by not found init order into storage
2020-03-02 04:10:41 INFO: Websocket Closed
2020-03-02 04:10:42 WARNING: reconnect to socket
2020-03-02 04:10:42 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-02 04:10:42 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-02 04:10:42 INFO: Authenticating with API Key.
2020-03-02 04:10:43 INFO: Connected to WS.
2020-03-02 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.95, 'high': 221.45, 'low': 218.95, 'close': 221.25, 'trades': 3896, 'volume': 5361644, 'vwap': 220.43, 'lastSize': 1000, 'turnover': 118182329805, 'homeNotional': 46248.39057670939, 'foreignNotional': 10194184.119227178}, {'timestamp': datetime.datetime(2020, 3, 2, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.2, 'high': 222.2, 'low': 218.9, 'close': 218.95, 'trades': 5786, 'volume': 7750957, 'vwap': 220.44, 'lastSize': 44, 'turnover': 170860208900, 'homeNotional': 66798.99202255136, 'foreignNotional': 14725050.01993977}, {'timestamp': datetime.datetime(2020, 3, 2, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 219.25, 'high': 222.2, 'low': 218.55, 'close': 221.2, 'trades': 6790, 'volume': 10373020, 'vwap': 220.49, 'lastSize': 827, 'turnover': 228711884485, 'homeNotional': 89278.8650465195, 'foreignNotional': 19685124.47587016}]
2020-03-02 05:00:20 INFO: prepare candles [CandleItem(low=218.95, high=221.45, open=218.95, close=221.25, color='GREEN'), CandleItem(low=218.9, high=222.2, open=221.2, close=218.95, color='RED'), CandleItem(low=218.55, high=222.2, open=219.25, close=221.2, color='GREEN')]
2020-03-02 05:00:20 INFO: skip by colors candles=[CandleItem(low=218.95, high=221.45, open=218.95, close=221.25, color='GREEN'), CandleItem(low=218.9, high=222.2, open=221.2, close=218.95, color='RED'), CandleItem(low=218.55, high=222.2, open=219.25, close=221.2, color='GREEN')]
2020-03-02 05:00:20 INFO: check need new order None
2020-03-02 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 05:02:00 INFO: skip by not found init order into storage
2020-03-02 05:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 05:02:00 INFO: skip by not found init order into storage
2020-03-02 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.25, 'high': 221.85, 'low': 220.15, 'close': 221.55, 'trades': 3597, 'volume': 5394378, 'vwap': 220.89, 'lastSize': 40, 'turnover': 119154585710, 'homeNotional': 46571.30330851554, 'foreignNotional': 10286995.239611937}, {'timestamp': datetime.datetime(2020, 3, 2, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.95, 'high': 221.45, 'low': 218.95, 'close': 221.25, 'trades': 3896, 'volume': 5361644, 'vwap': 220.43, 'lastSize': 1000, 'turnover': 118182329805, 'homeNotional': 46248.39057670939, 'foreignNotional': 10194184.119227178}, {'timestamp': datetime.datetime(2020, 3, 2, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.2, 'high': 222.2, 'low': 218.9, 'close': 218.95, 'trades': 5786, 'volume': 7750957, 'vwap': 220.44, 'lastSize': 44, 'turnover': 170860208900, 'homeNotional': 66798.99202255136, 'foreignNotional': 14725050.01993977}]
2020-03-02 06:00:20 INFO: prepare candles [CandleItem(low=220.15, high=221.85, open=221.25, close=221.55, color='GREEN'), CandleItem(low=218.95, high=221.45, open=218.95, close=221.25, color='GREEN'), CandleItem(low=218.9, high=222.2, open=221.2, close=218.95, color='RED')]
2020-03-02 06:00:20 INFO: skip by colors candles=[CandleItem(low=220.15, high=221.85, open=221.25, close=221.55, color='GREEN'), CandleItem(low=218.95, high=221.45, open=218.95, close=221.25, color='GREEN'), CandleItem(low=218.9, high=222.2, open=221.2, close=218.95, color='RED')]
2020-03-02 06:00:20 INFO: check need new order None
2020-03-02 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 06:02:00 INFO: skip by not found init order into storage
2020-03-02 06:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 06:02:00 INFO: skip by not found init order into storage
2020-03-02 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.55, 'high': 223.0, 'low': 220.8, 'close': 221.1, 'trades': 5890, 'volume': 9036550, 'vwap': 221.9, 'lastSize': 343, 'turnover': 200515726790, 'homeNotional': 78225.78513931364, 'foreignNotional': 17357896.494817898}, {'timestamp': datetime.datetime(2020, 3, 2, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.25, 'high': 221.85, 'low': 220.15, 'close': 221.55, 'trades': 3597, 'volume': 5394378, 'vwap': 220.89, 'lastSize': 40, 'turnover': 119154585710, 'homeNotional': 46571.30330851554, 'foreignNotional': 10286995.239611937}, {'timestamp': datetime.datetime(2020, 3, 2, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 218.95, 'high': 221.45, 'low': 218.95, 'close': 221.25, 'trades': 3896, 'volume': 5361644, 'vwap': 220.43, 'lastSize': 1000, 'turnover': 118182329805, 'homeNotional': 46248.39057670939, 'foreignNotional': 10194184.119227178}]
2020-03-02 07:00:20 INFO: prepare candles [CandleItem(low=220.8, high=223.0, open=221.55, close=221.1, color='RED'), CandleItem(low=220.15, high=221.85, open=221.25, close=221.55, color='GREEN'), CandleItem(low=218.95, high=221.45, open=218.95, close=221.25, color='GREEN')]
2020-03-02 07:00:20 INFO: last_candle=CandleItem(low=220.8, high=223.0, open=221.55, close=221.1, color='RED')
2020-03-02 07:00:20 INFO: filter last_candle.percent_size_of_cost=0.9950248756218855 last_candle.percent_size_of_body=0.20454545454546336 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-02 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9950248756218855 too big
2020-03-02 07:00:20 INFO: filter last_candle.percent_size_of_cost=0.9950248756218855 last_candle.percent_size_of_body=0.20454545454546336 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9950248756218855 too big
2020-03-02 07:00:20 INFO: filter last_candle.percent_size_of_cost=0.9950248756218855 last_candle.percent_size_of_body=0.20454545454546336 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-02 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9950248756218855 too big
2020-03-02 07:00:20 INFO: filter last_candle.percent_size_of_cost=0.9950248756218855 last_candle.percent_size_of_body=0.20454545454546336 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9950248756218855 too big
2020-03-02 07:00:20 INFO: filter last_candle.percent_size_of_cost=0.9950248756218855 last_candle.percent_size_of_body=0.20454545454546336 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-02 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9950248756218855 too big
2020-03-02 07:00:20 INFO: filter last_candle.percent_size_of_cost=0.9950248756218855 last_candle.percent_size_of_body=0.20454545454546336 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 07:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9950248756218855 too small
2020-03-02 07:00:20 INFO: not found applicable config for candle
2020-03-02 07:00:20 INFO: check need new order None
2020-03-02 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 07:02:00 INFO: skip by not found init order into storage
2020-03-02 07:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 07:02:00 INFO: skip by not found init order into storage
2020-03-02 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.1, 'high': 221.8, 'low': 219.95, 'close': 220.05, 'trades': 3461, 'volume': 5276750, 'vwap': 220.66, 'lastSize': 120, 'turnover': 116431684765, 'homeNotional': 45489.1047034592, 'foreignNotional': 10037214.822004315}, {'timestamp': datetime.datetime(2020, 3, 2, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.55, 'high': 223.0, 'low': 220.8, 'close': 221.1, 'trades': 5890, 'volume': 9036550, 'vwap': 221.9, 'lastSize': 343, 'turnover': 200515726790, 'homeNotional': 78225.78513931364, 'foreignNotional': 17357896.494817898}, {'timestamp': datetime.datetime(2020, 3, 2, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.25, 'high': 221.85, 'low': 220.15, 'close': 221.55, 'trades': 3597, 'volume': 5394378, 'vwap': 220.89, 'lastSize': 40, 'turnover': 119154585710, 'homeNotional': 46571.30330851554, 'foreignNotional': 10286995.239611937}]
2020-03-02 08:00:21 INFO: prepare candles [CandleItem(low=219.95, high=221.8, open=221.1, close=220.05, color='RED'), CandleItem(low=220.8, high=223.0, open=221.55, close=221.1, color='RED'), CandleItem(low=220.15, high=221.85, open=221.25, close=221.55, color='GREEN')]
2020-03-02 08:00:21 INFO: skip by colors candles=[CandleItem(low=219.95, high=221.8, open=221.1, close=220.05, color='RED'), CandleItem(low=220.8, high=223.0, open=221.55, close=221.1, color='RED'), CandleItem(low=220.15, high=221.85, open=221.25, close=221.55, color='GREEN')]
2020-03-02 08:00:21 INFO: check need new order None
2020-03-02 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 08:02:00 INFO: skip by not found init order into storage
2020-03-02 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 08:02:00 INFO: skip by not found init order into storage
2020-03-02 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.05, 'high': 221.95, 'low': 219.7, 'close': 221.9, 'trades': 3524, 'volume': 5161696, 'vwap': 220.95, 'lastSize': 500, 'turnover': 114045321980, 'homeNotional': 44598.78340046291, 'foreignNotional': 9853923.491046896}, {'timestamp': datetime.datetime(2020, 3, 2, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.1, 'high': 221.8, 'low': 219.95, 'close': 220.05, 'trades': 3461, 'volume': 5276750, 'vwap': 220.66, 'lastSize': 120, 'turnover': 116431684765, 'homeNotional': 45489.1047034592, 'foreignNotional': 10037214.822004315}, {'timestamp': datetime.datetime(2020, 3, 2, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.55, 'high': 223.0, 'low': 220.8, 'close': 221.1, 'trades': 5890, 'volume': 9036550, 'vwap': 221.9, 'lastSize': 343, 'turnover': 200515726790, 'homeNotional': 78225.78513931364, 'foreignNotional': 17357896.494817898}]
2020-03-02 09:00:20 INFO: prepare candles [CandleItem(low=219.7, high=221.95, open=220.05, close=221.9, color='GREEN'), CandleItem(low=219.95, high=221.8, open=221.1, close=220.05, color='RED'), CandleItem(low=220.8, high=223.0, open=221.55, close=221.1, color='RED')]
2020-03-02 09:00:20 INFO: last_candle=CandleItem(low=219.7, high=221.95, open=220.05, close=221.9, color='GREEN')
2020-03-02 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.0139702568724651 last_candle.percent_size_of_body=0.8222222222222197 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-02 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0139702568724651 too big
2020-03-02 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.0139702568724651 last_candle.percent_size_of_body=0.8222222222222197 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0139702568724651 too big
2020-03-02 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.0139702568724651 last_candle.percent_size_of_body=0.8222222222222197 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-02 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0139702568724651 too big
2020-03-02 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.0139702568724651 last_candle.percent_size_of_body=0.8222222222222197 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0139702568724651 too big
2020-03-02 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.0139702568724651 last_candle.percent_size_of_body=0.8222222222222197 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-02 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0139702568724651 too big
2020-03-02 09:00:20 INFO: filter last_candle.percent_size_of_cost=1.0139702568724651 last_candle.percent_size_of_body=0.8222222222222197 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0139702568724651 too small
2020-03-02 09:00:20 INFO: not found applicable config for candle
2020-03-02 09:00:20 INFO: check need new order None
2020-03-02 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 09:02:01 INFO: skip by not found init order into storage
2020-03-02 09:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 09:02:01 INFO: skip by not found init order into storage
2020-03-02 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.9, 'high': 222.85, 'low': 221.05, 'close': 222.55, 'trades': 4252, 'volume': 6237840, 'vwap': 222.11, 'lastSize': 133, 'turnover': 138545695500, 'homeNotional': 54108.314160507216, 'foreignNotional': 12017773.328134036}, {'timestamp': datetime.datetime(2020, 3, 2, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.05, 'high': 221.95, 'low': 219.7, 'close': 221.9, 'trades': 3524, 'volume': 5161696, 'vwap': 220.95, 'lastSize': 500, 'turnover': 114045321980, 'homeNotional': 44598.78340046291, 'foreignNotional': 9853923.491046896}, {'timestamp': datetime.datetime(2020, 3, 2, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.1, 'high': 221.8, 'low': 219.95, 'close': 220.05, 'trades': 3461, 'volume': 5276750, 'vwap': 220.66, 'lastSize': 120, 'turnover': 116431684765, 'homeNotional': 45489.1047034592, 'foreignNotional': 10037214.822004315}]
2020-03-02 10:00:20 INFO: prepare candles [CandleItem(low=221.05, high=222.85, open=221.9, close=222.55, color='GREEN'), CandleItem(low=219.7, high=221.95, open=220.05, close=221.9, color='GREEN'), CandleItem(low=219.95, high=221.8, open=221.1, close=220.05, color='RED')]
2020-03-02 10:00:20 INFO: skip by colors candles=[CandleItem(low=221.05, high=222.85, open=221.9, close=222.55, color='GREEN'), CandleItem(low=219.7, high=221.95, open=220.05, close=221.9, color='GREEN'), CandleItem(low=219.95, high=221.8, open=221.1, close=220.05, color='RED')]
2020-03-02 10:00:20 INFO: check need new order None
2020-03-02 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 10:02:00 INFO: skip by not found init order into storage
2020-03-02 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 10:02:00 INFO: skip by not found init order into storage
2020-03-02 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 225.5, 'low': 222.6, 'close': 224.15, 'trades': 8765, 'volume': 11671328, 'vwap': 224.24, 'lastSize': 96, 'turnover': 261706780685, 'homeNotional': 101789.27139387514, 'foreignNotional': 22824354.81913845}, {'timestamp': datetime.datetime(2020, 3, 2, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.9, 'high': 222.85, 'low': 221.05, 'close': 222.55, 'trades': 4252, 'volume': 6237840, 'vwap': 222.11, 'lastSize': 133, 'turnover': 138545695500, 'homeNotional': 54108.314160507216, 'foreignNotional': 12017773.328134036}, {'timestamp': datetime.datetime(2020, 3, 2, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 220.05, 'high': 221.95, 'low': 219.7, 'close': 221.9, 'trades': 3524, 'volume': 5161696, 'vwap': 220.95, 'lastSize': 500, 'turnover': 114045321980, 'homeNotional': 44598.78340046291, 'foreignNotional': 9853923.491046896}]
2020-03-02 11:00:21 INFO: prepare candles [CandleItem(low=222.6, high=225.5, open=222.55, close=224.15, color='GREEN'), CandleItem(low=221.05, high=222.85, open=221.9, close=222.55, color='GREEN'), CandleItem(low=219.7, high=221.95, open=220.05, close=221.9, color='GREEN')]
2020-03-02 11:00:21 INFO: skip by colors candles=[CandleItem(low=222.6, high=225.5, open=222.55, close=224.15, color='GREEN'), CandleItem(low=221.05, high=222.85, open=221.9, close=222.55, color='GREEN'), CandleItem(low=219.7, high=221.95, open=220.05, close=221.9, color='GREEN')]
2020-03-02 11:00:21 INFO: check need new order None
2020-03-02 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 11:02:00 INFO: skip by not found init order into storage
2020-03-02 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 11:02:00 INFO: skip by not found init order into storage
2020-03-02 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 225.35, 'low': 223.7, 'close': 224.7, 'trades': 4534, 'volume': 5081625, 'vwap': 224.47, 'lastSize': 760, 'turnover': 114062796925, 'homeNotional': 44395.49743889407, 'foreignNotional': 9965096.362492118}, {'timestamp': datetime.datetime(2020, 3, 2, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 225.5, 'low': 222.6, 'close': 224.15, 'trades': 8765, 'volume': 11671328, 'vwap': 224.24, 'lastSize': 96, 'turnover': 261706780685, 'homeNotional': 101789.27139387514, 'foreignNotional': 22824354.81913845}, {'timestamp': datetime.datetime(2020, 3, 2, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.9, 'high': 222.85, 'low': 221.05, 'close': 222.55, 'trades': 4252, 'volume': 6237840, 'vwap': 222.11, 'lastSize': 133, 'turnover': 138545695500, 'homeNotional': 54108.314160507216, 'foreignNotional': 12017773.328134036}]
2020-03-02 12:00:20 INFO: prepare candles [CandleItem(low=223.7, high=225.35, open=224.15, close=224.7, color='GREEN'), CandleItem(low=222.6, high=225.5, open=222.55, close=224.15, color='GREEN'), CandleItem(low=221.05, high=222.85, open=221.9, close=222.55, color='GREEN')]
2020-03-02 12:00:20 INFO: skip by colors candles=[CandleItem(low=223.7, high=225.35, open=224.15, close=224.7, color='GREEN'), CandleItem(low=222.6, high=225.5, open=222.55, close=224.15, color='GREEN'), CandleItem(low=221.05, high=222.85, open=221.9, close=222.55, color='GREEN')]
2020-03-02 12:00:20 INFO: check need new order None
2020-03-02 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 12:02:00 INFO: skip by not found init order into storage
2020-03-02 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 12:02:00 INFO: skip by not found init order into storage
2020-03-02 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 225.5, 'low': 222.75, 'close': 224.2, 'trades': 5698, 'volume': 9093251, 'vwap': 223.99, 'lastSize': 5, 'turnover': 203676560390, 'homeNotional': 79491.90202508304, 'foreignNotional': 17805185.3958118}, {'timestamp': datetime.datetime(2020, 3, 2, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 225.35, 'low': 223.7, 'close': 224.7, 'trades': 4534, 'volume': 5081625, 'vwap': 224.47, 'lastSize': 760, 'turnover': 114062796925, 'homeNotional': 44395.49743889407, 'foreignNotional': 9965096.362492118}, {'timestamp': datetime.datetime(2020, 3, 2, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 225.5, 'low': 222.6, 'close': 224.15, 'trades': 8765, 'volume': 11671328, 'vwap': 224.24, 'lastSize': 96, 'turnover': 261706780685, 'homeNotional': 101789.27139387514, 'foreignNotional': 22824354.81913845}]
2020-03-02 13:00:20 INFO: prepare candles [CandleItem(low=222.75, high=225.5, open=224.7, close=224.2, color='RED'), CandleItem(low=223.7, high=225.35, open=224.15, close=224.7, color='GREEN'), CandleItem(low=222.6, high=225.5, open=222.55, close=224.15, color='GREEN')]
2020-03-02 13:00:20 INFO: last_candle=CandleItem(low=222.75, high=225.5, open=224.7, close=224.2, color='RED')
2020-03-02 13:00:20 INFO: filter last_candle.percent_size_of_cost=1.2265834076717217 last_candle.percent_size_of_body=0.18181818181818182 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-02 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2265834076717217 too big
2020-03-02 13:00:20 INFO: filter last_candle.percent_size_of_cost=1.2265834076717217 last_candle.percent_size_of_body=0.18181818181818182 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2265834076717217 too big
2020-03-02 13:00:20 INFO: filter last_candle.percent_size_of_cost=1.2265834076717217 last_candle.percent_size_of_body=0.18181818181818182 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-02 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2265834076717217 too big
2020-03-02 13:00:20 INFO: filter last_candle.percent_size_of_cost=1.2265834076717217 last_candle.percent_size_of_body=0.18181818181818182 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2265834076717217 too big
2020-03-02 13:00:20 INFO: filter last_candle.percent_size_of_cost=1.2265834076717217 last_candle.percent_size_of_body=0.18181818181818182 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-02 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2265834076717217 too big
2020-03-02 13:00:20 INFO: filter last_candle.percent_size_of_cost=1.2265834076717217 last_candle.percent_size_of_body=0.18181818181818182 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2265834076717217 too small
2020-03-02 13:00:20 INFO: not found applicable config for candle
2020-03-02 13:00:20 INFO: check need new order None
2020-03-02 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 13:02:00 INFO: skip by not found init order into storage
2020-03-02 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 13:02:00 INFO: skip by not found init order into storage
2020-03-02 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.2, 'high': 228.3, 'low': 224.15, 'close': 227.55, 'trades': 11015, 'volume': 16106248, 'vwap': 226.81, 'lastSize': 20, 'turnover': 365305060395, 'homeNotional': 141779.6369700926, 'foreignNotional': 32157271.293817606}, {'timestamp': datetime.datetime(2020, 3, 2, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 225.5, 'low': 222.75, 'close': 224.2, 'trades': 5698, 'volume': 9093251, 'vwap': 223.99, 'lastSize': 5, 'turnover': 203676560390, 'homeNotional': 79491.90202508304, 'foreignNotional': 17805185.3958118}, {'timestamp': datetime.datetime(2020, 3, 2, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 225.35, 'low': 223.7, 'close': 224.7, 'trades': 4534, 'volume': 5081625, 'vwap': 224.47, 'lastSize': 760, 'turnover': 114062796925, 'homeNotional': 44395.49743889407, 'foreignNotional': 9965096.362492118}]
2020-03-02 14:00:21 INFO: prepare candles [CandleItem(low=224.15, high=228.3, open=224.2, close=227.55, color='GREEN'), CandleItem(low=222.75, high=225.5, open=224.7, close=224.2, color='RED'), CandleItem(low=223.7, high=225.35, open=224.15, close=224.7, color='GREEN')]
2020-03-02 14:00:21 INFO: skip by colors candles=[CandleItem(low=224.15, high=228.3, open=224.2, close=227.55, color='GREEN'), CandleItem(low=222.75, high=225.5, open=224.7, close=224.2, color='RED'), CandleItem(low=223.7, high=225.35, open=224.15, close=224.7, color='GREEN')]
2020-03-02 14:00:21 INFO: check need new order None
2020-03-02 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 14:02:00 INFO: skip by not found init order into storage
2020-03-02 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 14:02:00 INFO: skip by not found init order into storage
2020-03-02 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 229.85, 'low': 226.5, 'close': 227.85, 'trades': 8389, 'volume': 11419641, 'vwap': 228.45, 'lastSize': 500, 'turnover': 260871550620, 'homeNotional': 101043.52587875738, 'foreignNotional': 23082641.782587122}, {'timestamp': datetime.datetime(2020, 3, 2, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.2, 'high': 228.3, 'low': 224.15, 'close': 227.55, 'trades': 11015, 'volume': 16106248, 'vwap': 226.81, 'lastSize': 20, 'turnover': 365305060395, 'homeNotional': 141779.6369700926, 'foreignNotional': 32157271.293817606}, {'timestamp': datetime.datetime(2020, 3, 2, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 225.5, 'low': 222.75, 'close': 224.2, 'trades': 5698, 'volume': 9093251, 'vwap': 223.99, 'lastSize': 5, 'turnover': 203676560390, 'homeNotional': 79491.90202508304, 'foreignNotional': 17805185.3958118}]
2020-03-02 15:00:20 INFO: prepare candles [CandleItem(low=226.5, high=229.85, open=227.55, close=227.85, color='GREEN'), CandleItem(low=224.15, high=228.3, open=224.2, close=227.55, color='GREEN'), CandleItem(low=222.75, high=225.5, open=224.7, close=224.2, color='RED')]
2020-03-02 15:00:20 INFO: skip by colors candles=[CandleItem(low=226.5, high=229.85, open=227.55, close=227.85, color='GREEN'), CandleItem(low=224.15, high=228.3, open=224.2, close=227.55, color='GREEN'), CandleItem(low=222.75, high=225.5, open=224.7, close=224.2, color='RED')]
2020-03-02 15:00:20 INFO: check need new order None
2020-03-02 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 15:02:00 INFO: skip by not found init order into storage
2020-03-02 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 15:02:00 INFO: skip by not found init order into storage
2020-03-02 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 229.5, 'low': 226.75, 'close': 228.4, 'trades': 6445, 'volume': 10165526, 'vwap': 228.24, 'lastSize': 100, 'turnover': 232010763140, 'homeNotional': 89585.79478173555, 'foreignNotional': 20446574.984668884}, {'timestamp': datetime.datetime(2020, 3, 2, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 229.85, 'low': 226.5, 'close': 227.85, 'trades': 8389, 'volume': 11419641, 'vwap': 228.45, 'lastSize': 500, 'turnover': 260871550620, 'homeNotional': 101043.52587875738, 'foreignNotional': 23082641.782587122}, {'timestamp': datetime.datetime(2020, 3, 2, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.2, 'high': 228.3, 'low': 224.15, 'close': 227.55, 'trades': 11015, 'volume': 16106248, 'vwap': 226.81, 'lastSize': 20, 'turnover': 365305060395, 'homeNotional': 141779.6369700926, 'foreignNotional': 32157271.293817606}]
2020-03-02 16:00:20 INFO: prepare candles [CandleItem(low=226.75, high=229.5, open=227.85, close=228.4, color='GREEN'), CandleItem(low=226.5, high=229.85, open=227.55, close=227.85, color='GREEN'), CandleItem(low=224.15, high=228.3, open=224.2, close=227.55, color='GREEN')]
2020-03-02 16:00:20 INFO: skip by colors candles=[CandleItem(low=226.75, high=229.5, open=227.85, close=228.4, color='GREEN'), CandleItem(low=226.5, high=229.85, open=227.55, close=227.85, color='GREEN'), CandleItem(low=224.15, high=228.3, open=224.2, close=227.55, color='GREEN')]
2020-03-02 16:00:20 INFO: check need new order None
2020-03-02 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 16:02:00 INFO: skip by not found init order into storage
2020-03-02 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 16:02:00 INFO: skip by not found init order into storage
2020-03-02 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 232.9, 'low': 227.95, 'close': 231.95, 'trades': 11600, 'volume': 15833414, 'vwap': 230.85, 'lastSize': 1000, 'turnover': 365512687065, 'homeNotional': 140220.7903185372, 'foreignNotional': 32370027.59389286}, {'timestamp': datetime.datetime(2020, 3, 2, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 229.5, 'low': 226.75, 'close': 228.4, 'trades': 6445, 'volume': 10165526, 'vwap': 228.24, 'lastSize': 100, 'turnover': 232010763140, 'homeNotional': 89585.79478173555, 'foreignNotional': 20446574.984668884}, {'timestamp': datetime.datetime(2020, 3, 2, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 229.85, 'low': 226.5, 'close': 227.85, 'trades': 8389, 'volume': 11419641, 'vwap': 228.45, 'lastSize': 500, 'turnover': 260871550620, 'homeNotional': 101043.52587875738, 'foreignNotional': 23082641.782587122}]
2020-03-02 17:00:20 INFO: prepare candles [CandleItem(low=227.95, high=232.9, open=228.4, close=231.95, color='GREEN'), CandleItem(low=226.75, high=229.5, open=227.85, close=228.4, color='GREEN'), CandleItem(low=226.5, high=229.85, open=227.55, close=227.85, color='GREEN')]
2020-03-02 17:00:20 INFO: skip by colors candles=[CandleItem(low=227.95, high=232.9, open=228.4, close=231.95, color='GREEN'), CandleItem(low=226.75, high=229.5, open=227.85, close=228.4, color='GREEN'), CandleItem(low=226.5, high=229.85, open=227.55, close=227.85, color='GREEN')]
2020-03-02 17:00:20 INFO: check need new order None
2020-03-02 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': None, 'displayQty': None, 'stopPx': 233.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 7, 30, 48, 710000, tzinfo=tzlocal())}
2020-03-02 17:02:00 INFO: skip by not found init order into storage
2020-03-02 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 17:02:00 INFO: skip by not found init order into storage
2020-03-02 17:03:49 INFO: process event {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-02T17:03:49.222Z', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-02 17:03:49 INFO: skip event 7c3313103547464b9b2a42885917d492 
2020-03-02 17:03:49 INFO: process event {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'price': 233.2, 'workingIndicator': True, 'transactTime': '2020-03-02T17:03:49.222Z', 'clOrdID': '7c3313103547464b9b2a42885917d492', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-02T17:03:49.222Z'}
2020-03-02 17:03:49 INFO: skip event 7c3313103547464b9b2a42885917d492 
2020-03-02 17:03:49 INFO: process event {'orderID': '6399b64b-9e1a-91a1-81af-2eff9f2501e5', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 2, 'avgPx': 233.2, 'clOrdID': '7c3313103547464b9b2a42885917d492', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-02T17:03:49.222Z'}
2020-03-02 17:03:49 INFO: add new event={'uid': '7c3313103547464b9b2a42885917d492', 'status': 'Filled'}
2020-03-02 17:03:49 INFO: start process event--------------------------------------------
2020-03-02 17:03:49 INFO: fetch new order event 7c3313103547464b9b2a42885917d492
2020-03-02 17:03:49 INFO: fetch orders by event init=None profit_pair=e257648d488c4a6e8aa6454eddd55d51
2020-03-02 17:03:49 INFO: process profit order filled
2020-03-02 17:03:51 INFO: cancel order=e257648d488c4a6e8aa6454eddd55d51 None
2020-03-02 17:03:51 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-02 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.95, 'high': 234.5, 'low': 231.65, 'close': 231.9, 'trades': 9091, 'volume': 13073785, 'vwap': 233.06, 'lastSize': 1230, 'turnover': 304695307830, 'homeNotional': 116169.39121288914, 'foreignNotional': 27074332.48167344}, {'timestamp': datetime.datetime(2020, 3, 2, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 232.9, 'low': 227.95, 'close': 231.95, 'trades': 11600, 'volume': 15833414, 'vwap': 230.85, 'lastSize': 1000, 'turnover': 365512687065, 'homeNotional': 140220.7903185372, 'foreignNotional': 32370027.59389286}, {'timestamp': datetime.datetime(2020, 3, 2, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.85, 'high': 229.5, 'low': 226.75, 'close': 228.4, 'trades': 6445, 'volume': 10165526, 'vwap': 228.24, 'lastSize': 100, 'turnover': 232010763140, 'homeNotional': 89585.79478173555, 'foreignNotional': 20446574.984668884}]
2020-03-02 18:00:20 INFO: prepare candles [CandleItem(low=231.65, high=234.5, open=231.95, close=231.9, color='RED'), CandleItem(low=227.95, high=232.9, open=228.4, close=231.95, color='GREEN'), CandleItem(low=226.75, high=229.5, open=227.85, close=228.4, color='GREEN')]
2020-03-02 18:00:20 INFO: last_candle=CandleItem(low=231.65, high=234.5, open=231.95, close=231.9, color='RED')
2020-03-02 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.2289780077619639 last_candle.percent_size_of_body=0.01754385964911686 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-02 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2289780077619639 too big
2020-03-02 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.2289780077619639 last_candle.percent_size_of_body=0.01754385964911686 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2289780077619639 too big
2020-03-02 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.2289780077619639 last_candle.percent_size_of_body=0.01754385964911686 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-02 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2289780077619639 too big
2020-03-02 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.2289780077619639 last_candle.percent_size_of_body=0.01754385964911686 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2289780077619639 too big
2020-03-02 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.2289780077619639 last_candle.percent_size_of_body=0.01754385964911686 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-02 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2289780077619639 too big
2020-03-02 18:00:20 INFO: filter last_candle.percent_size_of_cost=1.2289780077619639 last_candle.percent_size_of_body=0.01754385964911686 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.2289780077619639 too small
2020-03-02 18:00:20 INFO: not found applicable config for candle
2020-03-02 18:00:20 INFO: check need new order None
2020-03-02 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 18:02:00 INFO: skip by not found init order into storage
2020-03-02 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 233.35, 'low': 231.25, 'close': 231.75, 'trades': 5089, 'volume': 6765396, 'vwap': 232.23, 'lastSize': 200, 'turnover': 157111851390, 'homeNotional': 60027.419146913526, 'foreignNotional': 13940130.06987748}, {'timestamp': datetime.datetime(2020, 3, 2, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.95, 'high': 234.5, 'low': 231.65, 'close': 231.9, 'trades': 9091, 'volume': 13073785, 'vwap': 233.06, 'lastSize': 1230, 'turnover': 304695307830, 'homeNotional': 116169.39121288914, 'foreignNotional': 27074332.48167344}, {'timestamp': datetime.datetime(2020, 3, 2, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 232.9, 'low': 227.95, 'close': 231.95, 'trades': 11600, 'volume': 15833414, 'vwap': 230.85, 'lastSize': 1000, 'turnover': 365512687065, 'homeNotional': 140220.7903185372, 'foreignNotional': 32370027.59389286}]
2020-03-02 19:00:21 INFO: prepare candles [CandleItem(low=231.25, high=233.35, open=231.9, close=231.75, color='RED'), CandleItem(low=231.65, high=234.5, open=231.95, close=231.9, color='RED'), CandleItem(low=227.95, high=232.9, open=228.4, close=231.95, color='GREEN')]
2020-03-02 19:00:21 INFO: skip by colors candles=[CandleItem(low=231.25, high=233.35, open=231.9, close=231.75, color='RED'), CandleItem(low=231.65, high=234.5, open=231.95, close=231.9, color='RED'), CandleItem(low=227.95, high=232.9, open=228.4, close=231.95, color='GREEN')]
2020-03-02 19:00:21 INFO: check need new order None
2020-03-02 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 19:02:00 INFO: skip by not found init order into storage
2020-03-02 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 232.25, 'low': 230.3, 'close': 232.25, 'trades': 4839, 'volume': 7102029, 'vwap': 231.14, 'lastSize': 340, 'turnover': 164155205210, 'homeNotional': 62904.517752970445, 'foreignNotional': 14539698.031297486}, {'timestamp': datetime.datetime(2020, 3, 2, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 233.35, 'low': 231.25, 'close': 231.75, 'trades': 5089, 'volume': 6765396, 'vwap': 232.23, 'lastSize': 200, 'turnover': 157111851390, 'homeNotional': 60027.419146913526, 'foreignNotional': 13940130.06987748}, {'timestamp': datetime.datetime(2020, 3, 2, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.95, 'high': 234.5, 'low': 231.65, 'close': 231.9, 'trades': 9091, 'volume': 13073785, 'vwap': 233.06, 'lastSize': 1230, 'turnover': 304695307830, 'homeNotional': 116169.39121288914, 'foreignNotional': 27074332.48167344}]
2020-03-02 20:00:20 INFO: prepare candles [CandleItem(low=230.3, high=232.25, open=231.75, close=232.25, color='GREEN'), CandleItem(low=231.25, high=233.35, open=231.9, close=231.75, color='RED'), CandleItem(low=231.65, high=234.5, open=231.95, close=231.9, color='RED')]
2020-03-02 20:00:20 INFO: last_candle=CandleItem(low=230.3, high=232.25, open=231.75, close=232.25, color='GREEN')
2020-03-02 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8396124865446669 last_candle.percent_size_of_body=0.2564102564102579 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-02 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8396124865446669 too big
2020-03-02 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8396124865446669 last_candle.percent_size_of_body=0.2564102564102579 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8396124865446669 too big
2020-03-02 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8396124865446669 last_candle.percent_size_of_body=0.2564102564102579 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-02 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8396124865446669 too big
2020-03-02 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8396124865446669 last_candle.percent_size_of_body=0.2564102564102579 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 20:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.2564102564102579 too small
2020-03-02 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8396124865446669 last_candle.percent_size_of_body=0.2564102564102579 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-02 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8396124865446669 too small
2020-03-02 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8396124865446669 last_candle.percent_size_of_body=0.2564102564102579 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-02 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8396124865446669 too small
2020-03-02 20:00:20 INFO: not found applicable config for candle
2020-03-02 20:00:20 INFO: check need new order None
2020-03-02 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 2, 'price': 211.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 2, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 2, 29, 10, 58, 0, 88000, tzinfo=tzlocal())}
2020-03-02 20:02:00 INFO: skip by not found init order into storage
2020-03-02 20:11:48 INFO: process event {'orderID': '4e06f91c-6352-b372-abd2-c3cb10aeae83', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nSubmission from www.bitmex.com', 'timestamp': '2020-03-02T20:11:48.870Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-02 20:11:48 INFO: skip event  Canceled
2020-03-02 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 232.4, 'low': 230.75, 'close': 232.1, 'trades': 3560, 'volume': 5391546, 'vwap': 231.72, 'lastSize': 866, 'turnover': 124932330285, 'homeNotional': 47881.243666403454, 'foreignNotional': 11095009.057744173}, {'timestamp': datetime.datetime(2020, 3, 2, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 232.25, 'low': 230.3, 'close': 232.25, 'trades': 4839, 'volume': 7102029, 'vwap': 231.14, 'lastSize': 340, 'turnover': 164155205210, 'homeNotional': 62904.517752970445, 'foreignNotional': 14539698.031297486}, {'timestamp': datetime.datetime(2020, 3, 2, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.9, 'high': 233.35, 'low': 231.25, 'close': 231.75, 'trades': 5089, 'volume': 6765396, 'vwap': 232.23, 'lastSize': 200, 'turnover': 157111851390, 'homeNotional': 60027.419146913526, 'foreignNotional': 13940130.06987748}]
2020-03-02 21:00:20 INFO: prepare candles [CandleItem(low=230.75, high=232.4, open=232.25, close=232.1, color='RED'), CandleItem(low=230.3, high=232.25, open=231.75, close=232.25, color='GREEN'), CandleItem(low=231.25, high=233.35, open=231.9, close=231.75, color='RED')]
2020-03-02 21:00:20 INFO: skip by colors candles=[CandleItem(low=230.75, high=232.4, open=232.25, close=232.1, color='RED'), CandleItem(low=230.3, high=232.25, open=231.75, close=232.25, color='GREEN'), CandleItem(low=231.25, high=233.35, open=231.9, close=231.75, color='RED')]
2020-03-02 21:00:20 INFO: check need new order None
2020-03-02 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 233.9, 'low': 232.15, 'close': 233.1, 'trades': 4580, 'volume': 5835812, 'vwap': 233.0, 'lastSize': 101, 'turnover': 135969527380, 'homeNotional': 52056.61427824455, 'foreignNotional': 12128782.004583035}, {'timestamp': datetime.datetime(2020, 3, 2, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 232.4, 'low': 230.75, 'close': 232.1, 'trades': 3560, 'volume': 5391546, 'vwap': 231.72, 'lastSize': 866, 'turnover': 124932330285, 'homeNotional': 47881.243666403454, 'foreignNotional': 11095009.057744173}, {'timestamp': datetime.datetime(2020, 3, 2, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 232.25, 'low': 230.3, 'close': 232.25, 'trades': 4839, 'volume': 7102029, 'vwap': 231.14, 'lastSize': 340, 'turnover': 164155205210, 'homeNotional': 62904.517752970445, 'foreignNotional': 14539698.031297486}]
2020-03-02 22:00:21 INFO: prepare candles [CandleItem(low=232.15, high=233.9, open=232.1, close=233.1, color='GREEN'), CandleItem(low=230.75, high=232.4, open=232.25, close=232.1, color='RED'), CandleItem(low=230.3, high=232.25, open=231.75, close=232.25, color='GREEN')]
2020-03-02 22:00:21 INFO: skip by colors candles=[CandleItem(low=232.15, high=233.9, open=232.1, close=233.1, color='GREEN'), CandleItem(low=230.75, high=232.4, open=232.25, close=232.1, color='RED'), CandleItem(low=230.3, high=232.25, open=231.75, close=232.25, color='GREEN')]
2020-03-02 22:00:21 INFO: check need new order None
2020-03-02 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 2, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.45, 'low': 230.8, 'close': 230.85, 'trades': 4459, 'volume': 4740870, 'vwap': 232.19, 'lastSize': 100, 'turnover': 110074036060, 'homeNotional': 42392.04465054308, 'foreignNotional': 9842662.073071815}, {'timestamp': datetime.datetime(2020, 3, 2, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 233.9, 'low': 232.15, 'close': 233.1, 'trades': 4580, 'volume': 5835812, 'vwap': 233.0, 'lastSize': 101, 'turnover': 135969527380, 'homeNotional': 52056.61427824455, 'foreignNotional': 12128782.004583035}, {'timestamp': datetime.datetime(2020, 3, 2, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 232.4, 'low': 230.75, 'close': 232.1, 'trades': 3560, 'volume': 5391546, 'vwap': 231.72, 'lastSize': 866, 'turnover': 124932330285, 'homeNotional': 47881.243666403454, 'foreignNotional': 11095009.057744173}]
2020-03-02 23:00:20 INFO: prepare candles [CandleItem(low=230.8, high=233.45, open=233.1, close=230.85, color='RED'), CandleItem(low=232.15, high=233.9, open=232.1, close=233.1, color='GREEN'), CandleItem(low=230.75, high=232.4, open=232.25, close=232.1, color='RED')]
2020-03-02 23:00:20 INFO: skip by colors candles=[CandleItem(low=230.8, high=233.45, open=233.1, close=230.85, color='RED'), CandleItem(low=232.15, high=233.9, open=232.1, close=233.1, color='GREEN'), CandleItem(low=230.75, high=232.4, open=232.25, close=232.1, color='RED')]
2020-03-02 23:00:20 INFO: check need new order None
2020-03-03 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.85, 'high': 232.0, 'low': 229.9, 'close': 232.0, 'trades': 5483, 'volume': 7173376, 'vwap': 230.96, 'lastSize': 4266, 'turnover': 165669836040, 'homeNotional': 63881.974706958965, 'foreignNotional': 14753627.289979372}, {'timestamp': datetime.datetime(2020, 3, 2, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.45, 'low': 230.8, 'close': 230.85, 'trades': 4459, 'volume': 4740870, 'vwap': 232.19, 'lastSize': 100, 'turnover': 110074036060, 'homeNotional': 42392.04465054308, 'foreignNotional': 9842662.073071815}, {'timestamp': datetime.datetime(2020, 3, 2, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.1, 'high': 233.9, 'low': 232.15, 'close': 233.1, 'trades': 4580, 'volume': 5835812, 'vwap': 233.0, 'lastSize': 101, 'turnover': 135969527380, 'homeNotional': 52056.61427824455, 'foreignNotional': 12128782.004583035}]
2020-03-03 00:00:20 INFO: prepare candles [CandleItem(low=229.9, high=232.0, open=230.85, close=232.0, color='GREEN'), CandleItem(low=230.8, high=233.45, open=233.1, close=230.85, color='RED'), CandleItem(low=232.15, high=233.9, open=232.1, close=233.1, color='GREEN')]
2020-03-03 00:00:20 INFO: skip by colors candles=[CandleItem(low=229.9, high=232.0, open=230.85, close=232.0, color='GREEN'), CandleItem(low=230.8, high=233.45, open=233.1, close=230.85, color='RED'), CandleItem(low=232.15, high=233.9, open=232.1, close=233.1, color='GREEN')]
2020-03-03 00:00:20 INFO: check need new order None
2020-03-03 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.15, 'low': 228.15, 'close': 228.65, 'trades': 8500, 'volume': 14004730, 'vwap': 229.54, 'lastSize': 100, 'turnover': 321458335510, 'homeNotional': 124052.01344793476, 'foreignNotional': 28474574.764087737}, {'timestamp': datetime.datetime(2020, 3, 3, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.85, 'high': 232.0, 'low': 229.9, 'close': 232.0, 'trades': 5483, 'volume': 7173376, 'vwap': 230.96, 'lastSize': 4266, 'turnover': 165669836040, 'homeNotional': 63881.974706958965, 'foreignNotional': 14753627.289979372}, {'timestamp': datetime.datetime(2020, 3, 2, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.45, 'low': 230.8, 'close': 230.85, 'trades': 4459, 'volume': 4740870, 'vwap': 232.19, 'lastSize': 100, 'turnover': 110074036060, 'homeNotional': 42392.04465054308, 'foreignNotional': 9842662.073071815}]
2020-03-03 01:00:21 INFO: prepare candles [CandleItem(low=228.15, high=232.15, open=232.0, close=228.65, color='RED'), CandleItem(low=229.9, high=232.0, open=230.85, close=232.0, color='GREEN'), CandleItem(low=230.8, high=233.45, open=233.1, close=230.85, color='RED')]
2020-03-03 01:00:21 INFO: skip by colors candles=[CandleItem(low=228.15, high=232.15, open=232.0, close=228.65, color='RED'), CandleItem(low=229.9, high=232.0, open=230.85, close=232.0, color='GREEN'), CandleItem(low=230.8, high=233.45, open=233.1, close=230.85, color='RED')]
2020-03-03 01:00:21 INFO: check need new order None
2020-03-03 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.65, 'high': 230.6, 'low': 228.3, 'close': 228.4, 'trades': 4229, 'volume': 4486444, 'vwap': 229.44, 'lastSize': 1745, 'turnover': 102933509560, 'homeNotional': 39728.62242660944, 'foreignNotional': 9115052.501631554}, {'timestamp': datetime.datetime(2020, 3, 3, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.15, 'low': 228.15, 'close': 228.65, 'trades': 8500, 'volume': 14004730, 'vwap': 229.54, 'lastSize': 100, 'turnover': 321458335510, 'homeNotional': 124052.01344793476, 'foreignNotional': 28474574.764087737}, {'timestamp': datetime.datetime(2020, 3, 3, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.85, 'high': 232.0, 'low': 229.9, 'close': 232.0, 'trades': 5483, 'volume': 7173376, 'vwap': 230.96, 'lastSize': 4266, 'turnover': 165669836040, 'homeNotional': 63881.974706958965, 'foreignNotional': 14753627.289979372}]
2020-03-03 02:00:20 INFO: prepare candles [CandleItem(low=228.3, high=230.6, open=228.65, close=228.4, color='RED'), CandleItem(low=228.15, high=232.15, open=232.0, close=228.65, color='RED'), CandleItem(low=229.9, high=232.0, open=230.85, close=232.0, color='GREEN')]
2020-03-03 02:00:20 INFO: skip by colors candles=[CandleItem(low=228.3, high=230.6, open=228.65, close=228.4, color='RED'), CandleItem(low=228.15, high=232.15, open=232.0, close=228.65, color='RED'), CandleItem(low=229.9, high=232.0, open=230.85, close=232.0, color='GREEN')]
2020-03-03 02:00:20 INFO: check need new order None
2020-03-03 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 230.55, 'low': 228.15, 'close': 230.4, 'trades': 4024, 'volume': 5750920, 'vwap': 229.47, 'lastSize': 100, 'turnover': 131961378485, 'homeNotional': 50860.52238435251, 'foreignNotional': 11670581.133271672}, {'timestamp': datetime.datetime(2020, 3, 3, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.65, 'high': 230.6, 'low': 228.3, 'close': 228.4, 'trades': 4229, 'volume': 4486444, 'vwap': 229.44, 'lastSize': 1745, 'turnover': 102933509560, 'homeNotional': 39728.62242660944, 'foreignNotional': 9115052.501631554}, {'timestamp': datetime.datetime(2020, 3, 3, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.0, 'high': 232.15, 'low': 228.15, 'close': 228.65, 'trades': 8500, 'volume': 14004730, 'vwap': 229.54, 'lastSize': 100, 'turnover': 321458335510, 'homeNotional': 124052.01344793476, 'foreignNotional': 28474574.764087737}]
2020-03-03 03:00:20 INFO: prepare candles [CandleItem(low=228.15, high=230.55, open=228.4, close=230.4, color='GREEN'), CandleItem(low=228.3, high=230.6, open=228.65, close=228.4, color='RED'), CandleItem(low=228.15, high=232.15, open=232.0, close=228.65, color='RED')]
2020-03-03 03:00:20 INFO: last_candle=CandleItem(low=228.15, high=230.55, open=228.4, close=230.4, color='GREEN')
2020-03-03 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.041666666666669 last_candle.percent_size_of_body=0.8333333333333314 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-03 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.041666666666669 too big
2020-03-03 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.041666666666669 last_candle.percent_size_of_body=0.8333333333333314 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.041666666666669 too big
2020-03-03 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.041666666666669 last_candle.percent_size_of_body=0.8333333333333314 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-03 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.041666666666669 too big
2020-03-03 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.041666666666669 last_candle.percent_size_of_body=0.8333333333333314 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.041666666666669 too big
2020-03-03 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.041666666666669 last_candle.percent_size_of_body=0.8333333333333314 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-03 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.041666666666669 too big
2020-03-03 03:00:20 INFO: filter last_candle.percent_size_of_cost=1.041666666666669 last_candle.percent_size_of_body=0.8333333333333314 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.041666666666669 too small
2020-03-03 03:00:20 INFO: not found applicable config for candle
2020-03-03 03:00:20 INFO: check need new order None
2020-03-03 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 232.3, 'low': 229.55, 'close': 231.75, 'trades': 4112, 'volume': 5796063, 'vwap': 231.15, 'lastSize': 400, 'turnover': 133975511825, 'homeNotional': 51459.597986718894, 'foreignNotional': 11894872.552934565}, {'timestamp': datetime.datetime(2020, 3, 3, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 230.55, 'low': 228.15, 'close': 230.4, 'trades': 4024, 'volume': 5750920, 'vwap': 229.47, 'lastSize': 100, 'turnover': 131961378485, 'homeNotional': 50860.52238435251, 'foreignNotional': 11670581.133271672}, {'timestamp': datetime.datetime(2020, 3, 3, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.65, 'high': 230.6, 'low': 228.3, 'close': 228.4, 'trades': 4229, 'volume': 4486444, 'vwap': 229.44, 'lastSize': 1745, 'turnover': 102933509560, 'homeNotional': 39728.62242660944, 'foreignNotional': 9115052.501631554}]
2020-03-03 04:00:20 INFO: prepare candles [CandleItem(low=229.55, high=232.3, open=230.4, close=231.75, color='GREEN'), CandleItem(low=228.15, high=230.55, open=228.4, close=230.4, color='GREEN'), CandleItem(low=228.3, high=230.6, open=228.65, close=228.4, color='RED')]
2020-03-03 04:00:20 INFO: skip by colors candles=[CandleItem(low=229.55, high=232.3, open=230.4, close=231.75, color='GREEN'), CandleItem(low=228.15, high=230.55, open=228.4, close=230.4, color='GREEN'), CandleItem(low=228.3, high=230.6, open=228.65, close=228.4, color='RED')]
2020-03-03 04:00:20 INFO: check need new order None
2020-03-03 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 231.75, 'low': 229.75, 'close': 230.1, 'trades': 3913, 'volume': 5777273, 'vwap': 230.67, 'lastSize': 50, 'turnover': 133260338960, 'homeNotional': 51157.87345570399, 'foreignNotional': 11800255.83556462}, {'timestamp': datetime.datetime(2020, 3, 3, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 232.3, 'low': 229.55, 'close': 231.75, 'trades': 4112, 'volume': 5796063, 'vwap': 231.15, 'lastSize': 400, 'turnover': 133975511825, 'homeNotional': 51459.597986718894, 'foreignNotional': 11894872.552934565}, {'timestamp': datetime.datetime(2020, 3, 3, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.4, 'high': 230.55, 'low': 228.15, 'close': 230.4, 'trades': 4024, 'volume': 5750920, 'vwap': 229.47, 'lastSize': 100, 'turnover': 131961378485, 'homeNotional': 50860.52238435251, 'foreignNotional': 11670581.133271672}]
2020-03-03 05:00:20 INFO: prepare candles [CandleItem(low=229.75, high=231.75, open=231.75, close=230.1, color='RED'), CandleItem(low=229.55, high=232.3, open=230.4, close=231.75, color='GREEN'), CandleItem(low=228.15, high=230.55, open=228.4, close=230.4, color='GREEN')]
2020-03-03 05:00:20 INFO: last_candle=CandleItem(low=229.75, high=231.75, open=231.75, close=230.1, color='RED')
2020-03-03 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.869187309865276 last_candle.percent_size_of_body=0.8250000000000028 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-03 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.869187309865276 too big
2020-03-03 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.869187309865276 last_candle.percent_size_of_body=0.8250000000000028 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.869187309865276 too big
2020-03-03 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.869187309865276 last_candle.percent_size_of_body=0.8250000000000028 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-03 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.869187309865276 too big
2020-03-03 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.869187309865276 last_candle.percent_size_of_body=0.8250000000000028 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 05:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.8250000000000028 too big
2020-03-03 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.869187309865276 last_candle.percent_size_of_body=0.8250000000000028 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-03 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.869187309865276 too small
2020-03-03 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.869187309865276 last_candle.percent_size_of_body=0.8250000000000028 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.869187309865276 too small
2020-03-03 05:00:20 INFO: not found applicable config for candle
2020-03-03 05:00:20 INFO: check need new order None
2020-03-03 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.1, 'high': 230.7, 'low': 228.85, 'close': 230.4, 'trades': 3658, 'volume': 5796625, 'vwap': 229.6, 'lastSize': 13691, 'turnover': 133087723545, 'homeNotional': 51247.29853375395, 'foreignNotional': 11766154.607908186}, {'timestamp': datetime.datetime(2020, 3, 3, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 231.75, 'low': 229.75, 'close': 230.1, 'trades': 3913, 'volume': 5777273, 'vwap': 230.67, 'lastSize': 50, 'turnover': 133260338960, 'homeNotional': 51157.87345570399, 'foreignNotional': 11800255.83556462}, {'timestamp': datetime.datetime(2020, 3, 3, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 232.3, 'low': 229.55, 'close': 231.75, 'trades': 4112, 'volume': 5796063, 'vwap': 231.15, 'lastSize': 400, 'turnover': 133975511825, 'homeNotional': 51459.597986718894, 'foreignNotional': 11894872.552934565}]
2020-03-03 06:00:20 INFO: prepare candles [CandleItem(low=228.85, high=230.7, open=230.1, close=230.4, color='GREEN'), CandleItem(low=229.75, high=231.75, open=231.75, close=230.1, color='RED'), CandleItem(low=229.55, high=232.3, open=230.4, close=231.75, color='GREEN')]
2020-03-03 06:00:20 INFO: skip by colors candles=[CandleItem(low=228.85, high=230.7, open=230.1, close=230.4, color='GREEN'), CandleItem(low=229.75, high=231.75, open=231.75, close=230.1, color='RED'), CandleItem(low=229.55, high=232.3, open=230.4, close=231.75, color='GREEN')]
2020-03-03 06:00:20 INFO: check need new order None
2020-03-03 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 230.4, 'low': 226.8, 'close': 227.15, 'trades': 4751, 'volume': 7631929, 'vwap': 228.67, 'lastSize': 39, 'turnover': 174511696130, 'homeNotional': 67360.55006294089, 'foreignNotional': 15402771.012353387}, {'timestamp': datetime.datetime(2020, 3, 3, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.1, 'high': 230.7, 'low': 228.85, 'close': 230.4, 'trades': 3658, 'volume': 5796625, 'vwap': 229.6, 'lastSize': 13691, 'turnover': 133087723545, 'homeNotional': 51247.29853375395, 'foreignNotional': 11766154.607908186}, {'timestamp': datetime.datetime(2020, 3, 3, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.75, 'high': 231.75, 'low': 229.75, 'close': 230.1, 'trades': 3913, 'volume': 5777273, 'vwap': 230.67, 'lastSize': 50, 'turnover': 133260338960, 'homeNotional': 51157.87345570399, 'foreignNotional': 11800255.83556462}]
2020-03-03 07:00:20 INFO: prepare candles [CandleItem(low=226.8, high=230.4, open=230.4, close=227.15, color='RED'), CandleItem(low=228.85, high=230.7, open=230.1, close=230.4, color='GREEN'), CandleItem(low=229.75, high=231.75, open=231.75, close=230.1, color='RED')]
2020-03-03 07:00:20 INFO: skip by colors candles=[CandleItem(low=226.8, high=230.4, open=230.4, close=227.15, color='RED'), CandleItem(low=228.85, high=230.7, open=230.1, close=230.4, color='GREEN'), CandleItem(low=229.75, high=231.75, open=231.75, close=230.1, color='RED')]
2020-03-03 07:00:20 INFO: check need new order None
2020-03-03 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.15, 'high': 228.2, 'low': 226.4, 'close': 227.1, 'trades': 5032, 'volume': 8655473, 'vwap': 227.32, 'lastSize': 2000, 'turnover': 196750309585, 'homeNotional': 75898.25510004666, 'foreignNotional': 17252660.337860994}, {'timestamp': datetime.datetime(2020, 3, 3, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 230.4, 'low': 226.8, 'close': 227.15, 'trades': 4751, 'volume': 7631929, 'vwap': 228.67, 'lastSize': 39, 'turnover': 174511696130, 'homeNotional': 67360.55006294089, 'foreignNotional': 15402771.012353387}, {'timestamp': datetime.datetime(2020, 3, 3, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.1, 'high': 230.7, 'low': 228.85, 'close': 230.4, 'trades': 3658, 'volume': 5796625, 'vwap': 229.6, 'lastSize': 13691, 'turnover': 133087723545, 'homeNotional': 51247.29853375395, 'foreignNotional': 11766154.607908186}]
2020-03-03 08:00:20 INFO: prepare candles [CandleItem(low=226.4, high=228.2, open=227.15, close=227.1, color='RED'), CandleItem(low=226.8, high=230.4, open=230.4, close=227.15, color='RED'), CandleItem(low=228.85, high=230.7, open=230.1, close=230.4, color='GREEN')]
2020-03-03 08:00:20 INFO: skip by colors candles=[CandleItem(low=226.4, high=228.2, open=227.15, close=227.1, color='RED'), CandleItem(low=226.8, high=230.4, open=230.4, close=227.15, color='RED'), CandleItem(low=228.85, high=230.7, open=230.1, close=230.4, color='GREEN')]
2020-03-03 08:00:20 INFO: check need new order None
2020-03-03 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.1, 'high': 228.7, 'low': 226.3, 'close': 227.35, 'trades': 4807, 'volume': 7198420, 'vwap': 227.64, 'lastSize': 500, 'turnover': 163861665280, 'homeNotional': 63169.594398852816, 'foreignNotional': 14379722.971687173}, {'timestamp': datetime.datetime(2020, 3, 3, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.15, 'high': 228.2, 'low': 226.4, 'close': 227.1, 'trades': 5032, 'volume': 8655473, 'vwap': 227.32, 'lastSize': 2000, 'turnover': 196750309585, 'homeNotional': 75898.25510004666, 'foreignNotional': 17252660.337860994}, {'timestamp': datetime.datetime(2020, 3, 3, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.4, 'high': 230.4, 'low': 226.8, 'close': 227.15, 'trades': 4751, 'volume': 7631929, 'vwap': 228.67, 'lastSize': 39, 'turnover': 174511696130, 'homeNotional': 67360.55006294089, 'foreignNotional': 15402771.012353387}]
2020-03-03 09:00:21 INFO: prepare candles [CandleItem(low=226.3, high=228.7, open=227.1, close=227.35, color='GREEN'), CandleItem(low=226.4, high=228.2, open=227.15, close=227.1, color='RED'), CandleItem(low=226.8, high=230.4, open=230.4, close=227.15, color='RED')]
2020-03-03 09:00:21 INFO: last_candle=CandleItem(low=226.3, high=228.7, open=227.1, close=227.35, color='GREEN')
2020-03-03 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.055641082032099 last_candle.percent_size_of_body=0.10416666666666766 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-03 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.055641082032099 too big
2020-03-03 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.055641082032099 last_candle.percent_size_of_body=0.10416666666666766 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.055641082032099 too big
2020-03-03 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.055641082032099 last_candle.percent_size_of_body=0.10416666666666766 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-03 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.055641082032099 too big
2020-03-03 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.055641082032099 last_candle.percent_size_of_body=0.10416666666666766 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.055641082032099 too big
2020-03-03 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.055641082032099 last_candle.percent_size_of_body=0.10416666666666766 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-03 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.055641082032099 too big
2020-03-03 09:00:21 INFO: filter last_candle.percent_size_of_cost=1.055641082032099 last_candle.percent_size_of_body=0.10416666666666766 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 09:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.055641082032099 too small
2020-03-03 09:00:21 INFO: not found applicable config for candle
2020-03-03 09:00:21 INFO: check need new order None
2020-03-03 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 229.65, 'low': 226.9, 'close': 229.2, 'trades': 4518, 'volume': 7116159, 'vwap': 228.23, 'lastSize': 500, 'turnover': 162405312335, 'homeNotional': 62588.32720692396, 'foreignNotional': 14284065.148594854}, {'timestamp': datetime.datetime(2020, 3, 3, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.1, 'high': 228.7, 'low': 226.3, 'close': 227.35, 'trades': 4807, 'volume': 7198420, 'vwap': 227.64, 'lastSize': 500, 'turnover': 163861665280, 'homeNotional': 63169.594398852816, 'foreignNotional': 14379722.971687173}, {'timestamp': datetime.datetime(2020, 3, 3, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.15, 'high': 228.2, 'low': 226.4, 'close': 227.1, 'trades': 5032, 'volume': 8655473, 'vwap': 227.32, 'lastSize': 2000, 'turnover': 196750309585, 'homeNotional': 75898.25510004666, 'foreignNotional': 17252660.337860994}]
2020-03-03 10:00:20 INFO: prepare candles [CandleItem(low=226.9, high=229.65, open=227.35, close=229.2, color='GREEN'), CandleItem(low=226.3, high=228.7, open=227.1, close=227.35, color='GREEN'), CandleItem(low=226.4, high=228.2, open=227.15, close=227.1, color='RED')]
2020-03-03 10:00:20 INFO: skip by colors candles=[CandleItem(low=226.9, high=229.65, open=227.35, close=229.2, color='GREEN'), CandleItem(low=226.3, high=228.7, open=227.1, close=227.35, color='GREEN'), CandleItem(low=226.4, high=228.2, open=227.15, close=227.1, color='RED')]
2020-03-03 10:00:20 INFO: check need new order None
2020-03-03 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 230.95, 'low': 228.6, 'close': 229.85, 'trades': 5074, 'volume': 7813128, 'vwap': 230.05, 'lastSize': 6000, 'turnover': 179738767670, 'homeNotional': 69153.20289651542, 'foreignNotional': 15908561.3238092}, {'timestamp': datetime.datetime(2020, 3, 3, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 229.65, 'low': 226.9, 'close': 229.2, 'trades': 4518, 'volume': 7116159, 'vwap': 228.23, 'lastSize': 500, 'turnover': 162405312335, 'homeNotional': 62588.32720692396, 'foreignNotional': 14284065.148594854}, {'timestamp': datetime.datetime(2020, 3, 3, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.1, 'high': 228.7, 'low': 226.3, 'close': 227.35, 'trades': 4807, 'volume': 7198420, 'vwap': 227.64, 'lastSize': 500, 'turnover': 163861665280, 'homeNotional': 63169.594398852816, 'foreignNotional': 14379722.971687173}]
2020-03-03 11:00:20 INFO: prepare candles [CandleItem(low=228.6, high=230.95, open=229.2, close=229.85, color='GREEN'), CandleItem(low=226.9, high=229.65, open=227.35, close=229.2, color='GREEN'), CandleItem(low=226.3, high=228.7, open=227.1, close=227.35, color='GREEN')]
2020-03-03 11:00:20 INFO: skip by colors candles=[CandleItem(low=228.6, high=230.95, open=229.2, close=229.85, color='GREEN'), CandleItem(low=226.9, high=229.65, open=227.35, close=229.2, color='GREEN'), CandleItem(low=226.3, high=228.7, open=227.1, close=227.35, color='GREEN')]
2020-03-03 11:00:20 INFO: check need new order None
2020-03-03 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 231.9, 'low': 229.8, 'close': 231.65, 'trades': 4514, 'volume': 6252094, 'vwap': 231.0, 'lastSize': 500, 'turnover': 144419063645, 'homeNotional': 55408.09663415634, 'foreignNotional': 12798930.661824318}, {'timestamp': datetime.datetime(2020, 3, 3, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 230.95, 'low': 228.6, 'close': 229.85, 'trades': 5074, 'volume': 7813128, 'vwap': 230.05, 'lastSize': 6000, 'turnover': 179738767670, 'homeNotional': 69153.20289651542, 'foreignNotional': 15908561.3238092}, {'timestamp': datetime.datetime(2020, 3, 3, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 229.65, 'low': 226.9, 'close': 229.2, 'trades': 4518, 'volume': 7116159, 'vwap': 228.23, 'lastSize': 500, 'turnover': 162405312335, 'homeNotional': 62588.32720692396, 'foreignNotional': 14284065.148594854}]
2020-03-03 12:00:21 INFO: prepare candles [CandleItem(low=229.8, high=231.9, open=229.85, close=231.65, color='GREEN'), CandleItem(low=228.6, high=230.95, open=229.2, close=229.85, color='GREEN'), CandleItem(low=226.9, high=229.65, open=227.35, close=229.2, color='GREEN')]
2020-03-03 12:00:21 INFO: skip by colors candles=[CandleItem(low=229.8, high=231.9, open=229.85, close=231.65, color='GREEN'), CandleItem(low=228.6, high=230.95, open=229.2, close=229.85, color='GREEN'), CandleItem(low=226.9, high=229.65, open=227.35, close=229.2, color='GREEN')]
2020-03-03 12:00:21 INFO: check need new order None
2020-03-03 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 233.0, 'low': 227.95, 'close': 228.9, 'trades': 8154, 'volume': 12471713, 'vwap': 230.89, 'lastSize': 970, 'turnover': 287947116520, 'homeNotional': 110531.72610920687, 'foreignNotional': 25520223.809300303}, {'timestamp': datetime.datetime(2020, 3, 3, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 231.9, 'low': 229.8, 'close': 231.65, 'trades': 4514, 'volume': 6252094, 'vwap': 231.0, 'lastSize': 500, 'turnover': 144419063645, 'homeNotional': 55408.09663415634, 'foreignNotional': 12798930.661824318}, {'timestamp': datetime.datetime(2020, 3, 3, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 230.95, 'low': 228.6, 'close': 229.85, 'trades': 5074, 'volume': 7813128, 'vwap': 230.05, 'lastSize': 6000, 'turnover': 179738767670, 'homeNotional': 69153.20289651542, 'foreignNotional': 15908561.3238092}]
2020-03-03 13:00:20 INFO: prepare candles [CandleItem(low=227.95, high=233.0, open=231.65, close=228.9, color='RED'), CandleItem(low=229.8, high=231.9, open=229.85, close=231.65, color='GREEN'), CandleItem(low=228.6, high=230.95, open=229.2, close=229.85, color='GREEN')]
2020-03-03 13:00:20 INFO: last_candle=CandleItem(low=227.95, high=233.0, open=231.65, close=228.9, color='RED')
2020-03-03 13:00:20 INFO: filter last_candle.percent_size_of_cost=2.2062035823503763 last_candle.percent_size_of_body=0.5445544554455434 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-03 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2062035823503763 too big
2020-03-03 13:00:20 INFO: filter last_candle.percent_size_of_cost=2.2062035823503763 last_candle.percent_size_of_body=0.5445544554455434 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2062035823503763 too big
2020-03-03 13:00:20 INFO: filter last_candle.percent_size_of_cost=2.2062035823503763 last_candle.percent_size_of_body=0.5445544554455434 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-03 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2062035823503763 too big
2020-03-03 13:00:20 INFO: filter last_candle.percent_size_of_cost=2.2062035823503763 last_candle.percent_size_of_body=0.5445544554455434 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2062035823503763 too big
2020-03-03 13:00:20 INFO: filter last_candle.percent_size_of_cost=2.2062035823503763 last_candle.percent_size_of_body=0.5445544554455434 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-03 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2062035823503763 too big
2020-03-03 13:00:20 INFO: filter last_candle.percent_size_of_cost=2.2062035823503763 last_candle.percent_size_of_body=0.5445544554455434 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.2062035823503763 too big
2020-03-03 13:00:20 INFO: not found applicable config for candle
2020-03-03 13:00:20 INFO: check need new order None
2020-03-03 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.45, 'low': 227.55, 'close': 229.05, 'trades': 6159, 'volume': 10100719, 'vwap': 228.56, 'lastSize': 40, 'turnover': 230857768435, 'homeNotional': 88789.61763655789, 'foreignNotional': 20293415.745350473}, {'timestamp': datetime.datetime(2020, 3, 3, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 233.0, 'low': 227.95, 'close': 228.9, 'trades': 8154, 'volume': 12471713, 'vwap': 230.89, 'lastSize': 970, 'turnover': 287947116520, 'homeNotional': 110531.72610920687, 'foreignNotional': 25520223.809300303}, {'timestamp': datetime.datetime(2020, 3, 3, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.85, 'high': 231.9, 'low': 229.8, 'close': 231.65, 'trades': 4514, 'volume': 6252094, 'vwap': 231.0, 'lastSize': 500, 'turnover': 144419063645, 'homeNotional': 55408.09663415634, 'foreignNotional': 12798930.661824318}]
2020-03-03 14:00:20 INFO: prepare candles [CandleItem(low=227.55, high=229.45, open=228.9, close=229.05, color='GREEN'), CandleItem(low=227.95, high=233.0, open=231.65, close=228.9, color='RED'), CandleItem(low=229.8, high=231.9, open=229.85, close=231.65, color='GREEN')]
2020-03-03 14:00:20 INFO: skip by colors candles=[CandleItem(low=227.55, high=229.45, open=228.9, close=229.05, color='GREEN'), CandleItem(low=227.95, high=233.0, open=231.65, close=228.9, color='RED'), CandleItem(low=229.8, high=231.9, open=229.85, close=231.65, color='GREEN')]
2020-03-03 14:00:20 INFO: check need new order None
2020-03-03 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 229.05, 'low': 224.1, 'close': 225.5, 'trades': 11689, 'volume': 18040956, 'vwap': 226.38, 'lastSize': 20, 'turnover': 408397677015, 'homeNotional': 157947.75553531933, 'foreignNotional': 35755347.386549525}, {'timestamp': datetime.datetime(2020, 3, 3, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.45, 'low': 227.55, 'close': 229.05, 'trades': 6159, 'volume': 10100719, 'vwap': 228.56, 'lastSize': 40, 'turnover': 230857768435, 'homeNotional': 88789.61763655789, 'foreignNotional': 20293415.745350473}, {'timestamp': datetime.datetime(2020, 3, 3, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.65, 'high': 233.0, 'low': 227.95, 'close': 228.9, 'trades': 8154, 'volume': 12471713, 'vwap': 230.89, 'lastSize': 970, 'turnover': 287947116520, 'homeNotional': 110531.72610920687, 'foreignNotional': 25520223.809300303}]
2020-03-03 15:00:20 INFO: prepare candles [CandleItem(low=224.1, high=229.05, open=229.05, close=225.5, color='RED'), CandleItem(low=227.55, high=229.45, open=228.9, close=229.05, color='GREEN'), CandleItem(low=227.95, high=233.0, open=231.65, close=228.9, color='RED')]
2020-03-03 15:00:20 INFO: skip by colors candles=[CandleItem(low=224.1, high=229.05, open=229.05, close=225.5, color='RED'), CandleItem(low=227.55, high=229.45, open=228.9, close=229.05, color='GREEN'), CandleItem(low=227.95, high=233.0, open=231.65, close=228.9, color='RED')]
2020-03-03 15:00:20 INFO: check need new order None
2020-03-03 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.5, 'high': 230.0, 'low': 222.8, 'close': 225.1, 'trades': 19271, 'volume': 32954919, 'vwap': 226.05, 'lastSize': 5, 'turnover': 744925046360, 'homeNotional': 289147.51201384, 'foreignNotional': 65364251.9491356}, {'timestamp': datetime.datetime(2020, 3, 3, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 229.05, 'low': 224.1, 'close': 225.5, 'trades': 11689, 'volume': 18040956, 'vwap': 226.38, 'lastSize': 20, 'turnover': 408397677015, 'homeNotional': 157947.75553531933, 'foreignNotional': 35755347.386549525}, {'timestamp': datetime.datetime(2020, 3, 3, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.9, 'high': 229.45, 'low': 227.55, 'close': 229.05, 'trades': 6159, 'volume': 10100719, 'vwap': 228.56, 'lastSize': 40, 'turnover': 230857768435, 'homeNotional': 88789.61763655789, 'foreignNotional': 20293415.745350473}]
2020-03-03 16:00:21 INFO: prepare candles [CandleItem(low=222.8, high=230.0, open=225.5, close=225.1, color='RED'), CandleItem(low=224.1, high=229.05, open=229.05, close=225.5, color='RED'), CandleItem(low=227.55, high=229.45, open=228.9, close=229.05, color='GREEN')]
2020-03-03 16:00:21 INFO: skip by colors candles=[CandleItem(low=222.8, high=230.0, open=225.5, close=225.1, color='RED'), CandleItem(low=224.1, high=229.05, open=229.05, close=225.5, color='RED'), CandleItem(low=227.55, high=229.45, open=228.9, close=229.05, color='GREEN')]
2020-03-03 16:00:21 INFO: check need new order None
2020-03-03 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 226.0, 'low': 220.3, 'close': 222.25, 'trades': 12844, 'volume': 19925918, 'vwap': 222.76, 'lastSize': 500, 'turnover': 443869484835, 'homeNotional': 173562.95658242182, 'foreignNotional': 38663819.81137406}, {'timestamp': datetime.datetime(2020, 3, 3, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.5, 'high': 230.0, 'low': 222.8, 'close': 225.1, 'trades': 19271, 'volume': 32954919, 'vwap': 226.05, 'lastSize': 5, 'turnover': 744925046360, 'homeNotional': 289147.51201384, 'foreignNotional': 65364251.9491356}, {'timestamp': datetime.datetime(2020, 3, 3, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.05, 'high': 229.05, 'low': 224.1, 'close': 225.5, 'trades': 11689, 'volume': 18040956, 'vwap': 226.38, 'lastSize': 20, 'turnover': 408397677015, 'homeNotional': 157947.75553531933, 'foreignNotional': 35755347.386549525}]
2020-03-03 17:00:20 INFO: prepare candles [CandleItem(low=220.3, high=226.0, open=225.1, close=222.25, color='RED'), CandleItem(low=222.8, high=230.0, open=225.5, close=225.1, color='RED'), CandleItem(low=224.1, high=229.05, open=229.05, close=225.5, color='RED')]
2020-03-03 17:00:20 INFO: skip by colors candles=[CandleItem(low=220.3, high=226.0, open=225.1, close=222.25, color='RED'), CandleItem(low=222.8, high=230.0, open=225.5, close=225.1, color='RED'), CandleItem(low=224.1, high=229.05, open=229.05, close=225.5, color='RED')]
2020-03-03 17:00:20 INFO: check need new order None
2020-03-03 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.25, 'high': 223.35, 'low': 221.8, 'close': 223.0, 'trades': 4261, 'volume': 5724130, 'vwap': 222.62, 'lastSize': 1315, 'turnover': 127427400095, 'homeNotional': 49865.8450094924, 'foreignNotional': 11100877.744261911}, {'timestamp': datetime.datetime(2020, 3, 3, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 226.0, 'low': 220.3, 'close': 222.25, 'trades': 12844, 'volume': 19925918, 'vwap': 222.76, 'lastSize': 500, 'turnover': 443869484835, 'homeNotional': 173562.95658242182, 'foreignNotional': 38663819.81137406}, {'timestamp': datetime.datetime(2020, 3, 3, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.5, 'high': 230.0, 'low': 222.8, 'close': 225.1, 'trades': 19271, 'volume': 32954919, 'vwap': 226.05, 'lastSize': 5, 'turnover': 744925046360, 'homeNotional': 289147.51201384, 'foreignNotional': 65364251.9491356}]
2020-03-03 18:00:20 INFO: prepare candles [CandleItem(low=221.8, high=223.35, open=222.25, close=223.0, color='GREEN'), CandleItem(low=220.3, high=226.0, open=225.1, close=222.25, color='RED'), CandleItem(low=222.8, high=230.0, open=225.5, close=225.1, color='RED')]
2020-03-03 18:00:20 INFO: last_candle=CandleItem(low=221.8, high=223.35, open=222.25, close=223.0, color='GREEN')
2020-03-03 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6950672645739834 last_candle.percent_size_of_body=0.4838709677419408 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-03 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6950672645739834 too big
2020-03-03 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6950672645739834 last_candle.percent_size_of_body=0.4838709677419408 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6950672645739834 too big
2020-03-03 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6950672645739834 last_candle.percent_size_of_body=0.4838709677419408 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-03 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6950672645739834 too small
2020-03-03 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6950672645739834 last_candle.percent_size_of_body=0.4838709677419408 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6950672645739834 too small
2020-03-03 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6950672645739834 last_candle.percent_size_of_body=0.4838709677419408 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-03 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6950672645739834 too small
2020-03-03 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6950672645739834 last_candle.percent_size_of_body=0.4838709677419408 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6950672645739834 too small
2020-03-03 18:00:20 INFO: not found applicable config for candle
2020-03-03 18:00:20 INFO: check need new order None
2020-03-03 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 223.7, 'low': 222.05, 'close': 223.4, 'trades': 4143, 'volume': 5624738, 'vwap': 222.88, 'lastSize': 500, 'turnover': 125360346485, 'homeNotional': 48984.061708859736, 'foreignNotional': 10917256.416378254}, {'timestamp': datetime.datetime(2020, 3, 3, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.25, 'high': 223.35, 'low': 221.8, 'close': 223.0, 'trades': 4261, 'volume': 5724130, 'vwap': 222.62, 'lastSize': 1315, 'turnover': 127427400095, 'homeNotional': 49865.8450094924, 'foreignNotional': 11100877.744261911}, {'timestamp': datetime.datetime(2020, 3, 3, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.1, 'high': 226.0, 'low': 220.3, 'close': 222.25, 'trades': 12844, 'volume': 19925918, 'vwap': 222.76, 'lastSize': 500, 'turnover': 443869484835, 'homeNotional': 173562.95658242182, 'foreignNotional': 38663819.81137406}]
2020-03-03 19:00:20 INFO: prepare candles [CandleItem(low=222.05, high=223.7, open=223.0, close=223.4, color='GREEN'), CandleItem(low=221.8, high=223.35, open=222.25, close=223.0, color='GREEN'), CandleItem(low=220.3, high=226.0, open=225.1, close=222.25, color='RED')]
2020-03-03 19:00:20 INFO: skip by colors candles=[CandleItem(low=222.05, high=223.7, open=223.0, close=223.4, color='GREEN'), CandleItem(low=221.8, high=223.35, open=222.25, close=223.0, color='GREEN'), CandleItem(low=220.3, high=226.0, open=225.1, close=222.25, color='RED')]
2020-03-03 19:00:20 INFO: check need new order None
2020-03-03 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.4, 'high': 223.95, 'low': 221.95, 'close': 223.7, 'trades': 3357, 'volume': 4429880, 'vwap': 222.88, 'lastSize': 11111, 'turnover': 98731515985, 'homeNotional': 38530.15060150605, 'foreignNotional': 8587485.325660974}, {'timestamp': datetime.datetime(2020, 3, 3, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 223.7, 'low': 222.05, 'close': 223.4, 'trades': 4143, 'volume': 5624738, 'vwap': 222.88, 'lastSize': 500, 'turnover': 125360346485, 'homeNotional': 48984.061708859736, 'foreignNotional': 10917256.416378254}, {'timestamp': datetime.datetime(2020, 3, 3, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.25, 'high': 223.35, 'low': 221.8, 'close': 223.0, 'trades': 4261, 'volume': 5724130, 'vwap': 222.62, 'lastSize': 1315, 'turnover': 127427400095, 'homeNotional': 49865.8450094924, 'foreignNotional': 11100877.744261911}]
2020-03-03 20:00:20 INFO: prepare candles [CandleItem(low=221.95, high=223.95, open=223.4, close=223.7, color='GREEN'), CandleItem(low=222.05, high=223.7, open=223.0, close=223.4, color='GREEN'), CandleItem(low=221.8, high=223.35, open=222.25, close=223.0, color='GREEN')]
2020-03-03 20:00:20 INFO: skip by colors candles=[CandleItem(low=221.95, high=223.95, open=223.4, close=223.7, color='GREEN'), CandleItem(low=222.05, high=223.7, open=223.0, close=223.4, color='GREEN'), CandleItem(low=221.8, high=223.35, open=222.25, close=223.0, color='GREEN')]
2020-03-03 20:00:20 INFO: check need new order None
2020-03-03 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.7, 'high': 223.95, 'low': 222.1, 'close': 222.55, 'trades': 3267, 'volume': 4010697, 'vwap': 222.84, 'lastSize': 140, 'turnover': 89371153025, 'homeNotional': 34914.800553879206, 'foreignNotional': 7780147.163347557}, {'timestamp': datetime.datetime(2020, 3, 3, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.4, 'high': 223.95, 'low': 221.95, 'close': 223.7, 'trades': 3357, 'volume': 4429880, 'vwap': 222.88, 'lastSize': 11111, 'turnover': 98731515985, 'homeNotional': 38530.15060150605, 'foreignNotional': 8587485.325660974}, {'timestamp': datetime.datetime(2020, 3, 3, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 223.7, 'low': 222.05, 'close': 223.4, 'trades': 4143, 'volume': 5624738, 'vwap': 222.88, 'lastSize': 500, 'turnover': 125360346485, 'homeNotional': 48984.061708859736, 'foreignNotional': 10917256.416378254}]
2020-03-03 21:00:20 INFO: prepare candles [CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED'), CandleItem(low=221.95, high=223.95, open=223.4, close=223.7, color='GREEN'), CandleItem(low=222.05, high=223.7, open=223.0, close=223.4, color='GREEN')]
2020-03-03 21:00:20 INFO: last_candle=CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED')
2020-03-03 21:00:20 INFO: filter last_candle.percent_size_of_cost=0.8312738710402131 last_candle.percent_size_of_body=0.6216216216216113 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-03 21:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8312738710402131 too big
2020-03-03 21:00:20 INFO: filter last_candle.percent_size_of_cost=0.8312738710402131 last_candle.percent_size_of_body=0.6216216216216113 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 21:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8312738710402131 too big
2020-03-03 21:00:20 INFO: filter last_candle.percent_size_of_cost=0.8312738710402131 last_candle.percent_size_of_body=0.6216216216216113 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-03 21:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8312738710402131 too big
2020-03-03 21:00:20 INFO: filter last_candle.percent_size_of_cost=0.8312738710402131 last_candle.percent_size_of_body=0.6216216216216113 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-03 21:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-03 21:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-03 21:00:20 INFO: place order: start candle=CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-03 21:00:20 INFO: place order: side_factor=1.0 init_trigger_price=222.04999999999998 init_order_price=222.0 stop_price_offset=0.0 candle.size=1.8499999999999943 stop_price=223.95 take_price=214.60000000000002
2020-03-03 21:00:20 INFO: place order: compute qty=-5.0
2020-03-03 21:00:20 INFO: place order: save order to db d8ab2502efe8498db9b1d247f61bc486; response=True
2020-03-03 21:00:20 INFO: post order to exchange resp={'orderID': '3ffc4b26-5025-ae17-48ce-f8abbf301316', 'clOrdID': 'd8ab2502efe8498db9b1d247f61bc486', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 222.0, 'displayQty': None, 'stopPx': 222.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal())}
2020-03-03 21:00:20 INFO: place new init order {'qty': -5.0, 'init_price': 222.04999999999998, 'stop_price': 223.95, 'take_price': 214.60000000000002, 'order_uid': 'd8ab2502efe8498db9b1d247f61bc486', 'response': {'orderID': '3ffc4b26-5025-ae17-48ce-f8abbf301316', 'clOrdID': 'd8ab2502efe8498db9b1d247f61bc486', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 222.0, 'displayQty': None, 'stopPx': 222.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal())}}
2020-03-03 21:00:21 INFO: process event {'orderID': '3ffc4b26-5025-ae17-48ce-f8abbf301316', 'clOrdID': 'd8ab2502efe8498db9b1d247f61bc486', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 222, 'displayQty': None, 'stopPx': 222.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-03T21:00:20.754Z', 'timestamp': '2020-03-03T21:00:20.754Z'}
2020-03-03 21:00:21 INFO: skip event d8ab2502efe8498db9b1d247f61bc486 New
2020-03-03 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3ffc4b26-5025-ae17-48ce-f8abbf301316', 'clOrdID': 'd8ab2502efe8498db9b1d247f61bc486', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 222.0, 'displayQty': None, 'stopPx': 222.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal())}
2020-03-03 21:02:00 INFO: order time=2020-03-03 21:00:20.754000+00:00; delta from now UTC=0:01:40.220038 time_delta.total_seconds()=100.220038; time_diff_offset='3600'
2020-03-03 21:02:00 INFO: skip by time diff 2020-03-03 21:00:20.754000+00:00
2020-03-03 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 224.35, 'low': 222.3, 'close': 224.15, 'trades': 2901, 'volume': 4284860, 'vwap': 223.67, 'lastSize': 255, 'turnover': 95837591165, 'homeNotional': 37393.201440073724, 'foreignNotional': 8363603.339808286}, {'timestamp': datetime.datetime(2020, 3, 3, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.7, 'high': 223.95, 'low': 222.1, 'close': 222.55, 'trades': 3267, 'volume': 4010697, 'vwap': 222.84, 'lastSize': 140, 'turnover': 89371153025, 'homeNotional': 34914.800553879206, 'foreignNotional': 7780147.163347557}, {'timestamp': datetime.datetime(2020, 3, 3, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.4, 'high': 223.95, 'low': 221.95, 'close': 223.7, 'trades': 3357, 'volume': 4429880, 'vwap': 222.88, 'lastSize': 11111, 'turnover': 98731515985, 'homeNotional': 38530.15060150605, 'foreignNotional': 8587485.325660974}]
2020-03-03 22:00:20 INFO: prepare candles [CandleItem(low=222.3, high=224.35, open=222.55, close=224.15, color='GREEN'), CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED'), CandleItem(low=221.95, high=223.95, open=223.4, close=223.7, color='GREEN')]
2020-03-03 22:00:20 INFO: skip by colors candles=[CandleItem(low=222.3, high=224.35, open=222.55, close=224.15, color='GREEN'), CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED'), CandleItem(low=221.95, high=223.95, open=223.4, close=223.7, color='GREEN')]
2020-03-03 22:00:20 INFO: check need new order None
2020-03-03 22:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3ffc4b26-5025-ae17-48ce-f8abbf301316', 'clOrdID': 'd8ab2502efe8498db9b1d247f61bc486', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 222.0, 'displayQty': None, 'stopPx': 222.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal())}
2020-03-03 22:02:00 INFO: order time=2020-03-03 21:00:20.754000+00:00; delta from now UTC=1:01:39.701825 time_delta.total_seconds()=3699.701825; time_diff_offset='3600'
2020-03-03 22:02:00 INFO: clear order d8ab2502efe8498db9b1d247f61bc486
2020-03-03 22:02:00 INFO: cancel order resp=[{'orderID': '3ffc4b26-5025-ae17-48ce-f8abbf301316', 'clOrdID': 'd8ab2502efe8498db9b1d247f61bc486', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 222.0, 'displayQty': None, 'stopPx': 222.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 3, 21, 0, 20, 754000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 3, 22, 2, 0, 777000, tzinfo=tzlocal())}]
2020-03-03 22:02:01 INFO: process event {'orderID': '3ffc4b26-5025-ae17-48ce-f8abbf301316', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-03-03T22:02:00.777Z', 'clOrdID': 'd8ab2502efe8498db9b1d247f61bc486', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-03 22:02:01 INFO: skip event d8ab2502efe8498db9b1d247f61bc486 Canceled
2020-03-03 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 3, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 225.05, 'low': 223.6, 'close': 224.55, 'trades': 2537, 'volume': 4055114, 'vwap': 224.51, 'lastSize': 5000, 'turnover': 91038601925, 'homeNotional': 35532.77113939289, 'foreignNotional': 7977243.224021129}, {'timestamp': datetime.datetime(2020, 3, 3, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 224.35, 'low': 222.3, 'close': 224.15, 'trades': 2901, 'volume': 4284860, 'vwap': 223.67, 'lastSize': 255, 'turnover': 95837591165, 'homeNotional': 37393.201440073724, 'foreignNotional': 8363603.339808286}, {'timestamp': datetime.datetime(2020, 3, 3, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.7, 'high': 223.95, 'low': 222.1, 'close': 222.55, 'trades': 3267, 'volume': 4010697, 'vwap': 222.84, 'lastSize': 140, 'turnover': 89371153025, 'homeNotional': 34914.800553879206, 'foreignNotional': 7780147.163347557}]
2020-03-03 23:00:20 INFO: prepare candles [CandleItem(low=223.6, high=225.05, open=224.15, close=224.55, color='GREEN'), CandleItem(low=222.3, high=224.35, open=222.55, close=224.15, color='GREEN'), CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED')]
2020-03-03 23:00:20 INFO: skip by colors candles=[CandleItem(low=223.6, high=225.05, open=224.15, close=224.55, color='GREEN'), CandleItem(low=222.3, high=224.35, open=222.55, close=224.15, color='GREEN'), CandleItem(low=222.1, high=223.95, open=223.7, close=222.55, color='RED')]
2020-03-03 23:00:20 INFO: check need new order None
2020-03-04 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 225.45, 'low': 223.5, 'close': 223.85, 'trades': 2896, 'volume': 3281648, 'vwap': 224.58, 'lastSize': 3000, 'turnover': 73697399530, 'homeNotional': 28776.848174291583, 'foreignNotional': 6462553.75886615}, {'timestamp': datetime.datetime(2020, 3, 3, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 225.05, 'low': 223.6, 'close': 224.55, 'trades': 2537, 'volume': 4055114, 'vwap': 224.51, 'lastSize': 5000, 'turnover': 91038601925, 'homeNotional': 35532.77113939289, 'foreignNotional': 7977243.224021129}, {'timestamp': datetime.datetime(2020, 3, 3, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 224.35, 'low': 222.3, 'close': 224.15, 'trades': 2901, 'volume': 4284860, 'vwap': 223.67, 'lastSize': 255, 'turnover': 95837591165, 'homeNotional': 37393.201440073724, 'foreignNotional': 8363603.339808286}]
2020-03-04 00:00:20 INFO: prepare candles [CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED'), CandleItem(low=223.6, high=225.05, open=224.15, close=224.55, color='GREEN'), CandleItem(low=222.3, high=224.35, open=222.55, close=224.15, color='GREEN')]
2020-03-04 00:00:20 INFO: last_candle=CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED')
2020-03-04 00:00:20 INFO: filter last_candle.percent_size_of_cost=0.8711190529372297 last_candle.percent_size_of_body=0.3589743589743698 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8711190529372297 too big
2020-03-04 00:00:20 INFO: filter last_candle.percent_size_of_cost=0.8711190529372297 last_candle.percent_size_of_body=0.3589743589743698 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8711190529372297 too big
2020-03-04 00:00:20 INFO: filter last_candle.percent_size_of_cost=0.8711190529372297 last_candle.percent_size_of_body=0.3589743589743698 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 00:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8711190529372297 too big
2020-03-04 00:00:20 INFO: filter last_candle.percent_size_of_cost=0.8711190529372297 last_candle.percent_size_of_body=0.3589743589743698 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 00:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-04 00:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-04 00:00:20 INFO: place order: start candle=CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-04 00:00:20 INFO: place order: side_factor=1.0 init_trigger_price=223.45 init_order_price=223.4 stop_price_offset=0.0 candle.size=1.9499999999999886 stop_price=225.45 take_price=215.60000000000005
2020-03-04 00:00:20 INFO: place order: compute qty=-5.0
2020-03-04 00:00:20 INFO: place order: save order to db 08ea9072710d49c5af63365df34e8fe2; response=True
2020-03-04 00:00:20 INFO: process event {'orderID': '3537b71e-1af1-1bd7-4983-667b083f2d76', 'clOrdID': '08ea9072710d49c5af63365df34e8fe2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 223.4, 'displayQty': None, 'stopPx': 223.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-04T00:00:20.956Z', 'timestamp': '2020-03-04T00:00:20.956Z'}
2020-03-04 00:00:20 INFO: skip event 08ea9072710d49c5af63365df34e8fe2 New
2020-03-04 00:00:20 INFO: post order to exchange resp={'orderID': '3537b71e-1af1-1bd7-4983-667b083f2d76', 'clOrdID': '08ea9072710d49c5af63365df34e8fe2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 223.4, 'displayQty': None, 'stopPx': 223.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 0, 20, 956000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 0, 0, 20, 956000, tzinfo=tzlocal())}
2020-03-04 00:00:20 INFO: place new init order {'qty': -5.0, 'init_price': 223.45, 'stop_price': 225.45, 'take_price': 215.60000000000005, 'order_uid': '08ea9072710d49c5af63365df34e8fe2', 'response': {'orderID': '3537b71e-1af1-1bd7-4983-667b083f2d76', 'clOrdID': '08ea9072710d49c5af63365df34e8fe2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 223.4, 'displayQty': None, 'stopPx': 223.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 0, 20, 956000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 0, 0, 20, 956000, tzinfo=tzlocal())}}
2020-03-04 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '3537b71e-1af1-1bd7-4983-667b083f2d76', 'clOrdID': '08ea9072710d49c5af63365df34e8fe2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 223.4, 'displayQty': None, 'stopPx': 223.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 0, 20, 956000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 0, 0, 20, 956000, tzinfo=tzlocal())}
2020-03-04 00:02:00 INFO: order time=2020-03-04 00:00:20.956000+00:00; delta from now UTC=0:01:39.193353 time_delta.total_seconds()=99.193353; time_diff_offset='3600'
2020-03-04 00:02:00 INFO: skip by time diff 2020-03-04 00:00:20.956000+00:00
2020-03-04 00:02:16 INFO: process event {'orderID': '3537b71e-1af1-1bd7-4983-667b083f2d76', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-04T00:02:16.098Z', 'clOrdID': '08ea9072710d49c5af63365df34e8fe2', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-04 00:02:16 INFO: skip event 08ea9072710d49c5af63365df34e8fe2 
2020-03-04 00:02:16 INFO: process event {'orderID': '3537b71e-1af1-1bd7-4983-667b083f2d76', 'workingIndicator': True, 'transactTime': '2020-03-04T00:02:16.098Z', 'clOrdID': '08ea9072710d49c5af63365df34e8fe2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T00:02:16.098Z'}
2020-03-04 00:02:16 INFO: skip event 08ea9072710d49c5af63365df34e8fe2 
2020-03-04 00:02:16 INFO: process event {'orderID': '3537b71e-1af1-1bd7-4983-667b083f2d76', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 223.45, 'clOrdID': '08ea9072710d49c5af63365df34e8fe2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T00:02:16.098Z'}
2020-03-04 00:02:16 INFO: add new event={'uid': '08ea9072710d49c5af63365df34e8fe2', 'status': 'Filled'}
2020-03-04 00:02:16 INFO: start process event--------------------------------------------
2020-03-04 00:02:16 INFO: fetch new order event 08ea9072710d49c5af63365df34e8fe2
2020-03-04 00:02:16 INFO: fetch orders by event init={'stop': '225.45', 'take': '215.60000000000005', 'qty': '5.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-04 00:02:16 INFO: process init order filled
2020-03-04 00:02:16 INFO: save profit orders to storage stop=6cc6236795894b148c9b861049de00ce take=a72928abb6324bffbb35311c83ee006c
2020-03-04 00:02:16 INFO: place profit orders take_price=215.60000000000005, stop_price=225.45, qty=5.0, color=RED, ticker=ETHUSD 6cc6236795894b148c9b861049de00ce a72928abb6324bffbb35311c83ee006c
2020-03-04 00:02:16 INFO: place stop order ETHUSD: qty=5.0, stop_price=225.45, stop_uid=6cc6236795894b148c9b861049de00ce
2020-03-04 00:02:16 INFO: process event {'orderID': '8db597b0-8a7f-de82-fdc8-abf01720f52f', 'clOrdID': '6cc6236795894b148c9b861049de00ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 225.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-04T00:02:16.200Z', 'timestamp': '2020-03-04T00:02:16.200Z'}
2020-03-04 00:02:16 INFO: skip event 6cc6236795894b148c9b861049de00ce New
2020-03-04 00:02:16 INFO: exchange resp for stop order={'orderID': '8db597b0-8a7f-de82-fdc8-abf01720f52f', 'clOrdID': '6cc6236795894b148c9b861049de00ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 225.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 2, 16, 200000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 0, 2, 16, 200000, tzinfo=tzlocal())}
2020-03-04 00:02:16 INFO: place limit order ETHUSD: qty=5.0, price=215.60000000000005, take_uid=a72928abb6324bffbb35311c83ee006c
2020-03-04 00:02:16 INFO: process event {'orderID': '619d96a4-2dbd-2d66-4997-4d95c57038c6', 'clOrdID': 'a72928abb6324bffbb35311c83ee006c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 215.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-04T00:02:16.247Z', 'timestamp': '2020-03-04T00:02:16.247Z'}
2020-03-04 00:02:16 INFO: skip event a72928abb6324bffbb35311c83ee006c New
2020-03-04 00:02:16 INFO: process event {'orderID': '619d96a4-2dbd-2d66-4997-4d95c57038c6', 'workingIndicator': True, 'clOrdID': 'a72928abb6324bffbb35311c83ee006c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T00:02:16.247Z'}
2020-03-04 00:02:16 INFO: skip event a72928abb6324bffbb35311c83ee006c 
2020-03-04 00:02:16 INFO: exchange resp for take profit order={'orderID': '619d96a4-2dbd-2d66-4997-4d95c57038c6', 'clOrdID': 'a72928abb6324bffbb35311c83ee006c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 215.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 2, 16, 247000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 0, 2, 16, 247000, tzinfo=tzlocal())}
2020-03-04 00:02:16 INFO: place profit orders={'stop': {'response': {'orderID': '8db597b0-8a7f-de82-fdc8-abf01720f52f', 'clOrdID': '6cc6236795894b148c9b861049de00ce', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 225.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 2, 16, 200000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 0, 2, 16, 200000, tzinfo=tzlocal())}, 'qty': 5.0, 'uid': '6cc6236795894b148c9b861049de00ce', 'price': 225.45}, 'take': {'response': {'orderID': '619d96a4-2dbd-2d66-4997-4d95c57038c6', 'clOrdID': 'a72928abb6324bffbb35311c83ee006c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 215.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 2, 16, 247000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 0, 2, 16, 247000, tzinfo=tzlocal())}, 'qty': 5.0, 'uid': 'a72928abb6324bffbb35311c83ee006c', 'price': 215.60000000000005}}
2020-03-04 00:02:16 INFO: rm init order from db 08ea9072710d49c5af63365df34e8fe2
2020-03-04 00:02:16 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-04 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.85, 'high': 225.3, 'low': 222.45, 'close': 225.25, 'trades': 5707, 'volume': 6588285, 'vwap': 224.01, 'lastSize': 200, 'turnover': 147582767045, 'homeNotional': 57712.84748543767, 'foreignNotional': 12928214.738465123}, {'timestamp': datetime.datetime(2020, 3, 4, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 225.45, 'low': 223.5, 'close': 223.85, 'trades': 2896, 'volume': 3281648, 'vwap': 224.58, 'lastSize': 3000, 'turnover': 73697399530, 'homeNotional': 28776.848174291583, 'foreignNotional': 6462553.75886615}, {'timestamp': datetime.datetime(2020, 3, 3, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.15, 'high': 225.05, 'low': 223.6, 'close': 224.55, 'trades': 2537, 'volume': 4055114, 'vwap': 224.51, 'lastSize': 5000, 'turnover': 91038601925, 'homeNotional': 35532.77113939289, 'foreignNotional': 7977243.224021129}]
2020-03-04 01:00:20 INFO: prepare candles [CandleItem(low=222.45, high=225.3, open=223.85, close=225.25, color='GREEN'), CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED'), CandleItem(low=223.6, high=225.05, open=224.15, close=224.55, color='GREEN')]
2020-03-04 01:00:20 INFO: skip by colors candles=[CandleItem(low=222.45, high=225.3, open=223.85, close=225.25, color='GREEN'), CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED'), CandleItem(low=223.6, high=225.05, open=224.15, close=224.55, color='GREEN')]
2020-03-04 01:00:20 INFO: check need new order None
2020-03-04 01:00:29 INFO: process event {'orderID': '8db597b0-8a7f-de82-fdc8-abf01720f52f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-04T01:00:29.404Z', 'clOrdID': '6cc6236795894b148c9b861049de00ce', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-04 01:00:29 INFO: skip event 6cc6236795894b148c9b861049de00ce 
2020-03-04 01:00:29 INFO: process event {'orderID': '8db597b0-8a7f-de82-fdc8-abf01720f52f', 'price': 225.5, 'workingIndicator': True, 'transactTime': '2020-03-04T01:00:29.404Z', 'clOrdID': '6cc6236795894b148c9b861049de00ce', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T01:00:29.404Z'}
2020-03-04 01:00:29 INFO: skip event 6cc6236795894b148c9b861049de00ce 
2020-03-04 01:00:29 INFO: process event {'orderID': '8db597b0-8a7f-de82-fdc8-abf01720f52f', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 225.5, 'clOrdID': '6cc6236795894b148c9b861049de00ce', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T01:00:29.404Z'}
2020-03-04 01:00:29 INFO: add new event={'uid': '6cc6236795894b148c9b861049de00ce', 'status': 'Filled'}
2020-03-04 01:00:29 INFO: start process event--------------------------------------------
2020-03-04 01:00:29 INFO: fetch new order event 6cc6236795894b148c9b861049de00ce
2020-03-04 01:00:29 INFO: fetch orders by event init=None profit_pair=a72928abb6324bffbb35311c83ee006c
2020-03-04 01:00:29 INFO: process profit order filled
2020-03-04 01:00:30 INFO: cancel order=a72928abb6324bffbb35311c83ee006c [{'orderID': '619d96a4-2dbd-2d66-4997-4d95c57038c6', 'clOrdID': 'a72928abb6324bffbb35311c83ee006c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 215.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 4, 0, 2, 16, 247000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 1, 0, 30, 830000, tzinfo=tzlocal())}]
2020-03-04 01:00:30 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-04 01:00:31 INFO: process event {'orderID': '619d96a4-2dbd-2d66-4997-4d95c57038c6', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-04T01:00:30.830Z', 'clOrdID': 'a72928abb6324bffbb35311c83ee006c', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-04 01:00:31 INFO: skip event a72928abb6324bffbb35311c83ee006c Canceled
2020-03-04 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 228.3, 'low': 225.2, 'close': 227.55, 'trades': 7329, 'volume': 11015231, 'vwap': 226.95, 'lastSize': 60, 'turnover': 249980701640, 'homeNotional': 96941.89648989344, 'foreignNotional': 22000133.96143337}, {'timestamp': datetime.datetime(2020, 3, 4, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.85, 'high': 225.3, 'low': 222.45, 'close': 225.25, 'trades': 5707, 'volume': 6588285, 'vwap': 224.01, 'lastSize': 200, 'turnover': 147582767045, 'homeNotional': 57712.84748543767, 'foreignNotional': 12928214.738465123}, {'timestamp': datetime.datetime(2020, 3, 4, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.55, 'high': 225.45, 'low': 223.5, 'close': 223.85, 'trades': 2896, 'volume': 3281648, 'vwap': 224.58, 'lastSize': 3000, 'turnover': 73697399530, 'homeNotional': 28776.848174291583, 'foreignNotional': 6462553.75886615}]
2020-03-04 02:00:20 INFO: prepare candles [CandleItem(low=225.2, high=228.3, open=225.25, close=227.55, color='GREEN'), CandleItem(low=222.45, high=225.3, open=223.85, close=225.25, color='GREEN'), CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED')]
2020-03-04 02:00:20 INFO: skip by colors candles=[CandleItem(low=225.2, high=228.3, open=225.25, close=227.55, color='GREEN'), CandleItem(low=222.45, high=225.3, open=223.85, close=225.25, color='GREEN'), CandleItem(low=223.5, high=225.45, open=224.55, close=223.85, color='RED')]
2020-03-04 02:00:20 INFO: check need new order None
2020-03-04 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 228.8, 'low': 226.95, 'close': 227.3, 'trades': 4609, 'volume': 5836849, 'vwap': 228.06, 'lastSize': 350, 'turnover': 133114317570, 'homeNotional': 51461.4011160673, 'foreignNotional': 11736219.342703965}, {'timestamp': datetime.datetime(2020, 3, 4, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 228.3, 'low': 225.2, 'close': 227.55, 'trades': 7329, 'volume': 11015231, 'vwap': 226.95, 'lastSize': 60, 'turnover': 249980701640, 'homeNotional': 96941.89648989344, 'foreignNotional': 22000133.96143337}, {'timestamp': datetime.datetime(2020, 3, 4, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.85, 'high': 225.3, 'low': 222.45, 'close': 225.25, 'trades': 5707, 'volume': 6588285, 'vwap': 224.01, 'lastSize': 200, 'turnover': 147582767045, 'homeNotional': 57712.84748543767, 'foreignNotional': 12928214.738465123}]
2020-03-04 03:00:20 INFO: prepare candles [CandleItem(low=226.95, high=228.8, open=227.55, close=227.3, color='RED'), CandleItem(low=225.2, high=228.3, open=225.25, close=227.55, color='GREEN'), CandleItem(low=222.45, high=225.3, open=223.85, close=225.25, color='GREEN')]
2020-03-04 03:00:20 INFO: last_candle=CandleItem(low=226.95, high=228.8, open=227.55, close=227.3, color='RED')
2020-03-04 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.8139023317202035 last_candle.percent_size_of_body=0.13513513513513348 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8139023317202035 too big
2020-03-04 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.8139023317202035 last_candle.percent_size_of_body=0.13513513513513348 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8139023317202035 too big
2020-03-04 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.8139023317202035 last_candle.percent_size_of_body=0.13513513513513348 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8139023317202035 too big
2020-03-04 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.8139023317202035 last_candle.percent_size_of_body=0.13513513513513348 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 03:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.13513513513513348 too small
2020-03-04 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.8139023317202035 last_candle.percent_size_of_body=0.13513513513513348 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-04 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8139023317202035 too small
2020-03-04 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.8139023317202035 last_candle.percent_size_of_body=0.13513513513513348 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8139023317202035 too small
2020-03-04 03:00:20 INFO: not found applicable config for candle
2020-03-04 03:00:20 INFO: check need new order None
2020-03-04 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 228.1, 'low': 226.05, 'close': 226.15, 'trades': 3769, 'volume': 4495627, 'vwap': 226.9, 'lastSize': 20, 'turnover': 102002663755, 'homeNotional': 39572.324187291815, 'foreignNotional': 8978704.681164987}, {'timestamp': datetime.datetime(2020, 3, 4, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 228.8, 'low': 226.95, 'close': 227.3, 'trades': 4609, 'volume': 5836849, 'vwap': 228.06, 'lastSize': 350, 'turnover': 133114317570, 'homeNotional': 51461.4011160673, 'foreignNotional': 11736219.342703965}, {'timestamp': datetime.datetime(2020, 3, 4, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 228.3, 'low': 225.2, 'close': 227.55, 'trades': 7329, 'volume': 11015231, 'vwap': 226.95, 'lastSize': 60, 'turnover': 249980701640, 'homeNotional': 96941.89648989344, 'foreignNotional': 22000133.96143337}]
2020-03-04 04:00:20 INFO: prepare candles [CandleItem(low=226.05, high=228.1, open=227.3, close=226.15, color='RED'), CandleItem(low=226.95, high=228.8, open=227.55, close=227.3, color='RED'), CandleItem(low=225.2, high=228.3, open=225.25, close=227.55, color='GREEN')]
2020-03-04 04:00:20 INFO: skip by colors candles=[CandleItem(low=226.05, high=228.1, open=227.3, close=226.15, color='RED'), CandleItem(low=226.95, high=228.8, open=227.55, close=227.3, color='RED'), CandleItem(low=225.2, high=228.3, open=225.25, close=227.55, color='GREEN')]
2020-03-04 04:00:20 INFO: check need new order None
2020-03-04 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 228.3, 'low': 226.15, 'close': 227.7, 'trades': 3311, 'volume': 4941777, 'vwap': 227.28, 'lastSize': 10000, 'turnover': 112312402675, 'homeNotional': 43545.22590422018, 'foreignNotional': 9896620.607956113}, {'timestamp': datetime.datetime(2020, 3, 4, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 228.1, 'low': 226.05, 'close': 226.15, 'trades': 3769, 'volume': 4495627, 'vwap': 226.9, 'lastSize': 20, 'turnover': 102002663755, 'homeNotional': 39572.324187291815, 'foreignNotional': 8978704.681164987}, {'timestamp': datetime.datetime(2020, 3, 4, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.55, 'high': 228.8, 'low': 226.95, 'close': 227.3, 'trades': 4609, 'volume': 5836849, 'vwap': 228.06, 'lastSize': 350, 'turnover': 133114317570, 'homeNotional': 51461.4011160673, 'foreignNotional': 11736219.342703965}]
2020-03-04 05:00:20 INFO: prepare candles [CandleItem(low=226.15, high=228.3, open=226.15, close=227.7, color='GREEN'), CandleItem(low=226.05, high=228.1, open=227.3, close=226.15, color='RED'), CandleItem(low=226.95, high=228.8, open=227.55, close=227.3, color='RED')]
2020-03-04 05:00:20 INFO: last_candle=CandleItem(low=226.15, high=228.3, open=226.15, close=227.7, color='GREEN')
2020-03-04 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.944224857268338 last_candle.percent_size_of_body=0.7209302325581297 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.944224857268338 too big
2020-03-04 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.944224857268338 last_candle.percent_size_of_body=0.7209302325581297 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.944224857268338 too big
2020-03-04 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.944224857268338 last_candle.percent_size_of_body=0.7209302325581297 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.944224857268338 too big
2020-03-04 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.944224857268338 last_candle.percent_size_of_body=0.7209302325581297 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.944224857268338 too big
2020-03-04 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.944224857268338 last_candle.percent_size_of_body=0.7209302325581297 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-04 05:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.7209302325581297 too big
2020-03-04 05:00:20 INFO: filter last_candle.percent_size_of_cost=0.944224857268338 last_candle.percent_size_of_body=0.7209302325581297 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 05:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.944224857268338 too small
2020-03-04 05:00:20 INFO: not found applicable config for candle
2020-03-04 05:00:20 INFO: check need new order None
2020-03-04 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 227.7, 'low': 225.3, 'close': 226.65, 'trades': 4092, 'volume': 7924164, 'vwap': 226.82, 'lastSize': 55243, 'turnover': 179733442730, 'homeNotional': 69915.12554003467, 'foreignNotional': 15857936.637023332}, {'timestamp': datetime.datetime(2020, 3, 4, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 228.3, 'low': 226.15, 'close': 227.7, 'trades': 3311, 'volume': 4941777, 'vwap': 227.28, 'lastSize': 10000, 'turnover': 112312402675, 'homeNotional': 43545.22590422018, 'foreignNotional': 9896620.607956113}, {'timestamp': datetime.datetime(2020, 3, 4, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 228.1, 'low': 226.05, 'close': 226.15, 'trades': 3769, 'volume': 4495627, 'vwap': 226.9, 'lastSize': 20, 'turnover': 102002663755, 'homeNotional': 39572.324187291815, 'foreignNotional': 8978704.681164987}]
2020-03-04 06:00:21 INFO: prepare candles [CandleItem(low=225.3, high=227.7, open=227.7, close=226.65, color='RED'), CandleItem(low=226.15, high=228.3, open=226.15, close=227.7, color='GREEN'), CandleItem(low=226.05, high=228.1, open=227.3, close=226.15, color='RED')]
2020-03-04 06:00:21 INFO: skip by colors candles=[CandleItem(low=225.3, high=227.7, open=227.7, close=226.65, color='RED'), CandleItem(low=226.15, high=228.3, open=226.15, close=227.7, color='GREEN'), CandleItem(low=226.05, high=228.1, open=227.3, close=226.15, color='RED')]
2020-03-04 06:00:21 INFO: check need new order None
2020-03-04 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 226.9, 'low': 224.3, 'close': 225.25, 'trades': 5012, 'volume': 8593643, 'vwap': 225.26, 'lastSize': 1, 'turnover': 193575166705, 'homeNotional': 75657.56725453249, 'foreignNotional': 17042218.19286576}, {'timestamp': datetime.datetime(2020, 3, 4, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 227.7, 'low': 225.3, 'close': 226.65, 'trades': 4092, 'volume': 7924164, 'vwap': 226.82, 'lastSize': 55243, 'turnover': 179733442730, 'homeNotional': 69915.12554003467, 'foreignNotional': 15857936.637023332}, {'timestamp': datetime.datetime(2020, 3, 4, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.15, 'high': 228.3, 'low': 226.15, 'close': 227.7, 'trades': 3311, 'volume': 4941777, 'vwap': 227.28, 'lastSize': 10000, 'turnover': 112312402675, 'homeNotional': 43545.22590422018, 'foreignNotional': 9896620.607956113}]
2020-03-04 07:00:20 INFO: prepare candles [CandleItem(low=224.3, high=226.9, open=226.65, close=225.25, color='RED'), CandleItem(low=225.3, high=227.7, open=227.7, close=226.65, color='RED'), CandleItem(low=226.15, high=228.3, open=226.15, close=227.7, color='GREEN')]
2020-03-04 07:00:20 INFO: skip by colors candles=[CandleItem(low=224.3, high=226.9, open=226.65, close=225.25, color='RED'), CandleItem(low=225.3, high=227.7, open=227.7, close=226.65, color='RED'), CandleItem(low=226.15, high=228.3, open=226.15, close=227.7, color='GREEN')]
2020-03-04 07:00:20 INFO: check need new order None
2020-03-04 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 227.1, 'low': 224.95, 'close': 226.85, 'trades': 3339, 'volume': 3963191, 'vwap': 226.3, 'lastSize': 100, 'turnover': 89684320750, 'homeNotional': 34928.95921915208, 'foreignNotional': 7904210.82690585}, {'timestamp': datetime.datetime(2020, 3, 4, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 226.9, 'low': 224.3, 'close': 225.25, 'trades': 5012, 'volume': 8593643, 'vwap': 225.26, 'lastSize': 1, 'turnover': 193575166705, 'homeNotional': 75657.56725453249, 'foreignNotional': 17042218.19286576}, {'timestamp': datetime.datetime(2020, 3, 4, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.7, 'high': 227.7, 'low': 225.3, 'close': 226.65, 'trades': 4092, 'volume': 7924164, 'vwap': 226.82, 'lastSize': 55243, 'turnover': 179733442730, 'homeNotional': 69915.12554003467, 'foreignNotional': 15857936.637023332}]
2020-03-04 08:00:21 INFO: prepare candles [CandleItem(low=224.95, high=227.1, open=225.25, close=226.85, color='GREEN'), CandleItem(low=224.3, high=226.9, open=226.65, close=225.25, color='RED'), CandleItem(low=225.3, high=227.7, open=227.7, close=226.65, color='RED')]
2020-03-04 08:00:21 INFO: last_candle=CandleItem(low=224.95, high=227.1, open=225.25, close=226.85, color='GREEN')
2020-03-04 08:00:21 INFO: filter last_candle.percent_size_of_cost=0.94776283888032 last_candle.percent_size_of_body=0.7441860465116233 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 08:00:21 INFO: skip candle by last_candle.percent_size_of_cost=0.94776283888032 too big
2020-03-04 08:00:21 INFO: filter last_candle.percent_size_of_cost=0.94776283888032 last_candle.percent_size_of_body=0.7441860465116233 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 08:00:21 INFO: skip candle by last_candle.percent_size_of_cost=0.94776283888032 too big
2020-03-04 08:00:21 INFO: filter last_candle.percent_size_of_cost=0.94776283888032 last_candle.percent_size_of_body=0.7441860465116233 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 08:00:21 INFO: skip candle by last_candle.percent_size_of_cost=0.94776283888032 too big
2020-03-04 08:00:21 INFO: filter last_candle.percent_size_of_cost=0.94776283888032 last_candle.percent_size_of_body=0.7441860465116233 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 08:00:21 INFO: skip candle by last_candle.percent_size_of_cost=0.94776283888032 too big
2020-03-04 08:00:21 INFO: filter last_candle.percent_size_of_cost=0.94776283888032 last_candle.percent_size_of_body=0.7441860465116233 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-04 08:00:21 INFO: skip candle by last_candle.percent_size_of_body=0.7441860465116233 too big
2020-03-04 08:00:21 INFO: filter last_candle.percent_size_of_cost=0.94776283888032 last_candle.percent_size_of_body=0.7441860465116233 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 08:00:21 INFO: skip candle by last_candle.percent_size_of_cost=0.94776283888032 too small
2020-03-04 08:00:21 INFO: not found applicable config for candle
2020-03-04 08:00:21 INFO: check need new order None
2020-03-04 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.85, 'high': 227.5, 'low': 225.65, 'close': 227.05, 'trades': 3299, 'volume': 4373941, 'vwap': 226.63, 'lastSize': 1000, 'turnover': 99125591415, 'homeNotional': 38554.17566597676, 'foreignNotional': 8737458.346100047}, {'timestamp': datetime.datetime(2020, 3, 4, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 227.1, 'low': 224.95, 'close': 226.85, 'trades': 3339, 'volume': 3963191, 'vwap': 226.3, 'lastSize': 100, 'turnover': 89684320750, 'homeNotional': 34928.95921915208, 'foreignNotional': 7904210.82690585}, {'timestamp': datetime.datetime(2020, 3, 4, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.65, 'high': 226.9, 'low': 224.3, 'close': 225.25, 'trades': 5012, 'volume': 8593643, 'vwap': 225.26, 'lastSize': 1, 'turnover': 193575166705, 'homeNotional': 75657.56725453249, 'foreignNotional': 17042218.19286576}]
2020-03-04 09:00:20 INFO: prepare candles [CandleItem(low=225.65, high=227.5, open=226.85, close=227.05, color='GREEN'), CandleItem(low=224.95, high=227.1, open=225.25, close=226.85, color='GREEN'), CandleItem(low=224.3, high=226.9, open=226.65, close=225.25, color='RED')]
2020-03-04 09:00:20 INFO: skip by colors candles=[CandleItem(low=225.65, high=227.5, open=226.85, close=227.05, color='GREEN'), CandleItem(low=224.95, high=227.1, open=225.25, close=226.85, color='GREEN'), CandleItem(low=224.3, high=226.9, open=226.65, close=225.25, color='RED')]
2020-03-04 09:00:20 INFO: check need new order None
2020-03-04 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.05, 'high': 227.05, 'low': 223.8, 'close': 223.9, 'trades': 5616, 'volume': 7822413, 'vwap': 224.82, 'lastSize': 1000, 'turnover': 175858062885, 'homeNotional': 68696.00550888735, 'foreignNotional': 15443864.938225977}, {'timestamp': datetime.datetime(2020, 3, 4, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.85, 'high': 227.5, 'low': 225.65, 'close': 227.05, 'trades': 3299, 'volume': 4373941, 'vwap': 226.63, 'lastSize': 1000, 'turnover': 99125591415, 'homeNotional': 38554.17566597676, 'foreignNotional': 8737458.346100047}, {'timestamp': datetime.datetime(2020, 3, 4, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 225.25, 'high': 227.1, 'low': 224.95, 'close': 226.85, 'trades': 3339, 'volume': 3963191, 'vwap': 226.3, 'lastSize': 100, 'turnover': 89684320750, 'homeNotional': 34928.95921915208, 'foreignNotional': 7904210.82690585}]
2020-03-04 10:00:21 INFO: prepare candles [CandleItem(low=223.8, high=227.05, open=227.05, close=223.9, color='RED'), CandleItem(low=225.65, high=227.5, open=226.85, close=227.05, color='GREEN'), CandleItem(low=224.95, high=227.1, open=225.25, close=226.85, color='GREEN')]
2020-03-04 10:00:21 INFO: last_candle=CandleItem(low=223.8, high=227.05, open=227.05, close=223.9, color='RED')
2020-03-04 10:00:21 INFO: filter last_candle.percent_size_of_cost=1.45154086645824 last_candle.percent_size_of_body=0.969230769230771 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 10:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.45154086645824 too big
2020-03-04 10:00:21 INFO: filter last_candle.percent_size_of_cost=1.45154086645824 last_candle.percent_size_of_body=0.969230769230771 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 10:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.45154086645824 too big
2020-03-04 10:00:21 INFO: filter last_candle.percent_size_of_cost=1.45154086645824 last_candle.percent_size_of_body=0.969230769230771 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 10:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.45154086645824 too big
2020-03-04 10:00:21 INFO: filter last_candle.percent_size_of_cost=1.45154086645824 last_candle.percent_size_of_body=0.969230769230771 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 10:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.45154086645824 too big
2020-03-04 10:00:21 INFO: filter last_candle.percent_size_of_cost=1.45154086645824 last_candle.percent_size_of_body=0.969230769230771 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-04 10:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.45154086645824 too big
2020-03-04 10:00:21 INFO: filter last_candle.percent_size_of_cost=1.45154086645824 last_candle.percent_size_of_body=0.969230769230771 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 10:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.45154086645824 too small
2020-03-04 10:00:21 INFO: not found applicable config for candle
2020-03-04 10:00:21 INFO: check need new order None
2020-03-04 10:07:01 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-04 10:07:05 INFO: start trader process
2020-03-04 10:07:05 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-04 10:07:05 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-04 10:07:05 INFO: Authenticating with API Key.
2020-03-04 10:07:06 INFO: Connected to WS.
2020-03-04 10:57:54 WARNING: handle interrupt sig 2 False
2020-03-04 10:57:54 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-04 10:57:58 INFO: start trader process
2020-03-04 10:57:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-04 10:57:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-04 10:57:58 INFO: Authenticating with API Key.
2020-03-04 10:57:59 INFO: Connected to WS.
2020-03-04 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.9, 'high': 224.7, 'low': 223.05, 'close': 223.25, 'trades': 4179, 'volume': 6054920, 'vwap': 223.91, 'lastSize': 57, 'turnover': 135572150945, 'homeNotional': 52972.664756374994, 'foreignNotional': 11860816.992287198}, {'timestamp': datetime.datetime(2020, 3, 4, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.05, 'high': 227.05, 'low': 223.8, 'close': 223.9, 'trades': 5616, 'volume': 7822413, 'vwap': 224.82, 'lastSize': 1000, 'turnover': 175858062885, 'homeNotional': 68696.00550888735, 'foreignNotional': 15443864.938225977}, {'timestamp': datetime.datetime(2020, 3, 4, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 226.85, 'high': 227.5, 'low': 225.65, 'close': 227.05, 'trades': 3299, 'volume': 4373941, 'vwap': 226.63, 'lastSize': 1000, 'turnover': 99125591415, 'homeNotional': 38554.17566597676, 'foreignNotional': 8737458.346100047}]
2020-03-04 11:00:20 INFO: prepare candles [CandleItem(low=223.05, high=224.7, open=223.9, close=223.25, color='RED'), CandleItem(low=223.8, high=227.05, open=227.05, close=223.9, color='RED'), CandleItem(low=225.65, high=227.5, open=226.85, close=227.05, color='GREEN')]
2020-03-04 11:00:20 INFO: skip by colors candles=[CandleItem(low=223.05, high=224.7, open=223.9, close=223.25, color='RED'), CandleItem(low=223.8, high=227.05, open=227.05, close=223.9, color='RED'), CandleItem(low=225.65, high=227.5, open=226.85, close=227.05, color='GREEN')]
2020-03-04 11:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-04 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 224.1, 'low': 221.45, 'close': 223.2, 'trades': 7854, 'volume': 12504500, 'vwap': 222.73, 'lastSize': 200, 'turnover': 278506219035, 'homeNotional': 109100.09608543837, 'foreignNotional': 24299371.744160563}, {'timestamp': datetime.datetime(2020, 3, 4, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.9, 'high': 224.7, 'low': 223.05, 'close': 223.25, 'trades': 4179, 'volume': 6054920, 'vwap': 223.91, 'lastSize': 57, 'turnover': 135572150945, 'homeNotional': 52972.664756374994, 'foreignNotional': 11860816.992287198}, {'timestamp': datetime.datetime(2020, 3, 4, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.05, 'high': 227.05, 'low': 223.8, 'close': 223.9, 'trades': 5616, 'volume': 7822413, 'vwap': 224.82, 'lastSize': 1000, 'turnover': 175858062885, 'homeNotional': 68696.00550888735, 'foreignNotional': 15443864.938225977}]
2020-03-04 12:00:20 INFO: prepare candles [CandleItem(low=221.45, high=224.1, open=223.25, close=223.2, color='RED'), CandleItem(low=223.05, high=224.7, open=223.9, close=223.25, color='RED'), CandleItem(low=223.8, high=227.05, open=227.05, close=223.9, color='RED')]
2020-03-04 12:00:20 INFO: skip by colors candles=[CandleItem(low=221.45, high=224.1, open=223.25, close=223.2, color='RED'), CandleItem(low=223.05, high=224.7, open=223.9, close=223.25, color='RED'), CandleItem(low=223.8, high=227.05, open=227.05, close=223.9, color='RED')]
2020-03-04 12:00:20 INFO: check need new order None
2020-03-04 12:43:03 WARNING: handle interrupt sig 2 False
2020-03-04 12:43:03 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-04 12:43:07 INFO: start trader process
2020-03-04 12:43:07 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-04 12:43:07 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-04 12:43:07 INFO: Authenticating with API Key.
2020-03-04 12:43:08 INFO: Connected to WS.
2020-03-04 12:48:33 WARNING: handle interrupt sig 2 False
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-04 12:48:36 INFO: start trader process
2020-03-04 12:48:36 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-04 12:48:36 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-04 12:48:36 INFO: Authenticating with API Key.
2020-03-04 12:48:37 INFO: Connected to WS.
2020-03-04 12:59:42 WARNING: handle interrupt sig 2 False
2020-03-04 12:59:42 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-04 12:59:45 INFO: start trader process
2020-03-04 12:59:45 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-04 12:59:45 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-04 12:59:45 INFO: Authenticating with API Key.
2020-03-04 12:59:46 INFO: Connected to WS.
2020-03-04 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.2, 'high': 224.35, 'low': 222.65, 'close': 223.1, 'trades': 4501, 'volume': 7069935, 'vwap': 223.47, 'lastSize': 200, 'turnover': 157985371360, 'homeNotional': 61722.20471014582, 'foreignNotional': 13792524.554702949}, {'timestamp': datetime.datetime(2020, 3, 4, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 224.1, 'low': 221.45, 'close': 223.2, 'trades': 7854, 'volume': 12504500, 'vwap': 222.73, 'lastSize': 200, 'turnover': 278506219035, 'homeNotional': 109100.09608543837, 'foreignNotional': 24299371.744160563}, {'timestamp': datetime.datetime(2020, 3, 4, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.9, 'high': 224.7, 'low': 223.05, 'close': 223.25, 'trades': 4179, 'volume': 6054920, 'vwap': 223.91, 'lastSize': 57, 'turnover': 135572150945, 'homeNotional': 52972.664756374994, 'foreignNotional': 11860816.992287198}]
2020-03-04 13:00:20 INFO: prepare candles [CandleItem(low=222.65, high=224.35, open=223.2, close=223.1, color='RED'), CandleItem(low=221.45, high=224.1, open=223.25, close=223.2, color='RED'), CandleItem(low=223.05, high=224.7, open=223.9, close=223.25, color='RED')]
2020-03-04 13:00:20 INFO: skip by colors candles=[CandleItem(low=222.65, high=224.35, open=223.2, close=223.1, color='RED'), CandleItem(low=221.45, high=224.1, open=223.25, close=223.2, color='RED'), CandleItem(low=223.05, high=224.7, open=223.9, close=223.25, color='RED')]
2020-03-04 13:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-04 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.1, 'high': 224.8, 'low': 223.05, 'close': 224.7, 'trades': 3141, 'volume': 4443889, 'vwap': 223.77, 'lastSize': 250, 'turnover': 99438669650, 'homeNotional': 38850.81263299038, 'foreignNotional': 8693464.2311282}, {'timestamp': datetime.datetime(2020, 3, 4, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.2, 'high': 224.35, 'low': 222.65, 'close': 223.1, 'trades': 4501, 'volume': 7069935, 'vwap': 223.47, 'lastSize': 200, 'turnover': 157985371360, 'homeNotional': 61722.20471014582, 'foreignNotional': 13792524.554702949}, {'timestamp': datetime.datetime(2020, 3, 4, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 224.1, 'low': 221.45, 'close': 223.2, 'trades': 7854, 'volume': 12504500, 'vwap': 222.73, 'lastSize': 200, 'turnover': 278506219035, 'homeNotional': 109100.09608543837, 'foreignNotional': 24299371.744160563}]
2020-03-04 14:00:20 INFO: prepare candles [CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN'), CandleItem(low=222.65, high=224.35, open=223.2, close=223.1, color='RED'), CandleItem(low=221.45, high=224.1, open=223.25, close=223.2, color='RED')]
2020-03-04 14:00:20 INFO: last_candle=CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN')
2020-03-04 14:00:20 INFO: filter last_candle.percent_size_of_cost=0.778816199376947 last_candle.percent_size_of_body=0.914285714285711 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.778816199376947 too big
2020-03-04 14:00:20 INFO: filter last_candle.percent_size_of_cost=0.778816199376947 last_candle.percent_size_of_body=0.914285714285711 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 14:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.778816199376947 too big
2020-03-04 14:00:20 INFO: filter last_candle.percent_size_of_cost=0.778816199376947 last_candle.percent_size_of_body=0.914285714285711 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 14:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN'), take_profit_factor=3.5, clearing_interval=7200)
2020-03-04 14:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN'), take_profit_factor=3.5, clearing_interval=7200)
2020-03-04 14:00:20 INFO: place order: start candle=CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-04 14:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=224.85000000000002 init_order_price=224.9 stop_price_offset=0.0 candle.size=1.75 stop_price=223.05 take_price=231.025
2020-03-04 14:00:20 INFO: place order: compute qty=6.0
2020-03-04 14:00:20 INFO: place order: save order to db 56265c355bcd4ac995727bedcb303172; response=True
2020-03-04 14:00:20 INFO: post order to exchange resp={'orderID': '37a92b42-bcff-4eb3-3981-51900d3e5e26', 'clOrdID': '56265c355bcd4ac995727bedcb303172', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 224.9, 'displayQty': None, 'stopPx': 224.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 14, 0, 20, 712000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 14, 0, 20, 712000, tzinfo=tzlocal())}
2020-03-04 14:00:20 INFO: place new init order {'qty': 6.0, 'init_price': 224.85000000000002, 'stop_price': 223.05, 'take_price': 231.025, 'order_uid': '56265c355bcd4ac995727bedcb303172', 'response': {'orderID': '37a92b42-bcff-4eb3-3981-51900d3e5e26', 'clOrdID': '56265c355bcd4ac995727bedcb303172', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 224.9, 'displayQty': None, 'stopPx': 224.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 14, 0, 20, 712000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 14, 0, 20, 712000, tzinfo=tzlocal())}}
2020-03-04 14:00:21 INFO: process event {'orderID': '37a92b42-bcff-4eb3-3981-51900d3e5e26', 'clOrdID': '56265c355bcd4ac995727bedcb303172', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 224.9, 'displayQty': None, 'stopPx': 224.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-04T14:00:20.712Z', 'timestamp': '2020-03-04T14:00:20.712Z'}
2020-03-04 14:00:21 INFO: skip event 56265c355bcd4ac995727bedcb303172 New
2020-03-04 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '37a92b42-bcff-4eb3-3981-51900d3e5e26', 'clOrdID': '56265c355bcd4ac995727bedcb303172', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 224.9, 'displayQty': None, 'stopPx': 224.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 14, 0, 20, 712000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 14, 0, 20, 712000, tzinfo=tzlocal())}
2020-03-04 14:02:00 INFO: order time=2020-03-04 14:00:20.712000+00:00; delta from now UTC=0:01:40.182481 time_delta.total_seconds()=100.182481; time_diff_offset='7200'
2020-03-04 14:02:00 INFO: skip by time diff 2020-03-04 14:00:20.712000+00:00
2020-03-04 14:10:17 INFO: process event {'orderID': '37a92b42-bcff-4eb3-3981-51900d3e5e26', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-04T14:10:16.674Z', 'clOrdID': '56265c355bcd4ac995727bedcb303172', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-04 14:10:17 INFO: skip event 56265c355bcd4ac995727bedcb303172 
2020-03-04 14:10:17 INFO: process event {'orderID': '37a92b42-bcff-4eb3-3981-51900d3e5e26', 'workingIndicator': True, 'transactTime': '2020-03-04T14:10:16.674Z', 'clOrdID': '56265c355bcd4ac995727bedcb303172', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T14:10:16.674Z'}
2020-03-04 14:10:17 INFO: skip event 56265c355bcd4ac995727bedcb303172 
2020-03-04 14:10:17 INFO: process event {'orderID': '37a92b42-bcff-4eb3-3981-51900d3e5e26', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 6, 'avgPx': 224.85, 'clOrdID': '56265c355bcd4ac995727bedcb303172', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T14:10:16.674Z'}
2020-03-04 14:10:17 INFO: add new event={'uid': '56265c355bcd4ac995727bedcb303172', 'status': 'Filled'}
2020-03-04 14:10:17 INFO: start process event--------------------------------------------
2020-03-04 14:10:17 INFO: fetch new order event 56265c355bcd4ac995727bedcb303172
2020-03-04 14:10:17 INFO: fetch orders by event init={'stop': '223.05', 'take': '231.025', 'qty': '6.0', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '7200'} profit_pair=None
2020-03-04 14:10:17 INFO: process init order filled
2020-03-04 14:10:17 INFO: save profit orders to storage stop=116c2f0bb4a34d88a7bb8325fdc242b2 take=a211ad0d832b4ee5a178613f9e4cb78e
2020-03-04 14:10:17 INFO: place profit orders take_price=231.025, stop_price=223.05, qty=6.0, color=GREEN, ticker=ETHUSD 116c2f0bb4a34d88a7bb8325fdc242b2 a211ad0d832b4ee5a178613f9e4cb78e
2020-03-04 14:10:17 INFO: place stop order ETHUSD: qty=-6.0, stop_price=223.05, stop_uid=116c2f0bb4a34d88a7bb8325fdc242b2
2020-03-04 14:10:18 INFO: exchange resp for stop order={'orderID': '807fedc2-600c-8ab6-0541-8fecf6b29fdd', 'clOrdID': '116c2f0bb4a34d88a7bb8325fdc242b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 223.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 4, 14, 10, 18, 365000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 14, 10, 18, 365000, tzinfo=tzlocal())}
2020-03-04 14:10:18 INFO: place limit order ETHUSD: qty=-6.0, price=231.025, take_uid=a211ad0d832b4ee5a178613f9e4cb78e
2020-03-04 14:10:18 INFO: process event {'orderID': '807fedc2-600c-8ab6-0541-8fecf6b29fdd', 'clOrdID': '116c2f0bb4a34d88a7bb8325fdc242b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 223.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-04T14:10:18.365Z', 'timestamp': '2020-03-04T14:10:18.365Z'}
2020-03-04 14:10:18 INFO: skip event 116c2f0bb4a34d88a7bb8325fdc242b2 New
Traceback (most recent call last):
  File "app/trader.py", line 115, in <module>
    main()
  File "app/trader.py", line 100, in main
    event_processing_result = proceed_event(current_event['uid'])
  File "/home/crypto/current/app/event_driven_operations.py", line 31, in proceed_event
    orders_resp = place_orders_profit(init_order_info['take'], init_order_info['stop'], init_order_info['qty'],
  File "/home/crypto/current/app/event_driven_operations.py", line 96, in place_orders_profit
    take_resp = post_limit_order(ticker, qty, take_price, take_uid, comment='Profit order by trader.py')
  File "/home/crypto/current/app/bitmex_rest.py", line 31, in post_limit_order
    return client_rest.Order.Order_new(symbol=ticker, orderQty=qty, ordType='Limit', price=price,
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 271, in result
    swagger_result = self._get_swagger_result(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 124, in wrapper
    return func(self, *args, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 300, in _get_swagger_result
    unmarshal_response(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 353, in unmarshal_response
    raise_on_expected(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 420, in raise_on_expected
    raise make_http_exception(
bravado.exception.HTTPBadRequest: 400 Bad Request: {'error': {'message': 'Invalid price tickSize', 'name': 'HTTPError'}}
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-04 14:10:22 INFO: start trader process
2020-03-04 14:10:22 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-04 14:10:22 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-04 14:10:22 INFO: Authenticating with API Key.
2020-03-04 14:10:23 INFO: Connected to WS.
2020-03-04 14:52:21 INFO: process event {'orderID': '807fedc2-600c-8ab6-0541-8fecf6b29fdd', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-04T14:52:20.735Z', 'clOrdID': '116c2f0bb4a34d88a7bb8325fdc242b2', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-04 14:52:21 INFO: skip event 116c2f0bb4a34d88a7bb8325fdc242b2 
2020-03-04 14:52:21 INFO: process event {'orderID': '807fedc2-600c-8ab6-0541-8fecf6b29fdd', 'price': 223, 'workingIndicator': True, 'transactTime': '2020-03-04T14:52:20.735Z', 'clOrdID': '116c2f0bb4a34d88a7bb8325fdc242b2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T14:52:20.735Z'}
2020-03-04 14:52:21 INFO: skip event 116c2f0bb4a34d88a7bb8325fdc242b2 
2020-03-04 14:52:21 INFO: process event {'orderID': '807fedc2-600c-8ab6-0541-8fecf6b29fdd', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 6, 'avgPx': 223, 'clOrdID': '116c2f0bb4a34d88a7bb8325fdc242b2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-04T14:52:20.735Z'}
2020-03-04 14:52:21 INFO: add new event={'uid': '116c2f0bb4a34d88a7bb8325fdc242b2', 'status': 'Filled'}
2020-03-04 14:52:21 INFO: start process event--------------------------------------------
2020-03-04 14:52:21 INFO: fetch new order event 116c2f0bb4a34d88a7bb8325fdc242b2
2020-03-04 14:52:21 INFO: fetch orders by event init=None profit_pair=a211ad0d832b4ee5a178613f9e4cb78e
2020-03-04 14:52:21 INFO: process profit order filled
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
2020-03-04 14:52:21 INFO: cancel order=a211ad0d832b4ee5a178613f9e4cb78e None
2020-03-04 14:52:21 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-04 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 225.75, 'low': 222.85, 'close': 223.4, 'trades': 5652, 'volume': 7488978, 'vwap': 224.61, 'lastSize': 101, 'turnover': 168203938480, 'homeNotional': 65597.15486989445, 'foreignNotional': 14733367.129500793}, {'timestamp': datetime.datetime(2020, 3, 4, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.1, 'high': 224.8, 'low': 223.05, 'close': 224.7, 'trades': 3141, 'volume': 4443889, 'vwap': 223.77, 'lastSize': 250, 'turnover': 99438669650, 'homeNotional': 38850.81263299038, 'foreignNotional': 8693464.2311282}, {'timestamp': datetime.datetime(2020, 3, 4, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.2, 'high': 224.35, 'low': 222.65, 'close': 223.1, 'trades': 4501, 'volume': 7069935, 'vwap': 223.47, 'lastSize': 200, 'turnover': 157985371360, 'homeNotional': 61722.20471014582, 'foreignNotional': 13792524.554702949}]
2020-03-04 15:00:20 INFO: prepare candles [CandleItem(low=222.85, high=225.75, open=224.7, close=223.4, color='RED'), CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN'), CandleItem(low=222.65, high=224.35, open=223.2, close=223.1, color='RED')]
2020-03-04 15:00:20 INFO: skip by colors candles=[CandleItem(low=222.85, high=225.75, open=224.7, close=223.4, color='RED'), CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN'), CandleItem(low=222.65, high=224.35, open=223.2, close=223.1, color='RED')]
2020-03-04 15:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-04 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.4, 'high': 224.55, 'low': 221.1, 'close': 222.2, 'trades': 8784, 'volume': 13290765, 'vwap': 222.84, 'lastSize': 43, 'turnover': 296162892625, 'homeNotional': 115857.59049356933, 'foreignNotional': 25817229.713888194}, {'timestamp': datetime.datetime(2020, 3, 4, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 225.75, 'low': 222.85, 'close': 223.4, 'trades': 5652, 'volume': 7488978, 'vwap': 224.61, 'lastSize': 101, 'turnover': 168203938480, 'homeNotional': 65597.15486989445, 'foreignNotional': 14733367.129500793}, {'timestamp': datetime.datetime(2020, 3, 4, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.1, 'high': 224.8, 'low': 223.05, 'close': 224.7, 'trades': 3141, 'volume': 4443889, 'vwap': 223.77, 'lastSize': 250, 'turnover': 99438669650, 'homeNotional': 38850.81263299038, 'foreignNotional': 8693464.2311282}]
2020-03-04 16:00:20 INFO: prepare candles [CandleItem(low=221.1, high=224.55, open=223.4, close=222.2, color='RED'), CandleItem(low=222.85, high=225.75, open=224.7, close=223.4, color='RED'), CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN')]
2020-03-04 16:00:20 INFO: skip by colors candles=[CandleItem(low=221.1, high=224.55, open=223.4, close=222.2, color='RED'), CandleItem(low=222.85, high=225.75, open=224.7, close=223.4, color='RED'), CandleItem(low=223.05, high=224.8, open=223.1, close=224.7, color='GREEN')]
2020-03-04 16:00:20 INFO: check need new order None
2020-03-04 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.2, 'high': 223.4, 'low': 220.5, 'close': 223.1, 'trades': 7432, 'volume': 9927918, 'vwap': 221.97, 'lastSize': 3, 'turnover': 220368344805, 'homeNotional': 86390.57074474636, 'foreignNotional': 19176040.427451257}, {'timestamp': datetime.datetime(2020, 3, 4, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.4, 'high': 224.55, 'low': 221.1, 'close': 222.2, 'trades': 8784, 'volume': 13290765, 'vwap': 222.84, 'lastSize': 43, 'turnover': 296162892625, 'homeNotional': 115857.59049356933, 'foreignNotional': 25817229.713888194}, {'timestamp': datetime.datetime(2020, 3, 4, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.7, 'high': 225.75, 'low': 222.85, 'close': 223.4, 'trades': 5652, 'volume': 7488978, 'vwap': 224.61, 'lastSize': 101, 'turnover': 168203938480, 'homeNotional': 65597.15486989445, 'foreignNotional': 14733367.129500793}]
2020-03-04 17:00:21 INFO: prepare candles [CandleItem(low=220.5, high=223.4, open=222.2, close=223.1, color='GREEN'), CandleItem(low=221.1, high=224.55, open=223.4, close=222.2, color='RED'), CandleItem(low=222.85, high=225.75, open=224.7, close=223.4, color='RED')]
2020-03-04 17:00:21 INFO: last_candle=CandleItem(low=220.5, high=223.4, open=222.2, close=223.1, color='GREEN')
2020-03-04 17:00:21 INFO: filter last_candle.percent_size_of_cost=1.2998655311519522 last_candle.percent_size_of_body=0.31034482758620824 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.2998655311519522 too big
2020-03-04 17:00:21 INFO: filter last_candle.percent_size_of_cost=1.2998655311519522 last_candle.percent_size_of_body=0.31034482758620824 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.2998655311519522 too big
2020-03-04 17:00:21 INFO: filter last_candle.percent_size_of_cost=1.2998655311519522 last_candle.percent_size_of_body=0.31034482758620824 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.2998655311519522 too big
2020-03-04 17:00:21 INFO: filter last_candle.percent_size_of_cost=1.2998655311519522 last_candle.percent_size_of_body=0.31034482758620824 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.2998655311519522 too big
2020-03-04 17:00:21 INFO: filter last_candle.percent_size_of_cost=1.2998655311519522 last_candle.percent_size_of_body=0.31034482758620824 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-04 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.2998655311519522 too big
2020-03-04 17:00:21 INFO: filter last_candle.percent_size_of_cost=1.2998655311519522 last_candle.percent_size_of_body=0.31034482758620824 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 17:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.2998655311519522 too small
2020-03-04 17:00:21 INFO: not found applicable config for candle
2020-03-04 17:00:21 INFO: check need new order None
2020-03-04 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.1, 'high': 223.8, 'low': 222.2, 'close': 223.25, 'trades': 3292, 'volume': 3931621, 'vwap': 223.15, 'lastSize': 900, 'turnover': 87732356230, 'homeNotional': 34312.45024528696, 'foreignNotional': 7656674.276238837}, {'timestamp': datetime.datetime(2020, 3, 4, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.2, 'high': 223.4, 'low': 220.5, 'close': 223.1, 'trades': 7432, 'volume': 9927918, 'vwap': 221.97, 'lastSize': 3, 'turnover': 220368344805, 'homeNotional': 86390.57074474636, 'foreignNotional': 19176040.427451257}, {'timestamp': datetime.datetime(2020, 3, 4, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.4, 'high': 224.55, 'low': 221.1, 'close': 222.2, 'trades': 8784, 'volume': 13290765, 'vwap': 222.84, 'lastSize': 43, 'turnover': 296162892625, 'homeNotional': 115857.59049356933, 'foreignNotional': 25817229.713888194}]
2020-03-04 18:00:20 INFO: prepare candles [CandleItem(low=222.2, high=223.8, open=223.1, close=223.25, color='GREEN'), CandleItem(low=220.5, high=223.4, open=222.2, close=223.1, color='GREEN'), CandleItem(low=221.1, high=224.55, open=223.4, close=222.2, color='RED')]
2020-03-04 18:00:20 INFO: skip by colors candles=[CandleItem(low=222.2, high=223.8, open=223.1, close=223.25, color='GREEN'), CandleItem(low=220.5, high=223.4, open=222.2, close=223.1, color='GREEN'), CandleItem(low=221.1, high=224.55, open=223.4, close=222.2, color='RED')]
2020-03-04 18:00:20 INFO: check need new order None
2020-03-04 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 223.25, 'low': 221.45, 'close': 222.55, 'trades': 3237, 'volume': 4693007, 'vwap': 222.05, 'lastSize': 1, 'turnover': 104206986025, 'homeNotional': 40883.34069046639, 'foreignNotional': 9078059.40546947}, {'timestamp': datetime.datetime(2020, 3, 4, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.1, 'high': 223.8, 'low': 222.2, 'close': 223.25, 'trades': 3292, 'volume': 3931621, 'vwap': 223.15, 'lastSize': 900, 'turnover': 87732356230, 'homeNotional': 34312.45024528696, 'foreignNotional': 7656674.276238837}, {'timestamp': datetime.datetime(2020, 3, 4, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.2, 'high': 223.4, 'low': 220.5, 'close': 223.1, 'trades': 7432, 'volume': 9927918, 'vwap': 221.97, 'lastSize': 3, 'turnover': 220368344805, 'homeNotional': 86390.57074474636, 'foreignNotional': 19176040.427451257}]
2020-03-04 19:00:20 INFO: prepare candles [CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED'), CandleItem(low=222.2, high=223.8, open=223.1, close=223.25, color='GREEN'), CandleItem(low=220.5, high=223.4, open=222.2, close=223.1, color='GREEN')]
2020-03-04 19:00:20 INFO: last_candle=CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED')
2020-03-04 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.8088070096607555 last_candle.percent_size_of_body=0.3888888888888801 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-04 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8088070096607555 too big
2020-03-04 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.8088070096607555 last_candle.percent_size_of_body=0.3888888888888801 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8088070096607555 too big
2020-03-04 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.8088070096607555 last_candle.percent_size_of_body=0.3888888888888801 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-04 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8088070096607555 too big
2020-03-04 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.8088070096607555 last_candle.percent_size_of_body=0.3888888888888801 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-04 19:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-04 19:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-04 19:00:20 INFO: place order: start candle=CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-04 19:00:20 INFO: place order: side_factor=1.0 init_trigger_price=221.39999999999998 init_order_price=221.35 stop_price_offset=0.0 candle.size=1.8000000000000114 stop_price=223.25 take_price=214.14999999999995
2020-03-04 19:00:20 INFO: place order: compute qty=-5.0
2020-03-04 19:00:20 INFO: place order: save order to db 4cab445af1d14e98b9a1da2e2592ef83; response=True
2020-03-04 19:00:20 INFO: post order to exchange resp={'orderID': '6da63302-48fd-0bbc-3504-c0512114d3f1', 'clOrdID': '4cab445af1d14e98b9a1da2e2592ef83', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 221.35, 'displayQty': None, 'stopPx': 221.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal())}
2020-03-04 19:00:20 INFO: place new init order {'qty': -5.0, 'init_price': 221.39999999999998, 'stop_price': 223.25, 'take_price': 214.14999999999995, 'order_uid': '4cab445af1d14e98b9a1da2e2592ef83', 'response': {'orderID': '6da63302-48fd-0bbc-3504-c0512114d3f1', 'clOrdID': '4cab445af1d14e98b9a1da2e2592ef83', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 221.35, 'displayQty': None, 'stopPx': 221.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal())}}
2020-03-04 19:00:21 INFO: process event {'orderID': '6da63302-48fd-0bbc-3504-c0512114d3f1', 'clOrdID': '4cab445af1d14e98b9a1da2e2592ef83', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 221.35, 'displayQty': None, 'stopPx': 221.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-04T19:00:20.690Z', 'timestamp': '2020-03-04T19:00:20.690Z'}
2020-03-04 19:00:21 INFO: skip event 4cab445af1d14e98b9a1da2e2592ef83 New
2020-03-04 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6da63302-48fd-0bbc-3504-c0512114d3f1', 'clOrdID': '4cab445af1d14e98b9a1da2e2592ef83', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 221.35, 'displayQty': None, 'stopPx': 221.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal())}
2020-03-04 19:02:00 INFO: order time=2020-03-04 19:00:20.690000+00:00; delta from now UTC=0:01:40.201308 time_delta.total_seconds()=100.201308; time_diff_offset='3600'
2020-03-04 19:02:00 INFO: skip by time diff 2020-03-04 19:00:20.690000+00:00
2020-03-04 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 223.3, 'low': 222.1, 'close': 222.6, 'trades': 2440, 'volume': 2716204, 'vwap': 222.72, 'lastSize': 522, 'turnover': 60494218685, 'homeNotional': 23739.84259203539, 'foreignNotional': 5287247.78570893}, {'timestamp': datetime.datetime(2020, 3, 4, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 223.25, 'low': 221.45, 'close': 222.55, 'trades': 3237, 'volume': 4693007, 'vwap': 222.05, 'lastSize': 1, 'turnover': 104206986025, 'homeNotional': 40883.34069046639, 'foreignNotional': 9078059.40546947}, {'timestamp': datetime.datetime(2020, 3, 4, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.1, 'high': 223.8, 'low': 222.2, 'close': 223.25, 'trades': 3292, 'volume': 3931621, 'vwap': 223.15, 'lastSize': 900, 'turnover': 87732356230, 'homeNotional': 34312.45024528696, 'foreignNotional': 7656674.276238837}]
2020-03-04 20:00:20 INFO: prepare candles [CandleItem(low=222.1, high=223.3, open=222.55, close=222.6, color='GREEN'), CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED'), CandleItem(low=222.2, high=223.8, open=223.1, close=223.25, color='GREEN')]
2020-03-04 20:00:20 INFO: skip by colors candles=[CandleItem(low=222.1, high=223.3, open=222.55, close=222.6, color='GREEN'), CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED'), CandleItem(low=222.2, high=223.8, open=223.1, close=223.25, color='GREEN')]
2020-03-04 20:00:20 INFO: check need new order None
2020-03-04 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6da63302-48fd-0bbc-3504-c0512114d3f1', 'clOrdID': '4cab445af1d14e98b9a1da2e2592ef83', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 221.35, 'displayQty': None, 'stopPx': 221.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal())}
2020-03-04 20:02:00 INFO: order time=2020-03-04 19:00:20.690000+00:00; delta from now UTC=1:01:39.942453 time_delta.total_seconds()=3699.942453; time_diff_offset='3600'
2020-03-04 20:02:00 INFO: clear order 4cab445af1d14e98b9a1da2e2592ef83
2020-03-04 20:02:00 INFO: cancel order resp=[{'orderID': '6da63302-48fd-0bbc-3504-c0512114d3f1', 'clOrdID': '4cab445af1d14e98b9a1da2e2592ef83', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 221.35, 'displayQty': None, 'stopPx': 221.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 4, 19, 0, 20, 690000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 4, 20, 2, 0, 690000, tzinfo=tzlocal())}]
2020-03-04 20:02:01 INFO: process event {'orderID': '6da63302-48fd-0bbc-3504-c0512114d3f1', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-03-04T20:02:00.690Z', 'clOrdID': '4cab445af1d14e98b9a1da2e2592ef83', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-04 20:02:01 INFO: skip event 4cab445af1d14e98b9a1da2e2592ef83 Canceled
2020-03-04 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.6, 'high': 222.6, 'low': 221.0, 'close': 221.8, 'trades': 3130, 'volume': 4247440, 'vwap': 221.85, 'lastSize': 500, 'turnover': 94226212045, 'homeNotional': 37048.4965080978, 'foreignNotional': 8218946.449810784}, {'timestamp': datetime.datetime(2020, 3, 4, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 223.3, 'low': 222.1, 'close': 222.6, 'trades': 2440, 'volume': 2716204, 'vwap': 222.72, 'lastSize': 522, 'turnover': 60494218685, 'homeNotional': 23739.84259203539, 'foreignNotional': 5287247.78570893}, {'timestamp': datetime.datetime(2020, 3, 4, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.25, 'high': 223.25, 'low': 221.45, 'close': 222.55, 'trades': 3237, 'volume': 4693007, 'vwap': 222.05, 'lastSize': 1, 'turnover': 104206986025, 'homeNotional': 40883.34069046639, 'foreignNotional': 9078059.40546947}]
2020-03-04 21:00:21 INFO: prepare candles [CandleItem(low=221.0, high=222.6, open=222.6, close=221.8, color='RED'), CandleItem(low=222.1, high=223.3, open=222.55, close=222.6, color='GREEN'), CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED')]
2020-03-04 21:00:21 INFO: skip by colors candles=[CandleItem(low=221.0, high=222.6, open=222.6, close=221.8, color='RED'), CandleItem(low=222.1, high=223.3, open=222.55, close=222.6, color='GREEN'), CandleItem(low=221.45, high=223.25, open=223.25, close=222.55, color='RED')]
2020-03-04 21:00:21 INFO: check need new order None
2020-03-04 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.8, 'high': 223.2, 'low': 221.25, 'close': 223.0, 'trades': 3135, 'volume': 3274587, 'vwap': 222.43, 'lastSize': 1315, 'turnover': 72836176985, 'homeNotional': 28554.982980979486, 'foreignNotional': 6351465.873590058}, {'timestamp': datetime.datetime(2020, 3, 4, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.6, 'high': 222.6, 'low': 221.0, 'close': 221.8, 'trades': 3130, 'volume': 4247440, 'vwap': 221.85, 'lastSize': 500, 'turnover': 94226212045, 'homeNotional': 37048.4965080978, 'foreignNotional': 8218946.449810784}, {'timestamp': datetime.datetime(2020, 3, 4, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.55, 'high': 223.3, 'low': 222.1, 'close': 222.6, 'trades': 2440, 'volume': 2716204, 'vwap': 222.72, 'lastSize': 522, 'turnover': 60494218685, 'homeNotional': 23739.84259203539, 'foreignNotional': 5287247.78570893}]
2020-03-04 22:00:20 INFO: prepare candles [CandleItem(low=221.25, high=223.2, open=221.8, close=223.0, color='GREEN'), CandleItem(low=221.0, high=222.6, open=222.6, close=221.8, color='RED'), CandleItem(low=222.1, high=223.3, open=222.55, close=222.6, color='GREEN')]
2020-03-04 22:00:20 INFO: skip by colors candles=[CandleItem(low=221.25, high=223.2, open=221.8, close=223.0, color='GREEN'), CandleItem(low=221.0, high=222.6, open=222.6, close=221.8, color='RED'), CandleItem(low=222.1, high=223.3, open=222.55, close=222.6, color='GREEN')]
2020-03-04 22:00:20 INFO: check need new order None
2020-03-04 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 4, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 224.1, 'low': 222.9, 'close': 223.65, 'trades': 2869, 'volume': 3661834, 'vwap': 223.62, 'lastSize': 500, 'turnover': 81884434645, 'homeNotional': 32013.007946039328, 'foreignNotional': 7158624.261832584}, {'timestamp': datetime.datetime(2020, 3, 4, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.8, 'high': 223.2, 'low': 221.25, 'close': 223.0, 'trades': 3135, 'volume': 3274587, 'vwap': 222.43, 'lastSize': 1315, 'turnover': 72836176985, 'homeNotional': 28554.982980979486, 'foreignNotional': 6351465.873590058}, {'timestamp': datetime.datetime(2020, 3, 4, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 222.6, 'high': 222.6, 'low': 221.0, 'close': 221.8, 'trades': 3130, 'volume': 4247440, 'vwap': 221.85, 'lastSize': 500, 'turnover': 94226212045, 'homeNotional': 37048.4965080978, 'foreignNotional': 8218946.449810784}]
2020-03-04 23:00:20 INFO: prepare candles [CandleItem(low=222.9, high=224.1, open=223.0, close=223.65, color='GREEN'), CandleItem(low=221.25, high=223.2, open=221.8, close=223.0, color='GREEN'), CandleItem(low=221.0, high=222.6, open=222.6, close=221.8, color='RED')]
2020-03-04 23:00:20 INFO: skip by colors candles=[CandleItem(low=222.9, high=224.1, open=223.0, close=223.65, color='GREEN'), CandleItem(low=221.25, high=223.2, open=221.8, close=223.0, color='GREEN'), CandleItem(low=221.0, high=222.6, open=222.6, close=221.8, color='RED')]
2020-03-04 23:00:20 INFO: check need new order None
2020-03-05 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.65, 'high': 225.0, 'low': 223.6, 'close': 224.75, 'trades': 3815, 'volume': 4556591, 'vwap': 224.45, 'lastSize': 2317, 'turnover': 102272372625, 'homeNotional': 39916.46704362778, 'foreignNotional': 8959227.701359754}, {'timestamp': datetime.datetime(2020, 3, 4, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 224.1, 'low': 222.9, 'close': 223.65, 'trades': 2869, 'volume': 3661834, 'vwap': 223.62, 'lastSize': 500, 'turnover': 81884434645, 'homeNotional': 32013.007946039328, 'foreignNotional': 7158624.261832584}, {'timestamp': datetime.datetime(2020, 3, 4, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 221.8, 'high': 223.2, 'low': 221.25, 'close': 223.0, 'trades': 3135, 'volume': 3274587, 'vwap': 222.43, 'lastSize': 1315, 'turnover': 72836176985, 'homeNotional': 28554.982980979486, 'foreignNotional': 6351465.873590058}]
2020-03-05 00:00:20 INFO: prepare candles [CandleItem(low=223.6, high=225.0, open=223.65, close=224.75, color='GREEN'), CandleItem(low=222.9, high=224.1, open=223.0, close=223.65, color='GREEN'), CandleItem(low=221.25, high=223.2, open=221.8, close=223.0, color='GREEN')]
2020-03-05 00:00:20 INFO: skip by colors candles=[CandleItem(low=223.6, high=225.0, open=223.65, close=224.75, color='GREEN'), CandleItem(low=222.9, high=224.1, open=223.0, close=223.65, color='GREEN'), CandleItem(low=221.25, high=223.2, open=221.8, close=223.0, color='GREEN')]
2020-03-05 00:00:20 INFO: check need new order None
2020-03-05 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.75, 'high': 228.0, 'low': 224.7, 'close': 227.35, 'trades': 10154, 'volume': 15445424, 'vwap': 226.78, 'lastSize': 10000, 'turnover': 350270639850, 'homeNotional': 136141.65233166027, 'foreignNotional': 30874521.783336602}, {'timestamp': datetime.datetime(2020, 3, 5, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.65, 'high': 225.0, 'low': 223.6, 'close': 224.75, 'trades': 3815, 'volume': 4556591, 'vwap': 224.45, 'lastSize': 2317, 'turnover': 102272372625, 'homeNotional': 39916.46704362778, 'foreignNotional': 8959227.701359754}, {'timestamp': datetime.datetime(2020, 3, 4, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.0, 'high': 224.1, 'low': 222.9, 'close': 223.65, 'trades': 2869, 'volume': 3661834, 'vwap': 223.62, 'lastSize': 500, 'turnover': 81884434645, 'homeNotional': 32013.007946039328, 'foreignNotional': 7158624.261832584}]
2020-03-05 01:00:21 INFO: prepare candles [CandleItem(low=224.7, high=228.0, open=224.75, close=227.35, color='GREEN'), CandleItem(low=223.6, high=225.0, open=223.65, close=224.75, color='GREEN'), CandleItem(low=222.9, high=224.1, open=223.0, close=223.65, color='GREEN')]
2020-03-05 01:00:21 INFO: skip by colors candles=[CandleItem(low=224.7, high=228.0, open=224.75, close=227.35, color='GREEN'), CandleItem(low=223.6, high=225.0, open=223.65, close=224.75, color='GREEN'), CandleItem(low=222.9, high=224.1, open=223.0, close=223.65, color='GREEN')]
2020-03-05 01:00:21 INFO: check need new order None
2020-03-05 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 227.9, 'low': 226.0, 'close': 227.6, 'trades': 4616, 'volume': 6449708, 'vwap': 226.82, 'lastSize': 50, 'turnover': 146290000585, 'homeNotional': 57201.94284454856, 'foreignNotional': 12974366.311753796}, {'timestamp': datetime.datetime(2020, 3, 5, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.75, 'high': 228.0, 'low': 224.7, 'close': 227.35, 'trades': 10154, 'volume': 15445424, 'vwap': 226.78, 'lastSize': 10000, 'turnover': 350270639850, 'homeNotional': 136141.65233166027, 'foreignNotional': 30874521.783336602}, {'timestamp': datetime.datetime(2020, 3, 5, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 223.65, 'high': 225.0, 'low': 223.6, 'close': 224.75, 'trades': 3815, 'volume': 4556591, 'vwap': 224.45, 'lastSize': 2317, 'turnover': 102272372625, 'homeNotional': 39916.46704362778, 'foreignNotional': 8959227.701359754}]
2020-03-05 02:00:20 INFO: prepare candles [CandleItem(low=226.0, high=227.9, open=227.35, close=227.6, color='GREEN'), CandleItem(low=224.7, high=228.0, open=224.75, close=227.35, color='GREEN'), CandleItem(low=223.6, high=225.0, open=223.65, close=224.75, color='GREEN')]
2020-03-05 02:00:20 INFO: skip by colors candles=[CandleItem(low=226.0, high=227.9, open=227.35, close=227.6, color='GREEN'), CandleItem(low=224.7, high=228.0, open=224.75, close=227.35, color='GREEN'), CandleItem(low=223.6, high=225.0, open=223.65, close=224.75, color='GREEN')]
2020-03-05 02:00:20 INFO: check need new order None
2020-03-05 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.6, 'high': 228.7, 'low': 226.55, 'close': 228.0, 'trades': 4698, 'volume': 5722568, 'vwap': 227.7, 'lastSize': 900, 'turnover': 130301495360, 'homeNotional': 51019.812213694066, 'foreignNotional': 11617161.828062803}, {'timestamp': datetime.datetime(2020, 3, 5, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 227.9, 'low': 226.0, 'close': 227.6, 'trades': 4616, 'volume': 6449708, 'vwap': 226.82, 'lastSize': 50, 'turnover': 146290000585, 'homeNotional': 57201.94284454856, 'foreignNotional': 12974366.311753796}, {'timestamp': datetime.datetime(2020, 3, 5, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 224.75, 'high': 228.0, 'low': 224.7, 'close': 227.35, 'trades': 10154, 'volume': 15445424, 'vwap': 226.78, 'lastSize': 10000, 'turnover': 350270639850, 'homeNotional': 136141.65233166027, 'foreignNotional': 30874521.783336602}]
2020-03-05 03:00:21 INFO: prepare candles [CandleItem(low=226.55, high=228.7, open=227.6, close=228.0, color='GREEN'), CandleItem(low=226.0, high=227.9, open=227.35, close=227.6, color='GREEN'), CandleItem(low=224.7, high=228.0, open=224.75, close=227.35, color='GREEN')]
2020-03-05 03:00:21 INFO: skip by colors candles=[CandleItem(low=226.55, high=228.7, open=227.6, close=228.0, color='GREEN'), CandleItem(low=226.0, high=227.9, open=227.35, close=227.6, color='GREEN'), CandleItem(low=224.7, high=228.0, open=224.75, close=227.35, color='GREEN')]
2020-03-05 03:00:21 INFO: check need new order None
2020-03-05 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 229.6, 'low': 227.1, 'close': 227.3, 'trades': 6337, 'volume': 13257561, 'vwap': 228.12, 'lastSize': 4233, 'turnover': 302430692990, 'homeNotional': 118407.99422681805, 'foreignNotional': 27011269.382787477}, {'timestamp': datetime.datetime(2020, 3, 5, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.6, 'high': 228.7, 'low': 226.55, 'close': 228.0, 'trades': 4698, 'volume': 5722568, 'vwap': 227.7, 'lastSize': 900, 'turnover': 130301495360, 'homeNotional': 51019.812213694066, 'foreignNotional': 11617161.828062803}, {'timestamp': datetime.datetime(2020, 3, 5, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.35, 'high': 227.9, 'low': 226.0, 'close': 227.6, 'trades': 4616, 'volume': 6449708, 'vwap': 226.82, 'lastSize': 50, 'turnover': 146290000585, 'homeNotional': 57201.94284454856, 'foreignNotional': 12974366.311753796}]
2020-03-05 04:00:20 INFO: prepare candles [CandleItem(low=227.1, high=229.6, open=228.0, close=227.3, color='RED'), CandleItem(low=226.55, high=228.7, open=227.6, close=228.0, color='GREEN'), CandleItem(low=226.0, high=227.9, open=227.35, close=227.6, color='GREEN')]
2020-03-05 04:00:20 INFO: last_candle=CandleItem(low=227.1, high=229.6, open=228.0, close=227.3, color='RED')
2020-03-05 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.0998680158380993 last_candle.percent_size_of_body=0.2799999999999955 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-05 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0998680158380993 too big
2020-03-05 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.0998680158380993 last_candle.percent_size_of_body=0.2799999999999955 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0998680158380993 too big
2020-03-05 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.0998680158380993 last_candle.percent_size_of_body=0.2799999999999955 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-05 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0998680158380993 too big
2020-03-05 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.0998680158380993 last_candle.percent_size_of_body=0.2799999999999955 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0998680158380993 too big
2020-03-05 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.0998680158380993 last_candle.percent_size_of_body=0.2799999999999955 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-05 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0998680158380993 too big
2020-03-05 04:00:20 INFO: filter last_candle.percent_size_of_cost=1.0998680158380993 last_candle.percent_size_of_body=0.2799999999999955 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.0998680158380993 too small
2020-03-05 04:00:20 INFO: not found applicable config for candle
2020-03-05 04:00:20 INFO: check need new order None
2020-03-05 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 228.0, 'low': 227.0, 'close': 227.3, 'trades': 3248, 'volume': 4306301, 'vwap': 227.58, 'lastSize': 1471, 'turnover': 97999692410, 'homeNotional': 38311.28658149752, 'foreignNotional': 8718609.525697328}, {'timestamp': datetime.datetime(2020, 3, 5, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 229.6, 'low': 227.1, 'close': 227.3, 'trades': 6337, 'volume': 13257561, 'vwap': 228.12, 'lastSize': 4233, 'turnover': 302430692990, 'homeNotional': 118407.99422681805, 'foreignNotional': 27011269.382787477}, {'timestamp': datetime.datetime(2020, 3, 5, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.6, 'high': 228.7, 'low': 226.55, 'close': 228.0, 'trades': 4698, 'volume': 5722568, 'vwap': 227.7, 'lastSize': 900, 'turnover': 130301495360, 'homeNotional': 51019.812213694066, 'foreignNotional': 11617161.828062803}]
2020-03-05 05:00:20 INFO: skip by found empty buckets
2020-03-05 05:00:20 INFO: check need new order None
2020-03-05 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 230.0, 'low': 227.05, 'close': 229.45, 'trades': 5241, 'volume': 7284567, 'vwap': 228.43, 'lastSize': 450, 'turnover': 166395621140, 'homeNotional': 65026.36508023503, 'foreignNotional': 14853522.781067306}, {'timestamp': datetime.datetime(2020, 3, 5, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 228.0, 'low': 227.0, 'close': 227.3, 'trades': 3248, 'volume': 4306301, 'vwap': 227.58, 'lastSize': 1471, 'turnover': 97999692410, 'homeNotional': 38311.28658149752, 'foreignNotional': 8718609.525697328}, {'timestamp': datetime.datetime(2020, 3, 5, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.0, 'high': 229.6, 'low': 227.1, 'close': 227.3, 'trades': 6337, 'volume': 13257561, 'vwap': 228.12, 'lastSize': 4233, 'turnover': 302430692990, 'homeNotional': 118407.99422681805, 'foreignNotional': 27011269.382787477}]
2020-03-05 06:00:20 INFO: skip by found empty buckets
2020-03-05 06:00:20 INFO: check need new order None
2020-03-05 07:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.45, 'high': 230.4, 'low': 228.8, 'close': 229.2, 'trades': 4652, 'volume': 6299281, 'vwap': 229.65, 'lastSize': 55, 'turnover': 144658977565, 'homeNotional': 56299.280553289376, 'foreignNotional': 12928802.364638163}, {'timestamp': datetime.datetime(2020, 3, 5, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 230.0, 'low': 227.05, 'close': 229.45, 'trades': 5241, 'volume': 7284567, 'vwap': 228.43, 'lastSize': 450, 'turnover': 166395621140, 'homeNotional': 65026.36508023503, 'foreignNotional': 14853522.781067306}, {'timestamp': datetime.datetime(2020, 3, 5, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 228.0, 'low': 227.0, 'close': 227.3, 'trades': 3248, 'volume': 4306301, 'vwap': 227.58, 'lastSize': 1471, 'turnover': 97999692410, 'homeNotional': 38311.28658149752, 'foreignNotional': 8718609.525697328}]
2020-03-05 07:00:22 INFO: skip by found empty buckets
2020-03-05 07:00:22 INFO: check need new order None
2020-03-05 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.6, 'low': 227.95, 'close': 228.35, 'trades': 2806, 'volume': 3878751, 'vwap': 228.54, 'lastSize': 200, 'turnover': 88641205975, 'homeNotional': 34595.66286826142, 'foreignNotional': 7906183.001981679}, {'timestamp': datetime.datetime(2020, 3, 5, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.45, 'high': 230.4, 'low': 228.8, 'close': 229.2, 'trades': 4652, 'volume': 6299281, 'vwap': 229.65, 'lastSize': 55, 'turnover': 144658977565, 'homeNotional': 56299.280553289376, 'foreignNotional': 12928802.364638163}, {'timestamp': datetime.datetime(2020, 3, 5, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 227.3, 'high': 230.0, 'low': 227.05, 'close': 229.45, 'trades': 5241, 'volume': 7284567, 'vwap': 228.43, 'lastSize': 450, 'turnover': 166395621140, 'homeNotional': 65026.36508023503, 'foreignNotional': 14853522.781067306}]
2020-03-05 08:00:20 INFO: prepare candles [CandleItem(low=227.95, high=229.6, open=229.2, close=228.35, color='RED'), CandleItem(low=228.8, high=230.4, open=229.45, close=229.2, color='RED'), CandleItem(low=227.05, high=230.0, open=227.3, close=229.45, color='GREEN')]
2020-03-05 08:00:20 INFO: skip by colors candles=[CandleItem(low=227.95, high=229.6, open=229.2, close=228.35, color='RED'), CandleItem(low=228.8, high=230.4, open=229.45, close=229.2, color='RED'), CandleItem(low=227.05, high=230.0, open=227.3, close=229.45, color='GREEN')]
2020-03-05 08:00:20 INFO: check need new order None
2020-03-05 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.35, 'high': 229.15, 'low': 227.95, 'close': 229.15, 'trades': 2831, 'volume': 4124706, 'vwap': 228.47, 'lastSize': 5000, 'turnover': 94234497580, 'homeNotional': 36774.18507511538, 'foreignNotional': 8401566.695558872}, {'timestamp': datetime.datetime(2020, 3, 5, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.6, 'low': 227.95, 'close': 228.35, 'trades': 2806, 'volume': 3878751, 'vwap': 228.54, 'lastSize': 200, 'turnover': 88641205975, 'homeNotional': 34595.66286826142, 'foreignNotional': 7906183.001981679}, {'timestamp': datetime.datetime(2020, 3, 5, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.45, 'high': 230.4, 'low': 228.8, 'close': 229.2, 'trades': 4652, 'volume': 6299281, 'vwap': 229.65, 'lastSize': 55, 'turnover': 144658977565, 'homeNotional': 56299.280553289376, 'foreignNotional': 12928802.364638163}]
2020-03-05 09:00:20 INFO: prepare candles [CandleItem(low=227.95, high=229.15, open=228.35, close=229.15, color='GREEN'), CandleItem(low=227.95, high=229.6, open=229.2, close=228.35, color='RED'), CandleItem(low=228.8, high=230.4, open=229.45, close=229.2, color='RED')]
2020-03-05 09:00:20 INFO: last_candle=CandleItem(low=227.95, high=229.15, open=228.35, close=229.15, color='GREEN')
2020-03-05 09:00:20 INFO: filter last_candle.percent_size_of_cost=0.5236744490508475 last_candle.percent_size_of_body=0.6666666666666666 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-05 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5236744490508475 too big
2020-03-05 09:00:20 INFO: filter last_candle.percent_size_of_cost=0.5236744490508475 last_candle.percent_size_of_body=0.6666666666666666 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5236744490508475 too small
2020-03-05 09:00:20 INFO: filter last_candle.percent_size_of_cost=0.5236744490508475 last_candle.percent_size_of_body=0.6666666666666666 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-05 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5236744490508475 too small
2020-03-05 09:00:20 INFO: filter last_candle.percent_size_of_cost=0.5236744490508475 last_candle.percent_size_of_body=0.6666666666666666 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5236744490508475 too small
2020-03-05 09:00:20 INFO: filter last_candle.percent_size_of_cost=0.5236744490508475 last_candle.percent_size_of_body=0.6666666666666666 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-05 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5236744490508475 too small
2020-03-05 09:00:20 INFO: filter last_candle.percent_size_of_cost=0.5236744490508475 last_candle.percent_size_of_body=0.6666666666666666 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 09:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5236744490508475 too small
2020-03-05 09:00:20 INFO: not found applicable config for candle
2020-03-05 09:00:20 INFO: check need new order None
2020-03-05 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 232.25, 'low': 228.7, 'close': 232.05, 'trades': 9623, 'volume': 16221774, 'vwap': 231.04, 'lastSize': 82, 'turnover': 374784757265, 'homeNotional': 146476.88853911575, 'foreignNotional': 33842112.36404974}, {'timestamp': datetime.datetime(2020, 3, 5, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.35, 'high': 229.15, 'low': 227.95, 'close': 229.15, 'trades': 2831, 'volume': 4124706, 'vwap': 228.47, 'lastSize': 5000, 'turnover': 94234497580, 'homeNotional': 36774.18507511538, 'foreignNotional': 8401566.695558872}, {'timestamp': datetime.datetime(2020, 3, 5, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.2, 'high': 229.6, 'low': 227.95, 'close': 228.35, 'trades': 2806, 'volume': 3878751, 'vwap': 228.54, 'lastSize': 200, 'turnover': 88641205975, 'homeNotional': 34595.66286826142, 'foreignNotional': 7906183.001981679}]
2020-03-05 10:00:21 INFO: prepare candles [CandleItem(low=228.7, high=232.25, open=229.15, close=232.05, color='GREEN'), CandleItem(low=227.95, high=229.15, open=228.35, close=229.15, color='GREEN'), CandleItem(low=227.95, high=229.6, open=229.2, close=228.35, color='RED')]
2020-03-05 10:00:21 INFO: skip by colors candles=[CandleItem(low=228.7, high=232.25, open=229.15, close=232.05, color='GREEN'), CandleItem(low=227.95, high=229.15, open=228.35, close=229.15, color='GREEN'), CandleItem(low=227.95, high=229.6, open=229.2, close=228.35, color='RED')]
2020-03-05 10:00:21 INFO: check need new order None
2020-03-05 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.05, 'high': 232.9, 'low': 231.05, 'close': 232.8, 'trades': 5669, 'volume': 8376945, 'vwap': 232.0, 'lastSize': 100, 'turnover': 194340447500, 'homeNotional': 76072.08044109729, 'foreignNotional': 17648322.498417526}, {'timestamp': datetime.datetime(2020, 3, 5, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 232.25, 'low': 228.7, 'close': 232.05, 'trades': 9623, 'volume': 16221774, 'vwap': 231.04, 'lastSize': 82, 'turnover': 374784757265, 'homeNotional': 146476.88853911575, 'foreignNotional': 33842112.36404974}, {'timestamp': datetime.datetime(2020, 3, 5, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.35, 'high': 229.15, 'low': 227.95, 'close': 229.15, 'trades': 2831, 'volume': 4124706, 'vwap': 228.47, 'lastSize': 5000, 'turnover': 94234497580, 'homeNotional': 36774.18507511538, 'foreignNotional': 8401566.695558872}]
2020-03-05 11:00:20 INFO: prepare candles [CandleItem(low=231.05, high=232.9, open=232.05, close=232.8, color='GREEN'), CandleItem(low=228.7, high=232.25, open=229.15, close=232.05, color='GREEN'), CandleItem(low=227.95, high=229.15, open=228.35, close=229.15, color='GREEN')]
2020-03-05 11:00:20 INFO: skip by colors candles=[CandleItem(low=231.05, high=232.9, open=232.05, close=232.8, color='GREEN'), CandleItem(low=228.7, high=232.25, open=229.15, close=232.05, color='GREEN'), CandleItem(low=227.95, high=229.15, open=228.35, close=229.15, color='GREEN')]
2020-03-05 11:00:20 INFO: check need new order None
2020-03-05 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.8, 'high': 234.0, 'low': 232.35, 'close': 232.95, 'trades': 6237, 'volume': 8725672, 'vwap': 233.18, 'lastSize': 2000, 'turnover': 203457607060, 'homeNotional': 79439.01168040409, 'foreignNotional': 18522924.10111166}, {'timestamp': datetime.datetime(2020, 3, 5, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.05, 'high': 232.9, 'low': 231.05, 'close': 232.8, 'trades': 5669, 'volume': 8376945, 'vwap': 232.0, 'lastSize': 100, 'turnover': 194340447500, 'homeNotional': 76072.08044109729, 'foreignNotional': 17648322.498417526}, {'timestamp': datetime.datetime(2020, 3, 5, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 232.25, 'low': 228.7, 'close': 232.05, 'trades': 9623, 'volume': 16221774, 'vwap': 231.04, 'lastSize': 82, 'turnover': 374784757265, 'homeNotional': 146476.88853911575, 'foreignNotional': 33842112.36404974}]
2020-03-05 12:00:20 INFO: prepare candles [CandleItem(low=232.35, high=234.0, open=232.8, close=232.95, color='GREEN'), CandleItem(low=231.05, high=232.9, open=232.05, close=232.8, color='GREEN'), CandleItem(low=228.7, high=232.25, open=229.15, close=232.05, color='GREEN')]
2020-03-05 12:00:20 INFO: skip by colors candles=[CandleItem(low=232.35, high=234.0, open=232.8, close=232.95, color='GREEN'), CandleItem(low=231.05, high=232.9, open=232.05, close=232.8, color='GREEN'), CandleItem(low=228.7, high=232.25, open=229.15, close=232.05, color='GREEN')]
2020-03-05 12:00:20 INFO: check need new order None
2020-03-05 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 234.8, 'low': 232.05, 'close': 232.3, 'trades': 7535, 'volume': 10600896, 'vwap': 233.47, 'lastSize': 200, 'turnover': 247492261385, 'homeNotional': 96642.08761663735, 'foreignNotional': 22562507.705147192}, {'timestamp': datetime.datetime(2020, 3, 5, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.8, 'high': 234.0, 'low': 232.35, 'close': 232.95, 'trades': 6237, 'volume': 8725672, 'vwap': 233.18, 'lastSize': 2000, 'turnover': 203457607060, 'homeNotional': 79439.01168040409, 'foreignNotional': 18522924.10111166}, {'timestamp': datetime.datetime(2020, 3, 5, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.05, 'high': 232.9, 'low': 231.05, 'close': 232.8, 'trades': 5669, 'volume': 8376945, 'vwap': 232.0, 'lastSize': 100, 'turnover': 194340447500, 'homeNotional': 76072.08044109729, 'foreignNotional': 17648322.498417526}]
2020-03-05 13:00:21 INFO: prepare candles [CandleItem(low=232.05, high=234.8, open=232.95, close=232.3, color='RED'), CandleItem(low=232.35, high=234.0, open=232.8, close=232.95, color='GREEN'), CandleItem(low=231.05, high=232.9, open=232.05, close=232.8, color='GREEN')]
2020-03-05 13:00:21 INFO: last_candle=CandleItem(low=232.05, high=234.8, open=232.95, close=232.3, color='RED')
2020-03-05 13:00:21 INFO: filter last_candle.percent_size_of_cost=1.1838140335772707 last_candle.percent_size_of_body=0.2363636363636281 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-05 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.1838140335772707 too big
2020-03-05 13:00:21 INFO: filter last_candle.percent_size_of_cost=1.1838140335772707 last_candle.percent_size_of_body=0.2363636363636281 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.1838140335772707 too big
2020-03-05 13:00:21 INFO: filter last_candle.percent_size_of_cost=1.1838140335772707 last_candle.percent_size_of_body=0.2363636363636281 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-05 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.1838140335772707 too big
2020-03-05 13:00:21 INFO: filter last_candle.percent_size_of_cost=1.1838140335772707 last_candle.percent_size_of_body=0.2363636363636281 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.1838140335772707 too big
2020-03-05 13:00:21 INFO: filter last_candle.percent_size_of_cost=1.1838140335772707 last_candle.percent_size_of_body=0.2363636363636281 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-05 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.1838140335772707 too big
2020-03-05 13:00:21 INFO: filter last_candle.percent_size_of_cost=1.1838140335772707 last_candle.percent_size_of_body=0.2363636363636281 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 13:00:21 INFO: skip candle by last_candle.percent_size_of_cost=1.1838140335772707 too small
2020-03-05 13:00:21 INFO: not found applicable config for candle
2020-03-05 13:00:21 INFO: check need new order None
2020-03-05 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.45, 'low': 231.15, 'close': 232.3, 'trades': 4566, 'volume': 6733386, 'vwap': 231.92, 'lastSize': 4000, 'turnover': 156154828680, 'homeNotional': 61151.77738997853, 'foreignNotional': 14181804.379633274}, {'timestamp': datetime.datetime(2020, 3, 5, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 234.8, 'low': 232.05, 'close': 232.3, 'trades': 7535, 'volume': 10600896, 'vwap': 233.47, 'lastSize': 200, 'turnover': 247492261385, 'homeNotional': 96642.08761663735, 'foreignNotional': 22562507.705147192}, {'timestamp': datetime.datetime(2020, 3, 5, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.8, 'high': 234.0, 'low': 232.35, 'close': 232.95, 'trades': 6237, 'volume': 8725672, 'vwap': 233.18, 'lastSize': 2000, 'turnover': 203457607060, 'homeNotional': 79439.01168040409, 'foreignNotional': 18522924.10111166}]
2020-03-05 14:00:20 INFO: skip by found empty buckets
2020-03-05 14:00:20 INFO: check need new order None
2020-03-05 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.8, 'low': 230.25, 'close': 230.25, 'trades': 4834, 'volume': 6645424, 'vwap': 231.36, 'lastSize': 330, 'turnover': 153744277435, 'homeNotional': 60263.01056805383, 'foreignNotional': 13942166.346280636}, {'timestamp': datetime.datetime(2020, 3, 5, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.45, 'low': 231.15, 'close': 232.3, 'trades': 4566, 'volume': 6733386, 'vwap': 231.92, 'lastSize': 4000, 'turnover': 156154828680, 'homeNotional': 61151.77738997853, 'foreignNotional': 14181804.379633274}, {'timestamp': datetime.datetime(2020, 3, 5, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.95, 'high': 234.8, 'low': 232.05, 'close': 232.3, 'trades': 7535, 'volume': 10600896, 'vwap': 233.47, 'lastSize': 200, 'turnover': 247492261385, 'homeNotional': 96642.08761663735, 'foreignNotional': 22562507.705147192}]
2020-03-05 15:00:20 INFO: skip by found empty buckets
2020-03-05 15:00:20 INFO: check need new order None
2020-03-05 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 231.7, 'low': 230.2, 'close': 231.7, 'trades': 4130, 'volume': 5598453, 'vwap': 230.79, 'lastSize': 186, 'turnover': 129202454325, 'homeNotional': 50739.51118141502, 'foreignNotional': 11709827.269961866}, {'timestamp': datetime.datetime(2020, 3, 5, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.8, 'low': 230.25, 'close': 230.25, 'trades': 4834, 'volume': 6645424, 'vwap': 231.36, 'lastSize': 330, 'turnover': 153744277435, 'homeNotional': 60263.01056805383, 'foreignNotional': 13942166.346280636}, {'timestamp': datetime.datetime(2020, 3, 5, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.45, 'low': 231.15, 'close': 232.3, 'trades': 4566, 'volume': 6733386, 'vwap': 231.92, 'lastSize': 4000, 'turnover': 156154828680, 'homeNotional': 61151.77738997853, 'foreignNotional': 14181804.379633274}]
2020-03-05 16:00:20 INFO: skip by found empty buckets
2020-03-05 16:00:20 INFO: check need new order None
2020-03-05 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 233.75, 'low': 231.35, 'close': 232.85, 'trades': 6667, 'volume': 9851039, 'vwap': 232.55, 'lastSize': 39, 'turnover': 229078023995, 'homeNotional': 89642.14894684691, 'foreignNotional': 20845613.24884571}, {'timestamp': datetime.datetime(2020, 3, 5, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 231.7, 'low': 230.2, 'close': 231.7, 'trades': 4130, 'volume': 5598453, 'vwap': 230.79, 'lastSize': 186, 'turnover': 129202454325, 'homeNotional': 50739.51118141502, 'foreignNotional': 11709827.269961866}, {'timestamp': datetime.datetime(2020, 3, 5, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.3, 'high': 232.8, 'low': 230.25, 'close': 230.25, 'trades': 4834, 'volume': 6645424, 'vwap': 231.36, 'lastSize': 330, 'turnover': 153744277435, 'homeNotional': 60263.01056805383, 'foreignNotional': 13942166.346280636}]
2020-03-05 17:00:20 INFO: prepare candles [CandleItem(low=231.35, high=233.75, open=231.7, close=232.85, color='GREEN'), CandleItem(low=230.2, high=231.7, open=230.25, close=231.7, color='GREEN'), CandleItem(low=230.25, high=232.8, open=232.3, close=230.25, color='RED')]
2020-03-05 17:00:20 INFO: skip by colors candles=[CandleItem(low=231.35, high=233.75, open=231.7, close=232.85, color='GREEN'), CandleItem(low=230.2, high=231.7, open=230.25, close=231.7, color='GREEN'), CandleItem(low=230.25, high=232.8, open=232.3, close=230.25, color='RED')]
2020-03-05 17:00:20 INFO: check need new order None
2020-03-05 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.85, 'high': 233.7, 'low': 232.1, 'close': 232.6, 'trades': 3641, 'volume': 4145897, 'vwap': 232.93, 'lastSize': 1, 'turnover': 96566979405, 'homeNotional': 37767.95166970824, 'foreignNotional': 8796995.861849422}, {'timestamp': datetime.datetime(2020, 3, 5, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 233.75, 'low': 231.35, 'close': 232.85, 'trades': 6667, 'volume': 9851039, 'vwap': 232.55, 'lastSize': 39, 'turnover': 229078023995, 'homeNotional': 89642.14894684691, 'foreignNotional': 20845613.24884571}, {'timestamp': datetime.datetime(2020, 3, 5, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 230.25, 'high': 231.7, 'low': 230.2, 'close': 231.7, 'trades': 4130, 'volume': 5598453, 'vwap': 230.79, 'lastSize': 186, 'turnover': 129202454325, 'homeNotional': 50739.51118141502, 'foreignNotional': 11709827.269961866}]
2020-03-05 18:00:20 INFO: prepare candles [CandleItem(low=232.1, high=233.7, open=232.85, close=232.6, color='RED'), CandleItem(low=231.35, high=233.75, open=231.7, close=232.85, color='GREEN'), CandleItem(low=230.2, high=231.7, open=230.25, close=231.7, color='GREEN')]
2020-03-05 18:00:20 INFO: last_candle=CandleItem(low=232.1, high=233.7, open=232.85, close=232.6, color='RED')
2020-03-05 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6878761822871859 last_candle.percent_size_of_body=0.15625000000000056 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-05 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6878761822871859 too big
2020-03-05 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6878761822871859 last_candle.percent_size_of_body=0.15625000000000056 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 18:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.15625000000000056 too small
2020-03-05 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6878761822871859 last_candle.percent_size_of_body=0.15625000000000056 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-05 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6878761822871859 too small
2020-03-05 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6878761822871859 last_candle.percent_size_of_body=0.15625000000000056 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6878761822871859 too small
2020-03-05 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6878761822871859 last_candle.percent_size_of_body=0.15625000000000056 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-05 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6878761822871859 too small
2020-03-05 18:00:20 INFO: filter last_candle.percent_size_of_cost=0.6878761822871859 last_candle.percent_size_of_body=0.15625000000000056 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 18:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6878761822871859 too small
2020-03-05 18:00:20 INFO: not found applicable config for candle
2020-03-05 18:00:20 INFO: check need new order None
2020-03-05 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.6, 'high': 233.35, 'low': 231.65, 'close': 232.25, 'trades': 3689, 'volume': 5134486, 'vwap': 232.48, 'lastSize': 87, 'turnover': 119366332320, 'homeNotional': 46813.995160978986, 'foreignNotional': 10883304.737007575}, {'timestamp': datetime.datetime(2020, 3, 5, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.85, 'high': 233.7, 'low': 232.1, 'close': 232.6, 'trades': 3641, 'volume': 4145897, 'vwap': 232.93, 'lastSize': 1, 'turnover': 96566979405, 'homeNotional': 37767.95166970824, 'foreignNotional': 8796995.861849422}, {'timestamp': datetime.datetime(2020, 3, 5, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.7, 'high': 233.75, 'low': 231.35, 'close': 232.85, 'trades': 6667, 'volume': 9851039, 'vwap': 232.55, 'lastSize': 39, 'turnover': 229078023995, 'homeNotional': 89642.14894684691, 'foreignNotional': 20845613.24884571}]
2020-03-05 19:00:20 INFO: prepare candles [CandleItem(low=231.65, high=233.35, open=232.6, close=232.25, color='RED'), CandleItem(low=232.1, high=233.7, open=232.85, close=232.6, color='RED'), CandleItem(low=231.35, high=233.75, open=231.7, close=232.85, color='GREEN')]
2020-03-05 19:00:20 INFO: skip by colors candles=[CandleItem(low=231.65, high=233.35, open=232.6, close=232.25, color='RED'), CandleItem(low=232.1, high=233.7, open=232.85, close=232.6, color='RED'), CandleItem(low=231.35, high=233.75, open=231.7, close=232.85, color='GREEN')]
2020-03-05 19:00:20 INFO: check need new order None
2020-03-05 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 233.1, 'low': 231.3, 'close': 233.1, 'trades': 3086, 'volume': 4291485, 'vwap': 232.08, 'lastSize': 18, 'turnover': 99595555555, 'homeNotional': 39164.5432042031, 'foreignNotional': 9089214.994805472}, {'timestamp': datetime.datetime(2020, 3, 5, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.6, 'high': 233.35, 'low': 231.65, 'close': 232.25, 'trades': 3689, 'volume': 5134486, 'vwap': 232.48, 'lastSize': 87, 'turnover': 119366332320, 'homeNotional': 46813.995160978986, 'foreignNotional': 10883304.737007575}, {'timestamp': datetime.datetime(2020, 3, 5, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.85, 'high': 233.7, 'low': 232.1, 'close': 232.6, 'trades': 3641, 'volume': 4145897, 'vwap': 232.93, 'lastSize': 1, 'turnover': 96566979405, 'homeNotional': 37767.95166970824, 'foreignNotional': 8796995.861849422}]
2020-03-05 20:00:20 INFO: prepare candles [CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN'), CandleItem(low=231.65, high=233.35, open=232.6, close=232.25, color='RED'), CandleItem(low=232.1, high=233.7, open=232.85, close=232.6, color='RED')]
2020-03-05 20:00:20 INFO: last_candle=CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN')
2020-03-05 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.7722007722007649 last_candle.percent_size_of_body=0.47222222222222354 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-05 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7722007722007649 too big
2020-03-05 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.7722007722007649 last_candle.percent_size_of_body=0.47222222222222354 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-05 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7722007722007649 too big
2020-03-05 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.7722007722007649 last_candle.percent_size_of_body=0.47222222222222354 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-05 20:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN'), take_profit_factor=3.5, clearing_interval=7200)
2020-03-05 20:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN'), take_profit_factor=3.5, clearing_interval=7200)
2020-03-05 20:00:20 INFO: place order: start candle=CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-05 20:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=233.15 init_order_price=233.2 stop_price_offset=0.0 candle.size=1.799999999999983 stop_price=231.3 take_price=239.49999999999991
2020-03-05 20:00:20 INFO: place order: compute qty=5.0
2020-03-05 20:00:20 INFO: place order: save order to db e61e699713dd4bb489f6674963ece534; response=True
2020-03-05 20:00:21 INFO: post order to exchange resp={'orderID': '59904229-f1a3-2c15-f548-528697f79343', 'clOrdID': 'e61e699713dd4bb489f6674963ece534', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 233.2, 'displayQty': None, 'stopPx': 233.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 21, 506000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 21, 506000, tzinfo=tzlocal())}
2020-03-05 20:00:21 INFO: place new init order {'qty': 5.0, 'init_price': 233.15, 'stop_price': 231.3, 'take_price': 239.49999999999991, 'order_uid': 'e61e699713dd4bb489f6674963ece534', 'response': {'orderID': '59904229-f1a3-2c15-f548-528697f79343', 'clOrdID': 'e61e699713dd4bb489f6674963ece534', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 233.2, 'displayQty': None, 'stopPx': 233.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 21, 506000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 21, 506000, tzinfo=tzlocal())}}
2020-03-05 20:00:22 INFO: process event {'orderID': '59904229-f1a3-2c15-f548-528697f79343', 'clOrdID': 'e61e699713dd4bb489f6674963ece534', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 233.2, 'displayQty': None, 'stopPx': 233.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-05T20:00:21.506Z', 'timestamp': '2020-03-05T20:00:21.506Z'}
2020-03-05 20:00:22 INFO: skip event e61e699713dd4bb489f6674963ece534 New
2020-03-05 20:00:22 INFO: process event {'orderID': '59904229-f1a3-2c15-f548-528697f79343', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-05T20:00:21.507Z', 'clOrdID': 'e61e699713dd4bb489f6674963ece534', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-05 20:00:22 INFO: skip event e61e699713dd4bb489f6674963ece534 
2020-03-05 20:00:22 INFO: process event {'orderID': '59904229-f1a3-2c15-f548-528697f79343', 'workingIndicator': True, 'transactTime': '2020-03-05T20:00:21.507Z', 'clOrdID': 'e61e699713dd4bb489f6674963ece534', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-05T20:00:21.507Z'}
2020-03-05 20:00:22 INFO: skip event e61e699713dd4bb489f6674963ece534 
2020-03-05 20:00:22 INFO: process event {'orderID': '59904229-f1a3-2c15-f548-528697f79343', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 233.2, 'clOrdID': 'e61e699713dd4bb489f6674963ece534', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-05T20:00:21.507Z'}
2020-03-05 20:00:22 INFO: add new event={'uid': 'e61e699713dd4bb489f6674963ece534', 'status': 'Filled'}
2020-03-05 20:00:22 INFO: start process event--------------------------------------------
2020-03-05 20:00:22 INFO: fetch new order event e61e699713dd4bb489f6674963ece534
2020-03-05 20:00:22 INFO: fetch orders by event init={'stop': '231.3', 'take': '239.49999999999991', 'qty': '5.0', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '7200'} profit_pair=None
2020-03-05 20:00:22 INFO: process init order filled
2020-03-05 20:00:22 INFO: save profit orders to storage stop=46b233a1b8684926bec865d17564d955 take=a8a1788b73924b9eab4bb233d386ad2b
2020-03-05 20:00:22 INFO: place profit orders take_price=239.49999999999991, stop_price=231.3, qty=5.0, color=GREEN, ticker=ETHUSD 46b233a1b8684926bec865d17564d955 a8a1788b73924b9eab4bb233d386ad2b
2020-03-05 20:00:22 INFO: place stop order ETHUSD: qty=-5.0, stop_price=231.3, stop_uid=46b233a1b8684926bec865d17564d955
2020-03-05 20:00:22 INFO: exchange resp for stop order={'orderID': '6c696ab4-0399-42e8-e4bf-d7c8467933d3', 'clOrdID': '46b233a1b8684926bec865d17564d955', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 231.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 22, 597000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 22, 597000, tzinfo=tzlocal())}
2020-03-05 20:00:22 INFO: place limit order ETHUSD: qty=-5.0, price=239.49999999999991, take_uid=a8a1788b73924b9eab4bb233d386ad2b
2020-03-05 20:00:22 INFO: exchange resp for take profit order={'orderID': '64687596-f32d-74fc-9cea-73205e05948d', 'clOrdID': 'a8a1788b73924b9eab4bb233d386ad2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 22, 662000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 22, 662000, tzinfo=tzlocal())}
2020-03-05 20:00:22 INFO: place profit orders={'stop': {'response': {'orderID': '6c696ab4-0399-42e8-e4bf-d7c8467933d3', 'clOrdID': '46b233a1b8684926bec865d17564d955', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 231.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 22, 597000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 22, 597000, tzinfo=tzlocal())}, 'qty': -5.0, 'uid': '46b233a1b8684926bec865d17564d955', 'price': 231.3}, 'take': {'response': {'orderID': '64687596-f32d-74fc-9cea-73205e05948d', 'clOrdID': 'a8a1788b73924b9eab4bb233d386ad2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 22, 662000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 22, 662000, tzinfo=tzlocal())}, 'qty': -5.0, 'uid': 'a8a1788b73924b9eab4bb233d386ad2b', 'price': 239.49999999999991}}
2020-03-05 20:00:22 INFO: rm init order from db e61e699713dd4bb489f6674963ece534
2020-03-05 20:00:22 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-05 20:00:22 INFO: process event {'orderID': '6c696ab4-0399-42e8-e4bf-d7c8467933d3', 'clOrdID': '46b233a1b8684926bec865d17564d955', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 231.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-05T20:00:22.597Z', 'timestamp': '2020-03-05T20:00:22.597Z'}
2020-03-05 20:00:22 INFO: skip event 46b233a1b8684926bec865d17564d955 New
2020-03-05 20:00:22 INFO: process event {'orderID': '64687596-f32d-74fc-9cea-73205e05948d', 'clOrdID': 'a8a1788b73924b9eab4bb233d386ad2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-05T20:00:22.662Z', 'timestamp': '2020-03-05T20:00:22.662Z'}
2020-03-05 20:00:22 INFO: skip event a8a1788b73924b9eab4bb233d386ad2b New
2020-03-05 20:00:22 INFO: process event {'orderID': '64687596-f32d-74fc-9cea-73205e05948d', 'workingIndicator': True, 'clOrdID': 'a8a1788b73924b9eab4bb233d386ad2b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-05T20:00:22.662Z'}
2020-03-05 20:00:22 INFO: skip event a8a1788b73924b9eab4bb233d386ad2b 
2020-03-05 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '6c696ab4-0399-42e8-e4bf-d7c8467933d3', 'clOrdID': '46b233a1b8684926bec865d17564d955', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 231.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 22, 597000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 22, 597000, tzinfo=tzlocal())}
2020-03-05 20:02:00 INFO: skip by not found init order into storage
2020-03-05 20:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '64687596-f32d-74fc-9cea-73205e05948d', 'clOrdID': 'a8a1788b73924b9eab4bb233d386ad2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 22, 662000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 0, 22, 662000, tzinfo=tzlocal())}
2020-03-05 20:02:00 INFO: skip by not found init order into storage
2020-03-05 20:35:51 INFO: process event {'orderID': '6c696ab4-0399-42e8-e4bf-d7c8467933d3', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-05T20:35:51.188Z', 'clOrdID': '46b233a1b8684926bec865d17564d955', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-05 20:35:51 INFO: skip event 46b233a1b8684926bec865d17564d955 
2020-03-05 20:35:51 INFO: process event {'orderID': '6c696ab4-0399-42e8-e4bf-d7c8467933d3', 'price': 231.3, 'workingIndicator': True, 'transactTime': '2020-03-05T20:35:51.188Z', 'clOrdID': '46b233a1b8684926bec865d17564d955', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-05T20:35:51.188Z'}
2020-03-05 20:35:51 INFO: skip event 46b233a1b8684926bec865d17564d955 
2020-03-05 20:35:51 INFO: process event {'orderID': '6c696ab4-0399-42e8-e4bf-d7c8467933d3', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 231.3, 'clOrdID': '46b233a1b8684926bec865d17564d955', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-05T20:35:51.188Z'}
2020-03-05 20:35:51 INFO: add new event={'uid': '46b233a1b8684926bec865d17564d955', 'status': 'Filled'}
2020-03-05 20:35:52 INFO: start process event--------------------------------------------
2020-03-05 20:35:52 INFO: fetch new order event 46b233a1b8684926bec865d17564d955
2020-03-05 20:35:52 INFO: fetch orders by event init=None profit_pair=a8a1788b73924b9eab4bb233d386ad2b
2020-03-05 20:35:52 INFO: process profit order filled
2020-03-05 20:35:52 INFO: process event {'orderID': '64687596-f32d-74fc-9cea-73205e05948d', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-05T20:35:52.435Z', 'clOrdID': 'a8a1788b73924b9eab4bb233d386ad2b', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-05 20:35:52 INFO: skip event a8a1788b73924b9eab4bb233d386ad2b Canceled
2020-03-05 20:35:52 INFO: cancel order=a8a1788b73924b9eab4bb233d386ad2b [{'orderID': '64687596-f32d-74fc-9cea-73205e05948d', 'clOrdID': 'a8a1788b73924b9eab4bb233d386ad2b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 5, 20, 0, 22, 662000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 5, 20, 35, 52, 435000, tzinfo=tzlocal())}]
2020-03-05 20:35:52 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-05 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.25, 'low': 230.65, 'close': 231.8, 'trades': 4937, 'volume': 7301300, 'vwap': 231.69, 'lastSize': 2216, 'turnover': 169159756380, 'homeNotional': 66566.64882409576, 'foreignNotional': 15422589.059016638}, {'timestamp': datetime.datetime(2020, 3, 5, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 233.1, 'low': 231.3, 'close': 233.1, 'trades': 3086, 'volume': 4291485, 'vwap': 232.08, 'lastSize': 18, 'turnover': 99595555555, 'homeNotional': 39164.5432042031, 'foreignNotional': 9089214.994805472}, {'timestamp': datetime.datetime(2020, 3, 5, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.6, 'high': 233.35, 'low': 231.65, 'close': 232.25, 'trades': 3689, 'volume': 5134486, 'vwap': 232.48, 'lastSize': 87, 'turnover': 119366332320, 'homeNotional': 46813.995160978986, 'foreignNotional': 10883304.737007575}]
2020-03-05 21:00:20 INFO: prepare candles [CandleItem(low=230.65, high=233.25, open=233.1, close=231.8, color='RED'), CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN'), CandleItem(low=231.65, high=233.35, open=232.6, close=232.25, color='RED')]
2020-03-05 21:00:20 INFO: skip by colors candles=[CandleItem(low=230.65, high=233.25, open=233.1, close=231.8, color='RED'), CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN'), CandleItem(low=231.65, high=233.35, open=232.6, close=232.25, color='RED')]
2020-03-05 21:00:20 INFO: check need new order None
2020-03-05 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.2, 'low': 231.2, 'close': 231.5, 'trades': 2273, 'volume': 2857089, 'vwap': 231.76, 'lastSize': 5, 'turnover': 66214003200, 'homeNotional': 26083.359189836876, 'foreignNotional': 6044910.350219755}, {'timestamp': datetime.datetime(2020, 3, 5, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.25, 'low': 230.65, 'close': 231.8, 'trades': 4937, 'volume': 7301300, 'vwap': 231.69, 'lastSize': 2216, 'turnover': 169159756380, 'homeNotional': 66566.64882409576, 'foreignNotional': 15422589.059016638}, {'timestamp': datetime.datetime(2020, 3, 5, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 232.25, 'high': 233.1, 'low': 231.3, 'close': 233.1, 'trades': 3086, 'volume': 4291485, 'vwap': 232.08, 'lastSize': 18, 'turnover': 99595555555, 'homeNotional': 39164.5432042031, 'foreignNotional': 9089214.994805472}]
2020-03-05 22:00:20 INFO: prepare candles [CandleItem(low=231.2, high=232.2, open=231.8, close=231.5, color='RED'), CandleItem(low=230.65, high=233.25, open=233.1, close=231.8, color='RED'), CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN')]
2020-03-05 22:00:20 INFO: skip by colors candles=[CandleItem(low=231.2, high=232.2, open=231.8, close=231.5, color='RED'), CandleItem(low=230.65, high=233.25, open=233.1, close=231.8, color='RED'), CandleItem(low=231.3, high=233.1, open=232.25, close=233.1, color='GREEN')]
2020-03-05 22:00:20 INFO: check need new order None
2020-03-05 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 5, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.5, 'high': 231.5, 'low': 229.15, 'close': 229.15, 'trades': 5664, 'volume': 7542973, 'vwap': 230.17, 'lastSize': 1000, 'turnover': 173615007370, 'homeNotional': 68666.02604984798, 'foreignNotional': 15804753.171162063}, {'timestamp': datetime.datetime(2020, 3, 5, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.2, 'low': 231.2, 'close': 231.5, 'trades': 2273, 'volume': 2857089, 'vwap': 231.76, 'lastSize': 5, 'turnover': 66214003200, 'homeNotional': 26083.359189836876, 'foreignNotional': 6044910.350219755}, {'timestamp': datetime.datetime(2020, 3, 5, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.1, 'high': 233.25, 'low': 230.65, 'close': 231.8, 'trades': 4937, 'volume': 7301300, 'vwap': 231.69, 'lastSize': 2216, 'turnover': 169159756380, 'homeNotional': 66566.64882409576, 'foreignNotional': 15422589.059016638}]
2020-03-05 23:00:20 INFO: prepare candles [CandleItem(low=229.15, high=231.5, open=231.5, close=229.15, color='RED'), CandleItem(low=231.2, high=232.2, open=231.8, close=231.5, color='RED'), CandleItem(low=230.65, high=233.25, open=233.1, close=231.8, color='RED')]
2020-03-05 23:00:20 INFO: skip by colors candles=[CandleItem(low=229.15, high=231.5, open=231.5, close=229.15, color='RED'), CandleItem(low=231.2, high=232.2, open=231.8, close=231.5, color='RED'), CandleItem(low=230.65, high=233.25, open=233.1, close=231.8, color='RED')]
2020-03-05 23:00:20 INFO: check need new order None
2020-03-06 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.3, 'low': 226.55, 'close': 228.6, 'trades': 12405, 'volume': 21396073, 'vwap': 227.9, 'lastSize': 246, 'turnover': 487596004565, 'homeNotional': 194005.04979272105, 'foreignNotional': 44211925.164357364}, {'timestamp': datetime.datetime(2020, 3, 5, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.5, 'high': 231.5, 'low': 229.15, 'close': 229.15, 'trades': 5664, 'volume': 7542973, 'vwap': 230.17, 'lastSize': 1000, 'turnover': 173615007370, 'homeNotional': 68666.02604984798, 'foreignNotional': 15804753.171162063}, {'timestamp': datetime.datetime(2020, 3, 5, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.8, 'high': 232.2, 'low': 231.2, 'close': 231.5, 'trades': 2273, 'volume': 2857089, 'vwap': 231.76, 'lastSize': 5, 'turnover': 66214003200, 'homeNotional': 26083.359189836876, 'foreignNotional': 6044910.350219755}]
2020-03-06 00:00:20 INFO: prepare candles [CandleItem(low=226.55, high=229.3, open=229.15, close=228.6, color='RED'), CandleItem(low=229.15, high=231.5, open=231.5, close=229.15, color='RED'), CandleItem(low=231.2, high=232.2, open=231.8, close=231.5, color='RED')]
2020-03-06 00:00:20 INFO: skip by colors candles=[CandleItem(low=226.55, high=229.3, open=229.15, close=228.6, color='RED'), CandleItem(low=229.15, high=231.5, open=231.5, close=229.15, color='RED'), CandleItem(low=231.2, high=232.2, open=231.8, close=231.5, color='RED')]
2020-03-06 00:00:20 INFO: check need new order None
2020-03-06 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.6, 'high': 229.85, 'low': 227.8, 'close': 228.25, 'trades': 6217, 'volume': 9208265, 'vwap': 228.9, 'lastSize': 584, 'turnover': 210771023120, 'homeNotional': 83407.91258042061, 'foreignNotional': 19091556.416606903}, {'timestamp': datetime.datetime(2020, 3, 6, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.3, 'low': 226.55, 'close': 228.6, 'trades': 12405, 'volume': 21396073, 'vwap': 227.9, 'lastSize': 246, 'turnover': 487596004565, 'homeNotional': 194005.04979272105, 'foreignNotional': 44211925.164357364}, {'timestamp': datetime.datetime(2020, 3, 5, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 231.5, 'high': 231.5, 'low': 229.15, 'close': 229.15, 'trades': 5664, 'volume': 7542973, 'vwap': 230.17, 'lastSize': 1000, 'turnover': 173615007370, 'homeNotional': 68666.02604984798, 'foreignNotional': 15804753.171162063}]
2020-03-06 01:00:20 INFO: prepare candles [CandleItem(low=227.8, high=229.85, open=228.6, close=228.25, color='RED'), CandleItem(low=226.55, high=229.3, open=229.15, close=228.6, color='RED'), CandleItem(low=229.15, high=231.5, open=231.5, close=229.15, color='RED')]
2020-03-06 01:00:20 INFO: skip by colors candles=[CandleItem(low=227.8, high=229.85, open=228.6, close=228.25, color='RED'), CandleItem(low=226.55, high=229.3, open=229.15, close=228.6, color='RED'), CandleItem(low=229.15, high=231.5, open=231.5, close=229.15, color='RED')]
2020-03-06 01:00:20 INFO: check need new order None
2020-03-06 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 230.1, 'low': 227.75, 'close': 229.1, 'trades': 4093, 'volume': 6026408, 'vwap': 229.08, 'lastSize': 5, 'turnover': 138049452140, 'homeNotional': 54395.79380425858, 'foreignNotional': 12460714.42970985}, {'timestamp': datetime.datetime(2020, 3, 6, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.6, 'high': 229.85, 'low': 227.8, 'close': 228.25, 'trades': 6217, 'volume': 9208265, 'vwap': 228.9, 'lastSize': 584, 'turnover': 210771023120, 'homeNotional': 83407.91258042061, 'foreignNotional': 19091556.416606903}, {'timestamp': datetime.datetime(2020, 3, 6, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.15, 'high': 229.3, 'low': 226.55, 'close': 228.6, 'trades': 12405, 'volume': 21396073, 'vwap': 227.9, 'lastSize': 246, 'turnover': 487596004565, 'homeNotional': 194005.04979272105, 'foreignNotional': 44211925.164357364}]
2020-03-06 02:00:20 INFO: prepare candles [CandleItem(low=227.75, high=230.1, open=228.25, close=229.1, color='GREEN'), CandleItem(low=227.8, high=229.85, open=228.6, close=228.25, color='RED'), CandleItem(low=226.55, high=229.3, open=229.15, close=228.6, color='RED')]
2020-03-06 02:00:20 INFO: last_candle=CandleItem(low=227.75, high=230.1, open=228.25, close=229.1, color='GREEN')
2020-03-06 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.025752946311652 last_candle.percent_size_of_body=0.36170212765957294 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.025752946311652 too big
2020-03-06 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.025752946311652 last_candle.percent_size_of_body=0.36170212765957294 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.025752946311652 too big
2020-03-06 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.025752946311652 last_candle.percent_size_of_body=0.36170212765957294 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.025752946311652 too big
2020-03-06 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.025752946311652 last_candle.percent_size_of_body=0.36170212765957294 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.025752946311652 too big
2020-03-06 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.025752946311652 last_candle.percent_size_of_body=0.36170212765957294 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-06 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.025752946311652 too big
2020-03-06 02:00:20 INFO: filter last_candle.percent_size_of_cost=1.025752946311652 last_candle.percent_size_of_body=0.36170212765957294 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 02:00:20 INFO: skip candle by last_candle.percent_size_of_cost=1.025752946311652 too small
2020-03-06 02:00:20 INFO: not found applicable config for candle
2020-03-06 02:00:20 INFO: check need new order None
2020-03-06 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.1, 'high': 230.8, 'low': 229.0, 'close': 229.9, 'trades': 3311, 'volume': 4403136, 'vwap': 230.09, 'lastSize': 228, 'turnover': 101308943860, 'homeNotional': 39909.92029395925, 'foreignNotional': 9182650.846097976}, {'timestamp': datetime.datetime(2020, 3, 6, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 230.1, 'low': 227.75, 'close': 229.1, 'trades': 4093, 'volume': 6026408, 'vwap': 229.08, 'lastSize': 5, 'turnover': 138049452140, 'homeNotional': 54395.79380425858, 'foreignNotional': 12460714.42970985}, {'timestamp': datetime.datetime(2020, 3, 6, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.6, 'high': 229.85, 'low': 227.8, 'close': 228.25, 'trades': 6217, 'volume': 9208265, 'vwap': 228.9, 'lastSize': 584, 'turnover': 210771023120, 'homeNotional': 83407.91258042061, 'foreignNotional': 19091556.416606903}]
2020-03-06 03:00:20 INFO: prepare candles [CandleItem(low=229.0, high=230.8, open=229.1, close=229.9, color='GREEN'), CandleItem(low=227.75, high=230.1, open=228.25, close=229.1, color='GREEN'), CandleItem(low=227.8, high=229.85, open=228.6, close=228.25, color='RED')]
2020-03-06 03:00:20 INFO: skip by colors candles=[CandleItem(low=229.0, high=230.8, open=229.1, close=229.9, color='GREEN'), CandleItem(low=227.75, high=230.1, open=228.25, close=229.1, color='GREEN'), CandleItem(low=227.8, high=229.85, open=228.6, close=228.25, color='RED')]
2020-03-06 03:00:20 INFO: check need new order None
2020-03-06 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.5, 'low': 229.35, 'close': 229.35, 'trades': 2099, 'volume': 2158273, 'vwap': 229.87, 'lastSize': 24, 'turnover': 49611097795, 'homeNotional': 19557.073992478316, 'foreignNotional': 4495488.027325952}, {'timestamp': datetime.datetime(2020, 3, 6, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.1, 'high': 230.8, 'low': 229.0, 'close': 229.9, 'trades': 3311, 'volume': 4403136, 'vwap': 230.09, 'lastSize': 228, 'turnover': 101308943860, 'homeNotional': 39909.92029395925, 'foreignNotional': 9182650.846097976}, {'timestamp': datetime.datetime(2020, 3, 6, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 228.25, 'high': 230.1, 'low': 227.75, 'close': 229.1, 'trades': 4093, 'volume': 6026408, 'vwap': 229.08, 'lastSize': 5, 'turnover': 138049452140, 'homeNotional': 54395.79380425858, 'foreignNotional': 12460714.42970985}]
2020-03-06 04:00:20 INFO: prepare candles [CandleItem(low=229.35, high=230.5, open=229.9, close=229.35, color='RED'), CandleItem(low=229.0, high=230.8, open=229.1, close=229.9, color='GREEN'), CandleItem(low=227.75, high=230.1, open=228.25, close=229.1, color='GREEN')]
2020-03-06 04:00:20 INFO: last_candle=CandleItem(low=229.35, high=230.5, open=229.9, close=229.35, color='RED')
2020-03-06 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.5014170481796406 last_candle.percent_size_of_body=0.4782608695652249 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5014170481796406 too big
2020-03-06 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.5014170481796406 last_candle.percent_size_of_body=0.4782608695652249 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5014170481796406 too small
2020-03-06 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.5014170481796406 last_candle.percent_size_of_body=0.4782608695652249 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5014170481796406 too small
2020-03-06 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.5014170481796406 last_candle.percent_size_of_body=0.4782608695652249 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5014170481796406 too small
2020-03-06 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.5014170481796406 last_candle.percent_size_of_body=0.4782608695652249 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-06 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5014170481796406 too small
2020-03-06 04:00:20 INFO: filter last_candle.percent_size_of_cost=0.5014170481796406 last_candle.percent_size_of_body=0.4782608695652249 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 04:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5014170481796406 too small
2020-03-06 04:00:20 INFO: not found applicable config for candle
2020-03-06 04:00:20 INFO: check need new order None
2020-03-06 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.9, 'low': 229.0, 'close': 229.25, 'trades': 2373, 'volume': 3675471, 'vwap': 229.38, 'lastSize': 100, 'turnover': 84305988080, 'homeNotional': 33264.98724456223, 'foreignNotional': 7630148.23437713}, {'timestamp': datetime.datetime(2020, 3, 6, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.5, 'low': 229.35, 'close': 229.35, 'trades': 2099, 'volume': 2158273, 'vwap': 229.87, 'lastSize': 24, 'turnover': 49611097795, 'homeNotional': 19557.073992478316, 'foreignNotional': 4495488.027325952}, {'timestamp': datetime.datetime(2020, 3, 6, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.1, 'high': 230.8, 'low': 229.0, 'close': 229.9, 'trades': 3311, 'volume': 4403136, 'vwap': 230.09, 'lastSize': 228, 'turnover': 101308943860, 'homeNotional': 39909.92029395925, 'foreignNotional': 9182650.846097976}]
2020-03-06 05:00:20 INFO: prepare candles [CandleItem(low=229.0, high=229.9, open=229.35, close=229.25, color='RED'), CandleItem(low=229.35, high=230.5, open=229.9, close=229.35, color='RED'), CandleItem(low=229.0, high=230.8, open=229.1, close=229.9, color='GREEN')]
2020-03-06 05:00:20 INFO: skip by colors candles=[CandleItem(low=229.0, high=229.9, open=229.35, close=229.25, color='RED'), CandleItem(low=229.35, high=230.5, open=229.9, close=229.35, color='RED'), CandleItem(low=229.0, high=230.8, open=229.1, close=229.9, color='GREEN')]
2020-03-06 05:00:20 INFO: check need new order None
2020-03-06 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 235.4, 'low': 229.2, 'close': 233.85, 'trades': 13308, 'volume': 24298872, 'vwap': 233.23, 'lastSize': 500, 'turnover': 566708808475, 'homeNotional': 221154.5737067013, 'foreignNotional': 51579163.463092595}, {'timestamp': datetime.datetime(2020, 3, 6, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.9, 'low': 229.0, 'close': 229.25, 'trades': 2373, 'volume': 3675471, 'vwap': 229.38, 'lastSize': 100, 'turnover': 84305988080, 'homeNotional': 33264.98724456223, 'foreignNotional': 7630148.23437713}, {'timestamp': datetime.datetime(2020, 3, 6, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.9, 'high': 230.5, 'low': 229.35, 'close': 229.35, 'trades': 2099, 'volume': 2158273, 'vwap': 229.87, 'lastSize': 24, 'turnover': 49611097795, 'homeNotional': 19557.073992478316, 'foreignNotional': 4495488.027325952}]
2020-03-06 06:00:20 INFO: prepare candles [CandleItem(low=229.2, high=235.4, open=229.25, close=233.85, color='GREEN'), CandleItem(low=229.0, high=229.9, open=229.35, close=229.25, color='RED'), CandleItem(low=229.35, high=230.5, open=229.9, close=229.35, color='RED')]
2020-03-06 06:00:20 INFO: last_candle=CandleItem(low=229.2, high=235.4, open=229.25, close=233.85, color='GREEN')
2020-03-06 06:00:20 INFO: filter last_candle.percent_size_of_cost=2.651272183023313 last_candle.percent_size_of_body=0.7419354838709648 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.651272183023313 too big
2020-03-06 06:00:20 INFO: filter last_candle.percent_size_of_cost=2.651272183023313 last_candle.percent_size_of_body=0.7419354838709648 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.651272183023313 too big
2020-03-06 06:00:20 INFO: filter last_candle.percent_size_of_cost=2.651272183023313 last_candle.percent_size_of_body=0.7419354838709648 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.651272183023313 too big
2020-03-06 06:00:20 INFO: filter last_candle.percent_size_of_cost=2.651272183023313 last_candle.percent_size_of_body=0.7419354838709648 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.651272183023313 too big
2020-03-06 06:00:20 INFO: filter last_candle.percent_size_of_cost=2.651272183023313 last_candle.percent_size_of_body=0.7419354838709648 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-06 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.651272183023313 too big
2020-03-06 06:00:20 INFO: filter last_candle.percent_size_of_cost=2.651272183023313 last_candle.percent_size_of_body=0.7419354838709648 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 06:00:20 INFO: skip candle by last_candle.percent_size_of_cost=2.651272183023313 too big
2020-03-06 06:00:20 INFO: not found applicable config for candle
2020-03-06 06:00:20 INFO: check need new order None
2020-03-06 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.85, 'high': 236.6, 'low': 233.85, 'close': 235.5, 'trades': 7741, 'volume': 15505003, 'vwap': 235.62, 'lastSize': 600, 'turnover': 365323364860, 'homeNotional': 141368.75451800806, 'foreignNotional': 33308817.43652148}, {'timestamp': datetime.datetime(2020, 3, 6, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 235.4, 'low': 229.2, 'close': 233.85, 'trades': 13308, 'volume': 24298872, 'vwap': 233.23, 'lastSize': 500, 'turnover': 566708808475, 'homeNotional': 221154.5737067013, 'foreignNotional': 51579163.463092595}, {'timestamp': datetime.datetime(2020, 3, 6, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.35, 'high': 229.9, 'low': 229.0, 'close': 229.25, 'trades': 2373, 'volume': 3675471, 'vwap': 229.38, 'lastSize': 100, 'turnover': 84305988080, 'homeNotional': 33264.98724456223, 'foreignNotional': 7630148.23437713}]
2020-03-06 07:00:20 INFO: prepare candles [CandleItem(low=233.85, high=236.6, open=233.85, close=235.5, color='GREEN'), CandleItem(low=229.2, high=235.4, open=229.25, close=233.85, color='GREEN'), CandleItem(low=229.0, high=229.9, open=229.35, close=229.25, color='RED')]
2020-03-06 07:00:20 INFO: skip by colors candles=[CandleItem(low=233.85, high=236.6, open=233.85, close=235.5, color='GREEN'), CandleItem(low=229.2, high=235.4, open=229.25, close=233.85, color='GREEN'), CandleItem(low=229.0, high=229.9, open=229.35, close=229.25, color='RED')]
2020-03-06 07:00:20 INFO: check need new order None
2020-03-06 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.5, 'high': 237.8, 'low': 235.5, 'close': 235.9, 'trades': 6867, 'volume': 13202621, 'vwap': 236.5, 'lastSize': 100, 'turnover': 312234509415, 'homeNotional': 120459.64889826065, 'foreignNotional': 28488090.18110075}, {'timestamp': datetime.datetime(2020, 3, 6, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.85, 'high': 236.6, 'low': 233.85, 'close': 235.5, 'trades': 7741, 'volume': 15505003, 'vwap': 235.62, 'lastSize': 600, 'turnover': 365323364860, 'homeNotional': 141368.75451800806, 'foreignNotional': 33308817.43652148}, {'timestamp': datetime.datetime(2020, 3, 6, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 229.25, 'high': 235.4, 'low': 229.2, 'close': 233.85, 'trades': 13308, 'volume': 24298872, 'vwap': 233.23, 'lastSize': 500, 'turnover': 566708808475, 'homeNotional': 221154.5737067013, 'foreignNotional': 51579163.463092595}]
2020-03-06 08:00:20 INFO: prepare candles [CandleItem(low=235.5, high=237.8, open=235.5, close=235.9, color='GREEN'), CandleItem(low=233.85, high=236.6, open=233.85, close=235.5, color='GREEN'), CandleItem(low=229.2, high=235.4, open=229.25, close=233.85, color='GREEN')]
2020-03-06 08:00:20 INFO: skip by colors candles=[CandleItem(low=235.5, high=237.8, open=235.5, close=235.9, color='GREEN'), CandleItem(low=233.85, high=236.6, open=233.85, close=235.5, color='GREEN'), CandleItem(low=229.2, high=235.4, open=229.25, close=233.85, color='GREEN')]
2020-03-06 08:00:20 INFO: check need new order None
2020-03-06 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 237.0, 'low': 234.8, 'close': 236.95, 'trades': 5172, 'volume': 8718437, 'vwap': 235.77, 'lastSize': 1000, 'turnover': 205547823230, 'homeNotional': 79407.77156132556, 'foreignNotional': 18721399.464979358}, {'timestamp': datetime.datetime(2020, 3, 6, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.5, 'high': 237.8, 'low': 235.5, 'close': 235.9, 'trades': 6867, 'volume': 13202621, 'vwap': 236.5, 'lastSize': 100, 'turnover': 312234509415, 'homeNotional': 120459.64889826065, 'foreignNotional': 28488090.18110075}, {'timestamp': datetime.datetime(2020, 3, 6, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 233.85, 'high': 236.6, 'low': 233.85, 'close': 235.5, 'trades': 7741, 'volume': 15505003, 'vwap': 235.62, 'lastSize': 600, 'turnover': 365323364860, 'homeNotional': 141368.75451800806, 'foreignNotional': 33308817.43652148}]
2020-03-06 09:00:20 INFO: prepare candles [CandleItem(low=234.8, high=237.0, open=235.9, close=236.95, color='GREEN'), CandleItem(low=235.5, high=237.8, open=235.5, close=235.9, color='GREEN'), CandleItem(low=233.85, high=236.6, open=233.85, close=235.5, color='GREEN')]
2020-03-06 09:00:20 INFO: skip by colors candles=[CandleItem(low=234.8, high=237.0, open=235.9, close=236.95, color='GREEN'), CandleItem(low=235.5, high=237.8, open=235.5, close=235.9, color='GREEN'), CandleItem(low=233.85, high=236.6, open=233.85, close=235.5, color='GREEN')]
2020-03-06 09:00:20 INFO: check need new order None
2020-03-06 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 237.55, 'low': 236.2, 'close': 236.6, 'trades': 4956, 'volume': 7453154, 'vwap': 236.94, 'lastSize': 20000, 'turnover': 176589819180, 'homeNotional': 68044.2902432275, 'foreignNotional': 16121943.507296147}, {'timestamp': datetime.datetime(2020, 3, 6, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 237.0, 'low': 234.8, 'close': 236.95, 'trades': 5172, 'volume': 8718437, 'vwap': 235.77, 'lastSize': 1000, 'turnover': 205547823230, 'homeNotional': 79407.77156132556, 'foreignNotional': 18721399.464979358}, {'timestamp': datetime.datetime(2020, 3, 6, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.5, 'high': 237.8, 'low': 235.5, 'close': 235.9, 'trades': 6867, 'volume': 13202621, 'vwap': 236.5, 'lastSize': 100, 'turnover': 312234509415, 'homeNotional': 120459.64889826065, 'foreignNotional': 28488090.18110075}]
2020-03-06 10:00:20 INFO: prepare candles [CandleItem(low=236.2, high=237.55, open=236.95, close=236.6, color='RED'), CandleItem(low=234.8, high=237.0, open=235.9, close=236.95, color='GREEN'), CandleItem(low=235.5, high=237.8, open=235.5, close=235.9, color='GREEN')]
2020-03-06 10:00:20 INFO: last_candle=CandleItem(low=236.2, high=237.55, open=236.95, close=236.6, color='RED')
2020-03-06 10:00:20 INFO: filter last_candle.percent_size_of_cost=0.5705832628909648 last_candle.percent_size_of_body=0.2592592592592507 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5705832628909648 too big
2020-03-06 10:00:20 INFO: filter last_candle.percent_size_of_cost=0.5705832628909648 last_candle.percent_size_of_body=0.2592592592592507 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5705832628909648 too small
2020-03-06 10:00:20 INFO: filter last_candle.percent_size_of_cost=0.5705832628909648 last_candle.percent_size_of_body=0.2592592592592507 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5705832628909648 too small
2020-03-06 10:00:20 INFO: filter last_candle.percent_size_of_cost=0.5705832628909648 last_candle.percent_size_of_body=0.2592592592592507 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5705832628909648 too small
2020-03-06 10:00:20 INFO: filter last_candle.percent_size_of_cost=0.5705832628909648 last_candle.percent_size_of_body=0.2592592592592507 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-06 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5705832628909648 too small
2020-03-06 10:00:20 INFO: filter last_candle.percent_size_of_cost=0.5705832628909648 last_candle.percent_size_of_body=0.2592592592592507 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 10:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5705832628909648 too small
2020-03-06 10:00:20 INFO: not found applicable config for candle
2020-03-06 10:00:20 INFO: check need new order None
2020-03-06 10:32:52 WARNING: handle interrupt sig 2 False
2020-03-06 10:32:52 INFO: Websocket Closed
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-06 10:32:56 INFO: start trader process
2020-03-06 10:32:56 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-06 10:32:56 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-06 10:32:56 INFO: Authenticating with API Key.
2020-03-06 10:32:57 INFO: Connected to WS.
2020-03-06 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 238.85, 'low': 236.15, 'close': 238.45, 'trades': 5521, 'volume': 8551416, 'vwap': 237.34, 'lastSize': 1000, 'turnover': 202958361160, 'homeNotional': 78137.29205388496, 'foreignNotional': 18545128.27636343}, {'timestamp': datetime.datetime(2020, 3, 6, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 237.55, 'low': 236.2, 'close': 236.6, 'trades': 4956, 'volume': 7453154, 'vwap': 236.94, 'lastSize': 20000, 'turnover': 176589819180, 'homeNotional': 68044.2902432275, 'foreignNotional': 16121943.507296147}, {'timestamp': datetime.datetime(2020, 3, 6, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.9, 'high': 237.0, 'low': 234.8, 'close': 236.95, 'trades': 5172, 'volume': 8718437, 'vwap': 235.77, 'lastSize': 1000, 'turnover': 205547823230, 'homeNotional': 79407.77156132556, 'foreignNotional': 18721399.464979358}]
2020-03-06 11:00:20 INFO: prepare candles [CandleItem(low=236.15, high=238.85, open=236.6, close=238.45, color='GREEN'), CandleItem(low=236.2, high=237.55, open=236.95, close=236.6, color='RED'), CandleItem(low=234.8, high=237.0, open=235.9, close=236.95, color='GREEN')]
2020-03-06 11:00:20 INFO: skip by colors candles=[CandleItem(low=236.15, high=238.85, open=236.6, close=238.45, color='GREEN'), CandleItem(low=236.2, high=237.55, open=236.95, close=236.6, color='RED'), CandleItem(low=234.8, high=237.0, open=235.9, close=236.95, color='GREEN')]
2020-03-06 11:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-06 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 241.8, 'low': 238.35, 'close': 240.5, 'trades': 10617, 'volume': 19001527, 'vwap': 239.87, 'lastSize': 350, 'turnover': 455789112720, 'homeNotional': 174051.94938869608, 'foreignNotional': 41749871.46182071}, {'timestamp': datetime.datetime(2020, 3, 6, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 238.85, 'low': 236.15, 'close': 238.45, 'trades': 5521, 'volume': 8551416, 'vwap': 237.34, 'lastSize': 1000, 'turnover': 202958361160, 'homeNotional': 78137.29205388496, 'foreignNotional': 18545128.27636343}, {'timestamp': datetime.datetime(2020, 3, 6, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.95, 'high': 237.55, 'low': 236.2, 'close': 236.6, 'trades': 4956, 'volume': 7453154, 'vwap': 236.94, 'lastSize': 20000, 'turnover': 176589819180, 'homeNotional': 68044.2902432275, 'foreignNotional': 16121943.507296147}]
2020-03-06 12:00:20 INFO: prepare candles [CandleItem(low=238.35, high=241.8, open=238.45, close=240.5, color='GREEN'), CandleItem(low=236.15, high=238.85, open=236.6, close=238.45, color='GREEN'), CandleItem(low=236.2, high=237.55, open=236.95, close=236.6, color='RED')]
2020-03-06 12:00:20 INFO: skip by colors candles=[CandleItem(low=238.35, high=241.8, open=238.45, close=240.5, color='GREEN'), CandleItem(low=236.15, high=238.85, open=236.6, close=238.45, color='GREEN'), CandleItem(low=236.2, high=237.55, open=236.95, close=236.6, color='RED')]
2020-03-06 12:00:20 INFO: check need new order None
2020-03-06 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.5, 'high': 240.6, 'low': 238.3, 'close': 239.4, 'trades': 7631, 'volume': 12931121, 'vwap': 239.29, 'lastSize': 200, 'turnover': 309418380255, 'homeNotional': 117995.89900172941, 'foreignNotional': 28234363.02780347}, {'timestamp': datetime.datetime(2020, 3, 6, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 241.8, 'low': 238.35, 'close': 240.5, 'trades': 10617, 'volume': 19001527, 'vwap': 239.87, 'lastSize': 350, 'turnover': 455789112720, 'homeNotional': 174051.94938869608, 'foreignNotional': 41749871.46182071}, {'timestamp': datetime.datetime(2020, 3, 6, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 236.6, 'high': 238.85, 'low': 236.15, 'close': 238.45, 'trades': 5521, 'volume': 8551416, 'vwap': 237.34, 'lastSize': 1000, 'turnover': 202958361160, 'homeNotional': 78137.29205388496, 'foreignNotional': 18545128.27636343}]
2020-03-06 13:00:20 INFO: prepare candles [CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED'), CandleItem(low=238.35, high=241.8, open=238.45, close=240.5, color='GREEN'), CandleItem(low=236.15, high=238.85, open=236.6, close=238.45, color='GREEN')]
2020-03-06 13:00:20 INFO: last_candle=CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED')
2020-03-06 13:00:20 INFO: filter last_candle.percent_size_of_cost=0.9607351712614799 last_candle.percent_size_of_body=0.47826086956521846 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9607351712614799 too big
2020-03-06 13:00:20 INFO: filter last_candle.percent_size_of_cost=0.9607351712614799 last_candle.percent_size_of_body=0.47826086956521846 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9607351712614799 too big
2020-03-06 13:00:20 INFO: filter last_candle.percent_size_of_cost=0.9607351712614799 last_candle.percent_size_of_body=0.47826086956521846 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9607351712614799 too big
2020-03-06 13:00:20 INFO: filter last_candle.percent_size_of_cost=0.9607351712614799 last_candle.percent_size_of_body=0.47826086956521846 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 13:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9607351712614799 too big
2020-03-06 13:00:20 INFO: filter last_candle.percent_size_of_cost=0.9607351712614799 last_candle.percent_size_of_body=0.47826086956521846 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-06 13:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-06 13:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-06 13:00:20 INFO: place order: start candle=CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-06 13:00:20 INFO: place order: side_factor=1.0 init_trigger_price=238.25 init_order_price=238.20000000000002 stop_price_offset=0.0 candle.size=2.299999999999983 stop_price=240.6 take_price=230.15000000000006
2020-03-06 13:00:20 INFO: place order: compute qty=-4.0
2020-03-06 13:00:20 INFO: place order: save order to db 1c91b37b050f47af99665132e1e116e5; response=True
2020-03-06 13:00:20 INFO: post order to exchange resp={'orderID': 'ddb208bd-ac72-1f76-e00e-594d7f05230c', 'clOrdID': '1c91b37b050f47af99665132e1e116e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 4, 'price': 238.2, 'displayQty': None, 'stopPx': 238.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 0, 20, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 0, 20, 773000, tzinfo=tzlocal())}
2020-03-06 13:00:20 INFO: place new init order {'qty': -4.0, 'init_price': 238.25, 'stop_price': 240.6, 'take_price': 230.15000000000006, 'order_uid': '1c91b37b050f47af99665132e1e116e5', 'response': {'orderID': 'ddb208bd-ac72-1f76-e00e-594d7f05230c', 'clOrdID': '1c91b37b050f47af99665132e1e116e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 4, 'price': 238.2, 'displayQty': None, 'stopPx': 238.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 0, 20, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 0, 20, 773000, tzinfo=tzlocal())}}
2020-03-06 13:00:21 INFO: process event {'orderID': 'ddb208bd-ac72-1f76-e00e-594d7f05230c', 'clOrdID': '1c91b37b050f47af99665132e1e116e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 4, 'price': 238.2, 'displayQty': None, 'stopPx': 238.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-06T13:00:20.773Z', 'timestamp': '2020-03-06T13:00:20.773Z'}
2020-03-06 13:00:21 INFO: skip event 1c91b37b050f47af99665132e1e116e5 New
2020-03-06 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'ddb208bd-ac72-1f76-e00e-594d7f05230c', 'clOrdID': '1c91b37b050f47af99665132e1e116e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 4, 'price': 238.2, 'displayQty': None, 'stopPx': 238.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 0, 20, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 0, 20, 773000, tzinfo=tzlocal())}
2020-03-06 13:02:00 INFO: order time=2020-03-06 13:00:20.773000+00:00; delta from now UTC=0:01:40.208552 time_delta.total_seconds()=100.208552; time_diff_offset='3600'
2020-03-06 13:02:00 INFO: skip by time diff 2020-03-06 13:00:20.773000+00:00
2020-03-06 13:38:26 INFO: process event {'orderID': 'ddb208bd-ac72-1f76-e00e-594d7f05230c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-06T13:38:25.988Z', 'clOrdID': '1c91b37b050f47af99665132e1e116e5', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-06 13:38:26 INFO: skip event 1c91b37b050f47af99665132e1e116e5 
2020-03-06 13:38:26 INFO: process event {'orderID': 'ddb208bd-ac72-1f76-e00e-594d7f05230c', 'workingIndicator': True, 'transactTime': '2020-03-06T13:38:25.988Z', 'clOrdID': '1c91b37b050f47af99665132e1e116e5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T13:38:25.988Z'}
2020-03-06 13:38:26 INFO: skip event 1c91b37b050f47af99665132e1e116e5 
2020-03-06 13:38:26 INFO: process event {'orderID': 'ddb208bd-ac72-1f76-e00e-594d7f05230c', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 4, 'avgPx': 238.2, 'clOrdID': '1c91b37b050f47af99665132e1e116e5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T13:38:25.988Z'}
2020-03-06 13:38:26 INFO: add new event={'uid': '1c91b37b050f47af99665132e1e116e5', 'status': 'Filled'}
2020-03-06 13:38:26 INFO: start process event--------------------------------------------
2020-03-06 13:38:26 INFO: fetch new order event 1c91b37b050f47af99665132e1e116e5
2020-03-06 13:38:26 INFO: fetch orders by event init={'stop': '240.6', 'take': '230.15000000000006', 'qty': '4.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-06 13:38:26 INFO: process init order filled
2020-03-06 13:38:26 INFO: save profit orders to storage stop=0cabab3853074b84be3060ae99fe43bb take=2c4f9a15edc44b76a0b67101dc505450
2020-03-06 13:38:26 INFO: place profit orders take_price=230.15000000000006, stop_price=240.6, qty=4.0, color=RED, ticker=ETHUSD 0cabab3853074b84be3060ae99fe43bb 2c4f9a15edc44b76a0b67101dc505450
2020-03-06 13:38:26 INFO: place stop order ETHUSD: qty=4.0, stop_price=240.6, stop_uid=0cabab3853074b84be3060ae99fe43bb
2020-03-06 13:38:26 INFO: process event {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-06T13:38:26.861Z', 'timestamp': '2020-03-06T13:38:26.861Z'}
2020-03-06 13:38:26 INFO: skip event 0cabab3853074b84be3060ae99fe43bb New
2020-03-06 13:38:26 INFO: exchange resp for stop order={'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 13:38:26 INFO: place limit order ETHUSD: qty=4.0, price=230.15000000000006, take_uid=2c4f9a15edc44b76a0b67101dc505450
2020-03-06 13:38:26 INFO: process event {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-06T13:38:26.902Z', 'timestamp': '2020-03-06T13:38:26.902Z'}
2020-03-06 13:38:26 INFO: skip event 2c4f9a15edc44b76a0b67101dc505450 New
2020-03-06 13:38:26 INFO: process event {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'workingIndicator': True, 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T13:38:26.902Z'}
2020-03-06 13:38:26 INFO: skip event 2c4f9a15edc44b76a0b67101dc505450 
2020-03-06 13:38:26 INFO: exchange resp for take profit order={'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 13:38:26 INFO: place profit orders={'stop': {'response': {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}, 'qty': 4.0, 'uid': '0cabab3853074b84be3060ae99fe43bb', 'price': 240.6}, 'take': {'response': {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}, 'qty': 4.0, 'uid': '2c4f9a15edc44b76a0b67101dc505450', 'price': 230.15000000000006}}
2020-03-06 13:38:26 INFO: rm init order from db 1c91b37b050f47af99665132e1e116e5
2020-03-06 13:38:26 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-06 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.4, 'high': 239.75, 'low': 236.95, 'close': 237.25, 'trades': 5649, 'volume': 10004439, 'vwap': 238.1, 'lastSize': 200, 'turnover': 238196079165, 'homeNotional': 91068.54296400504, 'foreignNotional': 21682652.87971362}, {'timestamp': datetime.datetime(2020, 3, 6, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.5, 'high': 240.6, 'low': 238.3, 'close': 239.4, 'trades': 7631, 'volume': 12931121, 'vwap': 239.29, 'lastSize': 200, 'turnover': 309418380255, 'homeNotional': 117995.89900172941, 'foreignNotional': 28234363.02780347}, {'timestamp': datetime.datetime(2020, 3, 6, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 241.8, 'low': 238.35, 'close': 240.5, 'trades': 10617, 'volume': 19001527, 'vwap': 239.87, 'lastSize': 350, 'turnover': 455789112720, 'homeNotional': 174051.94938869608, 'foreignNotional': 41749871.46182071}]
2020-03-06 14:00:20 INFO: prepare candles [CandleItem(low=236.95, high=239.75, open=239.4, close=237.25, color='RED'), CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED'), CandleItem(low=238.35, high=241.8, open=238.45, close=240.5, color='GREEN')]
2020-03-06 14:00:20 INFO: skip by colors candles=[CandleItem(low=236.95, high=239.75, open=239.4, close=237.25, color='RED'), CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED'), CandleItem(low=238.35, high=241.8, open=238.45, close=240.5, color='GREEN')]
2020-03-06 14:00:20 INFO: check need new order None
2020-03-06 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 14:02:00 INFO: skip by not found init order into storage
2020-03-06 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 14:02:00 INFO: skip by not found init order into storage
2020-03-06 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 239.1, 'low': 236.9, 'close': 237.75, 'trades': 5804, 'volume': 9872468, 'vwap': 237.79, 'lastSize': 1, 'turnover': 234749973375, 'homeNotional': 89698.79956438762, 'foreignNotional': 21328858.758043535}, {'timestamp': datetime.datetime(2020, 3, 6, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.4, 'high': 239.75, 'low': 236.95, 'close': 237.25, 'trades': 5649, 'volume': 10004439, 'vwap': 238.1, 'lastSize': 200, 'turnover': 238196079165, 'homeNotional': 91068.54296400504, 'foreignNotional': 21682652.87971362}, {'timestamp': datetime.datetime(2020, 3, 6, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.5, 'high': 240.6, 'low': 238.3, 'close': 239.4, 'trades': 7631, 'volume': 12931121, 'vwap': 239.29, 'lastSize': 200, 'turnover': 309418380255, 'homeNotional': 117995.89900172941, 'foreignNotional': 28234363.02780347}]
2020-03-06 15:00:20 INFO: prepare candles [CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN'), CandleItem(low=236.95, high=239.75, open=239.4, close=237.25, color='RED'), CandleItem(low=238.3, high=240.6, open=240.5, close=239.4, color='RED')]
2020-03-06 15:00:20 INFO: last_candle=CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN')
2020-03-06 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.9253417455310152 last_candle.percent_size_of_body=0.22727272727272846 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9253417455310152 too big
2020-03-06 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.9253417455310152 last_candle.percent_size_of_body=0.22727272727272846 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9253417455310152 too big
2020-03-06 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.9253417455310152 last_candle.percent_size_of_body=0.22727272727272846 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9253417455310152 too big
2020-03-06 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.9253417455310152 last_candle.percent_size_of_body=0.22727272727272846 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.9253417455310152 too big
2020-03-06 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.9253417455310152 last_candle.percent_size_of_body=0.22727272727272846 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-06 15:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-06 15:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN'), take_profit_factor=3.5, clearing_interval=3600)
2020-03-06 15:00:20 INFO: place order: start candle=CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-06 15:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=239.15 init_order_price=239.2 stop_price_offset=0.0 candle.size=2.1999999999999886 stop_price=236.9 take_price=246.89999999999995
2020-03-06 15:00:20 INFO: place order: compute qty=4.0
2020-03-06 15:00:20 INFO: place order: save order to db 349884e16abd4bd492ca990e4f97cd11; response=True
2020-03-06 15:00:20 INFO: post order to exchange resp={'orderID': 'a675bdf2-3168-2927-a015-bfa89e9e6ebc', 'clOrdID': '349884e16abd4bd492ca990e4f97cd11', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 239.2, 'displayQty': None, 'stopPx': 239.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal())}
2020-03-06 15:00:20 INFO: place new init order {'qty': 4.0, 'init_price': 239.15, 'stop_price': 236.9, 'take_price': 246.89999999999995, 'order_uid': '349884e16abd4bd492ca990e4f97cd11', 'response': {'orderID': 'a675bdf2-3168-2927-a015-bfa89e9e6ebc', 'clOrdID': '349884e16abd4bd492ca990e4f97cd11', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 239.2, 'displayQty': None, 'stopPx': 239.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal())}}
2020-03-06 15:00:21 INFO: process event {'orderID': 'a675bdf2-3168-2927-a015-bfa89e9e6ebc', 'clOrdID': '349884e16abd4bd492ca990e4f97cd11', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 239.2, 'displayQty': None, 'stopPx': 239.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-06T15:00:20.846Z', 'timestamp': '2020-03-06T15:00:20.846Z'}
2020-03-06 15:00:21 INFO: skip event 349884e16abd4bd492ca990e4f97cd11 New
2020-03-06 15:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 15:02:01 INFO: skip by not found init order into storage
2020-03-06 15:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 15:02:01 INFO: skip by not found init order into storage
2020-03-06 15:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a675bdf2-3168-2927-a015-bfa89e9e6ebc', 'clOrdID': '349884e16abd4bd492ca990e4f97cd11', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 239.2, 'displayQty': None, 'stopPx': 239.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal())}
2020-03-06 15:02:01 INFO: order time=2020-03-06 15:00:20.846000+00:00; delta from now UTC=0:01:40.203610 time_delta.total_seconds()=100.20361; time_diff_offset='3600'
2020-03-06 15:02:01 INFO: skip by time diff 2020-03-06 15:00:20.846000+00:00
2020-03-06 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 238.3, 'low': 235.5, 'close': 235.55, 'trades': 6354, 'volume': 11075523, 'vwap': 236.72, 'lastSize': 40, 'turnover': 262172481595, 'homeNotional': 100415.66943486685, 'foreignNotional': 23769905.385855705}, {'timestamp': datetime.datetime(2020, 3, 6, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 239.1, 'low': 236.9, 'close': 237.75, 'trades': 5804, 'volume': 9872468, 'vwap': 237.79, 'lastSize': 1, 'turnover': 234749973375, 'homeNotional': 89698.79956438762, 'foreignNotional': 21328858.758043535}, {'timestamp': datetime.datetime(2020, 3, 6, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.4, 'high': 239.75, 'low': 236.95, 'close': 237.25, 'trades': 5649, 'volume': 10004439, 'vwap': 238.1, 'lastSize': 200, 'turnover': 238196079165, 'homeNotional': 91068.54296400504, 'foreignNotional': 21682652.87971362}]
2020-03-06 16:00:20 INFO: prepare candles [CandleItem(low=235.5, high=238.3, open=237.75, close=235.55, color='RED'), CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN'), CandleItem(low=236.95, high=239.75, open=239.4, close=237.25, color='RED')]
2020-03-06 16:00:20 INFO: skip by colors candles=[CandleItem(low=235.5, high=238.3, open=237.75, close=235.55, color='RED'), CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN'), CandleItem(low=236.95, high=239.75, open=239.4, close=237.25, color='RED')]
2020-03-06 16:00:20 INFO: check need new order None
2020-03-06 16:01:36 INFO: Websocket Closed
2020-03-06 16:01:36 WARNING: reconnect to socket
2020-03-06 16:01:36 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-06 16:01:36 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-06 16:01:36 INFO: Authenticating with API Key.
2020-03-06 16:01:37 INFO: Connected to WS.
2020-03-06 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 16:02:01 INFO: skip by not found init order into storage
2020-03-06 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 16:02:01 INFO: skip by not found init order into storage
2020-03-06 16:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'a675bdf2-3168-2927-a015-bfa89e9e6ebc', 'clOrdID': '349884e16abd4bd492ca990e4f97cd11', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 239.2, 'displayQty': None, 'stopPx': 239.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal())}
2020-03-06 16:02:01 INFO: order time=2020-03-06 15:00:20.846000+00:00; delta from now UTC=1:01:40.286635 time_delta.total_seconds()=3700.286635; time_diff_offset='3600'
2020-03-06 16:02:01 INFO: clear order 349884e16abd4bd492ca990e4f97cd11
2020-03-06 16:02:01 INFO: cancel order resp=[{'orderID': 'a675bdf2-3168-2927-a015-bfa89e9e6ebc', 'clOrdID': '349884e16abd4bd492ca990e4f97cd11', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 239.2, 'displayQty': None, 'stopPx': 239.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 15, 0, 20, 846000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 16, 2, 1, 164000, tzinfo=tzlocal())}]
2020-03-06 16:02:01 INFO: process event {'orderID': 'a675bdf2-3168-2927-a015-bfa89e9e6ebc', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-03-06T16:02:01.164Z', 'clOrdID': '349884e16abd4bd492ca990e4f97cd11', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-06 16:02:01 INFO: skip event 349884e16abd4bd492ca990e4f97cd11 Canceled
2020-03-06 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.55, 'high': 237.75, 'low': 235.55, 'close': 237.3, 'trades': 4176, 'volume': 5977863, 'vwap': 236.86, 'lastSize': 1200, 'turnover': 141588730960, 'homeNotional': 54157.16107887309, 'foreignNotional': 12827440.463235639}, {'timestamp': datetime.datetime(2020, 3, 6, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 238.3, 'low': 235.5, 'close': 235.55, 'trades': 6354, 'volume': 11075523, 'vwap': 236.72, 'lastSize': 40, 'turnover': 262172481595, 'homeNotional': 100415.66943486685, 'foreignNotional': 23769905.385855705}, {'timestamp': datetime.datetime(2020, 3, 6, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.25, 'high': 239.1, 'low': 236.9, 'close': 237.75, 'trades': 5804, 'volume': 9872468, 'vwap': 237.79, 'lastSize': 1, 'turnover': 234749973375, 'homeNotional': 89698.79956438762, 'foreignNotional': 21328858.758043535}]
2020-03-06 17:00:20 INFO: prepare candles [CandleItem(low=235.55, high=237.75, open=235.55, close=237.3, color='GREEN'), CandleItem(low=235.5, high=238.3, open=237.75, close=235.55, color='RED'), CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN')]
2020-03-06 17:00:20 INFO: skip by colors candles=[CandleItem(low=235.55, high=237.75, open=235.55, close=237.3, color='GREEN'), CandleItem(low=235.5, high=238.3, open=237.75, close=235.55, color='RED'), CandleItem(low=236.9, high=239.1, open=237.25, close=237.75, color='GREEN')]
2020-03-06 17:00:20 INFO: check need new order None
2020-03-06 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 17:02:00 INFO: skip by not found init order into storage
2020-03-06 17:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 17:02:00 INFO: skip by not found init order into storage
2020-03-06 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 239.4, 'low': 237.3, 'close': 239.15, 'trades': 4974, 'volume': 6929936, 'vwap': 238.67, 'lastSize': 45, 'turnover': 165394199975, 'homeNotional': 62970.99054122537, 'foreignNotional': 15029068.273083102}, {'timestamp': datetime.datetime(2020, 3, 6, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.55, 'high': 237.75, 'low': 235.55, 'close': 237.3, 'trades': 4176, 'volume': 5977863, 'vwap': 236.86, 'lastSize': 1200, 'turnover': 141588730960, 'homeNotional': 54157.16107887309, 'foreignNotional': 12827440.463235639}, {'timestamp': datetime.datetime(2020, 3, 6, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.75, 'high': 238.3, 'low': 235.5, 'close': 235.55, 'trades': 6354, 'volume': 11075523, 'vwap': 236.72, 'lastSize': 40, 'turnover': 262172481595, 'homeNotional': 100415.66943486685, 'foreignNotional': 23769905.385855705}]
2020-03-06 18:00:20 INFO: prepare candles [CandleItem(low=237.3, high=239.4, open=237.3, close=239.15, color='GREEN'), CandleItem(low=235.55, high=237.75, open=235.55, close=237.3, color='GREEN'), CandleItem(low=235.5, high=238.3, open=237.75, close=235.55, color='RED')]
2020-03-06 18:00:20 INFO: skip by colors candles=[CandleItem(low=237.3, high=239.4, open=237.3, close=239.15, color='GREEN'), CandleItem(low=235.55, high=237.75, open=235.55, close=237.3, color='GREEN'), CandleItem(low=235.5, high=238.3, open=237.75, close=235.55, color='RED')]
2020-03-06 18:00:20 INFO: check need new order None
2020-03-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 18:02:00 INFO: skip by not found init order into storage
2020-03-06 18:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 18:02:00 INFO: skip by not found init order into storage
2020-03-06 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.15, 'high': 239.25, 'low': 237.85, 'close': 238.55, 'trades': 2792, 'volume': 3483025, 'vwap': 238.51, 'lastSize': 1, 'turnover': 83073318560, 'homeNotional': 31650.841213448046, 'foreignNotional': 7549017.690242518}, {'timestamp': datetime.datetime(2020, 3, 6, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 239.4, 'low': 237.3, 'close': 239.15, 'trades': 4974, 'volume': 6929936, 'vwap': 238.67, 'lastSize': 45, 'turnover': 165394199975, 'homeNotional': 62970.99054122537, 'foreignNotional': 15029068.273083102}, {'timestamp': datetime.datetime(2020, 3, 6, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 235.55, 'high': 237.75, 'low': 235.55, 'close': 237.3, 'trades': 4176, 'volume': 5977863, 'vwap': 236.86, 'lastSize': 1200, 'turnover': 141588730960, 'homeNotional': 54157.16107887309, 'foreignNotional': 12827440.463235639}]
2020-03-06 19:00:20 INFO: prepare candles [CandleItem(low=237.85, high=239.25, open=239.15, close=238.55, color='RED'), CandleItem(low=237.3, high=239.4, open=237.3, close=239.15, color='GREEN'), CandleItem(low=235.55, high=237.75, open=235.55, close=237.3, color='GREEN')]
2020-03-06 19:00:20 INFO: last_candle=CandleItem(low=237.85, high=239.25, open=239.15, close=238.55, color='RED')
2020-03-06 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.5868790609935047 last_candle.percent_size_of_body=0.4285714285714228 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5868790609935047 too big
2020-03-06 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.5868790609935047 last_candle.percent_size_of_body=0.4285714285714228 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5868790609935047 too small
2020-03-06 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.5868790609935047 last_candle.percent_size_of_body=0.4285714285714228 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5868790609935047 too small
2020-03-06 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.5868790609935047 last_candle.percent_size_of_body=0.4285714285714228 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5868790609935047 too small
2020-03-06 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.5868790609935047 last_candle.percent_size_of_body=0.4285714285714228 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-06 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5868790609935047 too small
2020-03-06 19:00:20 INFO: filter last_candle.percent_size_of_cost=0.5868790609935047 last_candle.percent_size_of_body=0.4285714285714228 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 19:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.5868790609935047 too small
2020-03-06 19:00:20 INFO: not found applicable config for candle
2020-03-06 19:00:20 INFO: check need new order None
2020-03-06 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 19:02:00 INFO: skip by not found init order into storage
2020-03-06 19:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 19:02:00 INFO: skip by not found init order into storage
2020-03-06 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.55, 'high': 239.7, 'low': 237.8, 'close': 238.45, 'trades': 3506, 'volume': 3872443, 'vwap': 238.75, 'lastSize': 376, 'turnover': 92452750140, 'homeNotional': 35235.03284796503, 'foreignNotional': 8412223.559175411}, {'timestamp': datetime.datetime(2020, 3, 6, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.15, 'high': 239.25, 'low': 237.85, 'close': 238.55, 'trades': 2792, 'volume': 3483025, 'vwap': 238.51, 'lastSize': 1, 'turnover': 83073318560, 'homeNotional': 31650.841213448046, 'foreignNotional': 7549017.690242518}, {'timestamp': datetime.datetime(2020, 3, 6, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 237.3, 'high': 239.4, 'low': 237.3, 'close': 239.15, 'trades': 4974, 'volume': 6929936, 'vwap': 238.67, 'lastSize': 45, 'turnover': 165394199975, 'homeNotional': 62970.99054122537, 'foreignNotional': 15029068.273083102}]
2020-03-06 20:00:20 INFO: prepare candles [CandleItem(low=237.8, high=239.7, open=238.55, close=238.45, color='RED'), CandleItem(low=237.85, high=239.25, open=239.15, close=238.55, color='RED'), CandleItem(low=237.3, high=239.4, open=237.3, close=239.15, color='GREEN')]
2020-03-06 20:00:20 INFO: skip by colors candles=[CandleItem(low=237.8, high=239.7, open=238.55, close=238.45, color='RED'), CandleItem(low=237.85, high=239.25, open=239.15, close=238.55, color='RED'), CandleItem(low=237.3, high=239.4, open=237.3, close=239.15, color='GREEN')]
2020-03-06 20:00:20 INFO: check need new order None
2020-03-06 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 20:02:01 INFO: skip by not found init order into storage
2020-03-06 20:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 20:02:01 INFO: skip by not found init order into storage
2020-03-06 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.9, 'low': 238.4, 'close': 239.75, 'trades': 2970, 'volume': 4345647, 'vwap': 239.43, 'lastSize': 10, 'turnover': 104045702850, 'homeNotional': 39618.58830665863, 'foreignNotional': 9485687.528800623}, {'timestamp': datetime.datetime(2020, 3, 6, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.55, 'high': 239.7, 'low': 237.8, 'close': 238.45, 'trades': 3506, 'volume': 3872443, 'vwap': 238.75, 'lastSize': 376, 'turnover': 92452750140, 'homeNotional': 35235.03284796503, 'foreignNotional': 8412223.559175411}, {'timestamp': datetime.datetime(2020, 3, 6, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.15, 'high': 239.25, 'low': 237.85, 'close': 238.55, 'trades': 2792, 'volume': 3483025, 'vwap': 238.51, 'lastSize': 1, 'turnover': 83073318560, 'homeNotional': 31650.841213448046, 'foreignNotional': 7549017.690242518}]
2020-03-06 21:00:20 INFO: prepare candles [CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN'), CandleItem(low=237.8, high=239.7, open=238.55, close=238.45, color='RED'), CandleItem(low=237.85, high=239.25, open=239.15, close=238.55, color='RED')]
2020-03-06 21:00:20 INFO: last_candle=CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN')
2020-03-06 21:00:20 INFO: filter last_candle.percent_size_of_cost=0.6256517205422315 last_candle.percent_size_of_body=0.8666666666666742 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 21:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6256517205422315 too big
2020-03-06 21:00:20 INFO: filter last_candle.percent_size_of_cost=0.6256517205422315 last_candle.percent_size_of_body=0.8666666666666742 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 21:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-06 21:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-06 21:00:20 INFO: place order: start candle=CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-06 21:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=239.95000000000002 init_order_price=240.0 stop_price_offset=0.0 candle.size=1.5 stop_price=238.4 take_price=246.0
2020-03-06 21:00:20 INFO: place order: compute qty=6.0
2020-03-06 21:00:20 INFO: place order: save order to db 52d4bd982aa148b19084f25906012cec; response=True
2020-03-06 21:00:20 INFO: post order to exchange resp={'orderID': 'ac166085-8e47-4120-9a36-e615c73f886d', 'clOrdID': '52d4bd982aa148b19084f25906012cec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 240.0, 'displayQty': None, 'stopPx': 239.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 20, 798000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 20, 798000, tzinfo=tzlocal())}
2020-03-06 21:00:20 INFO: place new init order {'qty': 6.0, 'init_price': 239.95000000000002, 'stop_price': 238.4, 'take_price': 246.0, 'order_uid': '52d4bd982aa148b19084f25906012cec', 'response': {'orderID': 'ac166085-8e47-4120-9a36-e615c73f886d', 'clOrdID': '52d4bd982aa148b19084f25906012cec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 240.0, 'displayQty': None, 'stopPx': 239.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 20, 798000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 20, 798000, tzinfo=tzlocal())}}
2020-03-06 21:00:21 INFO: process event {'orderID': 'ac166085-8e47-4120-9a36-e615c73f886d', 'clOrdID': '52d4bd982aa148b19084f25906012cec', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 240, 'displayQty': None, 'stopPx': 239.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-06T21:00:20.798Z', 'timestamp': '2020-03-06T21:00:20.798Z'}
2020-03-06 21:00:21 INFO: skip event 52d4bd982aa148b19084f25906012cec New
2020-03-06 21:00:21 INFO: process event {'orderID': 'ac166085-8e47-4120-9a36-e615c73f886d', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-06T21:00:20.799Z', 'clOrdID': '52d4bd982aa148b19084f25906012cec', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-06 21:00:21 INFO: skip event 52d4bd982aa148b19084f25906012cec 
2020-03-06 21:00:21 INFO: process event {'orderID': 'ac166085-8e47-4120-9a36-e615c73f886d', 'workingIndicator': True, 'transactTime': '2020-03-06T21:00:20.799Z', 'clOrdID': '52d4bd982aa148b19084f25906012cec', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T21:00:20.799Z'}
2020-03-06 21:00:21 INFO: skip event 52d4bd982aa148b19084f25906012cec 
2020-03-06 21:00:21 INFO: process event {'orderID': 'ac166085-8e47-4120-9a36-e615c73f886d', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 6, 'avgPx': 239.95, 'clOrdID': '52d4bd982aa148b19084f25906012cec', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T21:00:20.799Z'}
2020-03-06 21:00:21 INFO: add new event={'uid': '52d4bd982aa148b19084f25906012cec', 'status': 'Filled'}
2020-03-06 21:00:21 INFO: start process event--------------------------------------------
2020-03-06 21:00:21 INFO: fetch new order event 52d4bd982aa148b19084f25906012cec
2020-03-06 21:00:21 INFO: fetch orders by event init={'stop': '238.4', 'take': '246.0', 'qty': '6.0', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-06 21:00:21 INFO: process init order filled
2020-03-06 21:00:21 INFO: save profit orders to storage stop=76eea056bcb94d22a431c368476929db take=79f9c2fa0664494e8838b50cc8737468
2020-03-06 21:00:21 INFO: place profit orders take_price=246.0, stop_price=238.4, qty=6.0, color=GREEN, ticker=ETHUSD 76eea056bcb94d22a431c368476929db 79f9c2fa0664494e8838b50cc8737468
2020-03-06 21:00:21 INFO: place stop order ETHUSD: qty=-6.0, stop_price=238.4, stop_uid=76eea056bcb94d22a431c368476929db
2020-03-06 21:00:21 INFO: process event {'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 238.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-06T21:00:21.854Z', 'timestamp': '2020-03-06T21:00:21.854Z'}
2020-03-06 21:00:21 INFO: skip event 76eea056bcb94d22a431c368476929db New
2020-03-06 21:00:21 INFO: exchange resp for stop order={'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 238.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal())}
2020-03-06 21:00:21 INFO: place limit order ETHUSD: qty=-6.0, price=246.0, take_uid=79f9c2fa0664494e8838b50cc8737468
2020-03-06 21:00:21 INFO: process event {'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 246, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-06T21:00:21.898Z', 'timestamp': '2020-03-06T21:00:21.898Z'}
2020-03-06 21:00:21 INFO: skip event 79f9c2fa0664494e8838b50cc8737468 New
2020-03-06 21:00:21 INFO: process event {'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'workingIndicator': True, 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T21:00:21.898Z'}
2020-03-06 21:00:21 INFO: skip event 79f9c2fa0664494e8838b50cc8737468 
2020-03-06 21:00:21 INFO: exchange resp for take profit order={'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 246.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal())}
2020-03-06 21:00:21 INFO: place profit orders={'stop': {'response': {'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 238.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal())}, 'qty': -6.0, 'uid': '76eea056bcb94d22a431c368476929db', 'price': 238.4}, 'take': {'response': {'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 246.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal())}, 'qty': -6.0, 'uid': '79f9c2fa0664494e8838b50cc8737468', 'price': 246.0}}
2020-03-06 21:00:21 INFO: rm init order from db 52d4bd982aa148b19084f25906012cec
2020-03-06 21:00:21 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': None, 'displayQty': None, 'stopPx': 240.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 861000, tzinfo=tzlocal())}
2020-03-06 21:02:00 INFO: skip by not found init order into storage
2020-03-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 4, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal())}
2020-03-06 21:02:00 INFO: skip by not found init order into storage
2020-03-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 238.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal())}
2020-03-06 21:02:00 INFO: skip by not found init order into storage
2020-03-06 21:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 246.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal())}
2020-03-06 21:02:00 INFO: skip by not found init order into storage
2020-03-06 21:26:40 INFO: process event {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-06T21:26:40.115Z', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-06 21:26:40 INFO: skip event 0cabab3853074b84be3060ae99fe43bb 
2020-03-06 21:26:40 INFO: process event {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'price': 240.6, 'workingIndicator': True, 'transactTime': '2020-03-06T21:26:40.115Z', 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T21:26:40.115Z'}
2020-03-06 21:26:40 INFO: skip event 0cabab3853074b84be3060ae99fe43bb 
2020-03-06 21:26:40 INFO: process event {'orderID': '8f8ff47a-2e04-2611-ce09-f2ad8665ee81', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 4, 'avgPx': 240.6, 'clOrdID': '0cabab3853074b84be3060ae99fe43bb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-06T21:26:40.115Z'}
2020-03-06 21:26:40 INFO: add new event={'uid': '0cabab3853074b84be3060ae99fe43bb', 'status': 'Filled'}
2020-03-06 21:26:41 INFO: start process event--------------------------------------------
2020-03-06 21:26:41 INFO: fetch new order event 0cabab3853074b84be3060ae99fe43bb
2020-03-06 21:26:41 INFO: fetch orders by event init=None profit_pair=2c4f9a15edc44b76a0b67101dc505450
2020-03-06 21:26:41 INFO: process profit order filled
2020-03-06 21:26:41 INFO: process event {'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-06T21:26:41.170Z', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-06 21:26:41 INFO: skip event 2c4f9a15edc44b76a0b67101dc505450 Canceled
2020-03-06 21:26:41 INFO: cancel order=2c4f9a15edc44b76a0b67101dc505450 [{'orderID': '706296d0-30a6-1d6a-092a-8f4b75c683a9', 'clOrdID': '2c4f9a15edc44b76a0b67101dc505450', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 4, 'price': 230.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 13, 38, 26, 902000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 26, 41, 170000, tzinfo=tzlocal())}]
2020-03-06 21:26:41 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-06 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.75, 'high': 241.65, 'low': 239.75, 'close': 241.35, 'trades': 5491, 'volume': 7989883, 'vwap': 240.71, 'lastSize': 500, 'turnover': 192316670315, 'homeNotional': 72951.19198998931, 'foreignNotional': 17559392.39858368}, {'timestamp': datetime.datetime(2020, 3, 6, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.9, 'low': 238.4, 'close': 239.75, 'trades': 2970, 'volume': 4345647, 'vwap': 239.43, 'lastSize': 10, 'turnover': 104045702850, 'homeNotional': 39618.58830665863, 'foreignNotional': 9485687.528800623}, {'timestamp': datetime.datetime(2020, 3, 6, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.55, 'high': 239.7, 'low': 237.8, 'close': 238.45, 'trades': 3506, 'volume': 3872443, 'vwap': 238.75, 'lastSize': 376, 'turnover': 92452750140, 'homeNotional': 35235.03284796503, 'foreignNotional': 8412223.559175411}]
2020-03-06 22:00:20 INFO: prepare candles [CandleItem(low=239.75, high=241.65, open=239.75, close=241.35, color='GREEN'), CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN'), CandleItem(low=237.8, high=239.7, open=238.55, close=238.45, color='RED')]
2020-03-06 22:00:20 INFO: skip by colors candles=[CandleItem(low=239.75, high=241.65, open=239.75, close=241.35, color='GREEN'), CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN'), CandleItem(low=237.8, high=239.7, open=238.55, close=238.45, color='RED')]
2020-03-06 22:00:20 INFO: check need new order None
2020-03-06 22:02:01 INFO: fetch_orders_for_clearing test order {'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 238.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal())}
2020-03-06 22:02:01 INFO: skip by not found init order into storage
2020-03-06 22:02:01 INFO: fetch_orders_for_clearing test order {'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 246.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal())}
2020-03-06 22:02:01 INFO: skip by not found init order into storage
2020-03-06 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 6, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 241.35, 'high': 241.7, 'low': 239.65, 'close': 240.55, 'trades': 4527, 'volume': 5285932, 'vwap': 240.52, 'lastSize': 500, 'turnover': 127133111590, 'homeNotional': 48177.038347304064, 'foreignNotional': 11587208.783759737}, {'timestamp': datetime.datetime(2020, 3, 6, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.75, 'high': 241.65, 'low': 239.75, 'close': 241.35, 'trades': 5491, 'volume': 7989883, 'vwap': 240.71, 'lastSize': 500, 'turnover': 192316670315, 'homeNotional': 72951.19198998931, 'foreignNotional': 17559392.39858368}, {'timestamp': datetime.datetime(2020, 3, 6, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.45, 'high': 239.9, 'low': 238.4, 'close': 239.75, 'trades': 2970, 'volume': 4345647, 'vwap': 239.43, 'lastSize': 10, 'turnover': 104045702850, 'homeNotional': 39618.58830665863, 'foreignNotional': 9485687.528800623}]
2020-03-06 23:00:20 INFO: prepare candles [CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED'), CandleItem(low=239.75, high=241.65, open=239.75, close=241.35, color='GREEN'), CandleItem(low=238.4, high=239.9, open=238.45, close=239.75, color='GREEN')]
2020-03-06 23:00:20 INFO: last_candle=CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED')
2020-03-06 23:00:20 INFO: filter last_candle.percent_size_of_cost=0.8522136769902235 last_candle.percent_size_of_body=0.3902439024390193 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-06 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8522136769902235 too big
2020-03-06 23:00:20 INFO: filter last_candle.percent_size_of_cost=0.8522136769902235 last_candle.percent_size_of_body=0.3902439024390193 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8522136769902235 too big
2020-03-06 23:00:20 INFO: filter last_candle.percent_size_of_cost=0.8522136769902235 last_candle.percent_size_of_body=0.3902439024390193 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-06 23:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8522136769902235 too big
2020-03-06 23:00:20 INFO: filter last_candle.percent_size_of_cost=0.8522136769902235 last_candle.percent_size_of_body=0.3902439024390193 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-06 23:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-06 23:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-06 23:00:20 INFO: place order: start candle=CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-06 23:00:20 INFO: place order: side_factor=1.0 init_trigger_price=239.6 init_order_price=239.55 stop_price_offset=0.0 candle.size=2.049999999999983 stop_price=241.7 take_price=231.35000000000008
2020-03-06 23:00:20 INFO: place order: compute qty=-5.0
2020-03-06 23:00:20 INFO: place order: save order to db db75407901b84e1cacd91f034c3c3c60; response=True
2020-03-06 23:00:20 INFO: post order to exchange resp={'orderID': '8f58b243-3eff-ee0b-b2cf-ceeabad93835', 'clOrdID': 'db75407901b84e1cacd91f034c3c3c60', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.55, 'displayQty': None, 'stopPx': 239.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal())}
2020-03-06 23:00:20 INFO: place new init order {'qty': -5.0, 'init_price': 239.6, 'stop_price': 241.7, 'take_price': 231.35000000000008, 'order_uid': 'db75407901b84e1cacd91f034c3c3c60', 'response': {'orderID': '8f58b243-3eff-ee0b-b2cf-ceeabad93835', 'clOrdID': 'db75407901b84e1cacd91f034c3c3c60', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.55, 'displayQty': None, 'stopPx': 239.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal())}}
2020-03-06 23:00:21 INFO: process event {'orderID': '8f58b243-3eff-ee0b-b2cf-ceeabad93835', 'clOrdID': 'db75407901b84e1cacd91f034c3c3c60', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.55, 'displayQty': None, 'stopPx': 239.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-06T23:00:20.731Z', 'timestamp': '2020-03-06T23:00:20.731Z'}
2020-03-06 23:00:21 INFO: skip event db75407901b84e1cacd91f034c3c3c60 New
2020-03-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 238.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal())}
2020-03-06 23:02:00 INFO: skip by not found init order into storage
2020-03-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 246.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 21, 0, 21, 898000, tzinfo=tzlocal())}
2020-03-06 23:02:00 INFO: skip by not found init order into storage
2020-03-06 23:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f58b243-3eff-ee0b-b2cf-ceeabad93835', 'clOrdID': 'db75407901b84e1cacd91f034c3c3c60', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.55, 'displayQty': None, 'stopPx': 239.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal())}
2020-03-06 23:02:00 INFO: order time=2020-03-06 23:00:20.731000+00:00; delta from now UTC=0:01:40.224362 time_delta.total_seconds()=100.224362; time_diff_offset='3600'
2020-03-06 23:02:00 INFO: skip by time diff 2020-03-06 23:00:20.731000+00:00
2020-03-06 23:58:37 INFO: process event {'orderID': 'fe68ef04-457b-f18c-6680-a161bb258aea', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 6, 'avgPx': 246, 'timestamp': '2020-03-06T23:58:36.669Z', 'clOrdID': '79f9c2fa0664494e8838b50cc8737468', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-06 23:58:37 INFO: add new event={'uid': '79f9c2fa0664494e8838b50cc8737468', 'status': 'Filled'}
2020-03-06 23:58:37 INFO: start process event--------------------------------------------
2020-03-06 23:58:37 INFO: fetch new order event 79f9c2fa0664494e8838b50cc8737468
2020-03-06 23:58:37 INFO: fetch orders by event init=None profit_pair=76eea056bcb94d22a431c368476929db
2020-03-06 23:58:37 INFO: process profit order filled
2020-03-06 23:58:38 INFO: cancel order=76eea056bcb94d22a431c368476929db [{'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 238.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 6, 21, 0, 21, 854000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 23, 58, 38, 267000, tzinfo=tzlocal())}]
2020-03-06 23:58:38 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-06 23:58:38 INFO: process event {'orderID': '019a508c-80aa-c9c5-4c72-977e94ae814b', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-03-06T23:58:38.267Z', 'clOrdID': '76eea056bcb94d22a431c368476929db', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-06 23:58:38 INFO: skip event 76eea056bcb94d22a431c368476929db Canceled
2020-03-07 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 246.35, 'low': 240.55, 'close': 245.85, 'trades': 12823, 'volume': 18345239, 'vwap': 243.98, 'lastSize': 1600, 'turnover': 447584692865, 'homeNotional': 167755.7826429023, 'foreignNotional': 40928969.38666945}, {'timestamp': datetime.datetime(2020, 3, 6, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 241.35, 'high': 241.7, 'low': 239.65, 'close': 240.55, 'trades': 4527, 'volume': 5285932, 'vwap': 240.52, 'lastSize': 500, 'turnover': 127133111590, 'homeNotional': 48177.038347304064, 'foreignNotional': 11587208.783759737}, {'timestamp': datetime.datetime(2020, 3, 6, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.75, 'high': 241.65, 'low': 239.75, 'close': 241.35, 'trades': 5491, 'volume': 7989883, 'vwap': 240.71, 'lastSize': 500, 'turnover': 192316670315, 'homeNotional': 72951.19198998931, 'foreignNotional': 17559392.39858368}]
2020-03-07 00:00:20 INFO: prepare candles [CandleItem(low=240.55, high=246.35, open=240.55, close=245.85, color='GREEN'), CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED'), CandleItem(low=239.75, high=241.65, open=239.75, close=241.35, color='GREEN')]
2020-03-07 00:00:20 INFO: skip by colors candles=[CandleItem(low=240.55, high=246.35, open=240.55, close=245.85, color='GREEN'), CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED'), CandleItem(low=239.75, high=241.65, open=239.75, close=241.35, color='GREEN')]
2020-03-07 00:00:20 INFO: check need new order None
2020-03-07 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f58b243-3eff-ee0b-b2cf-ceeabad93835', 'clOrdID': 'db75407901b84e1cacd91f034c3c3c60', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.55, 'displayQty': None, 'stopPx': 239.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal())}
2020-03-07 00:02:00 INFO: order time=2020-03-06 23:00:20.731000+00:00; delta from now UTC=1:01:39.917105 time_delta.total_seconds()=3699.917105; time_diff_offset='3600'
2020-03-07 00:02:00 INFO: clear order db75407901b84e1cacd91f034c3c3c60
2020-03-07 00:02:00 INFO: cancel order resp=[{'orderID': '8f58b243-3eff-ee0b-b2cf-ceeabad93835', 'clOrdID': 'db75407901b84e1cacd91f034c3c3c60', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 239.55, 'displayQty': None, 'stopPx': 239.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 6, 23, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 0, 2, 0, 776000, tzinfo=tzlocal())}]
2020-03-07 00:02:01 INFO: process event {'orderID': '8f58b243-3eff-ee0b-b2cf-ceeabad93835', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: cancelled by clearing\nInit order by supervisor.py', 'timestamp': '2020-03-07T00:02:00.776Z', 'clOrdID': 'db75407901b84e1cacd91f034c3c3c60', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 00:02:01 INFO: skip event db75407901b84e1cacd91f034c3c3c60 Canceled
2020-03-07 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.85, 'high': 246.95, 'low': 243.8, 'close': 245.2, 'trades': 8918, 'volume': 11799660, 'vwap': 245.47, 'lastSize': 3245, 'turnover': 289638760340, 'homeNotional': 107897.6544382509, 'foreignNotional': 26485050.511018977}, {'timestamp': datetime.datetime(2020, 3, 7, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 246.35, 'low': 240.55, 'close': 245.85, 'trades': 12823, 'volume': 18345239, 'vwap': 243.98, 'lastSize': 1600, 'turnover': 447584692865, 'homeNotional': 167755.7826429023, 'foreignNotional': 40928969.38666945}, {'timestamp': datetime.datetime(2020, 3, 6, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 241.35, 'high': 241.7, 'low': 239.65, 'close': 240.55, 'trades': 4527, 'volume': 5285932, 'vwap': 240.52, 'lastSize': 500, 'turnover': 127133111590, 'homeNotional': 48177.038347304064, 'foreignNotional': 11587208.783759737}]
2020-03-07 01:00:20 INFO: prepare candles [CandleItem(low=243.8, high=246.95, open=245.85, close=245.2, color='RED'), CandleItem(low=240.55, high=246.35, open=240.55, close=245.85, color='GREEN'), CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED')]
2020-03-07 01:00:20 INFO: skip by colors candles=[CandleItem(low=243.8, high=246.95, open=245.85, close=245.2, color='RED'), CandleItem(low=240.55, high=246.35, open=240.55, close=245.85, color='GREEN'), CandleItem(low=239.65, high=241.7, open=241.35, close=240.55, color='RED')]
2020-03-07 01:00:20 INFO: check need new order None
2020-03-07 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.7, 'low': 243.2, 'close': 243.75, 'trades': 5345, 'volume': 6743678, 'vwap': 244.08, 'lastSize': 15, 'turnover': 164597286360, 'homeNotional': 61519.55636138171, 'foreignNotional': 15015506.936352907}, {'timestamp': datetime.datetime(2020, 3, 7, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.85, 'high': 246.95, 'low': 243.8, 'close': 245.2, 'trades': 8918, 'volume': 11799660, 'vwap': 245.47, 'lastSize': 3245, 'turnover': 289638760340, 'homeNotional': 107897.6544382509, 'foreignNotional': 26485050.511018977}, {'timestamp': datetime.datetime(2020, 3, 7, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 240.55, 'high': 246.35, 'low': 240.55, 'close': 245.85, 'trades': 12823, 'volume': 18345239, 'vwap': 243.98, 'lastSize': 1600, 'turnover': 447584692865, 'homeNotional': 167755.7826429023, 'foreignNotional': 40928969.38666945}]
2020-03-07 02:00:20 INFO: prepare candles [CandleItem(low=243.2, high=245.7, open=245.2, close=243.75, color='RED'), CandleItem(low=243.8, high=246.95, open=245.85, close=245.2, color='RED'), CandleItem(low=240.55, high=246.35, open=240.55, close=245.85, color='GREEN')]
2020-03-07 02:00:20 INFO: skip by colors candles=[CandleItem(low=243.2, high=245.7, open=245.2, close=243.75, color='RED'), CandleItem(low=243.8, high=246.95, open=245.85, close=245.2, color='RED'), CandleItem(low=240.55, high=246.35, open=240.55, close=245.85, color='GREEN')]
2020-03-07 02:00:20 INFO: check need new order None
2020-03-07 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 245.35, 'low': 243.7, 'close': 245.3, 'trades': 3512, 'volume': 4444686, 'vwap': 244.46, 'lastSize': 250, 'turnover': 108652520450, 'homeNotional': 40502.28289738302, 'foreignNotional': 9900985.21640271}, {'timestamp': datetime.datetime(2020, 3, 7, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.7, 'low': 243.2, 'close': 243.75, 'trades': 5345, 'volume': 6743678, 'vwap': 244.08, 'lastSize': 15, 'turnover': 164597286360, 'homeNotional': 61519.55636138171, 'foreignNotional': 15015506.936352907}, {'timestamp': datetime.datetime(2020, 3, 7, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.85, 'high': 246.95, 'low': 243.8, 'close': 245.2, 'trades': 8918, 'volume': 11799660, 'vwap': 245.47, 'lastSize': 3245, 'turnover': 289638760340, 'homeNotional': 107897.6544382509, 'foreignNotional': 26485050.511018977}]
2020-03-07 03:00:20 INFO: prepare candles [CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN'), CandleItem(low=243.2, high=245.7, open=245.2, close=243.75, color='RED'), CandleItem(low=243.8, high=246.95, open=245.85, close=245.2, color='RED')]
2020-03-07 03:00:20 INFO: last_candle=CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN')
2020-03-07 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.6726457399103162 last_candle.percent_size_of_body=0.939393939393943 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-07 03:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.6726457399103162 too big
2020-03-07 03:00:20 INFO: filter last_candle.percent_size_of_cost=0.6726457399103162 last_candle.percent_size_of_body=0.939393939393943 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 03:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-07 03:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-07 03:00:20 INFO: place order: start candle=CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-07 03:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=245.4 init_order_price=245.45 stop_price_offset=0.0 candle.size=1.6500000000000057 stop_price=243.7 take_price=252.05
2020-03-07 03:00:20 INFO: place order: compute qty=6.0
2020-03-07 03:00:20 INFO: place order: save order to db 166cafe9dc8747ceb355b1957c74dd54; response=True
2020-03-07 03:00:20 INFO: post order to exchange resp={'orderID': '624162f4-bb5e-a6b6-65ce-f1d39437e1e4', 'clOrdID': '166cafe9dc8747ceb355b1957c74dd54', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 245.45, 'displayQty': None, 'stopPx': 245.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 0, 20, 731000, tzinfo=tzlocal())}
2020-03-07 03:00:20 INFO: place new init order {'qty': 6.0, 'init_price': 245.4, 'stop_price': 243.7, 'take_price': 252.05, 'order_uid': '166cafe9dc8747ceb355b1957c74dd54', 'response': {'orderID': '624162f4-bb5e-a6b6-65ce-f1d39437e1e4', 'clOrdID': '166cafe9dc8747ceb355b1957c74dd54', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 245.45, 'displayQty': None, 'stopPx': 245.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 0, 20, 731000, tzinfo=tzlocal())}}
2020-03-07 03:00:21 INFO: process event {'orderID': '624162f4-bb5e-a6b6-65ce-f1d39437e1e4', 'clOrdID': '166cafe9dc8747ceb355b1957c74dd54', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 245.45, 'displayQty': None, 'stopPx': 245.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-07T03:00:20.731Z', 'timestamp': '2020-03-07T03:00:20.731Z'}
2020-03-07 03:00:21 INFO: skip event 166cafe9dc8747ceb355b1957c74dd54 New
2020-03-07 03:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '624162f4-bb5e-a6b6-65ce-f1d39437e1e4', 'clOrdID': '166cafe9dc8747ceb355b1957c74dd54', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 6, 'price': 245.45, 'displayQty': None, 'stopPx': 245.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 0, 20, 731000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 0, 20, 731000, tzinfo=tzlocal())}
2020-03-07 03:02:00 INFO: order time=2020-03-07 03:00:20.731000+00:00; delta from now UTC=0:01:40.188306 time_delta.total_seconds()=100.188306; time_diff_offset='3600'
2020-03-07 03:02:00 INFO: skip by time diff 2020-03-07 03:00:20.731000+00:00
2020-03-07 03:27:57 INFO: process event {'orderID': '624162f4-bb5e-a6b6-65ce-f1d39437e1e4', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-07T03:27:57.782Z', 'clOrdID': '166cafe9dc8747ceb355b1957c74dd54', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 03:27:57 INFO: skip event 166cafe9dc8747ceb355b1957c74dd54 
2020-03-07 03:27:57 INFO: process event {'orderID': '624162f4-bb5e-a6b6-65ce-f1d39437e1e4', 'workingIndicator': True, 'transactTime': '2020-03-07T03:27:57.782Z', 'clOrdID': '166cafe9dc8747ceb355b1957c74dd54', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T03:27:57.782Z'}
2020-03-07 03:27:57 INFO: skip event 166cafe9dc8747ceb355b1957c74dd54 
2020-03-07 03:27:57 INFO: process event {'orderID': '624162f4-bb5e-a6b6-65ce-f1d39437e1e4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 6, 'avgPx': 245.4, 'clOrdID': '166cafe9dc8747ceb355b1957c74dd54', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T03:27:57.782Z'}
2020-03-07 03:27:57 INFO: add new event={'uid': '166cafe9dc8747ceb355b1957c74dd54', 'status': 'Filled'}
2020-03-07 03:27:57 INFO: start process event--------------------------------------------
2020-03-07 03:27:57 INFO: fetch new order event 166cafe9dc8747ceb355b1957c74dd54
2020-03-07 03:27:57 INFO: fetch orders by event init={'stop': '243.7', 'take': '252.05', 'qty': '6.0', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-07 03:27:57 INFO: process init order filled
2020-03-07 03:27:57 INFO: save profit orders to storage stop=9a7fe70ba8e542159cd7ebe67ceab68e take=8e48192d289541539f0b47420312a13b
2020-03-07 03:27:57 INFO: place profit orders take_price=252.05, stop_price=243.7, qty=6.0, color=GREEN, ticker=ETHUSD 9a7fe70ba8e542159cd7ebe67ceab68e 8e48192d289541539f0b47420312a13b
2020-03-07 03:27:57 INFO: place stop order ETHUSD: qty=-6.0, stop_price=243.7, stop_uid=9a7fe70ba8e542159cd7ebe67ceab68e
2020-03-07 03:27:57 INFO: process event {'orderID': '7571606b-0a76-413f-49be-3bbe3b8de159', 'clOrdID': '9a7fe70ba8e542159cd7ebe67ceab68e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 243.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-07T03:27:57.942Z', 'timestamp': '2020-03-07T03:27:57.942Z'}
2020-03-07 03:27:57 INFO: skip event 9a7fe70ba8e542159cd7ebe67ceab68e New
2020-03-07 03:27:57 INFO: exchange resp for stop order={'orderID': '7571606b-0a76-413f-49be-3bbe3b8de159', 'clOrdID': '9a7fe70ba8e542159cd7ebe67ceab68e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 243.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 27, 57, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 27, 57, 942000, tzinfo=tzlocal())}
2020-03-07 03:27:57 INFO: place limit order ETHUSD: qty=-6.0, price=252.05, take_uid=8e48192d289541539f0b47420312a13b
2020-03-07 03:27:58 INFO: exchange resp for take profit order={'orderID': 'de77eab8-0069-59a1-ecf0-d0a596ee545d', 'clOrdID': '8e48192d289541539f0b47420312a13b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 252.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 27, 58, 15000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 27, 58, 15000, tzinfo=tzlocal())}
2020-03-07 03:27:58 INFO: process event {'orderID': 'de77eab8-0069-59a1-ecf0-d0a596ee545d', 'clOrdID': '8e48192d289541539f0b47420312a13b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 252.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-07T03:27:58.015Z', 'timestamp': '2020-03-07T03:27:58.015Z'}
2020-03-07 03:27:58 INFO: skip event 8e48192d289541539f0b47420312a13b New
2020-03-07 03:27:58 INFO: process event {'orderID': 'de77eab8-0069-59a1-ecf0-d0a596ee545d', 'workingIndicator': True, 'clOrdID': '8e48192d289541539f0b47420312a13b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T03:27:58.015Z'}
2020-03-07 03:27:58 INFO: skip event 8e48192d289541539f0b47420312a13b 
2020-03-07 03:27:58 INFO: place profit orders={'stop': {'response': {'orderID': '7571606b-0a76-413f-49be-3bbe3b8de159', 'clOrdID': '9a7fe70ba8e542159cd7ebe67ceab68e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 243.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 27, 57, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 27, 57, 942000, tzinfo=tzlocal())}, 'qty': -6.0, 'uid': '9a7fe70ba8e542159cd7ebe67ceab68e', 'price': 243.7}, 'take': {'response': {'orderID': 'de77eab8-0069-59a1-ecf0-d0a596ee545d', 'clOrdID': '8e48192d289541539f0b47420312a13b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 252.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 27, 58, 15000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 27, 58, 15000, tzinfo=tzlocal())}, 'qty': -6.0, 'uid': '8e48192d289541539f0b47420312a13b', 'price': 252.05}}
2020-03-07 03:27:58 INFO: rm init order from db 166cafe9dc8747ceb355b1957c74dd54
2020-03-07 03:27:58 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-07 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.3, 'high': 246.3, 'low': 244.7, 'close': 244.7, 'trades': 3755, 'volume': 4902774, 'vwap': 245.35, 'lastSize': 63, 'turnover': 120286237110, 'homeNotional': 44713.95628407887, 'foreignNotional': 10970279.119646965}, {'timestamp': datetime.datetime(2020, 3, 7, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 245.35, 'low': 243.7, 'close': 245.3, 'trades': 3512, 'volume': 4444686, 'vwap': 244.46, 'lastSize': 250, 'turnover': 108652520450, 'homeNotional': 40502.28289738302, 'foreignNotional': 9900985.21640271}, {'timestamp': datetime.datetime(2020, 3, 7, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.2, 'high': 245.7, 'low': 243.2, 'close': 243.75, 'trades': 5345, 'volume': 6743678, 'vwap': 244.08, 'lastSize': 15, 'turnover': 164597286360, 'homeNotional': 61519.55636138171, 'foreignNotional': 15015506.936352907}]
2020-03-07 04:00:20 INFO: prepare candles [CandleItem(low=244.7, high=246.3, open=245.3, close=244.7, color='RED'), CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN'), CandleItem(low=243.2, high=245.7, open=245.2, close=243.75, color='RED')]
2020-03-07 04:00:20 INFO: skip by colors candles=[CandleItem(low=244.7, high=246.3, open=245.3, close=244.7, color='RED'), CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN'), CandleItem(low=243.2, high=245.7, open=245.2, close=243.75, color='RED')]
2020-03-07 04:00:20 INFO: check need new order None
2020-03-07 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '7571606b-0a76-413f-49be-3bbe3b8de159', 'clOrdID': '9a7fe70ba8e542159cd7ebe67ceab68e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': None, 'displayQty': None, 'stopPx': 243.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 27, 57, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 27, 57, 942000, tzinfo=tzlocal())}
2020-03-07 04:02:00 INFO: skip by not found init order into storage
2020-03-07 04:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'de77eab8-0069-59a1-ecf0-d0a596ee545d', 'clOrdID': '8e48192d289541539f0b47420312a13b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 252.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 6, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 27, 58, 15000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 3, 27, 58, 15000, tzinfo=tzlocal())}
2020-03-07 04:02:00 INFO: skip by not found init order into storage
2020-03-07 04:38:11 INFO: process event {'orderID': '7571606b-0a76-413f-49be-3bbe3b8de159', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-07T04:38:11.185Z', 'clOrdID': '9a7fe70ba8e542159cd7ebe67ceab68e', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 04:38:11 INFO: skip event 9a7fe70ba8e542159cd7ebe67ceab68e 
2020-03-07 04:38:11 INFO: process event {'orderID': '7571606b-0a76-413f-49be-3bbe3b8de159', 'price': 243.7, 'workingIndicator': True, 'transactTime': '2020-03-07T04:38:11.185Z', 'clOrdID': '9a7fe70ba8e542159cd7ebe67ceab68e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T04:38:11.185Z'}
2020-03-07 04:38:11 INFO: skip event 9a7fe70ba8e542159cd7ebe67ceab68e 
2020-03-07 04:38:11 INFO: process event {'orderID': '7571606b-0a76-413f-49be-3bbe3b8de159', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 6, 'avgPx': 243.7, 'clOrdID': '9a7fe70ba8e542159cd7ebe67ceab68e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T04:38:11.185Z'}
2020-03-07 04:38:11 INFO: add new event={'uid': '9a7fe70ba8e542159cd7ebe67ceab68e', 'status': 'Filled'}
2020-03-07 04:38:12 INFO: start process event--------------------------------------------
2020-03-07 04:38:12 INFO: fetch new order event 9a7fe70ba8e542159cd7ebe67ceab68e
2020-03-07 04:38:12 INFO: fetch orders by event init=None profit_pair=8e48192d289541539f0b47420312a13b
2020-03-07 04:38:12 INFO: process profit order filled
2020-03-07 04:38:13 INFO: cancel order=8e48192d289541539f0b47420312a13b [{'orderID': 'de77eab8-0069-59a1-ecf0-d0a596ee545d', 'clOrdID': '8e48192d289541539f0b47420312a13b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 6, 'price': 252.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 3, 27, 58, 15000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 4, 38, 13, 343000, tzinfo=tzlocal())}]
2020-03-07 04:38:13 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-07 04:38:13 INFO: process event {'orderID': 'de77eab8-0069-59a1-ecf0-d0a596ee545d', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-03-07T04:38:13.343Z', 'clOrdID': '8e48192d289541539f0b47420312a13b', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 04:38:13 INFO: skip event 8e48192d289541539f0b47420312a13b Canceled
2020-03-07 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 245.2, 'low': 243.15, 'close': 244.05, 'trades': 4536, 'volume': 5550554, 'vwap': 244.16, 'lastSize': 50, 'turnover': 135519253935, 'homeNotional': 50525.97848415081, 'foreignNotional': 12336169.691254307}, {'timestamp': datetime.datetime(2020, 3, 7, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.3, 'high': 246.3, 'low': 244.7, 'close': 244.7, 'trades': 3755, 'volume': 4902774, 'vwap': 245.35, 'lastSize': 63, 'turnover': 120286237110, 'homeNotional': 44713.95628407887, 'foreignNotional': 10970279.119646965}, {'timestamp': datetime.datetime(2020, 3, 7, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 245.35, 'low': 243.7, 'close': 245.3, 'trades': 3512, 'volume': 4444686, 'vwap': 244.46, 'lastSize': 250, 'turnover': 108652520450, 'homeNotional': 40502.28289738302, 'foreignNotional': 9900985.21640271}]
2020-03-07 05:00:21 INFO: prepare candles [CandleItem(low=243.15, high=245.2, open=244.7, close=244.05, color='RED'), CandleItem(low=244.7, high=246.3, open=245.3, close=244.7, color='RED'), CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN')]
2020-03-07 05:00:21 INFO: skip by colors candles=[CandleItem(low=243.15, high=245.2, open=244.7, close=244.05, color='RED'), CandleItem(low=244.7, high=246.3, open=245.3, close=244.7, color='RED'), CandleItem(low=243.7, high=245.35, open=243.75, close=245.3, color='GREEN')]
2020-03-07 05:00:21 INFO: check need new order None
2020-03-07 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 244.2, 'low': 242.8, 'close': 243.8, 'trades': 4328, 'volume': 5883794, 'vwap': 243.39, 'lastSize': 70, 'turnover': 143202840185, 'homeNotional': 53482.459570714855, 'foreignNotional': 13016847.104180448}, {'timestamp': datetime.datetime(2020, 3, 7, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 245.2, 'low': 243.15, 'close': 244.05, 'trades': 4536, 'volume': 5550554, 'vwap': 244.16, 'lastSize': 50, 'turnover': 135519253935, 'homeNotional': 50525.97848415081, 'foreignNotional': 12336169.691254307}, {'timestamp': datetime.datetime(2020, 3, 7, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.3, 'high': 246.3, 'low': 244.7, 'close': 244.7, 'trades': 3755, 'volume': 4902774, 'vwap': 245.35, 'lastSize': 63, 'turnover': 120286237110, 'homeNotional': 44713.95628407887, 'foreignNotional': 10970279.119646965}]
2020-03-07 06:00:20 INFO: prepare candles [CandleItem(low=242.8, high=244.2, open=244.05, close=243.8, color='RED'), CandleItem(low=243.15, high=245.2, open=244.7, close=244.05, color='RED'), CandleItem(low=244.7, high=246.3, open=245.3, close=244.7, color='RED')]
2020-03-07 06:00:20 INFO: skip by colors candles=[CandleItem(low=242.8, high=244.2, open=244.05, close=243.8, color='RED'), CandleItem(low=243.15, high=245.2, open=244.7, close=244.05, color='RED'), CandleItem(low=244.7, high=246.3, open=245.3, close=244.7, color='RED')]
2020-03-07 06:00:20 INFO: check need new order None
2020-03-07 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 245.35, 'low': 242.95, 'close': 242.95, 'trades': 5215, 'volume': 5485202, 'vwap': 244.03, 'lastSize': 6927, 'turnover': 133852071955, 'homeNotional': 49934.75261779644, 'foreignNotional': 12185293.528678812}, {'timestamp': datetime.datetime(2020, 3, 7, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 244.2, 'low': 242.8, 'close': 243.8, 'trades': 4328, 'volume': 5883794, 'vwap': 243.39, 'lastSize': 70, 'turnover': 143202840185, 'homeNotional': 53482.459570714855, 'foreignNotional': 13016847.104180448}, {'timestamp': datetime.datetime(2020, 3, 7, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.7, 'high': 245.2, 'low': 243.15, 'close': 244.05, 'trades': 4536, 'volume': 5550554, 'vwap': 244.16, 'lastSize': 50, 'turnover': 135519253935, 'homeNotional': 50525.97848415081, 'foreignNotional': 12336169.691254307}]
2020-03-07 07:00:20 INFO: prepare candles [CandleItem(low=242.95, high=245.35, open=243.8, close=242.95, color='RED'), CandleItem(low=242.8, high=244.2, open=244.05, close=243.8, color='RED'), CandleItem(low=243.15, high=245.2, open=244.7, close=244.05, color='RED')]
2020-03-07 07:00:20 INFO: skip by colors candles=[CandleItem(low=242.95, high=245.35, open=243.8, close=242.95, color='RED'), CandleItem(low=242.8, high=244.2, open=244.05, close=243.8, color='RED'), CandleItem(low=243.15, high=245.2, open=244.7, close=244.05, color='RED')]
2020-03-07 07:00:20 INFO: check need new order None
2020-03-07 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.9, 'low': 241.75, 'close': 243.75, 'trades': 5324, 'volume': 7164740, 'vwap': 242.86, 'lastSize': 1, 'turnover': 174002864675, 'homeNotional': 65135.77206389468, 'foreignNotional': 15818893.187287873}, {'timestamp': datetime.datetime(2020, 3, 7, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 245.35, 'low': 242.95, 'close': 242.95, 'trades': 5215, 'volume': 5485202, 'vwap': 244.03, 'lastSize': 6927, 'turnover': 133852071955, 'homeNotional': 49934.75261779644, 'foreignNotional': 12185293.528678812}, {'timestamp': datetime.datetime(2020, 3, 7, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.05, 'high': 244.2, 'low': 242.8, 'close': 243.8, 'trades': 4328, 'volume': 5883794, 'vwap': 243.39, 'lastSize': 70, 'turnover': 143202840185, 'homeNotional': 53482.459570714855, 'foreignNotional': 13016847.104180448}]
2020-03-07 08:00:20 INFO: prepare candles [CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN'), CandleItem(low=242.95, high=245.35, open=243.8, close=242.95, color='RED'), CandleItem(low=242.8, high=244.2, open=244.05, close=243.8, color='RED')]
2020-03-07 08:00:20 INFO: last_candle=CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN')
2020-03-07 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.8820512820512845 last_candle.percent_size_of_body=0.3720930232558183 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-07 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8820512820512845 too big
2020-03-07 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.8820512820512845 last_candle.percent_size_of_body=0.3720930232558183 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8820512820512845 too big
2020-03-07 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.8820512820512845 last_candle.percent_size_of_body=0.3720930232558183 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-07 08:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8820512820512845 too big
2020-03-07 08:00:20 INFO: filter last_candle.percent_size_of_cost=0.8820512820512845 last_candle.percent_size_of_body=0.3720930232558183 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 08:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-07 08:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN'), take_profit_factor=4.0, clearing_interval=3600)
2020-03-07 08:00:20 INFO: place order: start candle=CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN') ticker='ETHUSD' price_offset=0.1
2020-03-07 08:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=243.95000000000002 init_order_price=244.0 stop_price_offset=0.0 candle.size=2.1500000000000057 stop_price=241.75 take_price=252.60000000000002
2020-03-07 08:00:20 INFO: place order: compute qty=5.0
2020-03-07 08:00:20 INFO: place order: save order to db ebdf46175c994a10a1119ec42efa8e29; response=True
2020-03-07 08:00:21 INFO: post order to exchange resp={'orderID': '2855235b-11b2-3e27-b362-d72bd8fa5201', 'clOrdID': 'ebdf46175c994a10a1119ec42efa8e29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244.0, 'displayQty': None, 'stopPx': 243.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-07 08:00:21 INFO: place new init order {'qty': 5.0, 'init_price': 243.95000000000002, 'stop_price': 241.75, 'take_price': 252.60000000000002, 'order_uid': 'ebdf46175c994a10a1119ec42efa8e29', 'response': {'orderID': '2855235b-11b2-3e27-b362-d72bd8fa5201', 'clOrdID': 'ebdf46175c994a10a1119ec42efa8e29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244.0, 'displayQty': None, 'stopPx': 243.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 0, 21, 97000, tzinfo=tzlocal())}}
2020-03-07 08:00:21 INFO: process event {'orderID': '2855235b-11b2-3e27-b362-d72bd8fa5201', 'clOrdID': 'ebdf46175c994a10a1119ec42efa8e29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244, 'displayQty': None, 'stopPx': 243.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-07T08:00:21.097Z', 'timestamp': '2020-03-07T08:00:21.097Z'}
2020-03-07 08:00:21 INFO: skip event ebdf46175c994a10a1119ec42efa8e29 New
2020-03-07 08:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2855235b-11b2-3e27-b362-d72bd8fa5201', 'clOrdID': 'ebdf46175c994a10a1119ec42efa8e29', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244.0, 'displayQty': None, 'stopPx': 243.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 0, 21, 97000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 0, 21, 97000, tzinfo=tzlocal())}
2020-03-07 08:02:00 INFO: order time=2020-03-07 08:00:21.097000+00:00; delta from now UTC=0:01:39.184858 time_delta.total_seconds()=99.184858; time_diff_offset='3600'
2020-03-07 08:02:00 INFO: skip by time diff 2020-03-07 08:00:21.097000+00:00
2020-03-07 08:04:38 INFO: process event {'orderID': '2855235b-11b2-3e27-b362-d72bd8fa5201', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-07T08:04:38.178Z', 'clOrdID': 'ebdf46175c994a10a1119ec42efa8e29', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 08:04:38 INFO: skip event ebdf46175c994a10a1119ec42efa8e29 
2020-03-07 08:04:38 INFO: process event {'orderID': '2855235b-11b2-3e27-b362-d72bd8fa5201', 'workingIndicator': True, 'transactTime': '2020-03-07T08:04:38.178Z', 'clOrdID': 'ebdf46175c994a10a1119ec42efa8e29', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T08:04:38.178Z'}
2020-03-07 08:04:38 INFO: skip event ebdf46175c994a10a1119ec42efa8e29 
2020-03-07 08:04:38 INFO: process event {'orderID': '2855235b-11b2-3e27-b362-d72bd8fa5201', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 243.95, 'clOrdID': 'ebdf46175c994a10a1119ec42efa8e29', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T08:04:38.178Z'}
2020-03-07 08:04:38 INFO: add new event={'uid': 'ebdf46175c994a10a1119ec42efa8e29', 'status': 'Filled'}
2020-03-07 08:04:38 INFO: start process event--------------------------------------------
2020-03-07 08:04:38 INFO: fetch new order event ebdf46175c994a10a1119ec42efa8e29
2020-03-07 08:04:38 INFO: fetch orders by event init={'stop': '241.75', 'take': '252.60000000000002', 'qty': '5.0', 'color': 'GREEN', 'ticker': 'ETHUSD', 'clearing_offset': '3600'} profit_pair=None
2020-03-07 08:04:38 INFO: process init order filled
2020-03-07 08:04:38 INFO: save profit orders to storage stop=dbd766d068bb4679bc343e9647928860 take=c35affdfe14c4e678ad23219d0f162be
2020-03-07 08:04:38 INFO: place profit orders take_price=252.60000000000002, stop_price=241.75, qty=5.0, color=GREEN, ticker=ETHUSD dbd766d068bb4679bc343e9647928860 c35affdfe14c4e678ad23219d0f162be
2020-03-07 08:04:38 INFO: place stop order ETHUSD: qty=-5.0, stop_price=241.75, stop_uid=dbd766d068bb4679bc343e9647928860
2020-03-07 08:04:38 INFO: process event {'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-07T08:04:38.491Z', 'timestamp': '2020-03-07T08:04:38.491Z'}
2020-03-07 08:04:38 INFO: skip event dbd766d068bb4679bc343e9647928860 New
2020-03-07 08:04:38 INFO: exchange resp for stop order={'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal())}
2020-03-07 08:04:38 INFO: place limit order ETHUSD: qty=-5.0, price=252.60000000000002, take_uid=c35affdfe14c4e678ad23219d0f162be
2020-03-07 08:04:38 INFO: process event {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-03-07T08:04:38.536Z', 'timestamp': '2020-03-07T08:04:38.536Z'}
2020-03-07 08:04:38 INFO: skip event c35affdfe14c4e678ad23219d0f162be New
2020-03-07 08:04:38 INFO: process event {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'workingIndicator': True, 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T08:04:38.536Z'}
2020-03-07 08:04:38 INFO: skip event c35affdfe14c4e678ad23219d0f162be 
2020-03-07 08:04:38 INFO: exchange resp for take profit order={'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 08:04:38 INFO: place profit orders={'stop': {'response': {'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal())}, 'qty': -5.0, 'uid': 'dbd766d068bb4679bc343e9647928860', 'price': 241.75}, 'take': {'response': {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}, 'qty': -5.0, 'uid': 'c35affdfe14c4e678ad23219d0f162be', 'price': 252.60000000000002}}
2020-03-07 08:04:38 INFO: rm init order from db ebdf46175c994a10a1119ec42efa8e29
2020-03-07 08:04:38 INFO: end process event_processing_result='proceed init order'---------------------------------------------------
2020-03-07 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 245.05, 'low': 243.7, 'close': 245.0, 'trades': 4070, 'volume': 5380891, 'vwap': 244.36, 'lastSize': 8, 'turnover': 131482308205, 'homeNotional': 49052.54530052632, 'foreignNotional': 11986021.459977292}, {'timestamp': datetime.datetime(2020, 3, 7, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.9, 'low': 241.75, 'close': 243.75, 'trades': 5324, 'volume': 7164740, 'vwap': 242.86, 'lastSize': 1, 'turnover': 174002864675, 'homeNotional': 65135.77206389468, 'foreignNotional': 15818893.187287873}, {'timestamp': datetime.datetime(2020, 3, 7, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.8, 'high': 245.35, 'low': 242.95, 'close': 242.95, 'trades': 5215, 'volume': 5485202, 'vwap': 244.03, 'lastSize': 6927, 'turnover': 133852071955, 'homeNotional': 49934.75261779644, 'foreignNotional': 12185293.528678812}]
2020-03-07 09:00:20 INFO: prepare candles [CandleItem(low=243.7, high=245.05, open=243.75, close=245.0, color='GREEN'), CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN'), CandleItem(low=242.95, high=245.35, open=243.8, close=242.95, color='RED')]
2020-03-07 09:00:20 INFO: skip by colors candles=[CandleItem(low=243.7, high=245.05, open=243.75, close=245.0, color='GREEN'), CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN'), CandleItem(low=242.95, high=245.35, open=243.8, close=242.95, color='RED')]
2020-03-07 09:00:20 INFO: check need new order None
2020-03-07 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal())}
2020-03-07 09:02:00 INFO: skip by not found init order into storage
2020-03-07 09:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 09:02:00 INFO: skip by not found init order into storage
2020-03-07 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.8, 'low': 244.3, 'close': 245.75, 'trades': 4029, 'volume': 5123356, 'vwap': 244.95, 'lastSize': 2000, 'turnover': 125491486100, 'homeNotional': 46735.199439416676, 'foreignNotional': 11447330.180012506}, {'timestamp': datetime.datetime(2020, 3, 7, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 245.05, 'low': 243.7, 'close': 245.0, 'trades': 4070, 'volume': 5380891, 'vwap': 244.36, 'lastSize': 8, 'turnover': 131482308205, 'homeNotional': 49052.54530052632, 'foreignNotional': 11986021.459977292}, {'timestamp': datetime.datetime(2020, 3, 7, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 242.95, 'high': 243.9, 'low': 241.75, 'close': 243.75, 'trades': 5324, 'volume': 7164740, 'vwap': 242.86, 'lastSize': 1, 'turnover': 174002864675, 'homeNotional': 65135.77206389468, 'foreignNotional': 15818893.187287873}]
2020-03-07 10:00:20 INFO: prepare candles [CandleItem(low=244.3, high=245.8, open=245.0, close=245.75, color='GREEN'), CandleItem(low=243.7, high=245.05, open=243.75, close=245.0, color='GREEN'), CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN')]
2020-03-07 10:00:20 INFO: skip by colors candles=[CandleItem(low=244.3, high=245.8, open=245.0, close=245.75, color='GREEN'), CandleItem(low=243.7, high=245.05, open=243.75, close=245.0, color='GREEN'), CandleItem(low=241.75, high=243.9, open=242.95, close=243.75, color='GREEN')]
2020-03-07 10:00:20 INFO: check need new order None
2020-03-07 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal())}
2020-03-07 10:02:00 INFO: skip by not found init order into storage
2020-03-07 10:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 10:02:00 INFO: skip by not found init order into storage
2020-03-07 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.75, 'high': 246.1, 'low': 244.25, 'close': 244.35, 'trades': 5870, 'volume': 9655729, 'vwap': 245.29, 'lastSize': 350, 'turnover': 236843450070, 'homeNotional': 88158.49080941256, 'foreignNotional': 21624243.7908559}, {'timestamp': datetime.datetime(2020, 3, 7, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.8, 'low': 244.3, 'close': 245.75, 'trades': 4029, 'volume': 5123356, 'vwap': 244.95, 'lastSize': 2000, 'turnover': 125491486100, 'homeNotional': 46735.199439416676, 'foreignNotional': 11447330.180012506}, {'timestamp': datetime.datetime(2020, 3, 7, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.75, 'high': 245.05, 'low': 243.7, 'close': 245.0, 'trades': 4070, 'volume': 5380891, 'vwap': 244.36, 'lastSize': 8, 'turnover': 131482308205, 'homeNotional': 49052.54530052632, 'foreignNotional': 11986021.459977292}]
2020-03-07 11:00:20 INFO: prepare candles [CandleItem(low=244.25, high=246.1, open=245.75, close=244.35, color='RED'), CandleItem(low=244.3, high=245.8, open=245.0, close=245.75, color='GREEN'), CandleItem(low=243.7, high=245.05, open=243.75, close=245.0, color='GREEN')]
2020-03-07 11:00:20 INFO: last_candle=CandleItem(low=244.25, high=246.1, open=245.75, close=244.35, color='RED')
2020-03-07 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.7571107018620807 last_candle.percent_size_of_body=0.7567567567567621 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-07 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7571107018620807 too big
2020-03-07 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.7571107018620807 last_candle.percent_size_of_body=0.7567567567567621 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 11:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.7571107018620807 too big
2020-03-07 11:00:20 INFO: filter last_candle.percent_size_of_cost=0.7571107018620807 last_candle.percent_size_of_body=0.7567567567567621 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-07 11:00:20 INFO: hit candle order=OrderProperties(candle=CandleItem(low=244.25, high=246.1, open=245.75, close=244.35, color='RED'), take_profit_factor=3.5, clearing_interval=7200)
2020-03-07 11:00:20 INFO: check need new order OrderProperties(candle=CandleItem(low=244.25, high=246.1, open=245.75, close=244.35, color='RED'), take_profit_factor=3.5, clearing_interval=7200)
2020-03-07 11:00:20 INFO: place order: start candle=CandleItem(low=244.25, high=246.1, open=245.75, close=244.35, color='RED') ticker='ETHUSD' price_offset=0.1
2020-03-07 11:00:20 INFO: place order: side_factor=1.0 init_trigger_price=244.2 init_order_price=244.15 stop_price_offset=0.0 candle.size=1.8499999999999943 stop_price=246.1 take_price=237.67500000000004
2020-03-07 11:00:20 INFO: place order: compute qty=-5.0
2020-03-07 11:00:20 INFO: place order: save order to db ad577b762e0f490890c37477e33a8ce9; response=True
2020-03-07 11:00:20 INFO: post order to exchange resp={'orderID': '5d560e85-967d-3fa9-985a-e525fe0166ba', 'clOrdID': 'ad577b762e0f490890c37477e33a8ce9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244.15, 'displayQty': None, 'stopPx': 244.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 11, 0, 20, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 11, 0, 20, 942000, tzinfo=tzlocal())}
2020-03-07 11:00:20 INFO: place new init order {'qty': -5.0, 'init_price': 244.2, 'stop_price': 246.1, 'take_price': 237.67500000000004, 'order_uid': 'ad577b762e0f490890c37477e33a8ce9', 'response': {'orderID': '5d560e85-967d-3fa9-985a-e525fe0166ba', 'clOrdID': 'ad577b762e0f490890c37477e33a8ce9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244.15, 'displayQty': None, 'stopPx': 244.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 11, 0, 20, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 11, 0, 20, 942000, tzinfo=tzlocal())}}
2020-03-07 11:00:21 INFO: process event {'orderID': '5d560e85-967d-3fa9-985a-e525fe0166ba', 'clOrdID': 'ad577b762e0f490890c37477e33a8ce9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244.15, 'displayQty': None, 'stopPx': 244.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-03-07T11:00:20.942Z', 'timestamp': '2020-03-07T11:00:20.942Z'}
2020-03-07 11:00:21 INFO: skip event ad577b762e0f490890c37477e33a8ce9 New
2020-03-07 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal())}
2020-03-07 11:02:00 INFO: skip by not found init order into storage
2020-03-07 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 11:02:00 INFO: skip by not found init order into storage
2020-03-07 11:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '5d560e85-967d-3fa9-985a-e525fe0166ba', 'clOrdID': 'ad577b762e0f490890c37477e33a8ce9', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 244.15, 'displayQty': None, 'stopPx': 244.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 3, 7, 11, 0, 20, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 11, 0, 20, 942000, tzinfo=tzlocal())}
2020-03-07 11:02:00 INFO: order time=2020-03-07 11:00:20.942000+00:00; delta from now UTC=0:01:39.225665 time_delta.total_seconds()=99.225665; time_diff_offset='7200'
2020-03-07 11:02:00 INFO: skip by time diff 2020-03-07 11:00:20.942000+00:00
2020-03-07 11:06:12 INFO: process event {'orderID': '5d560e85-967d-3fa9-985a-e525fe0166ba', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-03-07T11:06:12.089Z', 'clOrdID': 'ad577b762e0f490890c37477e33a8ce9', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 11:06:12 INFO: skip event ad577b762e0f490890c37477e33a8ce9 
2020-03-07 11:06:12 INFO: process event {'orderID': '5d560e85-967d-3fa9-985a-e525fe0166ba', 'workingIndicator': True, 'transactTime': '2020-03-07T11:06:12.089Z', 'clOrdID': 'ad577b762e0f490890c37477e33a8ce9', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T11:06:12.089Z'}
2020-03-07 11:06:12 INFO: skip event ad577b762e0f490890c37477e33a8ce9 
2020-03-07 11:06:12 INFO: process event {'orderID': '5d560e85-967d-3fa9-985a-e525fe0166ba', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 244.2, 'clOrdID': 'ad577b762e0f490890c37477e33a8ce9', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T11:06:12.089Z'}
2020-03-07 11:06:12 INFO: add new event={'uid': 'ad577b762e0f490890c37477e33a8ce9', 'status': 'Filled'}
2020-03-07 11:06:12 INFO: start process event--------------------------------------------
2020-03-07 11:06:12 INFO: fetch new order event ad577b762e0f490890c37477e33a8ce9
2020-03-07 11:06:12 INFO: fetch orders by event init={'stop': '246.1', 'take': '237.67500000000004', 'qty': '5.0', 'color': 'RED', 'ticker': 'ETHUSD', 'clearing_offset': '7200'} profit_pair=None
2020-03-07 11:06:12 INFO: process init order filled
2020-03-07 11:06:12 INFO: save profit orders to storage stop=a8bab5c0268742298ab53655c4697d99 take=8461948f17f74896b6a54d63dee3ee29
2020-03-07 11:06:12 INFO: place profit orders take_price=237.67500000000004, stop_price=246.1, qty=5.0, color=RED, ticker=ETHUSD a8bab5c0268742298ab53655c4697d99 8461948f17f74896b6a54d63dee3ee29
2020-03-07 11:06:12 INFO: place stop order ETHUSD: qty=5.0, stop_price=246.1, stop_uid=a8bab5c0268742298ab53655c4697d99
2020-03-07 11:06:12 INFO: process event {'orderID': 'a4f715bb-b458-3fdf-4434-5f6a9d05e68e', 'clOrdID': 'a8bab5c0268742298ab53655c4697d99', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 246.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-03-07T11:06:12.607Z', 'timestamp': '2020-03-07T11:06:12.607Z'}
2020-03-07 11:06:12 INFO: skip event a8bab5c0268742298ab53655c4697d99 New
2020-03-07 11:06:12 INFO: exchange resp for stop order={'orderID': 'a4f715bb-b458-3fdf-4434-5f6a9d05e68e', 'clOrdID': 'a8bab5c0268742298ab53655c4697d99', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 246.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 11, 6, 12, 607000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 11, 6, 12, 607000, tzinfo=tzlocal())}
2020-03-07 11:06:12 INFO: place limit order ETHUSD: qty=5.0, price=237.67500000000004, take_uid=8461948f17f74896b6a54d63dee3ee29
Traceback (most recent call last):
  File "app/trader.py", line 115, in <module>
    main()
  File "app/trader.py", line 100, in main
    event_processing_result = proceed_event(current_event['uid'])
  File "/home/crypto/current/app/event_driven_operations.py", line 31, in proceed_event
    orders_resp = place_orders_profit(init_order_info['take'], init_order_info['stop'], init_order_info['qty'],
  File "/home/crypto/current/app/event_driven_operations.py", line 96, in place_orders_profit
    take_resp = post_limit_order(ticker, qty, take_price, take_uid, comment='Profit order by trader.py')
  File "/home/crypto/current/app/bitmex_rest.py", line 31, in post_limit_order
    return client_rest.Order.Order_new(symbol=ticker, orderQty=qty, ordType='Limit', price=price,
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 271, in result
    swagger_result = self._get_swagger_result(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 124, in wrapper
    return func(self, *args, **kwargs)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 300, in _get_swagger_result
    unmarshal_response(
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 353, in unmarshal_response
    raise_on_expected(incoming_response)
  File "/home/crypto/venv/lib/python3.8/site-packages/bravado/http_future.py", line 420, in raise_on_expected
    raise make_http_exception(
bravado.exception.HTTPBadRequest: 400 Bad Request: {'error': {'message': 'Invalid price tickSize', 'name': 'HTTPError'}}
/home/crypto/venv/lib/python3.8/site-packages/swagger_spec_validator/validator20.py:49: SwaggerValidationWarning: Found "$ref: #/definitions/UserPreferences" with siblings that will be overwritten. See https://stackoverflow.com/a/48114924 for more information. (path #/definitions/User/properties/preferences)
  warnings.warn(
2020-03-07 11:06:16 INFO: start trader process
2020-03-07 11:06:16 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA
2020-03-07 11:06:16 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD
2020-03-07 11:06:16 INFO: Authenticating with API Key.
2020-03-07 11:06:17 INFO: Connected to WS.
2020-03-07 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.35, 'high': 245.25, 'low': 243.95, 'close': 244.35, 'trades': 3375, 'volume': 4623184, 'vwap': 244.54, 'lastSize': 20000, 'turnover': 113053311090, 'homeNotional': 42122.14319735006, 'foreignNotional': 10300371.345886566}, {'timestamp': datetime.datetime(2020, 3, 7, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.75, 'high': 246.1, 'low': 244.25, 'close': 244.35, 'trades': 5870, 'volume': 9655729, 'vwap': 245.29, 'lastSize': 350, 'turnover': 236843450070, 'homeNotional': 88158.49080941256, 'foreignNotional': 21624243.7908559}, {'timestamp': datetime.datetime(2020, 3, 7, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.0, 'high': 245.8, 'low': 244.3, 'close': 245.75, 'trades': 4029, 'volume': 5123356, 'vwap': 244.95, 'lastSize': 2000, 'turnover': 125491486100, 'homeNotional': 46735.199439416676, 'foreignNotional': 11447330.180012506}]
2020-03-07 12:00:20 INFO: skip by found empty buckets
2020-03-07 12:00:20 INFO: check need new order None
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: JSON format is not registered with bravado-core!
  warnings.warn(
/home/crypto/venv/lib/python3.8/site-packages/bravado_core/spec.py:343: Warning: guid format is not registered with bravado-core!
  warnings.warn(
2020-03-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 491000, tzinfo=tzlocal())}
2020-03-07 12:02:00 INFO: skip by not found init order into storage
2020-03-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 12:02:00 INFO: skip by not found init order into storage
2020-03-07 12:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'a4f715bb-b458-3fdf-4434-5f6a9d05e68e', 'clOrdID': 'a8bab5c0268742298ab53655c4697d99', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 246.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 11, 6, 12, 607000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 11, 6, 12, 607000, tzinfo=tzlocal())}
2020-03-07 12:02:00 INFO: skip by not found init order into storage
2020-03-07 12:19:39 INFO: process event {'orderID': 'a4f715bb-b458-3fdf-4434-5f6a9d05e68e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-03-07T12:19:39.750Z', 'clOrdID': 'a8bab5c0268742298ab53655c4697d99', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 12:19:39 INFO: skip event a8bab5c0268742298ab53655c4697d99 
2020-03-07 12:19:39 INFO: process event {'orderID': 'a4f715bb-b458-3fdf-4434-5f6a9d05e68e', 'price': 246.15, 'workingIndicator': True, 'transactTime': '2020-03-07T12:19:39.750Z', 'clOrdID': 'a8bab5c0268742298ab53655c4697d99', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T12:19:39.750Z'}
2020-03-07 12:19:39 INFO: skip event a8bab5c0268742298ab53655c4697d99 
2020-03-07 12:19:39 INFO: process event {'orderID': 'a4f715bb-b458-3fdf-4434-5f6a9d05e68e', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 246.15, 'clOrdID': 'a8bab5c0268742298ab53655c4697d99', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-03-07T12:19:39.750Z'}
2020-03-07 12:19:39 INFO: add new event={'uid': 'a8bab5c0268742298ab53655c4697d99', 'status': 'Filled'}
2020-03-07 12:19:39 INFO: start process event--------------------------------------------
2020-03-07 12:19:39 INFO: fetch new order event a8bab5c0268742298ab53655c4697d99
2020-03-07 12:19:39 INFO: fetch orders by event init=None profit_pair=8461948f17f74896b6a54d63dee3ee29
2020-03-07 12:19:39 INFO: process profit order filled
2020-03-07 12:19:40 INFO: cancel order=8461948f17f74896b6a54d63dee3ee29 None
2020-03-07 12:19:40 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-07 12:29:51 INFO: process event {'orderID': '2d87a63b-7ea9-bd35-8090-2b7c8d56f33b', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nStop order by trader.py', 'timestamp': '2020-03-07T12:29:51.061Z', 'clOrdID': 'dbd766d068bb4679bc343e9647928860', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 12:29:51 INFO: skip event dbd766d068bb4679bc343e9647928860 Canceled
2020-03-07 12:30:44 INFO: process event {'orderID': '333ae6c9-fd3f-7d87-0c3d-2954536d3fe1', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close,LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': '2020-03-07T12:30:44.368Z', 'timestamp': '2020-03-07T12:30:44.368Z'}
2020-03-07 12:30:44 INFO: skip event  New
2020-03-07 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.35, 'high': 248.0, 'low': 244.1, 'close': 244.1, 'trades': 9982, 'volume': 15174358, 'vwap': 245.98, 'lastSize': 82, 'turnover': 373246475500, 'homeNotional': 138569.855815464, 'foreignNotional': 34084463.713886954}, {'timestamp': datetime.datetime(2020, 3, 7, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.35, 'high': 245.25, 'low': 243.95, 'close': 244.35, 'trades': 3375, 'volume': 4623184, 'vwap': 244.54, 'lastSize': 20000, 'turnover': 113053311090, 'homeNotional': 42122.14319735006, 'foreignNotional': 10300371.345886566}, {'timestamp': datetime.datetime(2020, 3, 7, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.75, 'high': 246.1, 'low': 244.25, 'close': 244.35, 'trades': 5870, 'volume': 9655729, 'vwap': 245.29, 'lastSize': 350, 'turnover': 236843450070, 'homeNotional': 88158.49080941256, 'foreignNotional': 21624243.7908559}]
2020-03-07 13:00:20 INFO: skip by found empty buckets
2020-03-07 13:00:20 INFO: check need new order None
2020-03-07 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 13:02:00 INFO: skip by not found init order into storage
2020-03-07 13:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '333ae6c9-fd3f-7d87-0c3d-2954536d3fe1', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close,LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal())}
2020-03-07 13:02:00 INFO: skip by not found init order into storage
2020-03-07 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.1, 'high': 245.35, 'low': 243.25, 'close': 243.95, 'trades': 5516, 'volume': 8790796, 'vwap': 244.13, 'lastSize': 650, 'turnover': 214607601080, 'homeNotional': 80054.72144996806, 'foreignNotional': 19543606.730675664}, {'timestamp': datetime.datetime(2020, 3, 7, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.35, 'high': 248.0, 'low': 244.1, 'close': 244.1, 'trades': 9982, 'volume': 15174358, 'vwap': 245.98, 'lastSize': 82, 'turnover': 373246475500, 'homeNotional': 138569.855815464, 'foreignNotional': 34084463.713886954}, {'timestamp': datetime.datetime(2020, 3, 7, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.35, 'high': 245.25, 'low': 243.95, 'close': 244.35, 'trades': 3375, 'volume': 4623184, 'vwap': 244.54, 'lastSize': 20000, 'turnover': 113053311090, 'homeNotional': 42122.14319735006, 'foreignNotional': 10300371.345886566}]
2020-03-07 14:00:20 INFO: skip by found empty buckets
2020-03-07 14:00:20 INFO: check need new order None
2020-03-07 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 14:02:00 INFO: skip by not found init order into storage
2020-03-07 14:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '333ae6c9-fd3f-7d87-0c3d-2954536d3fe1', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close,LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal())}
2020-03-07 14:02:00 INFO: skip by not found init order into storage
2020-03-07 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 245.35, 'low': 243.9, 'close': 245.35, 'trades': 4043, 'volume': 4533625, 'vwap': 244.68, 'lastSize': 10000, 'turnover': 110926973780, 'homeNotional': 41314.43237081151, 'foreignNotional': 10108660.090697382}, {'timestamp': datetime.datetime(2020, 3, 7, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.1, 'high': 245.35, 'low': 243.25, 'close': 243.95, 'trades': 5516, 'volume': 8790796, 'vwap': 244.13, 'lastSize': 650, 'turnover': 214607601080, 'homeNotional': 80054.72144996806, 'foreignNotional': 19543606.730675664}, {'timestamp': datetime.datetime(2020, 3, 7, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.35, 'high': 248.0, 'low': 244.1, 'close': 244.1, 'trades': 9982, 'volume': 15174358, 'vwap': 245.98, 'lastSize': 82, 'turnover': 373246475500, 'homeNotional': 138569.855815464, 'foreignNotional': 34084463.713886954}]
2020-03-07 15:00:20 INFO: prepare candles [CandleItem(low=243.9, high=245.35, open=243.95, close=245.35, color='GREEN'), CandleItem(low=243.25, high=245.35, open=244.1, close=243.95, color='RED'), CandleItem(low=244.1, high=248.0, open=244.35, close=244.1, color='RED')]
2020-03-07 15:00:20 INFO: last_candle=CandleItem(low=243.9, high=245.35, open=243.95, close=245.35, color='GREEN')
2020-03-07 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.590992459751371 last_candle.percent_size_of_body=0.9655172413793218 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-07 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.590992459751371 too big
2020-03-07 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.590992459751371 last_candle.percent_size_of_body=0.9655172413793218 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.590992459751371 too small
2020-03-07 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.590992459751371 last_candle.percent_size_of_body=0.9655172413793218 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-07 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.590992459751371 too small
2020-03-07 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.590992459751371 last_candle.percent_size_of_body=0.9655172413793218 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.590992459751371 too small
2020-03-07 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.590992459751371 last_candle.percent_size_of_body=0.9655172413793218 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-07 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.590992459751371 too small
2020-03-07 15:00:20 INFO: filter last_candle.percent_size_of_cost=0.590992459751371 last_candle.percent_size_of_body=0.9655172413793218 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 15:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.590992459751371 too small
2020-03-07 15:00:20 INFO: not found applicable config for candle
2020-03-07 15:00:20 INFO: check need new order None
2020-03-07 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 15:02:00 INFO: skip by not found init order into storage
2020-03-07 15:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '333ae6c9-fd3f-7d87-0c3d-2954536d3fe1', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close,LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal())}
2020-03-07 15:02:00 INFO: skip by not found init order into storage
2020-03-07 16:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 247.85, 'low': 245.2, 'close': 247.6, 'trades': 5527, 'volume': 7461979, 'vwap': 246.11, 'lastSize': 7444, 'turnover': 183645408630, 'homeNotional': 68118.28554210276, 'foreignNotional': 16764477.989860643}, {'timestamp': datetime.datetime(2020, 3, 7, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 245.35, 'low': 243.9, 'close': 245.35, 'trades': 4043, 'volume': 4533625, 'vwap': 244.68, 'lastSize': 10000, 'turnover': 110926973780, 'homeNotional': 41314.43237081151, 'foreignNotional': 10108660.090697382}, {'timestamp': datetime.datetime(2020, 3, 7, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 244.1, 'high': 245.35, 'low': 243.25, 'close': 243.95, 'trades': 5516, 'volume': 8790796, 'vwap': 244.13, 'lastSize': 650, 'turnover': 214607601080, 'homeNotional': 80054.72144996806, 'foreignNotional': 19543606.730675664}]
2020-03-07 16:00:21 INFO: prepare candles [CandleItem(low=245.2, high=247.85, open=245.35, close=247.6, color='GREEN'), CandleItem(low=243.9, high=245.35, open=243.95, close=245.35, color='GREEN'), CandleItem(low=243.25, high=245.35, open=244.1, close=243.95, color='RED')]
2020-03-07 16:00:21 INFO: skip by colors candles=[CandleItem(low=245.2, high=247.85, open=245.35, close=247.6, color='GREEN'), CandleItem(low=243.9, high=245.35, open=243.95, close=245.35, color='GREEN'), CandleItem(low=243.25, high=245.35, open=244.1, close=243.95, color='RED')]
2020-03-07 16:00:21 INFO: check need new order None
2020-03-07 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': 252.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 8, 4, 38, 536000, tzinfo=tzlocal())}
2020-03-07 16:02:00 INFO: skip by not found init order into storage
2020-03-07 16:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '333ae6c9-fd3f-7d87-0c3d-2954536d3fe1', 'clOrdID': '', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 5, 'price': None, 'displayQty': None, 'stopPx': 241.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'Close,LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 5, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Submission from www.bitmex.com', 'transactTime': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 3, 7, 12, 30, 44, 368000, tzinfo=tzlocal())}
2020-03-07 16:02:00 INFO: skip by not found init order into storage
2020-03-07 16:39:03 INFO: process event {'orderID': '97130f57-e58d-687b-f1fa-c44e487801d4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 5, 'avgPx': 252.6, 'timestamp': '2020-03-07T16:39:03.547Z', 'clOrdID': 'c35affdfe14c4e678ad23219d0f162be', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 16:39:03 INFO: add new event={'uid': 'c35affdfe14c4e678ad23219d0f162be', 'status': 'Filled'}
2020-03-07 16:39:03 INFO: start process event--------------------------------------------
2020-03-07 16:39:03 INFO: fetch new order event c35affdfe14c4e678ad23219d0f162be
2020-03-07 16:39:03 INFO: fetch orders by event init=None profit_pair=dbd766d068bb4679bc343e9647928860
2020-03-07 16:39:03 INFO: process profit order filled
2020-03-07 16:39:05 INFO: cancel order=dbd766d068bb4679bc343e9647928860 None
2020-03-07 16:39:05 INFO: end process event_processing_result='proceed profit order'---------------------------------------------------
2020-03-07 16:56:43 INFO: process event {'orderID': '333ae6c9-fd3f-7d87-0c3d-2954536d3fe1', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nSubmission from www.bitmex.com', 'timestamp': '2020-03-07T16:56:43.602Z', 'clOrdID': '', 'account': 605536, 'symbol': 'ETHUSD'}
2020-03-07 16:56:43 INFO: skip event  Canceled
2020-03-07 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 247.6, 'high': 253.0, 'low': 244.6, 'close': 246.05, 'trades': 26173, 'volume': 41891604, 'vwap': 248.99, 'lastSize': 94, 'turnover': 1043036392200, 'homeNotional': 382109.4570920053, 'foreignNotional': 95141954.88103181}, {'timestamp': datetime.datetime(2020, 3, 7, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 247.85, 'low': 245.2, 'close': 247.6, 'trades': 5527, 'volume': 7461979, 'vwap': 246.11, 'lastSize': 7444, 'turnover': 183645408630, 'homeNotional': 68118.28554210276, 'foreignNotional': 16764477.989860643}, {'timestamp': datetime.datetime(2020, 3, 7, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 243.95, 'high': 245.35, 'low': 243.9, 'close': 245.35, 'trades': 4043, 'volume': 4533625, 'vwap': 244.68, 'lastSize': 10000, 'turnover': 110926973780, 'homeNotional': 41314.43237081151, 'foreignNotional': 10108660.090697382}]
2020-03-07 17:00:20 INFO: prepare candles [CandleItem(low=244.6, high=253.0, open=247.6, close=246.05, color='RED'), CandleItem(low=245.2, high=247.85, open=245.35, close=247.6, color='GREEN'), CandleItem(low=243.9, high=245.35, open=243.95, close=245.35, color='GREEN')]
2020-03-07 17:00:20 INFO: last_candle=CandleItem(low=244.6, high=253.0, open=247.6, close=246.05, color='RED')
2020-03-07 17:00:20 INFO: filter last_candle.percent_size_of_cost=3.4139402560455214 last_candle.percent_size_of_body=0.18452380952380737 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-07 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.4139402560455214 too big
2020-03-07 17:00:20 INFO: filter last_candle.percent_size_of_cost=3.4139402560455214 last_candle.percent_size_of_body=0.18452380952380737 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.4139402560455214 too big
2020-03-07 17:00:20 INFO: filter last_candle.percent_size_of_cost=3.4139402560455214 last_candle.percent_size_of_body=0.18452380952380737 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-07 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.4139402560455214 too big
2020-03-07 17:00:20 INFO: filter last_candle.percent_size_of_cost=3.4139402560455214 last_candle.percent_size_of_body=0.18452380952380737 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.4139402560455214 too big
2020-03-07 17:00:20 INFO: filter last_candle.percent_size_of_cost=3.4139402560455214 last_candle.percent_size_of_body=0.18452380952380737 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-07 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.4139402560455214 too big
2020-03-07 17:00:20 INFO: filter last_candle.percent_size_of_cost=3.4139402560455214 last_candle.percent_size_of_body=0.18452380952380737 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 17:00:20 INFO: skip candle by last_candle.percent_size_of_cost=3.4139402560455214 too big
2020-03-07 17:00:20 INFO: not found applicable config for candle
2020-03-07 17:00:20 INFO: check need new order None
2020-03-07 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.05, 'high': 246.05, 'low': 238.0, 'close': 239.3, 'trades': 19740, 'volume': 37701181, 'vwap': 241.72, 'lastSize': 90, 'turnover': 911311210080, 'homeNotional': 337565.0601753863, 'foreignNotional': 81597457.10305168}, {'timestamp': datetime.datetime(2020, 3, 7, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 247.6, 'high': 253.0, 'low': 244.6, 'close': 246.05, 'trades': 26173, 'volume': 41891604, 'vwap': 248.99, 'lastSize': 94, 'turnover': 1043036392200, 'homeNotional': 382109.4570920053, 'foreignNotional': 95141954.88103181}, {'timestamp': datetime.datetime(2020, 3, 7, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 245.35, 'high': 247.85, 'low': 245.2, 'close': 247.6, 'trades': 5527, 'volume': 7461979, 'vwap': 246.11, 'lastSize': 7444, 'turnover': 183645408630, 'homeNotional': 68118.28554210276, 'foreignNotional': 16764477.989860643}]
2020-03-07 18:00:20 INFO: prepare candles [CandleItem(low=238.0, high=246.05, open=246.05, close=239.3, color='RED'), CandleItem(low=244.6, high=253.0, open=247.6, close=246.05, color='RED'), CandleItem(low=245.2, high=247.85, open=245.35, close=247.6, color='GREEN')]
2020-03-07 18:00:20 INFO: skip by colors candles=[CandleItem(low=238.0, high=246.05, open=246.05, close=239.3, color='RED'), CandleItem(low=244.6, high=253.0, open=247.6, close=246.05, color='RED'), CandleItem(low=245.2, high=247.85, open=245.35, close=247.6, color='GREEN')]
2020-03-07 18:00:20 INFO: check need new order None
2020-03-07 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 239.85, 'low': 236.55, 'close': 238.95, 'trades': 11395, 'volume': 18427349, 'vwap': 238.42, 'lastSize': 20, 'turnover': 439336569855, 'homeNotional': 163843.5999637488, 'foreignNotional': 39063037.42412997}, {'timestamp': datetime.datetime(2020, 3, 7, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.05, 'high': 246.05, 'low': 238.0, 'close': 239.3, 'trades': 19740, 'volume': 37701181, 'vwap': 241.72, 'lastSize': 90, 'turnover': 911311210080, 'homeNotional': 337565.0601753863, 'foreignNotional': 81597457.10305168}, {'timestamp': datetime.datetime(2020, 3, 7, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 247.6, 'high': 253.0, 'low': 244.6, 'close': 246.05, 'trades': 26173, 'volume': 41891604, 'vwap': 248.99, 'lastSize': 94, 'turnover': 1043036392200, 'homeNotional': 382109.4570920053, 'foreignNotional': 95141954.88103181}]
2020-03-07 19:00:21 INFO: prepare candles [CandleItem(low=236.55, high=239.85, open=239.3, close=238.95, color='RED'), CandleItem(low=238.0, high=246.05, open=246.05, close=239.3, color='RED'), CandleItem(low=244.6, high=253.0, open=247.6, close=246.05, color='RED')]
2020-03-07 19:00:21 INFO: skip by colors candles=[CandleItem(low=236.55, high=239.85, open=239.3, close=238.95, color='RED'), CandleItem(low=238.0, high=246.05, open=246.05, close=239.3, color='RED'), CandleItem(low=244.6, high=253.0, open=247.6, close=246.05, color='RED')]
2020-03-07 19:00:21 INFO: check need new order None
2020-03-07 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.8, 'low': 237.75, 'close': 239.25, 'trades': 5185, 'volume': 5168660, 'vwap': 238.93, 'lastSize': 100, 'turnover': 123493980945, 'homeNotional': 45949.510755484065, 'foreignNotional': 10978659.70263195}, {'timestamp': datetime.datetime(2020, 3, 7, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.3, 'high': 239.85, 'low': 236.55, 'close': 238.95, 'trades': 11395, 'volume': 18427349, 'vwap': 238.42, 'lastSize': 20, 'turnover': 439336569855, 'homeNotional': 163843.5999637488, 'foreignNotional': 39063037.42412997}, {'timestamp': datetime.datetime(2020, 3, 7, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 246.05, 'high': 246.05, 'low': 238.0, 'close': 239.3, 'trades': 19740, 'volume': 37701181, 'vwap': 241.72, 'lastSize': 90, 'turnover': 911311210080, 'homeNotional': 337565.0601753863, 'foreignNotional': 81597457.10305168}]
2020-03-07 20:00:20 INFO: prepare candles [CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN'), CandleItem(low=236.55, high=239.85, open=239.3, close=238.95, color='RED'), CandleItem(low=238.0, high=246.05, open=246.05, close=239.3, color='RED')]
2020-03-07 20:00:20 INFO: last_candle=CandleItem(low=237.75, high=239.8, open=238.95, close=239.25, color='GREEN')
2020-03-07 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8568443051201721 last_candle.percent_size_of_body=0.14634146341463888 by size_filter=(0.4, 0.49) and body_filter=(0.0, 0.69); clearing_interval=7200, take_profit_factor=4.0
2020-03-07 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8568443051201721 too big
2020-03-07 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8568443051201721 last_candle.percent_size_of_body=0.14634146341463888 by size_filter=(0.6, 0.69) and body_filter=(0.4, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8568443051201721 too big
2020-03-07 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8568443051201721 last_candle.percent_size_of_body=0.14634146341463888 by size_filter=(0.7, 0.79) and body_filter=(0.2, 1.0); clearing_interval=7200, take_profit_factor=3.5
2020-03-07 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8568443051201721 too big
2020-03-07 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8568443051201721 last_candle.percent_size_of_body=0.14634146341463888 by size_filter=(0.8, 0.89) and body_filter=(0.3, 0.69); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 20:00:20 INFO: skip candle by last_candle.percent_size_of_body=0.14634146341463888 too small
2020-03-07 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8568443051201721 last_candle.percent_size_of_body=0.14634146341463888 by size_filter=(0.9, 0.99) and body_filter=(0.0, 0.49); clearing_interval=3600, take_profit_factor=3.5
2020-03-07 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8568443051201721 too small
2020-03-07 20:00:20 INFO: filter last_candle.percent_size_of_cost=0.8568443051201721 last_candle.percent_size_of_body=0.14634146341463888 by size_filter=(1.6, 1.99) and body_filter=(0.1, 1.0); clearing_interval=3600, take_profit_factor=4.0
2020-03-07 20:00:20 INFO: skip candle by last_candle.percent_size_of_cost=0.8568443051201721 too small
2020-03-07 20:00:20 INFO: not found applicable config for candle
2020-03-07 20:00:20 INFO: check need new order None
2020-03-07 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 3, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 239.25, 'high': 239.65, 'low': 237.95, 'close': 238.45, 'trades': 3605, 'volume': 4424953, 'vwap': 238.88, 'lastSize': 100, 'turnover': 105699749190, 'homeNotional': 39345.208899257166, 'foreignNotional': 9398480.213334735}, {'timestamp': datetime.datetime(2020, 3, 7, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 238.95, 'high': 239.8, 'low': 237.75, 'close': 239.25, 'trades': 5185, 'volume': 5168660, 'vwap': 238.93, 'lastSize': 100, 'turnover': 123493980945, 'homeNoti