2020-08-10 23:57:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:13.942Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.55, "tickDirection": "MinusTick", "trdMatchID": "1901a4ca-bd60-9567-5de9-6cbea175ba14", "grossValue": 395550, "homeNotional": 0.11841326228537596, "foreignNotional": 46.83836589698046}]} 2020-08-10 23:57:13 DEBUG: message ignored 2020-08-10 23:57:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:13.947Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a050bed0-4928-ce05-f5a2-3fb7a0f51d9c", "grossValue": 395550, "homeNotional": 0.11841326228537596, "foreignNotional": 46.83836589698046}]} 2020-08-10 23:57:13 DEBUG: message ignored 2020-08-10 23:57:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:13.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "27081577-4375-19c0-2df9-6d1d444c12ce", "grossValue": 395550, "homeNotional": 0.11841326228537596, "foreignNotional": 46.83836589698046}]} 2020-08-10 23:57:13 DEBUG: message ignored 2020-08-10 23:57:14 DEBUG: check clearing time needed clearing_process_timer=3314.915719 2020-08-10 23:57:14 DEBUG: check init order needed init_order_process_timer=3414.916012 2020-08-10 23:57:15 DEBUG: check clearing time needed clearing_process_timer=3315.917282 2020-08-10 23:57:15 DEBUG: check init order needed init_order_process_timer=3415.917562 2020-08-10 23:57:16 DEBUG: check clearing time needed clearing_process_timer=3316.918787 2020-08-10 23:57:16 DEBUG: check init order needed init_order_process_timer=3416.919078 2020-08-10 23:57:17 DEBUG: check clearing time needed clearing_process_timer=3317.920291 2020-08-10 23:57:17 DEBUG: check init order needed init_order_process_timer=3417.920612 2020-08-10 23:57:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:18.163Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.6, "tickDirection": "PlusTick", "trdMatchID": "a2a936fc-5751-2354-c763-a1c087ae7fc1", "grossValue": 1978000, "homeNotional": 0.5920663114268798, "foreignNotional": 234.22143280047365}]} 2020-08-10 23:57:18 DEBUG: message ignored 2020-08-10 23:57:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:18.303Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.55, "tickDirection": "MinusTick", "trdMatchID": "d19464d7-57aa-0104-0f2e-eaad79ad3cf7", "grossValue": 395550, "homeNotional": 0.11841326228537596, "foreignNotional": 46.83836589698046}]} 2020-08-10 23:57:18 DEBUG: message ignored 2020-08-10 23:57:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:18.311Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9487f16c-62f2-2f7f-dcaf-bbd7525f71f3", "grossValue": 435105, "homeNotional": 0.13025458851391356, "foreignNotional": 51.52220248667851}]} 2020-08-10 23:57:18 DEBUG: message ignored 2020-08-10 23:57:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:18.361Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5efae0b-6b7d-ef0f-46b5-9eff52eccac0", "grossValue": 395550, "homeNotional": 0.11841326228537596, "foreignNotional": 46.83836589698046}]} 2020-08-10 23:57:18 DEBUG: message ignored 2020-08-10 23:57:18 DEBUG: check clearing time needed clearing_process_timer=3318.921841 2020-08-10 23:57:18 DEBUG: check init order needed init_order_process_timer=3418.922128 2020-08-10 23:57:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:18.974Z", "symbol": "ETHUSD", "side": "Buy", "size": 602, "price": 395.6, "tickDirection": "PlusTick", "trdMatchID": "12b486a7-8655-713a-558f-d9e60d20f8df", "grossValue": 23815120, "homeNotional": 7.128478389579633, "foreignNotional": 2820.026050917703}, {"timestamp": "2020-08-10T20:57:18.974Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "6eb9f0de-2d0f-c7ee-fe3e-615d8b277b63", "grossValue": 1463720, "homeNotional": 0.43812907045589106, "foreignNotional": 173.32386027235052}]} 2020-08-10 23:57:18 DEBUG: message ignored 2020-08-10 23:57:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:19.109Z", "symbol": "ETHUSD", "side": "Buy", "size": 428, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a1dba1d-2200-8b14-b05e-c8ad09b79ed2", "grossValue": 16931680, "homeNotional": 5.0680876258140914, "foreignNotional": 2004.9354647720545}]} 2020-08-10 23:57:19 DEBUG: message ignored 2020-08-10 23:57:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:19.901Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.55, "tickDirection": "MinusTick", "trdMatchID": "46108fed-5446-570f-b8f6-b1c0d07c40a1", "grossValue": 514215, "homeNotional": 0.15393724097098876, "foreignNotional": 60.8898756660746}]} 2020-08-10 23:57:19 DEBUG: message ignored 2020-08-10 23:57:19 DEBUG: check clearing time needed clearing_process_timer=3319.923283 2020-08-10 23:57:19 DEBUG: check init order needed init_order_process_timer=3419.923404 2020-08-10 23:57:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:19.929Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c4b1536-5aa6-ca7d-c5ac-5c564009b172", "grossValue": 435105, "homeNotional": 0.13025458851391356, "foreignNotional": 51.52220248667851}]} 2020-08-10 23:57:19 DEBUG: message ignored 2020-08-10 23:57:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:19.968Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f71d119c-531c-74a1-2b94-9dd03717783b", "grossValue": 395550, "homeNotional": 0.11841326228537596, "foreignNotional": 46.83836589698046}]} 2020-08-10 23:57:19 DEBUG: message ignored 2020-08-10 23:57:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:20.870Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 395.6, "tickDirection": "PlusTick", "trdMatchID": "a84e6245-1c9b-eb21-5a36-8740bac2817a", "grossValue": 1582400, "homeNotional": 0.47365304914150386, "foreignNotional": 187.37714624037892}, {"timestamp": "2020-08-10T20:57:20.870Z", "symbol": "ETHUSD", "side": "Buy", "size": 960, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "0dc54ff3-8b57-8180-8f93-29cebb4e4ee7", "grossValue": 37977600, "homeNotional": 11.367673179396093, "foreignNotional": 4497.051509769094}]} 2020-08-10 23:57:20 DEBUG: message ignored 2020-08-10 23:57:20 DEBUG: check clearing time needed clearing_process_timer=3320.924582 2020-08-10 23:57:20 DEBUG: check init order needed init_order_process_timer=3420.924868 2020-08-10 23:57:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:20.945Z", "symbol": "ETHUSD", "side": "Buy", "size": 1040, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "37854fab-80e8-7923-96cc-44fdbb32e634", "grossValue": 41142400, "homeNotional": 12.3149792776791, "foreignNotional": 4871.805802249852}]} 2020-08-10 23:57:20 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:21.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 395.65, "tickDirection": "PlusTick", "trdMatchID": "aeee0c0d-7557-0344-1e94-979c65954c50", "grossValue": 1186950, "homeNotional": 0.3552397868561279, "foreignNotional": 140.550621669627}, {"timestamp": "2020-08-10T20:57:21.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e768107-6810-35d1-fab0-f8a2a1aebbcd", "grossValue": 1186950, "homeNotional": 0.3552397868561279, "foreignNotional": 140.550621669627}, {"timestamp": "2020-08-10T20:57:21.002Z", "symbol": "ETHUSD", "side": "Buy", "size": 614, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "ebc8a1ed-663b-167b-0fab-1262009fd19e", "grossValue": 24292910, "homeNotional": 7.270574304322084, "foreignNotional": 2876.6027235050324}]} 2020-08-10 23:57:21 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:21.009Z", "symbol": "ETHUSD", "side": "Buy", "size": 1379, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "98adb21d-04f1-47ae-ed98-df7b42dac6a0", "grossValue": 54560135, "homeNotional": 16.329188869153345, "foreignNotional": 6460.643576080521}]} 2020-08-10 23:57:21 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:21.108Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 395.7, "tickDirection": "PlusTick", "trdMatchID": "57195e1b-1eb7-2623-5574-06dadbca49e0", "grossValue": 3957000, "homeNotional": 1.1841326228537596, "foreignNotional": 468.5612788632327}, {"timestamp": "2020-08-10T20:57:21.108Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 395.75, "tickDirection": "PlusTick", "trdMatchID": "6366ed88-a748-baf7-4f7a-8788a4e61d7b", "grossValue": 1187250, "homeNotional": 0.3552397868561279, "foreignNotional": 140.58614564831262}, {"timestamp": "2020-08-10T20:57:21.108Z", "symbol": "ETHUSD", "side": "Buy", "size": 370, "price": 395.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d70ce91b-890c-04c8-5764-6259a128063a", "grossValue": 14642750, "homeNotional": 4.381290704558911, "foreignNotional": 1733.895796329189}]} 2020-08-10 23:57:21 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:21.824Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.7, "tickDirection": "MinusTick", "trdMatchID": "971d3e23-fecb-8cca-803b-4de707d0d6a0", "grossValue": 514410, "homeNotional": 0.15393724097098876, "foreignNotional": 60.91296625222025}]} 2020-08-10 23:57:21 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:21.828Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "2bc33fc9-10de-e24c-9afa-381a1da9576c", "grossValue": 514410, "homeNotional": 0.15393724097098876, "foreignNotional": 60.91296625222025}]} 2020-08-10 23:57:21 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:21.831Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "123bbbed-7884-4a05-b945-75513284f93b", "grossValue": 435270, "homeNotional": 0.13025458851391356, "foreignNotional": 51.5417406749556}]} 2020-08-10 23:57:21 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:21.878Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "32f9dcd5-1cab-c490-3165-07194f348985", "grossValue": 514410, "homeNotional": 0.15393724097098876, "foreignNotional": 60.91296625222025}]} 2020-08-10 23:57:21 DEBUG: message ignored 2020-08-10 23:57:21 DEBUG: check clearing time needed clearing_process_timer=3321.926057 2020-08-10 23:57:21 DEBUG: check init order needed init_order_process_timer=3421.926335 2020-08-10 23:57:22 DEBUG: check clearing time needed clearing_process_timer=3322.92752 2020-08-10 23:57:22 DEBUG: check init order needed init_order_process_timer=3422.927854 2020-08-10 23:57:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 630, "price": 395.75, "tickDirection": "PlusTick", "trdMatchID": "4d3a1164-b981-8424-d32f-977291c78804", "grossValue": 24932250, "homeNotional": 7.460035523978686, "foreignNotional": 2952.309058614565}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 395.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "72106c9c-7086-daea-84a7-a64b2c9691eb", "grossValue": 158300, "homeNotional": 0.047365304914150384, "foreignNotional": 18.744819419775016}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 395.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "c2232559-df61-0fe5-8299-7095819f26cc", "grossValue": 1583000, "homeNotional": 0.47365304914150386, "foreignNotional": 187.44819419775015}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 395.8, "tickDirection": "PlusTick", "trdMatchID": "7948e26f-9fe7-db76-97ef-f02ecd687c83", "grossValue": 1187400, "homeNotional": 0.3552397868561279, "foreignNotional": 140.60390763765542}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 395.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "de0f56c8-29c6-71d5-2b27-5b8cdd35ba39", "grossValue": 593700, "homeNotional": 0.17761989342806395, "foreignNotional": 70.30195381882771}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "d24d779c-6bcc-5f3d-cf38-3af4d59268ee", "grossValue": 1979000, "homeNotional": 0.5920663114268798, "foreignNotional": 234.33984606275902}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 395.85, "tickDirection": "PlusTick", "trdMatchID": "2a306cd2-74b1-c894-7a39-bbfcdd82a02c", "grossValue": 1187550, "homeNotional": 0.3552397868561279, "foreignNotional": 140.62166962699823}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "d96231dc-c15d-45f9-762d-8289a092ef12", "grossValue": 1979250, "homeNotional": 0.5920663114268798, "foreignNotional": 234.3694493783304}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 395.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "7c9e9981-0597-6f42-17bb-a2f8aaeaeb3f", "grossValue": 356265, "homeNotional": 0.10657193605683836, "foreignNotional": 42.18650088809947}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 395.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "8204a4f3-1435-5252-7d0f-126da413d20a", "grossValue": 9896250, "homeNotional": 2.960331557134399, "foreignNotional": 1171.8472468916518}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "81ffa9cd-b423-6b70-6da6-e6bfded9c054", "grossValue": 79170000, "homeNotional": 23.682652457075193, "foreignNotional": 9374.777975133215}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 193, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "15f7002f-6630-cf76-bd47-6a455b267f5b", "grossValue": 7640870, "homeNotional": 2.2853759621077563, "foreignNotional": 904.7803433984607}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "24f23f1e-c88d-740b-0141-a40341bdbac4", "grossValue": 79180000, "homeNotional": 23.682652457075193, "foreignNotional": 9375.962107756068}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2afc5752-1a7d-a824-6279-5bb7fcdc0079", "grossValue": 7918000, "homeNotional": 2.3682652457075193, "foreignNotional": 937.5962107756069}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 229, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "16186e08-92c7-6099-3d50-21ede0f70d29", "grossValue": 9066110, "homeNotional": 2.7116637063351097, "foreignNotional": 1073.54766133807}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 252, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "09cc19ac-e47c-69bd-4a97-25216da506d3", "grossValue": 9976680, "homeNotional": 2.984014209591474, "foreignNotional": 1181.3712255772646}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 221, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9da92800-7f1c-7207-46d0-d92db34134e2", "grossValue": 8749390, "homeNotional": 2.6169330965068087, "foreignNotional": 1036.0438129070455}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 395.95, "tickDirection": "PlusTick", "trdMatchID": "24b33021-4be5-4a1c-a35a-134dea23c05c", "grossValue": 1583800, "homeNotional": 0.47365304914150386, "foreignNotional": 187.54292480757846}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 395.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "054e3a36-6dc9-1c12-7dd5-134c621c02ee", "grossValue": 1187850, "homeNotional": 0.3552397868561279, "foreignNotional": 140.65719360568383}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 395.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "43e5bbe9-bbfe-f593-67fb-56032600bd11", "grossValue": 7919000, "homeNotional": 2.3682652457075193, "foreignNotional": 937.7146240378922}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 395.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "edb46798-1a58-407c-d1d5-384c820f0f09", "grossValue": 237570, "homeNotional": 0.07104795737122557, "foreignNotional": 28.131438721136767}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a9f2652-626c-b216-64d6-599d04754ea6", "grossValue": 1979750, "homeNotional": 0.5920663114268798, "foreignNotional": 234.42865600947306}, {"timestamp": "2020-08-10T20:57:23.412Z", "symbol": "ETHUSD", "side": "Buy", "size": 3471, "price": 395.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "22e4c06e-c3b6-90ca-98ad-8953b20175c5", "grossValue": 137434245, "homeNotional": 41.101243339254, "foreignNotional": 16274.03730017762}]} 2020-08-10 23:57:23 DEBUG: message ignored 2020-08-10 23:57:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:23.480Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "a60c5a01-b758-45ba-a9c6-10372d63a3fe", "grossValue": 15834000, "homeNotional": 4.736530491415039, "foreignNotional": 1874.955595026643}]} 2020-08-10 23:57:23 DEBUG: message ignored 2020-08-10 23:57:23 DEBUG: check clearing time needed clearing_process_timer=3323.929085 2020-08-10 23:57:23 DEBUG: check init order needed init_order_process_timer=3423.929532 2020-08-10 23:57:24 DEBUG: check clearing time needed clearing_process_timer=3324.930759 2020-08-10 23:57:24 DEBUG: check init order needed init_order_process_timer=3424.931044 2020-08-10 23:57:25 DEBUG: check clearing time needed clearing_process_timer=3325.932211 2020-08-10 23:57:25 DEBUG: check init order needed init_order_process_timer=3425.932471 2020-08-10 23:57:26 DEBUG: check clearing time needed clearing_process_timer=3326.933091 2020-08-10 23:57:26 DEBUG: check init order needed init_order_process_timer=3426.933359 2020-08-10 23:57:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:26.988Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b04a54a1-ec92-2e7a-4386-df574a6f63bf", "grossValue": 395850, "homeNotional": 0.11841326228537596, "foreignNotional": 46.87388987566607}, {"timestamp": "2020-08-10T20:57:26.988Z", "symbol": "ETHUSD", "side": "Sell", "size": 98, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "00282c61-919e-0207-4c3e-a3364d6bcf1c", "grossValue": 3879330, "homeNotional": 1.1604499703966844, "foreignNotional": 459.3641207815275}, {"timestamp": "2020-08-10T20:57:26.988Z", "symbol": "ETHUSD", "side": "Sell", "size": 92, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "2ca7b95f-3863-2163-6a7f-886e60e8b30d", "grossValue": 3641820, "homeNotional": 1.089402013025459, "foreignNotional": 431.23978685612786}]} 2020-08-10 23:57:27 DEBUG: message ignored 2020-08-10 23:57:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:27.193Z", "symbol": "ETHUSD", "side": "Buy", "size": 846, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "8ba6493c-b642-bf2d-9eca-5955b2974f2b", "grossValue": 33493140, "homeNotional": 10.017761989342807, "foreignNotional": 3966.031971580817}]} 2020-08-10 23:57:27 DEBUG: message ignored 2020-08-10 23:57:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:27.878Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "90ac3269-2083-2b6d-65e9-fa3193b11f5d", "grossValue": 5937750, "homeNotional": 1.7761989342806395, "foreignNotional": 703.1083481349912}]} 2020-08-10 23:57:27 DEBUG: message ignored 2020-08-10 23:57:27 DEBUG: check clearing time needed clearing_process_timer=3327.934521 2020-08-10 23:57:27 DEBUG: check init order needed init_order_process_timer=3427.934803 2020-08-10 23:57:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:28.435Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "baa5914c-9ea6-6a0f-e472-ab1d036dd563", "grossValue": 1583600, "homeNotional": 0.47365304914150386, "foreignNotional": 187.51924215512136}]} 2020-08-10 23:57:28 DEBUG: message ignored 2020-08-10 23:57:28 DEBUG: check clearing time needed clearing_process_timer=3328.93598 2020-08-10 23:57:28 DEBUG: check init order needed init_order_process_timer=3428.936256 2020-08-10 23:57:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:29.118Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "4eb0dd9b-5780-cfab-9c15-d33f008c763e", "grossValue": 39590, "homeNotional": 0.011841326228537596, "foreignNotional": 4.687981053878034}]} 2020-08-10 23:57:29 DEBUG: message ignored 2020-08-10 23:57:29 DEBUG: check clearing time needed clearing_process_timer=3329.937075 2020-08-10 23:57:29 DEBUG: check init order needed init_order_process_timer=3429.937346 2020-08-10 23:57:30 DEBUG: check clearing time needed clearing_process_timer=3330.938511 2020-08-10 23:57:30 DEBUG: check init order needed init_order_process_timer=3430.938779 2020-08-10 23:57:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:31.466Z", "symbol": "ETHUSD", "side": "Buy", "size": 23, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a27a055-4893-2744-3dc1-4c1483399e39", "grossValue": 910570, "homeNotional": 0.27277039848197343, "foreignNotional": 107.98980075901328}]} 2020-08-10 23:57:31 DEBUG: message ignored 2020-08-10 23:57:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:31.821Z", "symbol": "ETHUSD", "side": "Buy", "size": 56, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "1a102625-f438-fe1b-ac88-237064cd25be", "grossValue": 2217040, "homeNotional": 0.6641366223908919, "foreignNotional": 262.9316888045541}]} 2020-08-10 23:57:31 DEBUG: message ignored 2020-08-10 23:57:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:31.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "b37ae3c3-9585-e16c-439e-c9a6a0ebdcb5", "grossValue": 5937750, "homeNotional": 1.7789373814041747, "foreignNotional": 704.1923624288426}]} 2020-08-10 23:57:31 DEBUG: message ignored 2020-08-10 23:57:31 DEBUG: check clearing time needed clearing_process_timer=3331.939963 2020-08-10 23:57:31 DEBUG: check init order needed init_order_process_timer=3431.940316 2020-08-10 23:57:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:32.562Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "e7228a64-a84c-5726-16ee-66e2ed7f7651", "grossValue": 791800, "homeNotional": 0.23719165085388993, "foreignNotional": 93.90417457305503}]} 2020-08-10 23:57:32 DEBUG: message ignored 2020-08-10 23:57:32 DEBUG: check clearing time needed clearing_process_timer=3332.94108 2020-08-10 23:57:32 DEBUG: check init order needed init_order_process_timer=3432.941344 2020-08-10 23:57:33 DEBUG: check clearing time needed clearing_process_timer=3333.942505 2020-08-10 23:57:33 DEBUG: check init order needed init_order_process_timer=3433.942773 2020-08-10 23:57:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:34.060Z", "symbol": "ETHUSD", "side": "Buy", "size": 354, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "caeb8313-37ff-7c01-f20b-de66b92de411", "grossValue": 14014860, "homeNotional": 4.198292220113852, "foreignNotional": 1662.103889943074}]} 2020-08-10 23:57:34 DEBUG: message ignored 2020-08-10 23:57:34 DEBUG: check clearing time needed clearing_process_timer=3334.943985 2020-08-10 23:57:34 DEBUG: check init order needed init_order_process_timer=3434.94434 2020-08-10 23:57:35 DEBUG: check clearing time needed clearing_process_timer=3335.945221 2020-08-10 23:57:35 DEBUG: check init order needed init_order_process_timer=3435.945494 2020-08-10 23:57:36 DEBUG: check clearing time needed clearing_process_timer=3336.946688 2020-08-10 23:57:36 DEBUG: check init order needed init_order_process_timer=3436.946971 2020-08-10 23:57:37 DEBUG: check clearing time needed clearing_process_timer=3337.948153 2020-08-10 23:57:37 DEBUG: check init order needed init_order_process_timer=3437.948412 2020-08-10 23:57:38 DEBUG: check clearing time needed clearing_process_timer=3338.949602 2020-08-10 23:57:38 DEBUG: check init order needed init_order_process_timer=3438.949879 2020-08-10 23:57:39 DEBUG: check clearing time needed clearing_process_timer=3339.951092 2020-08-10 23:57:39 DEBUG: check init order needed init_order_process_timer=3439.951347 2020-08-10 23:57:40 DEBUG: check clearing time needed clearing_process_timer=3340.952624 2020-08-10 23:57:40 DEBUG: check init order needed init_order_process_timer=3440.952916 2020-08-10 23:57:41 DEBUG: check clearing time needed clearing_process_timer=3341.954174 2020-08-10 23:57:41 DEBUG: check init order needed init_order_process_timer=3441.954429 2020-08-10 23:57:42 DEBUG: check clearing time needed clearing_process_timer=3342.955638 2020-08-10 23:57:42 DEBUG: check init order needed init_order_process_timer=3442.955954 2020-08-10 23:57:43 DEBUG: check clearing time needed clearing_process_timer=3343.957192 2020-08-10 23:57:43 DEBUG: check init order needed init_order_process_timer=3443.957438 2020-08-10 23:57:44 DEBUG: check clearing time needed clearing_process_timer=3344.958667 2020-08-10 23:57:44 DEBUG: check init order needed init_order_process_timer=3444.958979 2020-08-10 23:57:45 DEBUG: check clearing time needed clearing_process_timer=3345.960176 2020-08-10 23:57:45 DEBUG: check init order needed init_order_process_timer=3445.960527 2020-08-10 23:57:46 DEBUG: check clearing time needed clearing_process_timer=3346.961706 2020-08-10 23:57:46 DEBUG: check init order needed init_order_process_timer=3446.961988 2020-08-10 23:57:47 DEBUG: check clearing time needed clearing_process_timer=3347.963202 2020-08-10 23:57:47 DEBUG: check init order needed init_order_process_timer=3447.963456 2020-08-10 23:57:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:48.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 425, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "8adba087-2c99-a929-0c22-d372d2150be0", "grossValue": 16823625, "homeNotional": 5.040322580645161, "foreignNotional": 1995.211693548387}, {"timestamp": "2020-08-10T20:57:48.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fa464855-1e90-eaf8-de50-15e8f520068d", "grossValue": 2533440, "homeNotional": 0.7590132827324478, "foreignNotional": 300.45540796963945}, {"timestamp": "2020-08-10T20:57:48.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c66061ba-ed6a-5651-a452-69259ec8f395", "grossValue": 1583400, "homeNotional": 0.47438330170777987, "foreignNotional": 187.78462998102466}, {"timestamp": "2020-08-10T20:57:48.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 73, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "12fcc545-b9e8-63c2-0b95-f6915bd58dab", "grossValue": 2889705, "homeNotional": 0.8657495256166983, "foreignNotional": 342.70694971537}, {"timestamp": "2020-08-10T20:57:48.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 251, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fb72bff-4982-6839-2ddf-999bd82f2302", "grossValue": 9935835, "homeNotional": 2.9767552182163186, "foreignNotional": 1178.3485531309298}, {"timestamp": "2020-08-10T20:57:48.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 195, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc4021e8-e414-bdc6-0cf1-76567ca18246", "grossValue": 7719075, "homeNotional": 2.312618595825427, "foreignNotional": 915.4500711574952}, {"timestamp": "2020-08-10T20:57:48.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 2981, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f4a0183c-9a30-9e4d-5578-b4d7e9e59ce4", "grossValue": 118002885, "homeNotional": 35.353415559772294, "foreignNotional": 13994.649549335863}]} 2020-08-10 23:57:48 DEBUG: message ignored 2020-08-10 23:57:48 DEBUG: check clearing time needed clearing_process_timer=3348.964608 2020-08-10 23:57:48 DEBUG: check init order needed init_order_process_timer=3448.964871 2020-08-10 23:57:49 DEBUG: check clearing time needed clearing_process_timer=3349.966072 2020-08-10 23:57:49 DEBUG: check init order needed init_order_process_timer=3449.966343 2020-08-10 23:57:50 DEBUG: check clearing time needed clearing_process_timer=3350.967539 2020-08-10 23:57:50 DEBUG: check init order needed init_order_process_timer=3450.967795 2020-08-10 23:57:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:51.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 193, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "6794eda2-afc5-c762-72c9-87cfeb551746", "grossValue": 7640870, "homeNotional": 2.288899430740038, "foreignNotional": 906.175284629981}]} 2020-08-10 23:57:51 DEBUG: message ignored 2020-08-10 23:57:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:51.583Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "157e588c-b43b-ad30-e102-2096b67c95ae", "grossValue": 2375400, "homeNotional": 0.7115749525616698, "foreignNotional": 281.71252371916506}]} 2020-08-10 23:57:51 DEBUG: message ignored 2020-08-10 23:57:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:51.720Z", "symbol": "ETHUSD", "side": "Buy", "size": 102, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "302c3de7-8508-8d69-b313-461d471c419d", "grossValue": 4038180, "homeNotional": 1.2096774193548387, "foreignNotional": 478.91129032258067}]} 2020-08-10 23:57:51 DEBUG: message ignored 2020-08-10 23:57:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:51.796Z", "symbol": "ETHUSD", "side": "Buy", "size": 36, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a64d58b-0b29-869c-00f1-d7e1455b7ae9", "grossValue": 1425240, "homeNotional": 0.4269449715370019, "foreignNotional": 169.02751423149905}]} 2020-08-10 23:57:51 DEBUG: message ignored 2020-08-10 23:57:51 DEBUG: check clearing time needed clearing_process_timer=3351.969066 2020-08-10 23:57:51 DEBUG: check init order needed init_order_process_timer=3451.969523 2020-08-10 23:57:52 DEBUG: check clearing time needed clearing_process_timer=3352.970765 2020-08-10 23:57:52 DEBUG: check init order needed init_order_process_timer=3452.971054 2020-08-10 23:57:53 DEBUG: check clearing time needed clearing_process_timer=3353.97222 2020-08-10 23:57:53 DEBUG: check init order needed init_order_process_timer=3453.972492 2020-08-10 23:57:54 DEBUG: check clearing time needed clearing_process_timer=3354.973657 2020-08-10 23:57:54 DEBUG: check init order needed init_order_process_timer=3454.973976 2020-08-10 23:57:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:57:55.653Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "8576fa23-bb8c-06d2-fd3c-c198b763a2ad", "grossValue": 1821140, "homeNotional": 0.5455407969639469, "foreignNotional": 215.97960151802656}]} 2020-08-10 23:57:55 DEBUG: message ignored 2020-08-10 23:57:55 DEBUG: check clearing time needed clearing_process_timer=3355.975152 2020-08-10 23:57:55 DEBUG: check init order needed init_order_process_timer=3455.975528 2020-08-10 23:57:56 DEBUG: check clearing time needed clearing_process_timer=3356.976766 2020-08-10 23:57:56 DEBUG: check init order needed init_order_process_timer=3456.977131 2020-08-10 23:57:57 DEBUG: check clearing time needed clearing_process_timer=3357.977977 2020-08-10 23:57:57 DEBUG: check init order needed init_order_process_timer=3457.978263 2020-08-10 23:57:58 DEBUG: check clearing time needed clearing_process_timer=3358.979434 2020-08-10 23:57:58 DEBUG: check init order needed init_order_process_timer=3458.979737 2020-08-10 23:57:59 DEBUG: check clearing time needed clearing_process_timer=3359.980978 2020-08-10 23:57:59 DEBUG: check init order needed init_order_process_timer=3459.981288 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.130Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "ddc36be0-47d1-f2aa-fb05-dabbebb9d80c", "grossValue": 1385475, "homeNotional": 0.41523312373947086, "foreignNotional": 164.37003203226953}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 2984, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2e53798-30e7-0ba1-1a9e-60939fc338cd", "grossValue": 118121640, "homeNotional": 35.40158974967375, "foreignNotional": 14013.719302408352}, {"timestamp": "2020-08-10T20:58:00.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "1cc71aff-7a16-6db5-d098-9c492ca75457", "grossValue": 197925, "homeNotional": 0.059319017677067265, "foreignNotional": 23.48143314746708}, {"timestamp": "2020-08-10T20:58:00.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 216, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b86ffa3a-6a67-cd01-cf6b-5a2e1767eea3", "grossValue": 8550360, "homeNotional": 2.562581563649306, "foreignNotional": 1014.3979119705778}, {"timestamp": "2020-08-10T20:58:00.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc9ec336-1084-7482-9dd0-78e05543ceda", "grossValue": 118755000, "homeNotional": 35.59141060624036, "foreignNotional": 14088.859888480247}, {"timestamp": "2020-08-10T20:58:00.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc811d1d-3ecf-53bc-0adb-77fe0b680ab9", "grossValue": 1187550, "homeNotional": 0.3559141060624036, "foreignNotional": 140.88859888480246}, {"timestamp": "2020-08-10T20:58:00.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 425, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "99c1a514-6372-0fb0-1c06-ccb12bb0fc0f", "grossValue": 16823625, "homeNotional": 5.0421165025507175, "foreignNotional": 1995.9218175347016}, {"timestamp": "2020-08-10T20:58:00.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 5453, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "1dd1a8b2-7277-eccf-0fb9-936c7e0f95ad", "grossValue": 215857005, "homeNotional": 64.69332067860957, "foreignNotional": 25608.850990627594}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.670Z", "symbol": "ETHUSD", "side": "Sell", "size": 774, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "db624758-14ef-2a74-6649-06778a15fd72", "grossValue": 30638790, "homeNotional": 9.182583936410014, "foreignNotional": 3634.925851227904}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.673Z", "symbol": "ETHUSD", "side": "Sell", "size": 325, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9156dc3e-8cd2-c7a7-862b-14e4b477d82a", "grossValue": 12865125, "homeNotional": 3.8557361490093722, "foreignNotional": 1526.29315458536}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.755Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "201361b0-b6bb-262b-2072-15768e9df456", "grossValue": 475020, "homeNotional": 0.14236564242496144, "foreignNotional": 56.35543955392099}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.758Z", "symbol": "ETHUSD", "side": "Sell", "size": 589, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f305ff7e-8666-3bd9-82af-d690c8805042", "grossValue": 23315565, "homeNotional": 6.987780282358524, "foreignNotional": 2766.112824771622}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.785Z", "symbol": "ETHUSD", "side": "Sell", "size": 414, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fe6a6b71-8316-8ddd-53f8-cf6e1e52e15f", "grossValue": 16388190, "homeNotional": 4.91161466366117, "foreignNotional": 1944.262664610274}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.790Z", "symbol": "ETHUSD", "side": "Sell", "size": 211, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "706a73dd-0ae7-3088-5b0c-9b58e5fd66d4", "grossValue": 8352435, "homeNotional": 2.503262545972239, "foreignNotional": 990.9164788231107}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.799Z", "symbol": "ETHUSD", "side": "Sell", "size": 676, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f40b8ae-e0a9-ff9c-9c67-263768372657", "grossValue": 26759460, "homeNotional": 8.019931189939495, "foreignNotional": 3174.6897615375487}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.809Z", "symbol": "ETHUSD", "side": "Sell", "size": 299, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ea3af793-c56e-13e9-be8b-429cccbd8cba", "grossValue": 11835915, "homeNotional": 3.5472772570886226, "foreignNotional": 1404.1897022185312}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:00.818Z", "symbol": "ETHUSD", "side": "Sell", "size": 639, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd1c5243-876c-9b1b-26dc-8da8ae4d6781", "grossValue": 25294815, "homeNotional": 7.580970459129197, "foreignNotional": 3000.9271562462927}]} 2020-08-10 23:58:00 DEBUG: message ignored 2020-08-10 23:58:00 DEBUG: check clearing time needed clearing_process_timer=3360.982537 2020-08-10 23:58:00 DEBUG: check init order needed init_order_process_timer=3460.982859 2020-08-10 23:58:01 DEBUG: check clearing time needed clearing_process_timer=3361.984069 2020-08-10 23:58:01 DEBUG: check init order needed init_order_process_timer=3461.984501 2020-08-10 23:58:02 DEBUG: check clearing time needed clearing_process_timer=3362.98577 2020-08-10 23:58:02 DEBUG: check init order needed init_order_process_timer=3462.987502 2020-08-10 23:58:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:03.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "17e6e66a-9146-d68f-82f2-139b0168ee9b", "grossValue": 395900, "homeNotional": 0.11863803535413453, "foreignNotional": 46.96879819670186}, {"timestamp": "2020-08-10T20:58:03.315Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb08182c-0128-ceed-c3c8-5d82ec194a4e", "grossValue": 435490, "homeNotional": 0.130501838889548, "foreignNotional": 51.66567801637205}]} 2020-08-10 23:58:03 DEBUG: message ignored 2020-08-10 23:58:03 DEBUG: check clearing time needed clearing_process_timer=3363.988727 2020-08-10 23:58:03 DEBUG: check init order needed init_order_process_timer=3463.989081 2020-08-10 23:58:04 DEBUG: check clearing time needed clearing_process_timer=3364.990261 2020-08-10 23:58:04 DEBUG: check init order needed init_order_process_timer=3464.990607 2020-08-10 23:58:05 DEBUG: check clearing time needed clearing_process_timer=3365.991902 2020-08-10 23:58:05 DEBUG: check init order needed init_order_process_timer=3465.99216 2020-08-10 23:58:06 DEBUG: check clearing time needed clearing_process_timer=3366.993335 2020-08-10 23:58:06 DEBUG: check init order needed init_order_process_timer=3466.993633 2020-08-10 23:58:07 DEBUG: check clearing time needed clearing_process_timer=3367.994826 2020-08-10 23:58:07 DEBUG: check init order needed init_order_process_timer=3467.995148 2020-08-10 23:58:08 DEBUG: check clearing time needed clearing_process_timer=3368.995512 2020-08-10 23:58:08 DEBUG: check init order needed init_order_process_timer=3468.995846 2020-08-10 23:58:09 DEBUG: check clearing time needed clearing_process_timer=3369.997235 2020-08-10 23:58:09 DEBUG: check init order needed init_order_process_timer=3469.997522 2020-08-10 23:58:10 DEBUG: check clearing time needed clearing_process_timer=3370.998355 2020-08-10 23:58:10 DEBUG: check init order needed init_order_process_timer=3470.998633 2020-08-10 23:58:11 DEBUG: check clearing time needed clearing_process_timer=3371.998971 2020-08-10 23:58:11 DEBUG: check init order needed init_order_process_timer=3471.999319 2020-08-10 23:58:12 DEBUG: check clearing time needed clearing_process_timer=3372.999725 2020-08-10 23:58:13 DEBUG: check init order needed init_order_process_timer=3473.000057 2020-08-10 23:58:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:13.473Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "01f8e4db-ccd9-cb98-dd1b-4d57e25ec674", "grossValue": 5938500, "homeNotional": 1.779570530312018, "foreignNotional": 704.5319729505279}]} 2020-08-10 23:58:13 DEBUG: message ignored 2020-08-10 23:58:14 DEBUG: check clearing time needed clearing_process_timer=3374.000438 2020-08-10 23:58:14 DEBUG: check init order needed init_order_process_timer=3474.00073 2020-08-10 23:58:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:14.458Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "49b206d4-c0b5-3858-f77c-92261bc9a623", "grossValue": 39590, "homeNotional": 0.011863803535413454, "foreignNotional": 4.696879819670186}]} 2020-08-10 23:58:14 DEBUG: message ignored 2020-08-10 23:58:15 DEBUG: check clearing time needed clearing_process_timer=3375.001911 2020-08-10 23:58:15 DEBUG: check init order needed init_order_process_timer=3475.00224 2020-08-10 23:58:16 DEBUG: check clearing time needed clearing_process_timer=3376.003437 2020-08-10 23:58:16 DEBUG: check init order needed init_order_process_timer=3476.003723 2020-08-10 23:58:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:16.602Z", "symbol": "ETHUSD", "side": "Buy", "size": 338, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ae13ab4-41dd-79b7-3d28-4bb6d57d425c", "grossValue": 13381420, "homeNotional": 4.0099655949697475, "foreignNotional": 1587.545379048523}, {"timestamp": "2020-08-10T20:58:16.602Z", "symbol": "ETHUSD", "side": "Buy", "size": 1912, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d9be75d-9fb1-caa7-6d26-d2a6d900c8ea", "grossValue": 75696080, "homeNotional": 22.683592359710524, "foreignNotional": 8980.434215209396}]} 2020-08-10 23:58:16 DEBUG: message ignored 2020-08-10 23:58:17 DEBUG: check clearing time needed clearing_process_timer=3377.004907 2020-08-10 23:58:17 DEBUG: check init order needed init_order_process_timer=3477.005225 2020-08-10 23:58:18 DEBUG: check clearing time needed clearing_process_timer=3378.006404 2020-08-10 23:58:18 DEBUG: check init order needed init_order_process_timer=3478.006659 2020-08-10 23:58:19 DEBUG: check clearing time needed clearing_process_timer=3379.007836 2020-08-10 23:58:19 DEBUG: check init order needed init_order_process_timer=3479.008087 2020-08-10 23:58:20 DEBUG: check clearing time needed clearing_process_timer=3380.00929 2020-08-10 23:58:20 DEBUG: check init order needed init_order_process_timer=3480.009596 2020-08-10 23:58:21 DEBUG: check clearing time needed clearing_process_timer=3381.010834 2020-08-10 23:58:21 DEBUG: check init order needed init_order_process_timer=3481.011126 2020-08-10 23:58:22 DEBUG: check clearing time needed clearing_process_timer=3382.012327 2020-08-10 23:58:22 DEBUG: check init order needed init_order_process_timer=3482.012593 2020-08-10 23:58:23 DEBUG: check clearing time needed clearing_process_timer=3383.013798 2020-08-10 23:58:23 DEBUG: check init order needed init_order_process_timer=3483.014067 2020-08-10 23:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:23.576Z", "symbol": "ETHUSD", "side": "Buy", "size": 23, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f4adf55e-8f26-9af6-7756-bafac7996501", "grossValue": 910570, "homeNotional": 0.27286748131450944, "foreignNotional": 108.02823585241428}]} 2020-08-10 23:58:23 DEBUG: message ignored 2020-08-10 23:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:23.817Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "356470aa-1e03-2324-e648-80e2bbace2fa", "grossValue": 1029340, "homeNotional": 0.30845889192074977, "foreignNotional": 122.11887531142484}]} 2020-08-10 23:58:23 DEBUG: message ignored 2020-08-10 23:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:23.950Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "174f0d71-cb36-58db-29b7-ddb6dc8160cc", "grossValue": 554260, "homeNotional": 0.16609324949578835, "foreignNotional": 65.7563174753826}]} 2020-08-10 23:58:23 DEBUG: message ignored 2020-08-10 23:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:23.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "eba8d04f-8f2b-7fe4-15e5-1c5586606129", "grossValue": 989750, "homeNotional": 0.2965950883853363, "foreignNotional": 117.42199549175466}, {"timestamp": "2020-08-10T20:58:23.959Z", "symbol": "ETHUSD", "side": "Buy", "size": 81, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb0cccb8-f39b-03a3-7331-79f4c51095b1", "grossValue": 3206790, "homeNotional": 0.9609680863684897, "foreignNotional": 380.4472653932851}]} 2020-08-10 23:58:23 DEBUG: message ignored 2020-08-10 23:58:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:23.978Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ebff5b4e-0858-43b7-caf8-ae064d13bf04", "grossValue": 1583600, "homeNotional": 0.4745521414165381, "foreignNotional": 187.87519278680745}]} 2020-08-10 23:58:23 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: check clearing time needed clearing_process_timer=3384.015266 2020-08-10 23:58:24 DEBUG: check init order needed init_order_process_timer=3484.015597 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.006Z", "symbol": "ETHUSD", "side": "Buy", "size": 122, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6dc3f50-af5b-e7ad-53bd-03711ef5546c", "grossValue": 4829980, "homeNotional": 1.4473840313204414, "foreignNotional": 573.0193379997627}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.070Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b96715bf-d908-a23b-4d36-3c017e084063", "grossValue": 1029340, "homeNotional": 0.30845889192074977, "foreignNotional": 122.11887531142484}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.079Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6096bb3f-9355-db6b-3d19-c69091a80dfe", "grossValue": 712620, "homeNotional": 0.21354846363744218, "foreignNotional": 84.54383675406335}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.110Z", "symbol": "ETHUSD", "side": "Buy", "size": 165, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fa35c29-dc4f-6adf-8949-ce59bf868533", "grossValue": 6532350, "homeNotional": 1.9575275833432197, "foreignNotional": 774.9851702455808}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.117Z", "symbol": "ETHUSD", "side": "Buy", "size": 275, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "50154b12-03a8-28f3-ca58-b94545290b32", "grossValue": 10887250, "homeNotional": 3.2625459722386996, "foreignNotional": 1291.6419504093012}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.148Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "151fab15-50a5-966a-8991-bf23371e7755", "grossValue": 2573350, "homeNotional": 0.7711472298018744, "foreignNotional": 305.2971882785621}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.272Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "7938f57d-24e3-b309-c2e2-79f102271920", "grossValue": 2177450, "homeNotional": 0.6525091944477399, "foreignNotional": 258.3283900818602}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.292Z", "symbol": "ETHUSD", "side": "Buy", "size": 129, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9d06637-3ed0-5764-bc40-ef36f2dba130", "grossValue": 5107110, "homeNotional": 1.5304306560683356, "foreignNotional": 605.897496737454}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.522Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb795153-a7b0-cfd0-a3ff-e64374a520af", "grossValue": 3959000, "homeNotional": 1.1863803535413453, "foreignNotional": 469.68798196701863}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.600Z", "symbol": "ETHUSD", "side": "Buy", "size": 109, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b637ad2e-7748-f9e3-7d3e-75abf7c896a3", "grossValue": 4315310, "homeNotional": 1.2931545853600663, "foreignNotional": 511.9599003440503}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "adbf6ec2-3761-a20d-d59f-2025434bd141", "grossValue": 1504230, "homeNotional": 0.45082453434571124, "foreignNotional": 178.4588919207498}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "d602aaa3-8c7b-dae5-87e4-bc421e76c5a0", "grossValue": 1345890, "homeNotional": 0.4033693202040574, "foreignNotional": 159.67374540277612}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 236, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "245c72e6-b1c3-72ff-9ea6-c0671f7bd91d", "grossValue": 9342060, "homeNotional": 2.799857634357575, "foreignNotional": 1108.3236445604462}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "73218888-c107-9e90-803b-d27d219ab60c", "grossValue": 2533440, "homeNotional": 0.7592834262664611, "foreignNotional": 300.5623442875786}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 124, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a740a0dd-8508-cbed-5219-4735f7574350", "grossValue": 4908540, "homeNotional": 1.4711116383912684, "foreignNotional": 582.3395420571835}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "240e89b9-695b-7756-b24a-78cfbb1cfec8", "grossValue": 2533440, "homeNotional": 0.7592834262664611, "foreignNotional": 300.5623442875786}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 41, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f43036c5-240c-87b4-b2b0-9e6af5e6a400", "grossValue": 1622985, "homeNotional": 0.4864159449519516, "foreignNotional": 192.54775180923005}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 59, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "175b69bf-9f00-6d92-b5c4-aecabbf6f753", "grossValue": 2335515, "homeNotional": 0.6999644085893938, "foreignNotional": 277.08091114011154}, {"timestamp": "2020-08-10T20:58:24.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 2340, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7672a4d2-a44c-a1d4-b0ea-db3c0c8cc59d", "grossValue": 92628900, "homeNotional": 27.76130027286748, "foreignNotional": 10989.310713014593}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.943Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "c6b46fe6-27b2-f505-d687-7ac3ce2766d0", "grossValue": 395900, "homeNotional": 0.11863803535413453, "foreignNotional": 46.96879819670186}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.946Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "0f922d1b-76fa-dbd7-fdb0-27c8dac1c281", "grossValue": 435490, "homeNotional": 0.130501838889548, "foreignNotional": 51.66567801637205}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.949Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9be1184a-2908-e109-c700-15c76eaa2f7d", "grossValue": 475080, "homeNotional": 0.14236564242496144, "foreignNotional": 56.362557836042235}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:24.953Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "33ebdfc8-edb5-98fc-a9e8-a78bc71cfcc5", "grossValue": 435490, "homeNotional": 0.130501838889548, "foreignNotional": 51.66567801637205}]} 2020-08-10 23:58:24 DEBUG: message ignored 2020-08-10 23:58:25 DEBUG: check clearing time needed clearing_process_timer=3385.016781 2020-08-10 23:58:25 DEBUG: check init order needed init_order_process_timer=3485.017134 2020-08-10 23:58:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:25.079Z", "symbol": "ETHUSD", "side": "Buy", "size": 230, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d08b80a7-05b8-123a-f605-df4f6b533953", "grossValue": 9105700, "homeNotional": 2.728674813145094, "foreignNotional": 1080.2823585241429}]} 2020-08-10 23:58:25 DEBUG: message ignored 2020-08-10 23:58:26 DEBUG: check clearing time needed clearing_process_timer=3386.018335 2020-08-10 23:58:26 DEBUG: check init order needed init_order_process_timer=3486.018595 2020-08-10 23:58:27 DEBUG: check clearing time needed clearing_process_timer=3387.019749 2020-08-10 23:58:27 DEBUG: check init order needed init_order_process_timer=3487.019987 2020-08-10 23:58:28 DEBUG: check clearing time needed clearing_process_timer=3388.021172 2020-08-10 23:58:28 DEBUG: check init order needed init_order_process_timer=3488.021508 2020-08-10 23:58:29 DEBUG: check clearing time needed clearing_process_timer=3389.022759 2020-08-10 23:58:29 DEBUG: check init order needed init_order_process_timer=3489.023074 2020-08-10 23:58:30 DEBUG: check clearing time needed clearing_process_timer=3390.02427 2020-08-10 23:58:30 DEBUG: check init order needed init_order_process_timer=3490.024621 2020-08-10 23:58:31 DEBUG: check clearing time needed clearing_process_timer=3391.025857 2020-08-10 23:58:31 DEBUG: check init order needed init_order_process_timer=3491.026187 2020-08-10 23:58:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:31.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "94c0feef-eab8-668e-04fa-374f096ce3bd", "grossValue": 1385475, "homeNotional": 0.41513462222749375, "foreignNotional": 164.33104020875342}, {"timestamp": "2020-08-10T20:58:31.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 425, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b7dcabe-1cf6-f74b-36b3-ef837808e1b7", "grossValue": 16823625, "homeNotional": 5.040920412762424, "foreignNotional": 1995.4483453920056}, {"timestamp": "2020-08-10T20:58:31.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9a6b545-23b2-f7ce-ba6a-a1fa0d67c8d0", "grossValue": 1583400, "homeNotional": 0.4744395682599929, "foreignNotional": 187.80690309571818}]} 2020-08-10 23:58:31 DEBUG: message ignored 2020-08-10 23:58:32 DEBUG: check clearing time needed clearing_process_timer=3392.0274 2020-08-10 23:58:32 DEBUG: check init order needed init_order_process_timer=3492.027701 2020-08-10 23:58:33 DEBUG: check clearing time needed clearing_process_timer=3393.028894 2020-08-10 23:58:33 DEBUG: check init order needed init_order_process_timer=3493.029398 2020-08-10 23:58:34 DEBUG: check clearing time needed clearing_process_timer=3394.030449 2020-08-10 23:58:34 DEBUG: check init order needed init_order_process_timer=3494.030735 2020-08-10 23:58:35 DEBUG: check clearing time needed clearing_process_timer=3395.031625 2020-08-10 23:58:35 DEBUG: check init order needed init_order_process_timer=3495.031901 2020-08-10 23:58:36 DEBUG: check clearing time needed clearing_process_timer=3396.032866 2020-08-10 23:58:36 DEBUG: check init order needed init_order_process_timer=3496.033387 2020-08-10 23:58:37 DEBUG: check clearing time needed clearing_process_timer=3397.034042 2020-08-10 23:58:37 DEBUG: check init order needed init_order_process_timer=3497.034296 2020-08-10 23:58:38 DEBUG: check clearing time needed clearing_process_timer=3398.035459 2020-08-10 23:58:38 DEBUG: check init order needed init_order_process_timer=3498.035713 2020-08-10 23:58:39 DEBUG: check clearing time needed clearing_process_timer=3399.036872 2020-08-10 23:58:39 DEBUG: check init order needed init_order_process_timer=3499.03751 2020-08-10 23:58:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:39.163Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.9, "tickDirection": "PlusTick", "trdMatchID": "0208eeaa-d846-c93d-b335-ddc765cd7f6c", "grossValue": 475080, "homeNotional": 0.14233187047799786, "foreignNotional": 56.349187522239355}]} 2020-08-10 23:58:39 DEBUG: message ignored 2020-08-10 23:58:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:39.166Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "22dbb4c9-520a-b84e-d0e1-403bd573a879", "grossValue": 514670, "homeNotional": 0.1541928596844977, "foreignNotional": 61.044953149092635}]} 2020-08-10 23:58:39 DEBUG: message ignored 2020-08-10 23:58:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:39.169Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d82c8ac6-e650-7d87-3138-4452880b524a", "grossValue": 514670, "homeNotional": 0.1541928596844977, "foreignNotional": 61.044953149092635}]} 2020-08-10 23:58:39 DEBUG: message ignored 2020-08-10 23:58:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:39.173Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "324fcba2-2d6e-b023-d0d1-05ff428f2e7d", "grossValue": 514670, "homeNotional": 0.1541928596844977, "foreignNotional": 61.044953149092635}]} 2020-08-10 23:58:39 DEBUG: message ignored 2020-08-10 23:58:40 DEBUG: check clearing time needed clearing_process_timer=3400.038556 2020-08-10 23:58:40 DEBUG: check init order needed init_order_process_timer=3500.038874 2020-08-10 23:58:41 DEBUG: check clearing time needed clearing_process_timer=3401.039712 2020-08-10 23:58:41 DEBUG: check init order needed init_order_process_timer=3501.039989 2020-08-10 23:58:42 DEBUG: check clearing time needed clearing_process_timer=3402.040882 2020-08-10 23:58:42 DEBUG: check init order needed init_order_process_timer=3502.041481 2020-08-10 23:58:43 DEBUG: check clearing time needed clearing_process_timer=3403.042063 2020-08-10 23:58:43 DEBUG: check init order needed init_order_process_timer=3503.042328 2020-08-10 23:58:44 DEBUG: check clearing time needed clearing_process_timer=3404.042488 2020-08-10 23:58:44 DEBUG: check init order needed init_order_process_timer=3504.04276 2020-08-10 23:58:45 DEBUG: check clearing time needed clearing_process_timer=3405.043679 2020-08-10 23:58:45 DEBUG: check init order needed init_order_process_timer=3505.044018 2020-08-10 23:58:46 DEBUG: check clearing time needed clearing_process_timer=3406.044838 2020-08-10 23:58:46 DEBUG: check init order needed init_order_process_timer=3506.045121 2020-08-10 23:58:47 DEBUG: check clearing time needed clearing_process_timer=3407.045917 2020-08-10 23:58:47 DEBUG: check init order needed init_order_process_timer=3507.046174 2020-08-10 23:58:48 DEBUG: check clearing time needed clearing_process_timer=3408.046963 2020-08-10 23:58:48 DEBUG: check init order needed init_order_process_timer=3508.047214 2020-08-10 23:58:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:48.515Z", "symbol": "ETHUSD", "side": "Buy", "size": 269, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "cc625f4d-a2e9-505c-c269-7508cb58107c", "grossValue": 10649710, "homeNotional": 3.190606096548452, "foreignNotional": 1263.1609536235321}]} 2020-08-10 23:58:48 DEBUG: message ignored 2020-08-10 23:58:49 DEBUG: check clearing time needed clearing_process_timer=3409.048001 2020-08-10 23:58:49 DEBUG: check init order needed init_order_process_timer=3509.048273 2020-08-10 23:58:50 DEBUG: check clearing time needed clearing_process_timer=3410.049433 2020-08-10 23:58:50 DEBUG: check init order needed init_order_process_timer=3510.04971 2020-08-10 23:58:51 DEBUG: check clearing time needed clearing_process_timer=3411.050911 2020-08-10 23:58:51 DEBUG: check init order needed init_order_process_timer=3511.051224 2020-08-10 23:58:52 DEBUG: check clearing time needed clearing_process_timer=3412.052428 2020-08-10 23:58:52 DEBUG: check init order needed init_order_process_timer=3512.052679 2020-08-10 23:58:53 DEBUG: check clearing time needed clearing_process_timer=3413.053846 2020-08-10 23:58:53 DEBUG: check init order needed init_order_process_timer=3513.054121 2020-08-10 23:58:54 DEBUG: check clearing time needed clearing_process_timer=3414.055308 2020-08-10 23:58:54 DEBUG: check init order needed init_order_process_timer=3514.055571 2020-08-10 23:58:55 DEBUG: check clearing time needed clearing_process_timer=3415.056727 2020-08-10 23:58:55 DEBUG: check init order needed init_order_process_timer=3515.057098 2020-08-10 23:58:56 DEBUG: check clearing time needed clearing_process_timer=3416.058312 2020-08-10 23:58:56 DEBUG: check init order needed init_order_process_timer=3516.058585 2020-08-10 23:58:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:58:56.212Z", "symbol": "ETHUSD", "side": "Buy", "size": 34, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e81e9d4-21a4-af80-c673-e1aff47ee0fb", "grossValue": 1346060, "homeNotional": 0.40327363302099395, "foreignNotional": 159.6560313130115}]} 2020-08-10 23:58:56 DEBUG: message ignored 2020-08-10 23:58:57 DEBUG: check clearing time needed clearing_process_timer=3417.059794 2020-08-10 23:58:57 DEBUG: check init order needed init_order_process_timer=3517.060058 2020-08-10 23:58:58 DEBUG: check clearing time needed clearing_process_timer=3418.061289 2020-08-10 23:58:58 DEBUG: check init order needed init_order_process_timer=3518.061588 2020-08-10 23:58:59 DEBUG: check clearing time needed clearing_process_timer=3419.062779 2020-08-10 23:58:59 DEBUG: check init order needed init_order_process_timer=3519.063018 2020-08-10 23:59:00 DEBUG: check clearing time needed clearing_process_timer=3420.064188 2020-08-10 23:59:00 DEBUG: check init order needed init_order_process_timer=3520.064445 2020-08-10 23:59:01 DEBUG: check clearing time needed clearing_process_timer=3421.065613 2020-08-10 23:59:01 DEBUG: check init order needed init_order_process_timer=3521.06588 2020-08-10 23:59:02 DEBUG: check clearing time needed clearing_process_timer=3422.069061 2020-08-10 23:59:02 DEBUG: check init order needed init_order_process_timer=3522.076474 2020-08-10 23:59:03 DEBUG: check clearing time needed clearing_process_timer=3423.077378 2020-08-10 23:59:03 DEBUG: check init order needed init_order_process_timer=3523.07772 2020-08-10 23:59:04 DEBUG: check clearing time needed clearing_process_timer=3424.078364 2020-08-10 23:59:04 DEBUG: check init order needed init_order_process_timer=3524.07863 2020-08-10 23:59:05 DEBUG: check clearing time needed clearing_process_timer=3425.079643 2020-08-10 23:59:05 DEBUG: check init order needed init_order_process_timer=3525.079957 2020-08-10 23:59:06 DEBUG: check clearing time needed clearing_process_timer=3426.080932 2020-08-10 23:59:06 DEBUG: check init order needed init_order_process_timer=3526.08123 2020-08-10 23:59:07 DEBUG: check clearing time needed clearing_process_timer=3427.082096 2020-08-10 23:59:07 DEBUG: check init order needed init_order_process_timer=3527.082367 2020-08-10 23:59:08 DEBUG: check clearing time needed clearing_process_timer=3428.083537 2020-08-10 23:59:08 DEBUG: check init order needed init_order_process_timer=3528.083792 2020-08-10 23:59:09 DEBUG: check clearing time needed clearing_process_timer=3429.084964 2020-08-10 23:59:09 DEBUG: check init order needed init_order_process_timer=3529.085335 2020-08-10 23:59:10 DEBUG: check clearing time needed clearing_process_timer=3430.086569 2020-08-10 23:59:10 DEBUG: check init order needed init_order_process_timer=3530.086848 2020-08-10 23:59:11 DEBUG: check clearing time needed clearing_process_timer=3431.088022 2020-08-10 23:59:11 DEBUG: check init order needed init_order_process_timer=3531.088383 2020-08-10 23:59:12 DEBUG: check clearing time needed clearing_process_timer=3432.089678 2020-08-10 23:59:12 DEBUG: check init order needed init_order_process_timer=3532.089956 2020-08-10 23:59:13 DEBUG: check clearing time needed clearing_process_timer=3433.091129 2020-08-10 23:59:13 DEBUG: check init order needed init_order_process_timer=3533.091431 2020-08-10 23:59:14 DEBUG: check clearing time needed clearing_process_timer=3434.092656 2020-08-10 23:59:14 DEBUG: check init order needed init_order_process_timer=3534.09293 2020-08-10 23:59:15 DEBUG: check clearing time needed clearing_process_timer=3435.094154 2020-08-10 23:59:15 DEBUG: check init order needed init_order_process_timer=3535.094422 2020-08-10 23:59:16 DEBUG: check clearing time needed clearing_process_timer=3436.095595 2020-08-10 23:59:16 DEBUG: check init order needed init_order_process_timer=3536.095863 2020-08-10 23:59:17 DEBUG: check clearing time needed clearing_process_timer=3437.097055 2020-08-10 23:59:17 DEBUG: check init order needed init_order_process_timer=3537.097307 2020-08-10 23:59:18 DEBUG: check clearing time needed clearing_process_timer=3438.098466 2020-08-10 23:59:18 DEBUG: check init order needed init_order_process_timer=3538.098731 2020-08-10 23:59:19 DEBUG: check clearing time needed clearing_process_timer=3439.099924 2020-08-10 23:59:19 DEBUG: check init order needed init_order_process_timer=3539.100195 2020-08-10 23:59:20 DEBUG: check clearing time needed clearing_process_timer=3440.101385 2020-08-10 23:59:20 DEBUG: check init order needed init_order_process_timer=3540.101668 2020-08-10 23:59:21 DEBUG: check clearing time needed clearing_process_timer=3441.102865 2020-08-10 23:59:21 DEBUG: check init order needed init_order_process_timer=3541.103146 2020-08-10 23:59:22 DEBUG: check clearing time needed clearing_process_timer=3442.104312 2020-08-10 23:59:22 DEBUG: check init order needed init_order_process_timer=3542.104637 2020-08-10 23:59:23 DEBUG: check clearing time needed clearing_process_timer=3443.105822 2020-08-10 23:59:23 DEBUG: check init order needed init_order_process_timer=3543.106068 2020-08-10 23:59:24 DEBUG: check clearing time needed clearing_process_timer=3444.107246 2020-08-10 23:59:24 DEBUG: check init order needed init_order_process_timer=3544.107601 2020-08-10 23:59:25 DEBUG: check clearing time needed clearing_process_timer=3445.108808 2020-08-10 23:59:25 DEBUG: check init order needed init_order_process_timer=3545.109104 2020-08-10 23:59:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:25.661Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ecd4154e-1614-27dd-5b85-0ad1f493dad9", "grossValue": 1979500, "homeNotional": 0.5931901767706727, "foreignNotional": 234.84399098350931}]} 2020-08-10 23:59:25 DEBUG: message ignored 2020-08-10 23:59:26 DEBUG: check clearing time needed clearing_process_timer=3446.110268 2020-08-10 23:59:26 DEBUG: check init order needed init_order_process_timer=3546.110609 2020-08-10 23:59:27 DEBUG: check clearing time needed clearing_process_timer=3447.111797 2020-08-10 23:59:27 DEBUG: check init order needed init_order_process_timer=3547.112077 2020-08-10 23:59:28 DEBUG: check clearing time needed clearing_process_timer=3448.11327 2020-08-10 23:59:28 DEBUG: check init order needed init_order_process_timer=3548.113553 2020-08-10 23:59:29 DEBUG: check clearing time needed clearing_process_timer=3449.114724 2020-08-10 23:59:29 DEBUG: check init order needed init_order_process_timer=3549.114996 2020-08-10 23:59:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:29.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 4394, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d499c63b-c81a-2e52-c038-96b65b43e171", "grossValue": 173958460, "homeNotional": 52.12955273460671, "foreignNotional": 20638.089927630797}, {"timestamp": "2020-08-10T20:59:29.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 189, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "06fe48ac-5f18-c569-75dd-fc9241390645", "grossValue": 7482510, "homeNotional": 2.242258868193143, "foreignNotional": 887.7102859176653}, {"timestamp": "2020-08-10T20:59:29.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 592, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "23e76002-a9dc-5020-4b6a-27420bf63924", "grossValue": 23437280, "homeNotional": 7.023371692964765, "foreignNotional": 2780.55285324475}]} 2020-08-10 23:59:29 DEBUG: message ignored 2020-08-10 23:59:30 DEBUG: check clearing time needed clearing_process_timer=3450.1162 2020-08-10 23:59:30 DEBUG: check init order needed init_order_process_timer=3550.116494 2020-08-10 23:59:31 DEBUG: check clearing time needed clearing_process_timer=3451.117696 2020-08-10 23:59:31 DEBUG: check init order needed init_order_process_timer=3551.118075 2020-08-10 23:59:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:31.750Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "df70ea91-f582-6794-9009-8e20f880f58d", "grossValue": 316720, "homeNotional": 0.09493295360151893, "foreignNotional": 37.583956330841346}, {"timestamp": "2020-08-10T20:59:31.750Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2020da1b-6ced-7e5c-92c2-64dfd5fa3014", "grossValue": 79180000, "homeNotional": 23.733238400379733, "foreignNotional": 9395.989082710335}, {"timestamp": "2020-08-10T20:59:31.750Z", "symbol": "ETHUSD", "side": "Buy", "size": 17992, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "00d6b4c5-e424-3762-071a-15a8521604f8", "grossValue": 712303280, "homeNotional": 213.50421264981605, "foreignNotional": 84526.31778806218}]} 2020-08-10 23:59:31 DEBUG: message ignored 2020-08-10 23:59:32 DEBUG: check clearing time needed clearing_process_timer=3452.119319 2020-08-10 23:59:32 DEBUG: check init order needed init_order_process_timer=3552.119599 2020-08-10 23:59:33 DEBUG: check clearing time needed clearing_process_timer=3453.120785 2020-08-10 23:59:33 DEBUG: check init order needed init_order_process_timer=3553.121099 2020-08-10 23:59:34 DEBUG: check clearing time needed clearing_process_timer=3454.122345 2020-08-10 23:59:34 DEBUG: check init order needed init_order_process_timer=3554.122594 2020-08-10 23:59:35 DEBUG: check clearing time needed clearing_process_timer=3455.123772 2020-08-10 23:59:35 DEBUG: check init order needed init_order_process_timer=3555.124063 2020-08-10 23:59:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:36.011Z", "symbol": "ETHUSD", "side": "Buy", "size": 2008, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e5c6ae2-4568-a5f2-008d-65d5a32c4ddf", "grossValue": 79496720, "homeNotional": 23.82817135398125, "foreignNotional": 9433.573039041177}, {"timestamp": "2020-08-10T20:59:36.011Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "aaabf55e-622d-7440-c629-25e5573e88f0", "grossValue": 79180000, "homeNotional": 23.733238400379733, "foreignNotional": 9395.989082710335}, {"timestamp": "2020-08-10T20:59:36.011Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9500aa9-ef7b-c97c-d72a-cc9d3a4f10bf", "grossValue": 712620, "homeNotional": 0.21359914560341758, "foreignNotional": 84.56390174439302}]} 2020-08-10 23:59:36 DEBUG: message ignored 2020-08-10 23:59:36 DEBUG: check clearing time needed clearing_process_timer=3456.125304 2020-08-10 23:59:36 DEBUG: check init order needed init_order_process_timer=3556.125641 2020-08-10 23:59:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:36.757Z", "symbol": "ETHUSD", "side": "Buy", "size": 29, "price": 395.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "757e9e76-178d-adab-eb83-defc30a2e5f7", "grossValue": 1148110, "homeNotional": 0.3441319568055061, "foreignNotional": 136.24184169929987}]} 2020-08-10 23:59:36 DEBUG: message ignored 2020-08-10 23:59:37 DEBUG: check clearing time needed clearing_process_timer=3457.126885 2020-08-10 23:59:37 DEBUG: check init order needed init_order_process_timer=3557.127172 2020-08-10 23:59:38 DEBUG: check clearing time needed clearing_process_timer=3458.128427 2020-08-10 23:59:38 DEBUG: check init order needed init_order_process_timer=3558.128696 2020-08-10 23:59:39 DEBUG: check clearing time needed clearing_process_timer=3459.129882 2020-08-10 23:59:39 DEBUG: check init order needed init_order_process_timer=3559.130103 2020-08-10 23:59:40 DEBUG: check clearing time needed clearing_process_timer=3460.131288 2020-08-10 23:59:40 DEBUG: check init order needed init_order_process_timer=3560.131534 2020-08-10 23:59:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:40.300Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 395.95, "tickDirection": "PlusTick", "trdMatchID": "ea69458d-8322-a543-07b8-5edeaa75b63a", "grossValue": 197975, "homeNotional": 0.05933309600094933, "foreignNotional": 23.492939361575885}, {"timestamp": "2020-08-10T20:59:40.300Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 395.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab7316f2-c107-24cc-1552-5383b1663300", "grossValue": 1781775, "homeNotional": 0.533997864008544, "foreignNotional": 211.436454254183}]} 2020-08-10 23:59:40 DEBUG: message ignored 2020-08-10 23:59:41 DEBUG: check clearing time needed clearing_process_timer=3461.132699 2020-08-10 23:59:41 DEBUG: check init order needed init_order_process_timer=3561.132947 2020-08-10 23:59:42 DEBUG: check clearing time needed clearing_process_timer=3462.134192 2020-08-10 23:59:42 DEBUG: check init order needed init_order_process_timer=3562.134508 2020-08-10 23:59:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.9, "tickDirection": "MinusTick", "trdMatchID": "50c77d20-966c-06f8-9e29-c92c33535afa", "grossValue": 1187700, "homeNotional": 0.35599857600569595, "foreignNotional": 140.93983624065504}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "5efd2d68-39f8-ae97-666d-22510d5882bc", "grossValue": 118770000, "homeNotional": 35.5998576005696, "foreignNotional": 14093.983624065504}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 1745, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c30169f-efc8-5c0a-e631-7a5910b3e258", "grossValue": 69084550, "homeNotional": 20.707250504331316, "foreignNotional": 8198.000474664768}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 184, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4622bc7-6e41-c612-7ca1-9083b870a700", "grossValue": 7284560, "homeNotional": 2.1834579328349353, "foreignNotional": 864.4309956093509}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "dab5b67e-158f-0459-82a6-1e0aecbb8538", "grossValue": 5938500, "homeNotional": 1.7799928800284799, "foreignNotional": 704.6991812032752}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "7b6f4204-0dac-f4fe-ae70-7ad4a1f9db55", "grossValue": 2771300, "homeNotional": 0.8306633440132906, "foreignNotional": 328.85961789486174}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4227afde-3095-35f6-c8c9-5a4979e7cd40", "grossValue": 19795000, "homeNotional": 5.933309600094933, "foreignNotional": 2348.997270677584}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ba3760d-0364-f409-c53f-ac5c08e729c8", "grossValue": 2612940, "homeNotional": 0.7831968672125311, "foreignNotional": 310.06763972944105}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "0374175d-6452-588f-1d37-9b7fb13d6fd7", "grossValue": 1306470, "homeNotional": 0.39159843360626556, "foreignNotional": 155.03381986472053}, {"timestamp": "2020-08-10T20:59:42.770Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "73bc8214-e166-d902-12e0-9346e10de6a3", "grossValue": 2533760, "homeNotional": 0.7594636288121515, "foreignNotional": 300.67165064673077}]} 2020-08-10 23:59:42 DEBUG: message ignored 2020-08-10 23:59:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:43.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 395.85, "tickDirection": "MinusTick", "trdMatchID": "25d5caeb-00bf-b6a4-8aea-a873953bd24c", "grossValue": 158340, "homeNotional": 0.047466476800759466, "foreignNotional": 18.789604841580633}, {"timestamp": "2020-08-10T20:59:43.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb9c60e3-cdc0-b56d-2d79-804f046163d9", "grossValue": 2533440, "homeNotional": 0.7594636288121515, "foreignNotional": 300.63367746529013}, {"timestamp": "2020-08-10T20:59:43.050Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 395.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "888a7306-2595-cccf-9cdf-4ffeb6b19e33", "grossValue": 59377500, "homeNotional": 17.7999288002848, "foreignNotional": 7046.101815592738}]} 2020-08-10 23:59:43 DEBUG: message ignored 2020-08-10 23:59:43 DEBUG: check clearing time needed clearing_process_timer=3463.135705 2020-08-10 23:59:43 DEBUG: check init order needed init_order_process_timer=3563.1362 2020-08-10 23:59:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:43.707Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.8, "tickDirection": "MinusTick", "trdMatchID": "9d1e9468-feb0-f04e-c8cb-6e9b1c8fa5cc", "grossValue": 1187400, "homeNotional": 0.35599857600569595, "foreignNotional": 140.90423638305447}, {"timestamp": "2020-08-10T20:59:43.707Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8985a17-ce30-5ba7-52be-7fe107f37e4b", "grossValue": 2533120, "homeNotional": 0.7594636288121515, "foreignNotional": 300.59570428384956}, {"timestamp": "2020-08-10T20:59:43.707Z", "symbol": "ETHUSD", "side": "Sell", "size": 425, "price": 395.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "7510e255-5065-4884-858d-faf163b3282a", "grossValue": 16821500, "homeNotional": 5.043313160080693, "foreignNotional": 1996.1433487599384}]} 2020-08-10 23:59:43 DEBUG: message ignored 2020-08-10 23:59:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:43.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.75, "tickDirection": "MinusTick", "trdMatchID": "182a9641-7bfa-009b-fff3-ffb77b3e063f", "grossValue": 2532800, "homeNotional": 0.7594636288121515, "foreignNotional": 300.5577311024089}, {"timestamp": "2020-08-10T20:59:43.778Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 395.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "746b41a1-695d-36d7-5304-1c009825e344", "grossValue": 9893750, "homeNotional": 2.9666548000474666, "foreignNotional": 1174.0536371187848}]} 2020-08-10 23:59:43 DEBUG: message ignored 2020-08-10 23:59:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:43.840Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.7, "tickDirection": "MinusTick", "trdMatchID": "caa04edf-16bd-7fd5-0947-0e7fbfdc2d75", "grossValue": 2532480, "homeNotional": 0.7594636288121515, "foreignNotional": 300.5197579209683}]} 2020-08-10 23:59:43 DEBUG: message ignored 2020-08-10 23:59:44 DEBUG: check clearing time needed clearing_process_timer=3464.137389 2020-08-10 23:59:44 DEBUG: check init order needed init_order_process_timer=3564.137681 2020-08-10 23:59:45 DEBUG: check clearing time needed clearing_process_timer=3465.138885 2020-08-10 23:59:45 DEBUG: check init order needed init_order_process_timer=3565.139226 2020-08-10 23:59:46 DEBUG: check clearing time needed clearing_process_timer=3466.140462 2020-08-10 23:59:46 DEBUG: check init order needed init_order_process_timer=3566.140761 2020-08-10 23:59:47 DEBUG: check clearing time needed clearing_process_timer=3467.141954 2020-08-10 23:59:47 DEBUG: check init order needed init_order_process_timer=3567.142237 2020-08-10 23:59:48 DEBUG: check clearing time needed clearing_process_timer=3468.143415 2020-08-10 23:59:48 DEBUG: check init order needed init_order_process_timer=3568.143674 2020-08-10 23:59:49 DEBUG: check clearing time needed clearing_process_timer=3469.144859 2020-08-10 23:59:49 DEBUG: check init order needed init_order_process_timer=3569.145179 2020-08-10 23:59:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:49.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.65, "tickDirection": "MinusTick", "trdMatchID": "9104759c-cf25-c161-f16b-6b00b2ab0893", "grossValue": 1186950, "homeNotional": 0.35599857600569595, "foreignNotional": 140.8508365966536}, {"timestamp": "2020-08-10T20:59:49.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "457184ce-b872-1447-9c48-b3db427883f4", "grossValue": 2532160, "homeNotional": 0.7594636288121515, "foreignNotional": 300.4817847395277}, {"timestamp": "2020-08-10T20:59:49.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 436, "price": 395.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "91b4a975-5734-3fdc-c856-3608e0dc643a", "grossValue": 17250340, "homeNotional": 5.173845971282781, "foreignNotional": 2047.0321585380325}, {"timestamp": "2020-08-10T20:59:49.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 395.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d55da637-3acd-0654-e517-daf5ee4dcfa5", "grossValue": 1463905, "homeNotional": 0.43906491040702506, "foreignNotional": 173.71603180253945}, {"timestamp": "2020-08-10T20:59:49.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 395.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f07496fc-6740-0e57-4e6a-3a23109ee643", "grossValue": 1740860, "homeNotional": 0.522131244808354, "foreignNotional": 206.5812270084253}, {"timestamp": "2020-08-10T20:59:49.896Z", "symbol": "ETHUSD", "side": "Sell", "size": 47, "price": 395.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "32e2354d-0987-0aa1-f0e6-a7d816f05627", "grossValue": 1859555, "homeNotional": 0.5577311024089237, "foreignNotional": 220.66631066809066}]} 2020-08-10 23:59:49 DEBUG: message ignored 2020-08-10 23:59:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.6, "tickDirection": "MinusTick", "trdMatchID": "861f6b89-e9af-ddff-78b7-298fd0552658", "grossValue": 2531840, "homeNotional": 0.7594636288121515, "foreignNotional": 300.4438115580871}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "64e358d8-d17e-d16d-c405-c3141588ee71", "grossValue": 118680, "homeNotional": 0.0355998576005696, "foreignNotional": 14.083303666785334}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "254654a6-f02e-b8b8-445e-4ba1241af6bf", "grossValue": 1978000, "homeNotional": 0.5933309600094933, "foreignNotional": 234.72172777975555}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "241de276-6efa-fb4e-605e-03d8c802c875", "grossValue": 474720, "homeNotional": 0.1423994304022784, "foreignNotional": 56.333214667141334}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ca8e248-832a-2347-3249-78064d97594f", "grossValue": 1740640, "homeNotional": 0.522131244808354, "foreignNotional": 206.55512044618487}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.55, "tickDirection": "MinusTick", "trdMatchID": "2a6a279f-aed2-c163-8887-f0d35dc4b525", "grossValue": 2531520, "homeNotional": 0.7594636288121515, "foreignNotional": 300.4058383766465}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "49f0cbbe-be42-8886-5f11-6819057a8c37", "grossValue": 237330, "homeNotional": 0.0711997152011392, "foreignNotional": 28.163047347810608}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5584c196-13ba-7e84-487c-b88c9bb93582", "grossValue": 791100, "homeNotional": 0.23733238400379733, "foreignNotional": 93.87682449270203}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "92841e87-9a8c-c194-8930-61df6ec7b282", "grossValue": 791100, "homeNotional": 0.23733238400379733, "foreignNotional": 93.87682449270203}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4730439-0697-5eec-a7f5-b7f2aa976402", "grossValue": 1740420, "homeNotional": 0.522131244808354, "foreignNotional": 206.52901388394446}, {"timestamp": "2020-08-10T20:59:49.927Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "9824efc3-2829-60ce-8dd6-e6135da5c1fd", "grossValue": 197775, "homeNotional": 0.05933309600094933, "foreignNotional": 23.469206123175507}]} 2020-08-10 23:59:49 DEBUG: message ignored 2020-08-10 23:59:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:49.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.5, "tickDirection": "MinusTick", "trdMatchID": "70e64282-f8ba-b7e9-ca7c-89157a6e0869", "grossValue": 1186500, "homeNotional": 0.35599857600569595, "foreignNotional": 140.79743681025275}, {"timestamp": "2020-08-10T20:59:49.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "66046ea0-3862-5de8-b502-a4f88a7157be", "grossValue": 2531200, "homeNotional": 0.7594636288121515, "foreignNotional": 300.36786519520587}, {"timestamp": "2020-08-10T20:59:49.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 395.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "de37f18d-8f48-3833-08d6-0ad26d26fee2", "grossValue": 9887500, "homeNotional": 2.9666548000474666, "foreignNotional": 1173.311973418773}, {"timestamp": "2020-08-10T20:59:49.979Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 395.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d90aa970-5ec4-5dc5-5a14-b2820f2e572a", "grossValue": 1740200, "homeNotional": 0.522131244808354, "foreignNotional": 206.50290732170404}]} 2020-08-10 23:59:49 DEBUG: message ignored 2020-08-10 23:59:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:50.032Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.45, "tickDirection": "MinusTick", "trdMatchID": "fd5332f2-dca8-8ca0-d103-0b22b1851481", "grossValue": 2530880, "homeNotional": 0.7594636288121515, "foreignNotional": 300.3298920137653}, {"timestamp": "2020-08-10T20:59:50.032Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "5c2e6844-78c9-78d7-3bd2-ce06c50b0a24", "grossValue": 1739980, "homeNotional": 0.522131244808354, "foreignNotional": 206.47680075946363}, {"timestamp": "2020-08-10T20:59:50.032Z", "symbol": "ETHUSD", "side": "Sell", "size": 224, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ec5f16b-9bff-2dea-a078-589934b831e9", "grossValue": 8858080, "homeNotional": 2.65812270084253, "foreignNotional": 1051.1546220481785}]} 2020-08-10 23:59:50 DEBUG: message ignored 2020-08-10 23:59:50 DEBUG: check clearing time needed clearing_process_timer=3470.146385 2020-08-10 23:59:50 DEBUG: check init order needed init_order_process_timer=3570.146653 2020-08-10 23:59:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:50.723Z", "symbol": "ETHUSD", "side": "Buy", "size": 68, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "1181e5cf-e6fe-a762-52af-c5dba27b732b", "grossValue": 2689060, "homeNotional": 0.8069301056129109, "foreignNotional": 319.1005102646256}, {"timestamp": "2020-08-10T20:59:50.723Z", "symbol": "ETHUSD", "side": "Buy", "size": 432, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c71e24fe-252a-4695-0452-1229d3c4974c", "grossValue": 17083440, "homeNotional": 5.1263794944820225, "foreignNotional": 2027.2267710929157}]} 2020-08-10 23:59:50 DEBUG: message ignored 2020-08-10 23:59:51 DEBUG: check clearing time needed clearing_process_timer=3471.147842 2020-08-10 23:59:51 DEBUG: check init order needed init_order_process_timer=3571.148168 2020-08-10 23:59:52 DEBUG: check clearing time needed clearing_process_timer=3472.149357 2020-08-10 23:59:52 DEBUG: check init order needed init_order_process_timer=3572.149674 2020-08-10 23:59:53 DEBUG: check clearing time needed clearing_process_timer=3473.150894 2020-08-10 23:59:53 DEBUG: check init order needed init_order_process_timer=3573.151183 2020-08-10 23:59:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:53.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "d640114b-a9ea-57cc-9e9c-07ead3652360", "grossValue": 1067715, "homeNotional": 0.3203987184051264, "foreignNotional": 126.70167319330723}]} 2020-08-10 23:59:53 DEBUG: message ignored 2020-08-10 23:59:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:53.904Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "61e7cdcc-fc01-36c0-4dc6-ada99b066254", "grossValue": 1107260, "homeNotional": 0.33226533760531624, "foreignNotional": 131.3943277560223}]} 2020-08-10 23:59:53 DEBUG: message ignored 2020-08-10 23:59:54 DEBUG: check clearing time needed clearing_process_timer=3474.152359 2020-08-10 23:59:54 DEBUG: check init order needed init_order_process_timer=3574.152625 2020-08-10 23:59:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:54.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "744e029f-755e-abaa-1c98-d589b14aa3b8", "grossValue": 2530560, "homeNotional": 0.7594636288121515, "foreignNotional": 300.29191883232465}, {"timestamp": "2020-08-10T20:59:54.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "17e79bb8-b395-ba4f-68f9-6dbb9d89ae5c", "grossValue": 3954000, "homeNotional": 1.1866619200189865, "foreignNotional": 469.2061231755073}, {"timestamp": "2020-08-10T20:59:54.570Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "9033184d-cca2-2053-e9b5-9d4386bb493a", "grossValue": 1423440, "homeNotional": 0.42719829120683517, "foreignNotional": 168.91420434318263}]} 2020-08-10 23:59:54 DEBUG: message ignored 2020-08-10 23:59:55 DEBUG: check clearing time needed clearing_process_timer=3475.153808 2020-08-10 23:59:55 DEBUG: check init order needed init_order_process_timer=3575.154082 2020-08-10 23:59:56 DEBUG: check clearing time needed clearing_process_timer=3476.155286 2020-08-10 23:59:56 DEBUG: check init order needed init_order_process_timer=3576.155621 2020-08-10 23:59:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2188a097-e399-32b6-534e-0a303456e1ba", "grossValue": 2530560, "homeNotional": 0.7594636288121515, "foreignNotional": 300.29191883232465}, {"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c33d6251-9db6-9dea-0610-4db808d8ed6b", "grossValue": 3954000, "homeNotional": 1.1866619200189865, "foreignNotional": 469.2061231755073}, {"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6b62cfc-3547-ed6a-ccf0-75b94e1b4e1d", "grossValue": 11862000, "homeNotional": 3.5599857600569598, "foreignNotional": 1407.618369526522}, {"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "831e9c4d-7062-84a5-616b-eb4e592fc1eb", "grossValue": 1739760, "homeNotional": 0.522131244808354, "foreignNotional": 206.4506941972232}, {"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 426, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "4e3fad6e-6129-f239-b385-b1224dc549eb", "grossValue": 16844040, "homeNotional": 5.055179779280883, "foreignNotional": 1998.818084727661}, {"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 68, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8da82a4-b044-0b1e-17d3-50df0d54c2a8", "grossValue": 2688720, "homeNotional": 0.8069301056129109, "foreignNotional": 319.06016375934496}, {"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 109, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a0c8ad5-3696-cc94-2eb8-2140a14b7931", "grossValue": 4309860, "homeNotional": 1.2934614928206953, "foreignNotional": 511.434674261303}, {"timestamp": "2020-08-10T20:59:56.098Z", "symbol": "ETHUSD", "side": "Sell", "size": 2889, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6dace7e-a560-66fe-af8d-5dff3b3ba69c", "grossValue": 114231060, "homeNotional": 34.28266286934852, "foreignNotional": 13555.364898540405}]} 2020-08-10 23:59:56 DEBUG: message ignored 2020-08-10 23:59:57 DEBUG: check clearing time needed clearing_process_timer=3477.156849 2020-08-10 23:59:57 DEBUG: check init order needed init_order_process_timer=3577.157153 2020-08-10 23:59:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:57.251Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.45, "tickDirection": "PlusTick", "trdMatchID": "dfba53b8-bd76-0eaf-63fc-b8148c113862", "grossValue": 434995, "homeNotional": 0.1305328112020885, "foreignNotional": 51.61920018986591}]} 2020-08-10 23:59:57 DEBUG: message ignored 2020-08-10 23:59:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:57.258Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b15b6370-451b-1104-bf7c-5f7a2d3d42a3", "grossValue": 395450, "homeNotional": 0.11866619200189867, "foreignNotional": 46.92654562715082}]} 2020-08-10 23:59:57 DEBUG: message ignored 2020-08-10 23:59:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:57.271Z", "symbol": "ETHUSD", "side": "Sell", "size": 140, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "d21e812f-9e22-c567-d70d-997ab2264a93", "grossValue": 5535600, "homeNotional": 1.6613266880265811, "foreignNotional": 656.8885724457102}]} 2020-08-10 23:59:57 DEBUG: message ignored 2020-08-10 23:59:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:57.296Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "de996305-75f7-1914-d27c-4b5197b11993", "grossValue": 395400, "homeNotional": 0.11866619200189867, "foreignNotional": 46.92061231755073}]} 2020-08-10 23:59:57 DEBUG: message ignored 2020-08-10 23:59:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T20:59:57.411Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "007e4d88-8d95-3682-ab6c-091583e025fa", "grossValue": 395400, "homeNotional": 0.11866619200189867, "foreignNotional": 46.92061231755073}]} 2020-08-10 23:59:57 DEBUG: message ignored 2020-08-10 23:59:58 DEBUG: check clearing time needed clearing_process_timer=3478.158328 2020-08-10 23:59:58 DEBUG: check init order needed init_order_process_timer=3578.158621 2020-08-10 23:59:59 DEBUG: check clearing time needed clearing_process_timer=3479.159813 2020-08-10 23:59:59 DEBUG: check init order needed init_order_process_timer=3579.160207 2020-08-11 00:00:00 DEBUG: check clearing time needed clearing_process_timer=3480.161464 2020-08-11 00:00:00 DEBUG: check init order needed init_order_process_timer=3580.161822 2020-08-11 00:00:01 DEBUG: check clearing time needed clearing_process_timer=3481.163077 2020-08-11 00:00:01 DEBUG: check init order needed init_order_process_timer=3581.163371 2020-08-11 00:00:02 DEBUG: check clearing time needed clearing_process_timer=3482.16731 2020-08-11 00:00:02 DEBUG: check init order needed init_order_process_timer=3582.194512 2020-08-11 00:00:03 DEBUG: check clearing time needed clearing_process_timer=3483.197478 2020-08-11 00:00:03 DEBUG: check init order needed init_order_process_timer=3583.200872 2020-08-11 00:00:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:03.738Z", "symbol": "ETHUSD", "side": "Sell", "size": 1899, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f083315-cafd-5ae6-638d-df26a48668e3", "grossValue": 75086460, "homeNotional": 22.534709861160554, "foreignNotional": 8910.224279102884}]} 2020-08-11 00:00:03 DEBUG: message ignored 2020-08-11 00:00:04 DEBUG: check clearing time needed clearing_process_timer=3484.202216 2020-08-11 00:00:04 DEBUG: check init order needed init_order_process_timer=3584.202554 2020-08-11 00:00:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:04.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 1968, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "32956194-c471-afe0-3a4e-7aeb5f6dc8b3", "grossValue": 77814720, "homeNotional": 23.353506585973655, "foreignNotional": 9233.976504093984}]} 2020-08-11 00:00:04 DEBUG: message ignored 2020-08-11 00:00:05 DEBUG: check clearing time needed clearing_process_timer=3485.203755 2020-08-11 00:00:05 DEBUG: check init order needed init_order_process_timer=3585.204121 2020-08-11 00:00:06 DEBUG: check clearing time needed clearing_process_timer=3486.205372 2020-08-11 00:00:06 DEBUG: check init order needed init_order_process_timer=3586.205648 2020-08-11 00:00:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:06.941Z", "symbol": "ETHUSD", "side": "Buy", "size": 443, "price": 395.45, "tickDirection": "PlusTick", "trdMatchID": "4bc106a4-f2ec-41c7-b66c-2fa6f4fdad09", "grossValue": 17518435, "homeNotional": 5.256912305684111, "foreignNotional": 2078.8459712827816}]} 2020-08-11 00:00:06 DEBUG: message ignored 2020-08-11 00:00:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:06.959Z", "symbol": "ETHUSD", "side": "Sell", "size": 716, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "91c3a041-a605-0a64-975d-1fcdbd8a25ca", "grossValue": 28310640, "homeNotional": 8.496499347335943, "foreignNotional": 3359.515841936632}]} 2020-08-11 00:00:06 DEBUG: message ignored 2020-08-11 00:00:07 DEBUG: check clearing time needed clearing_process_timer=3487.206852 2020-08-11 00:00:07 DEBUG: check init order needed init_order_process_timer=3587.207191 2020-08-11 00:00:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:07.265Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "4e071730-e1a2-1f28-516e-d8ff0ccc3986", "grossValue": 2293320, "homeNotional": 0.6882639136110122, "foreignNotional": 272.13955144179425}]} 2020-08-11 00:00:07 DEBUG: message ignored 2020-08-11 00:00:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:07.518Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e1f79fb6-bc31-e985-d536-9563396ea7f3", "grossValue": 514020, "homeNotional": 0.15426604960246826, "foreignNotional": 60.99679601281595}]} 2020-08-11 00:00:07 DEBUG: message ignored 2020-08-11 00:00:08 DEBUG: check clearing time needed clearing_process_timer=3488.208453 2020-08-11 00:00:08 DEBUG: check init order needed init_order_process_timer=3588.208726 2020-08-11 00:00:09 DEBUG: check clearing time needed clearing_process_timer=3489.209917 2020-08-11 00:00:09 DEBUG: check init order needed init_order_process_timer=3589.210185 2020-08-11 00:00:10 DEBUG: check clearing time needed clearing_process_timer=3490.211794 2020-08-11 00:00:10 DEBUG: check init order needed init_order_process_timer=3590.21219 2020-08-11 00:00:11 DEBUG: check clearing time needed clearing_process_timer=3491.21343 2020-08-11 00:00:11 DEBUG: check init order needed init_order_process_timer=3591.213829 2020-08-11 00:00:12 DEBUG: check clearing time needed clearing_process_timer=3492.215052 2020-08-11 00:00:12 DEBUG: check init order needed init_order_process_timer=3592.215317 2020-08-11 00:00:13 DEBUG: check clearing time needed clearing_process_timer=3493.216502 2020-08-11 00:00:13 DEBUG: check init order needed init_order_process_timer=3593.21682 2020-08-11 00:00:14 DEBUG: check clearing time needed clearing_process_timer=3494.218262 2020-08-11 00:00:14 DEBUG: check init order needed init_order_process_timer=3594.218537 2020-08-11 00:00:15 DEBUG: check clearing time needed clearing_process_timer=3495.223204 2020-08-11 00:00:15 DEBUG: check init order needed init_order_process_timer=3595.223858 2020-08-11 00:00:16 DEBUG: check clearing time needed clearing_process_timer=3496.225046 2020-08-11 00:00:16 DEBUG: check init order needed init_order_process_timer=3596.225435 2020-08-11 00:00:17 DEBUG: check clearing time needed clearing_process_timer=3497.226632 2020-08-11 00:00:17 DEBUG: check init order needed init_order_process_timer=3597.226977 2020-08-11 00:00:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:18.087Z", "symbol": "ETHUSD", "side": "Buy", "size": 700, "price": 395.45, "tickDirection": "PlusTick", "trdMatchID": "28836688-f3f9-3f81-f5b1-c8bf36dff071", "grossValue": 27681500, "homeNotional": 8.306633440132906, "foreignNotional": 3284.8581939005576}]} 2020-08-11 00:00:18 DEBUG: message ignored 2020-08-11 00:00:18 DEBUG: check clearing time needed clearing_process_timer=3498.228186 2020-08-11 00:00:18 DEBUG: check init order needed init_order_process_timer=3598.22855 2020-08-11 00:00:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:18.593Z", "symbol": "ETHUSD", "side": "Sell", "size": 245, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "e8c23c90-3980-0d62-58dd-b2d8b75e5138", "grossValue": 9687300, "homeNotional": 2.907321704046517, "foreignNotional": 1149.5550017799928}, {"timestamp": "2020-08-10T21:00:18.593Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "fbdf7623-73ba-2b0b-74f3-a4d875ff9021", "grossValue": 1186200, "homeNotional": 0.35599857600569595, "foreignNotional": 140.7618369526522}, {"timestamp": "2020-08-10T21:00:18.593Z", "symbol": "ETHUSD", "side": "Sell", "size": 109, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d15453e-3ac6-3c6d-02d4-bcb01103ba7a", "grossValue": 4309860, "homeNotional": 1.2934614928206953, "foreignNotional": 511.434674261303}]} 2020-08-11 00:00:18 DEBUG: message ignored 2020-08-11 00:00:19 DEBUG: check clearing time needed clearing_process_timer=3499.229807 2020-08-11 00:00:19 DEBUG: check init order needed init_order_process_timer=3599.230122 2020-08-11 00:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:19.461Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 395.45, "tickDirection": "PlusTick", "trdMatchID": "a990f466-9f7b-cf9d-6b43-fa6364758ffa", "grossValue": 39545, "homeNotional": 0.011866619200189867, "foreignNotional": 4.692654562715083}]} 2020-08-11 00:00:19 DEBUG: message ignored 2020-08-11 00:00:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:19.665Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "79d12207-a7ac-868e-b8d7-fcd8ebe8c10f", "grossValue": 3954000, "homeNotional": 1.1866619200189865, "foreignNotional": 469.2061231755073}]} 2020-08-11 00:00:19 DEBUG: message ignored 2020-08-11 00:00:20 DEBUG: check clearing time needed clearing_process_timer=3500.231311 2020-08-11 00:00:20 DEBUG: check init order needed init_order_process_timer=3600.231567 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 INFO: init new order start 2020-08-11 00:00:20 DEBUG: Trade_getBucketed({'binSize': '1h', 'partial': False, 'symbol': 'ETHUSD', 'count': 3, 'start': 0, 'reverse': True}) 2020-08-11 00:00:20 DEBUG: Resetting dropped connection: www.bitmex.com 2020-08-11 00:00:20 DEBUG: https://www.bitmex.com:443 "GET /api/v1/trade/bucketed?binSize=1h&partial=false&symbol=ETHUSD&count=3&start=0&reverse=true HTTP/1.1" 200 None 2020-08-11 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 8, 10, 21, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 396.05, 'high': 397.35, 'low': 393.6, 'close': 395.4, 'trades': 4398, 'volume': 2672445, 'vwap': 395.52, 'lastSize': 10, 'turnover': 105699108515, 'homeNotional': 31674.204878176166, 'foreignNotional': 12527647.572508015}, {'timestamp': datetime.datetime(2020, 8, 10, 20, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 396.3, 'high': 397.65, 'low': 395.1, 'close': 396.05, 'trades': 2680, 'volume': 1905280, 'vwap': 396.41, 'lastSize': 2194, 'turnover': 75526501755, 'homeNotional': 22629.280307949455, 'foreignNotional': 8970397.34595339}, {'timestamp': datetime.datetime(2020, 8, 10, 19, 0, tzinfo=tzutc()), 'symbol': 'ETHUSD', 'open': 397.65, 'high': 398.95, 'low': 396.25, 'close': 396.3, 'trades': 3352, 'volume': 2886308, 'vwap': 397.51, 'lastSize': 150, 'turnover': 114732494515, 'homeNotional': 34339.16447501864, 'foreignNotional': 13650040.276087385}] 2020-08-11 00:00:20 INFO: prepare candles [CandleItem(low=393.6, high=397.35, open=396.05, close=395.4, color='RED'), CandleItem(low=395.1, high=397.65, open=396.3, close=396.05, color='RED'), CandleItem(low=396.25, high=398.95, open=397.65, close=396.3, color='RED')] 2020-08-11 00:00:20 INFO: skip by colors first_candle=CandleItem(low=396.25, high=398.95, open=397.65, close=396.3, color='RED') second_candle=CandleItem(low=395.1, high=397.65, open=396.3, close=396.05, color='RED') last_candle=CandleItem(low=393.6, high=397.35, open=396.05, close=395.4, color='RED') 2020-08-11 00:00:20 INFO: check need new order None 2020-08-11 00:00:20 INFO: init new order end 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 INFO: 2020-08-11 00:00:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:20.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "6980554e-901a-2e6e-45d0-0e3ddbfae528", "grossValue": 10557180, "homeNotional": 3.168387326450694, "foreignNotional": 1252.7803488786044}]} 2020-08-11 00:00:20 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 395.45, "tickDirection": "PlusTick", "trdMatchID": "50b52783-d389-14e7-bcf5-2f519a58a13e", "grossValue": 355905, "homeNotional": 0.10679957280170879, "foreignNotional": 42.233891064435745}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e0fd56d-b62d-b1ff-2a11-8dadaee5110f", "grossValue": 39545, "homeNotional": 0.011866619200189867, "foreignNotional": 4.692654562715083}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "165fe01f-f5f9-601b-ad34-5b4cb708c490", "grossValue": 355905, "homeNotional": 0.10679957280170879, "foreignNotional": 42.233891064435745}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a8d176cb-e476-0f25-d5b8-ed1537211d63", "grossValue": 197725, "homeNotional": 0.05933309600094933, "foreignNotional": 23.46327281357541}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 1185, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f49d4303-5f1d-643e-1253-dbd8b1e90445", "grossValue": 46860825, "homeNotional": 14.061943752224991, "foreignNotional": 5560.795656817373}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 1440, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2084f808-2f4a-a754-fa2c-8ead807efe3e", "grossValue": 56944800, "homeNotional": 17.087931648273408, "foreignNotional": 6757.422570309719}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a941518-de1a-26d4-1f42-2b71112b4f12", "grossValue": 514085, "homeNotional": 0.15426604960246826, "foreignNotional": 61.00450931529607}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "792d3e32-a457-c285-bd47-e91822310593", "grossValue": 17320710, "homeNotional": 5.197579209683162, "foreignNotional": 2055.382698469206}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "54ba1a2b-be3f-99a0-8d12-1107926b91d0", "grossValue": 17320710, "homeNotional": 5.197579209683162, "foreignNotional": 2055.382698469206}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b88e751f-0b07-a42c-a35c-03a1df8669d3", "grossValue": 17320710, "homeNotional": 5.197579209683162, "foreignNotional": 2055.382698469206}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2139e420-5b05-c634-219e-c417c871291d", "grossValue": 17320710, "homeNotional": 5.197579209683162, "foreignNotional": 2055.382698469206}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee693913-a04d-d402-181f-cc73d25c4440", "grossValue": 17320710, "homeNotional": 5.197579209683162, "foreignNotional": 2055.382698469206}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a7636dd-9e82-663f-d425-9fdd20eefa79", "grossValue": 17320710, "homeNotional": 5.197579209683162, "foreignNotional": 2055.382698469206}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "63348e24-57b2-0d23-9393-f4c4eb80d91b", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8b31beb-e830-c8ad-eee9-a74bce3b8759", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a0440cd3-6d42-6c82-e9a2-59b50eb113bb", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e5517d1-01fe-f61b-b0bd-d94dc3acc70d", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "098389c2-4398-f6e1-ed0a-a27be261e954", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a0654f29-e29c-4d91-89ee-e2ffe62ba865", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "64dd40c2-4e93-98e5-2e99-eb18d59ae7e9", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 238, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "a2cacded-26c9-065d-8777-9b0d6f7b0df9", "grossValue": 9411710, "homeNotional": 2.824255369645188, "foreignNotional": 1116.8517859261897}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.254Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "eabc7aa9-fd11-456c-f300-e797e1c2d27a", "grossValue": 118635, "homeNotional": 0.0355998576005696, "foreignNotional": 14.077963688145248}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.283Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "b985a91d-f590-2bc4-4a6f-5eb6f02a361b", "grossValue": 474480, "homeNotional": 0.1423994304022784, "foreignNotional": 56.30473478106087}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.294Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a450569e-b33b-15cb-16b0-ee74451b2d48", "grossValue": 474480, "homeNotional": 0.1423994304022784, "foreignNotional": 56.30473478106087}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.349Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5d1d57f-48bb-75a2-1470-19bab0b1e5bf", "grossValue": 514020, "homeNotional": 0.15426604960246826, "foreignNotional": 60.99679601281595}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.359Z", "symbol": "ETHUSD", "side": "Buy", "size": 196, "price": 395.45, "tickDirection": "PlusTick", "trdMatchID": "72bdf259-7f73-bc0f-b805-d9663939e147", "grossValue": 7750820, "homeNotional": 2.3258573632372137, "foreignNotional": 919.7602942921561}, {"timestamp": "2020-08-10T21:00:21.359Z", "symbol": "ETHUSD", "side": "Buy", "size": 437, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "62794d45-57ca-21e5-8626-a0b173e5e05b", "grossValue": 17281165, "homeNotional": 5.1857125904829715, "foreignNotional": 2050.690043906491}, {"timestamp": "2020-08-10T21:00:21.359Z", "symbol": "ETHUSD", "side": "Buy", "size": 285, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "84301313-4580-9fb6-e300-f9612b7c25a6", "grossValue": 11270325, "homeNotional": 3.3819864720541117, "foreignNotional": 1337.4065503737986}, {"timestamp": "2020-08-10T21:00:21.359Z", "symbol": "ETHUSD", "side": "Buy", "size": 85, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ae8f712c-7a9c-1228-9669-74a8da2d2e6e", "grossValue": 3361325, "homeNotional": 1.0086626320161387, "foreignNotional": 398.875637830782}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: check clearing time needed clearing_process_timer=3501.403599 2020-08-11 00:00:21 DEBUG: check init order needed init_order_process_timer=1.403891 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.423Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "89ca5333-b3e4-0704-90a1-d3b3d01bd073", "grossValue": 7909000, "homeNotional": 2.373323840037973, "foreignNotional": 938.5309125430165}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2da39ebf-0b52-98c5-41d2-6ff7d890fd5b", "grossValue": 474540, "homeNotional": 0.1423994304022784, "foreignNotional": 56.31185475258099}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.562Z", "symbol": "ETHUSD", "side": "Sell", "size": 28, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea24675b-97c3-dacd-5373-f941a8f14093", "grossValue": 1107260, "homeNotional": 0.33226533760531624, "foreignNotional": 131.3943277560223}, {"timestamp": "2020-08-10T21:00:21.562Z", "symbol": "ETHUSD", "side": "Sell", "size": 248, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2c94778a-1f98-df0d-622c-936e68d41e12", "grossValue": 9807160, "homeNotional": 2.9429215616470867, "foreignNotional": 1163.7783315533404}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:21.950Z", "symbol": "ETHUSD", "side": "Sell", "size": 874, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ada9c8cd-be94-eae7-fa9d-0e33fae29153", "grossValue": 34562330, "homeNotional": 10.371425180965943, "foreignNotional": 4101.380087812982}]} 2020-08-11 00:00:21 DEBUG: message ignored 2020-08-11 00:00:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:22.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 395.5, "tickDirection": "PlusTick", "trdMatchID": "205c26b5-1acf-d8ff-6ded-c7d5f138f12e", "grossValue": 197750, "homeNotional": 0.05933309600094933, "foreignNotional": 23.46623946837546}]} 2020-08-11 00:00:22 DEBUG: message ignored 2020-08-11 00:00:22 DEBUG: check clearing time needed clearing_process_timer=3502.405114 2020-08-11 00:00:22 DEBUG: check init order needed init_order_process_timer=2.405407 2020-08-11 00:00:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:22.443Z", "symbol": "ETHUSD", "side": "Sell", "size": 486, "price": 395.6, "tickDirection": "PlusTick", "trdMatchID": "0160ddbb-0948-145e-2e13-2d4029a687d7", "grossValue": 19226160, "homeNotional": 5.7671769312922745, "foreignNotional": 2281.495194019224}, {"timestamp": "2020-08-10T21:00:22.443Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "1428927a-e32b-76df-f2d3-8a4cad73a882", "grossValue": 15824000, "homeNotional": 4.746647680075946, "foreignNotional": 1877.7738222380444}]} 2020-08-11 00:00:22 DEBUG: message ignored 2020-08-11 00:00:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:22.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "5be2b800-bddb-4b20-3b97-2b6fcaa0dada", "grossValue": 158240, "homeNotional": 0.047466476800759466, "foreignNotional": 18.777738222380442}, {"timestamp": "2020-08-10T21:00:22.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 1151, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9a41fa2-f9d6-2b6a-0971-1717db0353a4", "grossValue": 45533560, "homeNotional": 13.658478699418536, "foreignNotional": 5403.294173489972}]} 2020-08-11 00:00:22 DEBUG: message ignored 2020-08-11 00:00:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:23.185Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "2030ba4b-ffcb-b9d2-e786-98a8378a361d", "grossValue": 514280, "homeNotional": 0.15426604960246826, "foreignNotional": 61.02764922273644}]} 2020-08-11 00:00:23 DEBUG: message ignored 2020-08-11 00:00:23 DEBUG: check clearing time needed clearing_process_timer=3503.406694 2020-08-11 00:00:23 DEBUG: check init order needed init_order_process_timer=3.407077 2020-08-11 00:00:24 DEBUG: check clearing time needed clearing_process_timer=3504.408359 2020-08-11 00:00:24 DEBUG: check init order needed init_order_process_timer=4.409137 2020-08-11 00:00:25 DEBUG: check clearing time needed clearing_process_timer=3505.410672 2020-08-11 00:00:25 DEBUG: check init order needed init_order_process_timer=5.410951 2020-08-11 00:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:26.285Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 395.65, "tickDirection": "PlusTick", "trdMatchID": "3b3cd688-4cfe-8ee2-4a50-6e19f898ebcd", "grossValue": 1186950, "homeNotional": 0.35599857600569595, "foreignNotional": 140.8508365966536}, {"timestamp": "2020-08-10T21:00:26.285Z", "symbol": "ETHUSD", "side": "Buy", "size": 170, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "8db3bbb3-13d4-db5b-40a9-36423f9ef7bb", "grossValue": 6726050, "homeNotional": 2.0173252640322774, "foreignNotional": 798.1547407143705}]} 2020-08-11 00:00:26 DEBUG: message ignored 2020-08-11 00:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:26.315Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.6, "tickDirection": "MinusTick", "trdMatchID": "8e4452ec-3684-461c-b427-057e90c40090", "grossValue": 514280, "homeNotional": 0.15426604960246826, "foreignNotional": 61.02764922273644}]} 2020-08-11 00:00:26 DEBUG: message ignored 2020-08-11 00:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:26.317Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "8effef16-30b8-120e-30f5-52f296f1918b", "grossValue": 435160, "homeNotional": 0.1305328112020885, "foreignNotional": 51.63878011154622}]} 2020-08-11 00:00:26 DEBUG: message ignored 2020-08-11 00:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:26.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa8d2524-bbc9-3bed-5853-9691e852589c", "grossValue": 395600, "homeNotional": 0.11866619200189867, "foreignNotional": 46.94434555595111}]} 2020-08-11 00:00:26 DEBUG: message ignored 2020-08-11 00:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:26.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "86ee5c70-b136-2e06-d3be-40a8f562bc05", "grossValue": 474720, "homeNotional": 0.1423994304022784, "foreignNotional": 56.333214667141334}]} 2020-08-11 00:00:26 DEBUG: message ignored 2020-08-11 00:00:26 DEBUG: check clearing time needed clearing_process_timer=3506.412181 2020-08-11 00:00:26 DEBUG: check init order needed init_order_process_timer=6.412529 2020-08-11 00:00:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:26.980Z", "symbol": "ETHUSD", "side": "Buy", "size": 277, "price": 395.65, "tickDirection": "PlusTick", "trdMatchID": "2f783662-11ae-76ed-522c-ccfc6f759ff5", "grossValue": 10959505, "homeNotional": 3.2870535184525926, "foreignNotional": 1300.5227245757683}, {"timestamp": "2020-08-10T21:00:26.980Z", "symbol": "ETHUSD", "side": "Buy", "size": 123, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "dc18d1bc-010d-478c-245d-a2e3d2f693cc", "grossValue": 4866495, "homeNotional": 1.4595941616233534, "foreignNotional": 577.4884300462799}]} 2020-08-11 00:00:26 DEBUG: message ignored 2020-08-11 00:00:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:27.120Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.6, "tickDirection": "MinusTick", "trdMatchID": "ef04786e-55f5-59e6-eae9-d1c88158a96f", "grossValue": 395600, "homeNotional": 0.11866619200189867, "foreignNotional": 46.94434555595111}]} 2020-08-11 00:00:27 DEBUG: message ignored 2020-08-11 00:00:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:27.128Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9ca7a23-6afa-71b8-cd74-5c4ad7d2c7a7", "grossValue": 435160, "homeNotional": 0.1305328112020885, "foreignNotional": 51.63878011154622}]} 2020-08-11 00:00:27 DEBUG: message ignored 2020-08-11 00:00:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:27.131Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "9bf9b341-5e96-1da7-eef5-f4ffac175899", "grossValue": 435160, "homeNotional": 0.1305328112020885, "foreignNotional": 51.63878011154622}]} 2020-08-11 00:00:27 DEBUG: message ignored 2020-08-11 00:00:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:27.135Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "cafff754-0849-4755-c148-0d1a5f96702f", "grossValue": 474720, "homeNotional": 0.1423994304022784, "foreignNotional": 56.333214667141334}]} 2020-08-11 00:00:27 DEBUG: message ignored 2020-08-11 00:00:27 DEBUG: check clearing time needed clearing_process_timer=3507.41379 2020-08-11 00:00:27 DEBUG: check init order needed init_order_process_timer=7.414089 2020-08-11 00:00:28 DEBUG: check clearing time needed clearing_process_timer=3508.415316 2020-08-11 00:00:28 DEBUG: check init order needed init_order_process_timer=8.415662 2020-08-11 00:00:29 DEBUG: check clearing time needed clearing_process_timer=3509.416888 2020-08-11 00:00:29 DEBUG: check init order needed init_order_process_timer=9.417271 2020-08-11 00:00:30 DEBUG: check clearing time needed clearing_process_timer=3510.418516 2020-08-11 00:00:30 DEBUG: check init order needed init_order_process_timer=10.418824 2020-08-11 00:00:31 DEBUG: check clearing time needed clearing_process_timer=3511.420029 2020-08-11 00:00:31 DEBUG: check init order needed init_order_process_timer=11.420333 2020-08-11 00:00:32 DEBUG: check clearing time needed clearing_process_timer=3512.421537 2020-08-11 00:00:32 DEBUG: check init order needed init_order_process_timer=12.421841 2020-08-11 00:00:33 DEBUG: check clearing time needed clearing_process_timer=3513.423079 2020-08-11 00:00:33 DEBUG: check init order needed init_order_process_timer=13.423404 2020-08-11 00:00:34 DEBUG: check clearing time needed clearing_process_timer=3514.424684 2020-08-11 00:00:34 DEBUG: check init order needed init_order_process_timer=14.425087 2020-08-11 00:00:35 DEBUG: check clearing time needed clearing_process_timer=3515.426306 2020-08-11 00:00:35 DEBUG: check init order needed init_order_process_timer=15.426584 2020-08-11 00:00:36 DEBUG: check clearing time needed clearing_process_timer=3516.427808 2020-08-11 00:00:36 DEBUG: check init order needed init_order_process_timer=16.428148 2020-08-11 00:00:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:37.260Z", "symbol": "ETHUSD", "side": "Sell", "size": 346, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6e03236-c503-9b7a-5149-25985910567c", "grossValue": 13687760, "homeNotional": 4.103902265448938, "foreignNotional": 1623.5037362116}]} 2020-08-11 00:00:37 DEBUG: message ignored 2020-08-11 00:00:37 DEBUG: check clearing time needed clearing_process_timer=3517.429072 2020-08-11 00:00:37 DEBUG: check init order needed init_order_process_timer=17.429359 2020-08-11 00:00:38 DEBUG: check clearing time needed clearing_process_timer=3518.430543 2020-08-11 00:00:38 DEBUG: check init order needed init_order_process_timer=18.430827 2020-08-11 00:00:39 DEBUG: check clearing time needed clearing_process_timer=3519.432063 2020-08-11 00:00:39 DEBUG: check init order needed init_order_process_timer=19.432309 2020-08-11 00:00:40 DEBUG: check clearing time needed clearing_process_timer=3520.433508 2020-08-11 00:00:40 DEBUG: check init order needed init_order_process_timer=20.433843 2020-08-11 00:00:41 DEBUG: check clearing time needed clearing_process_timer=3521.435048 2020-08-11 00:00:41 DEBUG: check init order needed init_order_process_timer=21.435315 2020-08-11 00:00:42 DEBUG: check clearing time needed clearing_process_timer=3522.436532 2020-08-11 00:00:42 DEBUG: check init order needed init_order_process_timer=22.436803 2020-08-11 00:00:43 DEBUG: check clearing time needed clearing_process_timer=3523.437999 2020-08-11 00:00:43 DEBUG: check init order needed init_order_process_timer=23.438257 2020-08-11 00:00:44 DEBUG: check clearing time needed clearing_process_timer=3524.439419 2020-08-11 00:00:44 DEBUG: check init order needed init_order_process_timer=24.439688 2020-08-11 00:00:45 DEBUG: check clearing time needed clearing_process_timer=3525.440864 2020-08-11 00:00:45 DEBUG: check init order needed init_order_process_timer=25.441141 2020-08-11 00:00:46 DEBUG: check clearing time needed clearing_process_timer=3526.442311 2020-08-11 00:00:46 DEBUG: check init order needed init_order_process_timer=26.442534 2020-08-11 00:00:47 DEBUG: check clearing time needed clearing_process_timer=3527.443694 2020-08-11 00:00:47 DEBUG: check init order needed init_order_process_timer=27.443953 2020-08-11 00:00:48 DEBUG: check clearing time needed clearing_process_timer=3528.445115 2020-08-11 00:00:48 DEBUG: check init order needed init_order_process_timer=28.445346 2020-08-11 00:00:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:49.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 346, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "03fb981c-7e53-26c2-51d0-b7113e5694a1", "grossValue": 13687760, "homeNotional": 4.103902265448938, "foreignNotional": 1623.5037362116}]} 2020-08-11 00:00:49 DEBUG: message ignored 2020-08-11 00:00:49 DEBUG: check clearing time needed clearing_process_timer=3529.446515 2020-08-11 00:00:49 DEBUG: check init order needed init_order_process_timer=29.446849 2020-08-11 00:00:50 DEBUG: check clearing time needed clearing_process_timer=3530.448125 2020-08-11 00:00:50 DEBUG: check init order needed init_order_process_timer=30.448482 2020-08-11 00:00:51 DEBUG: check clearing time needed clearing_process_timer=3531.449716 2020-08-11 00:00:51 DEBUG: check init order needed init_order_process_timer=31.449996 2020-08-11 00:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:51.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 395.65, "tickDirection": "PlusTick", "trdMatchID": "11aafbfe-7a01-7e2a-d600-84dd48c71c33", "grossValue": 989125, "homeNotional": 0.29652473016249553, "foreignNotional": 117.32000948879137}]} 2020-08-11 00:00:52 DEBUG: message ignored 2020-08-11 00:00:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:52.174Z", "symbol": "ETHUSD", "side": "Buy", "size": 54, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "9e3f2940-9446-15e6-b997-ce5232134858", "grossValue": 2136510, "homeNotional": 0.6404934171509904, "foreignNotional": 253.41122049578934}]} 2020-08-11 00:00:52 DEBUG: message ignored 2020-08-11 00:00:52 DEBUG: check clearing time needed clearing_process_timer=3532.451176 2020-08-11 00:00:52 DEBUG: check init order needed init_order_process_timer=32.451526 2020-08-11 00:00:53 DEBUG: check clearing time needed clearing_process_timer=3533.452746 2020-08-11 00:00:53 DEBUG: check init order needed init_order_process_timer=33.453451 2020-08-11 00:00:54 DEBUG: check clearing time needed clearing_process_timer=3534.454647 2020-08-11 00:00:54 DEBUG: check init order needed init_order_process_timer=34.454919 2020-08-11 00:00:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:00:54.634Z", "symbol": "ETHUSD", "side": "Buy", "size": 245, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "36819f68-4937-c861-4d60-0cd63f3514c2", "grossValue": 9693425, "homeNotional": 2.9059423555924564, "foreignNotional": 1149.7360929901554}, {"timestamp": "2020-08-10T21:00:54.634Z", "symbol": "ETHUSD", "side": "Buy", "size": 105, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "23f8f252-8f2b-bd92-d7fa-4fae26392d41", "grossValue": 4154325, "homeNotional": 1.2454038666824814, "foreignNotional": 492.7440398529237}]} 2020-08-11 00:00:54 DEBUG: message ignored 2020-08-11 00:00:55 DEBUG: check clearing time needed clearing_process_timer=3535.456099 2020-08-11 00:00:55 DEBUG: check init order needed init_order_process_timer=35.456386 2020-08-11 00:00:56 DEBUG: check clearing time needed clearing_process_timer=3536.457565 2020-08-11 00:00:56 DEBUG: check init order needed init_order_process_timer=36.457886 2020-08-11 00:00:57 DEBUG: check clearing time needed clearing_process_timer=3537.459094 2020-08-11 00:00:57 DEBUG: check init order needed init_order_process_timer=37.459421 2020-08-11 00:00:58 DEBUG: check clearing time needed clearing_process_timer=3538.460596 2020-08-11 00:00:58 DEBUG: check init order needed init_order_process_timer=38.460898 2020-08-11 00:00:59 DEBUG: check clearing time needed clearing_process_timer=3539.462107 2020-08-11 00:00:59 DEBUG: check init order needed init_order_process_timer=39.462377 2020-08-11 00:01:00 DEBUG: check clearing time needed clearing_process_timer=3540.463544 2020-08-11 00:01:00 DEBUG: check init order needed init_order_process_timer=40.463805 2020-08-11 00:01:01 DEBUG: check clearing time needed clearing_process_timer=3541.467404 2020-08-11 00:01:01 DEBUG: check init order needed init_order_process_timer=41.477356 2020-08-11 00:01:02 DEBUG: check clearing time needed clearing_process_timer=3542.47918 2020-08-11 00:01:02 DEBUG: check init order needed init_order_process_timer=42.480399 2020-08-11 00:01:03 DEBUG: check clearing time needed clearing_process_timer=3543.481621 2020-08-11 00:01:03 DEBUG: check init order needed init_order_process_timer=43.481904 2020-08-11 00:01:04 DEBUG: check clearing time needed clearing_process_timer=3544.483102 2020-08-11 00:01:04 DEBUG: check init order needed init_order_process_timer=44.483434 2020-08-11 00:01:05 DEBUG: check clearing time needed clearing_process_timer=3545.484695 2020-08-11 00:01:05 DEBUG: check init order needed init_order_process_timer=45.485473 2020-08-11 00:01:06 DEBUG: check clearing time needed clearing_process_timer=3546.486707 2020-08-11 00:01:06 DEBUG: check init order needed init_order_process_timer=46.487029 2020-08-11 00:01:07 DEBUG: check clearing time needed clearing_process_timer=3547.488325 2020-08-11 00:01:07 DEBUG: check init order needed init_order_process_timer=47.488626 2020-08-11 00:01:08 DEBUG: check clearing time needed clearing_process_timer=3548.489092 2020-08-11 00:01:08 DEBUG: check init order needed init_order_process_timer=48.489379 2020-08-11 00:01:09 DEBUG: check clearing time needed clearing_process_timer=3549.490557 2020-08-11 00:01:09 DEBUG: check init order needed init_order_process_timer=49.490862 2020-08-11 00:01:10 DEBUG: check clearing time needed clearing_process_timer=3550.492057 2020-08-11 00:01:10 DEBUG: check init order needed init_order_process_timer=50.492387 2020-08-11 00:01:11 DEBUG: check clearing time needed clearing_process_timer=3551.493601 2020-08-11 00:01:11 DEBUG: check init order needed init_order_process_timer=51.493956 2020-08-11 00:01:12 DEBUG: check clearing time needed clearing_process_timer=3552.495216 2020-08-11 00:01:12 DEBUG: check init order needed init_order_process_timer=52.495515 2020-08-11 00:01:13 DEBUG: check clearing time needed clearing_process_timer=3553.496698 2020-08-11 00:01:13 DEBUG: check init order needed init_order_process_timer=53.496972 2020-08-11 00:01:14 DEBUG: check clearing time needed clearing_process_timer=3554.498174 2020-08-11 00:01:14 DEBUG: check init order needed init_order_process_timer=54.498453 2020-08-11 00:01:15 DEBUG: check clearing time needed clearing_process_timer=3555.499644 2020-08-11 00:01:15 DEBUG: check init order needed init_order_process_timer=55.499909 2020-08-11 00:01:16 DEBUG: check clearing time needed clearing_process_timer=3556.501097 2020-08-11 00:01:16 DEBUG: check init order needed init_order_process_timer=56.501404 2020-08-11 00:01:17 DEBUG: check clearing time needed clearing_process_timer=3557.502616 2020-08-11 00:01:17 DEBUG: check init order needed init_order_process_timer=57.502858 2020-08-11 00:01:18 DEBUG: check clearing time needed clearing_process_timer=3558.50404 2020-08-11 00:01:18 DEBUG: check init order needed init_order_process_timer=58.504388 2020-08-11 00:01:19 DEBUG: check clearing time needed clearing_process_timer=3559.505607 2020-08-11 00:01:19 DEBUG: check init order needed init_order_process_timer=59.50587 2020-08-11 00:01:20 DEBUG: check clearing time needed clearing_process_timer=3560.507054 2020-08-11 00:01:20 DEBUG: check init order needed init_order_process_timer=60.507331 2020-08-11 00:01:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:20.686Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "89b52581-494a-32d4-ac5e-5b7127b20626", "grossValue": 98912500, "homeNotional": 29.659508838533633, "foreignNotional": 11734.784671965832}]} 2020-08-11 00:01:20 DEBUG: message ignored 2020-08-11 00:01:21 DEBUG: check clearing time needed clearing_process_timer=3561.508525 2020-08-11 00:01:21 DEBUG: check init order needed init_order_process_timer=61.508831 2020-08-11 00:01:22 DEBUG: check clearing time needed clearing_process_timer=3562.510009 2020-08-11 00:01:22 DEBUG: check init order needed init_order_process_timer=62.510267 2020-08-11 00:01:23 DEBUG: check clearing time needed clearing_process_timer=3563.511436 2020-08-11 00:01:23 DEBUG: check init order needed init_order_process_timer=63.511681 2020-08-11 00:01:24 DEBUG: check clearing time needed clearing_process_timer=3564.512866 2020-08-11 00:01:24 DEBUG: check init order needed init_order_process_timer=64.513171 2020-08-11 00:01:25 DEBUG: check clearing time needed clearing_process_timer=3565.514346 2020-08-11 00:01:25 DEBUG: check init order needed init_order_process_timer=65.514624 2020-08-11 00:01:26 DEBUG: check clearing time needed clearing_process_timer=3566.515817 2020-08-11 00:01:26 DEBUG: check init order needed init_order_process_timer=66.516085 2020-08-11 00:01:27 DEBUG: check clearing time needed clearing_process_timer=3567.517266 2020-08-11 00:01:27 DEBUG: check init order needed init_order_process_timer=67.51752 2020-08-11 00:01:28 DEBUG: check clearing time needed clearing_process_timer=3568.518681 2020-08-11 00:01:28 DEBUG: check init order needed init_order_process_timer=68.518922 2020-08-11 00:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:28.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 395.6, "tickDirection": "MinusTick", "trdMatchID": "0fad3608-6e3c-15f9-e825-3efe1959efb3", "grossValue": 79120, "homeNotional": 0.023727607070826908, "foreignNotional": 9.386641357219125}]} 2020-08-11 00:01:28 DEBUG: message ignored 2020-08-11 00:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:28.681Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.65, "tickDirection": "PlusTick", "trdMatchID": "97aa146c-ebd0-2001-4aba-18b381ac7af5", "grossValue": 514345, "homeNotional": 0.15422944596037488, "foreignNotional": 61.02088029422233}]} 2020-08-11 00:01:28 DEBUG: message ignored 2020-08-11 00:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:28.689Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "193cfe0f-9de0-a0b8-912f-a5c201c1d20d", "grossValue": 395650, "homeNotional": 0.11863803535413453, "foreignNotional": 46.93913868786333}]} 2020-08-11 00:01:28 DEBUG: message ignored 2020-08-11 00:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:28.692Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "988b650c-f034-bf50-5751-5595ba43693d", "grossValue": 474780, "homeNotional": 0.14236564242496144, "foreignNotional": 56.326966425436}]} 2020-08-11 00:01:28 DEBUG: message ignored 2020-08-11 00:01:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:28.699Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a17bf251-36c6-adc6-d4d6-2efbb050f055", "grossValue": 474780, "homeNotional": 0.14236564242496144, "foreignNotional": 56.326966425436}]} 2020-08-11 00:01:28 DEBUG: message ignored 2020-08-11 00:01:29 DEBUG: check clearing time needed clearing_process_timer=3569.51949 2020-08-11 00:01:29 DEBUG: check init order needed init_order_process_timer=69.51981 2020-08-11 00:01:30 DEBUG: check clearing time needed clearing_process_timer=3570.521069 2020-08-11 00:01:30 DEBUG: check init order needed init_order_process_timer=70.521368 2020-08-11 00:01:31 DEBUG: check clearing time needed clearing_process_timer=3571.522611 2020-08-11 00:01:31 DEBUG: check init order needed init_order_process_timer=71.522896 2020-08-11 00:01:32 DEBUG: check clearing time needed clearing_process_timer=3572.524104 2020-08-11 00:01:32 DEBUG: check init order needed init_order_process_timer=72.524386 2020-08-11 00:01:33 DEBUG: check clearing time needed clearing_process_timer=3573.525579 2020-08-11 00:01:33 DEBUG: check init order needed init_order_process_timer=73.52588 2020-08-11 00:01:34 DEBUG: check clearing time needed clearing_process_timer=3574.527069 2020-08-11 00:01:34 DEBUG: check init order needed init_order_process_timer=74.527331 2020-08-11 00:01:35 DEBUG: check clearing time needed clearing_process_timer=3575.52855 2020-08-11 00:01:35 DEBUG: check init order needed init_order_process_timer=75.528825 2020-08-11 00:01:36 DEBUG: check clearing time needed clearing_process_timer=3576.530034 2020-08-11 00:01:36 DEBUG: check init order needed init_order_process_timer=76.530295 2020-08-11 00:01:37 DEBUG: check clearing time needed clearing_process_timer=3577.531506 2020-08-11 00:01:37 DEBUG: check init order needed init_order_process_timer=77.531796 2020-08-11 00:01:38 DEBUG: check clearing time needed clearing_process_timer=3578.532982 2020-08-11 00:01:38 DEBUG: check init order needed init_order_process_timer=78.533342 2020-08-11 00:01:39 DEBUG: check clearing time needed clearing_process_timer=3579.534588 2020-08-11 00:01:39 DEBUG: check init order needed init_order_process_timer=79.534849 2020-08-11 00:01:40 DEBUG: check clearing time needed clearing_process_timer=3580.536023 2020-08-11 00:01:40 DEBUG: check init order needed init_order_process_timer=80.53634 2020-08-11 00:01:41 DEBUG: check clearing time needed clearing_process_timer=3581.537538 2020-08-11 00:01:41 DEBUG: check init order needed init_order_process_timer=81.537891 2020-08-11 00:01:42 DEBUG: check clearing time needed clearing_process_timer=3582.53917 2020-08-11 00:01:42 DEBUG: check init order needed init_order_process_timer=82.53945 2020-08-11 00:01:43 DEBUG: check clearing time needed clearing_process_timer=3583.540629 2020-08-11 00:01:43 DEBUG: check init order needed init_order_process_timer=83.540892 2020-08-11 00:01:44 DEBUG: check clearing time needed clearing_process_timer=3584.542094 2020-08-11 00:01:44 DEBUG: check init order needed init_order_process_timer=84.542464 2020-08-11 00:01:45 DEBUG: check clearing time needed clearing_process_timer=3585.543716 2020-08-11 00:01:45 DEBUG: check init order needed init_order_process_timer=85.54402 2020-08-11 00:01:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:45.707Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 395.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "d591ffea-f1de-cfdf-5db9-76c04b98a6ce", "grossValue": 39565, "homeNotional": 0.011866619200189867, "foreignNotional": 4.6950278865551205}]} 2020-08-11 00:01:45 DEBUG: message ignored 2020-08-11 00:01:46 DEBUG: check clearing time needed clearing_process_timer=3586.545237 2020-08-11 00:01:46 DEBUG: check init order needed init_order_process_timer=86.54558 2020-08-11 00:01:47 DEBUG: check clearing time needed clearing_process_timer=3587.546843 2020-08-11 00:01:47 DEBUG: check init order needed init_order_process_timer=87.547177 2020-08-11 00:01:48 DEBUG: check clearing time needed clearing_process_timer=3588.548446 2020-08-11 00:01:48 DEBUG: check init order needed init_order_process_timer=88.548726 2020-08-11 00:01:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 221, "price": 395.6, "tickDirection": "MinusTick", "trdMatchID": "346dba26-ed8b-1ae2-0ea6-8272cededd96", "grossValue": 8742760, "homeNotional": 2.6225228432419603, "foreignNotional": 1037.4700367865196}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb213d71-a27d-1f17-f597-982b119d636e", "grossValue": 1978000, "homeNotional": 0.5933309600094933, "foreignNotional": 234.72172777975555}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 167, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ce5320f-e306-c799-d977-310bb4cbd87d", "grossValue": 6606520, "homeNotional": 1.9817254064317076, "foreignNotional": 783.9705707843835}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a01e823-1311-2581-4288-6edc50a5f791", "grossValue": 237360, "homeNotional": 0.0711997152011392, "foreignNotional": 28.166607333570667}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "6caea74a-2737-d6e0-1816-e2c1a6868624", "grossValue": 39560, "homeNotional": 0.011866619200189867, "foreignNotional": 4.694434555595111}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f17d55c8-4b66-770f-079c-d1b848c87266", "grossValue": 2531840, "homeNotional": 0.7594636288121515, "foreignNotional": 300.4438115580871}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a71038d-223f-05c0-c225-98e1f7e9a973", "grossValue": 197800, "homeNotional": 0.05933309600094933, "foreignNotional": 23.472172777975555}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "8eb193ff-a290-89c4-64af-5c3cf94e9af0", "grossValue": 395600, "homeNotional": 0.11866619200189867, "foreignNotional": 46.94434555595111}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "fcf33671-703c-df56-03c6-545189c375cc", "grossValue": 1582400, "homeNotional": 0.47466476800759466, "foreignNotional": 187.77738222380444}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "32c7ddd9-5421-fa1e-f698-70cf071a6926", "grossValue": 712080, "homeNotional": 0.21359914560341758, "foreignNotional": 84.499822000712}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "33361546-16e9-48a4-c2e9-1009a4583c14", "grossValue": 316480, "homeNotional": 0.09493295360151893, "foreignNotional": 37.555476444760885}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 372, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "74cbb911-9864-4b60-6137-c2b8f1efe31d", "grossValue": 14716320, "homeNotional": 4.41438234247063, "foreignNotional": 1746.3296546813813}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "85f0545a-76c9-505d-ef7a-c47805fc07fd", "grossValue": 39560, "homeNotional": 0.011866619200189867, "foreignNotional": 4.694434555595111}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "5341fefb-2861-e9c9-715e-b76eff83f5ca", "grossValue": 1147240, "homeNotional": 0.3441319568055061, "foreignNotional": 136.1386021122582}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 118, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "a013f14c-4106-5691-b4bf-ad27f721f1e7", "grossValue": 4668080, "homeNotional": 1.4002610656224042, "foreignNotional": 553.9432775602231}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "d75b3ac8-8486-a042-793a-93c4c280e075", "grossValue": 514280, "homeNotional": 0.15426604960246826, "foreignNotional": 61.02764922273644}, {"timestamp": "2020-08-10T21:01:49.324Z", "symbol": "ETHUSD", "side": "Sell", "size": 240, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "af58c3c7-0db4-79e1-6bea-50fbe3b40093", "grossValue": 9494400, "homeNotional": 2.8479886080455676, "foreignNotional": 1126.6642933428266}]} 2020-08-11 00:01:49 DEBUG: message ignored 2020-08-11 00:01:49 DEBUG: check clearing time needed clearing_process_timer=3589.549909 2020-08-11 00:01:49 DEBUG: check init order needed init_order_process_timer=89.550232 2020-08-11 00:01:50 DEBUG: check clearing time needed clearing_process_timer=3590.551439 2020-08-11 00:01:50 DEBUG: check init order needed init_order_process_timer=90.551743 2020-08-11 00:01:51 DEBUG: check clearing time needed clearing_process_timer=3591.552976 2020-08-11 00:01:51 DEBUG: check init order needed init_order_process_timer=91.553283 2020-08-11 00:01:52 DEBUG: check clearing time needed clearing_process_timer=3592.554467 2020-08-11 00:01:52 DEBUG: check init order needed init_order_process_timer=92.554729 2020-08-11 00:01:53 DEBUG: check clearing time needed clearing_process_timer=3593.555896 2020-08-11 00:01:53 DEBUG: check init order needed init_order_process_timer=93.556138 2020-08-11 00:01:54 DEBUG: check clearing time needed clearing_process_timer=3594.55732 2020-08-11 00:01:54 DEBUG: check init order needed init_order_process_timer=94.557602 2020-08-11 00:01:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:01:55.459Z", "symbol": "ETHUSD", "side": "Buy", "size": 595, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b952263-1d4c-5e4a-11e0-7a9837c0fd53", "grossValue": 23538200, "homeNotional": 7.0606384241129705, "foreignNotional": 2793.188560579091}]} 2020-08-11 00:01:55 DEBUG: message ignored 2020-08-11 00:01:55 DEBUG: check clearing time needed clearing_process_timer=3595.558852 2020-08-11 00:01:55 DEBUG: check init order needed init_order_process_timer=95.559146 2020-08-11 00:01:56 DEBUG: check clearing time needed clearing_process_timer=3596.560352 2020-08-11 00:01:56 DEBUG: check init order needed init_order_process_timer=96.560625 2020-08-11 00:01:57 DEBUG: check clearing time needed clearing_process_timer=3597.561829 2020-08-11 00:01:57 DEBUG: check init order needed init_order_process_timer=97.562092 2020-08-11 00:01:58 DEBUG: check clearing time needed clearing_process_timer=3598.563281 2020-08-11 00:01:58 DEBUG: check init order needed init_order_process_timer=98.563566 2020-08-11 00:01:59 DEBUG: check clearing time needed clearing_process_timer=3599.564815 2020-08-11 00:01:59 DEBUG: check init order needed init_order_process_timer=99.565154 2020-08-11 00:02:00 DEBUG: check clearing time needed clearing_process_timer=3600.566334 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 INFO: clearing start 2020-08-11 00:02:00 DEBUG: Order_getOrders({'filter': '{"open": true}'}) 2020-08-11 00:02:00 DEBUG: https://www.bitmex.com:443 "GET /api/v1/order?filter=%7B%22open%22%3A+true%7D HTTP/1.1" 200 None 2020-08-11 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': 'b231f882-a344-ae4d-9612-3f06bae5a92b', 'clOrdID': 'f7701221d47d4a69a24d79181f721c31', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 110, 'price': None, 'displayQty': None, 'stopPx': 379.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 110, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 8, 10, 0, 35, 934000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 8, 10, 0, 35, 934000, tzinfo=tzutc())} 2020-08-11 00:02:00 INFO: skip by not found init order into storage 2020-08-11 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '8f41e3d5-df9f-b8f8-b101-1ffc39190465', 'clOrdID': '795ae9fe56eb438093c98514bc9ba7ea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 110, 'price': 423.45, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 110, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 8, 10, 0, 35, 978000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 8, 10, 0, 35, 978000, tzinfo=tzutc())} 2020-08-11 00:02:00 INFO: skip by not found init order into storage 2020-08-11 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '4f224f3b-7595-183d-fcbb-4db0cccf0bc2', 'clOrdID': '875bade7026a45729e6dcb8c6f674888', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 364, 'price': None, 'displayQty': None, 'stopPx': 390.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 364, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 8, 10, 12, 17, 51, 610000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 10, 12, 17, 51, 610000, tzinfo=tzutc())} 2020-08-11 00:02:00 INFO: skip by not found init order into storage 2020-08-11 00:02:00 INFO: fetch_orders_for_clearing test order {'orderID': '9631bdb0-f883-6b1c-1e1b-963b9fd18ee0', 'clOrdID': 'decf89ef948642f08e3a542bcf331c76', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 364, 'price': 405.65, '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': 364, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 8, 10, 12, 17, 52, 651000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 8, 10, 12, 17, 52, 651000, tzinfo=tzutc())} 2020-08-11 00:02:00 INFO: skip by not found init order into storage 2020-08-11 00:02:00 INFO: clearing end 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 INFO: 2020-08-11 00:02:00 DEBUG: check init order needed init_order_process_timer=100.637636 2020-08-11 00:02:01 DEBUG: check clearing time needed clearing_process_timer=1.639254 2020-08-11 00:02:01 DEBUG: check init order needed init_order_process_timer=101.639789 2020-08-11 00:02:02 DEBUG: check clearing time needed clearing_process_timer=2.643218 2020-08-11 00:02:02 DEBUG: check init order needed init_order_process_timer=102.651907 2020-08-11 00:02:03 DEBUG: check clearing time needed clearing_process_timer=3.653194 2020-08-11 00:02:03 DEBUG: check init order needed init_order_process_timer=103.653586 2020-08-11 00:02:04 DEBUG: check clearing time needed clearing_process_timer=4.654814 2020-08-11 00:02:04 DEBUG: check init order needed init_order_process_timer=104.655136 2020-08-11 00:02:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:04.905Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 395.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "def1801e-2256-adb7-0e79-29b708c06d97", "grossValue": 632960, "homeNotional": 0.18984337921214997, "foreignNotional": 75.10204081632654}]} 2020-08-11 00:02:04 DEBUG: message ignored 2020-08-11 00:02:05 DEBUG: check clearing time needed clearing_process_timer=5.656406 2020-08-11 00:02:05 DEBUG: check init order needed init_order_process_timer=105.656723 2020-08-11 00:02:06 DEBUG: check clearing time needed clearing_process_timer=6.657959 2020-08-11 00:02:06 DEBUG: check init order needed init_order_process_timer=106.658625 2020-08-11 00:02:07 DEBUG: check clearing time needed clearing_process_timer=7.660187 2020-08-11 00:02:07 DEBUG: check init order needed init_order_process_timer=107.660745 2020-08-11 00:02:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:08.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 395.55, "tickDirection": "MinusTick", "trdMatchID": "3bb0e815-7748-81cd-975f-44e6173dd025", "grossValue": 3955500, "homeNotional": 1.1865211200759374, "foreignNotional": 469.328429046037}]} 2020-08-11 00:02:08 DEBUG: message ignored 2020-08-11 00:02:08 DEBUG: check clearing time needed clearing_process_timer=8.662126 2020-08-11 00:02:08 DEBUG: check init order needed init_order_process_timer=108.662797 2020-08-11 00:02:09 DEBUG: check clearing time needed clearing_process_timer=9.664377 2020-08-11 00:02:09 DEBUG: check init order needed init_order_process_timer=109.665033 2020-08-11 00:02:10 DEBUG: check clearing time needed clearing_process_timer=10.666668 2020-08-11 00:02:10 DEBUG: check init order needed init_order_process_timer=110.667271 2020-08-11 00:02:11 DEBUG: check clearing time needed clearing_process_timer=11.668904 2020-08-11 00:02:11 DEBUG: check init order needed init_order_process_timer=111.669568 2020-08-11 00:02:12 DEBUG: check clearing time needed clearing_process_timer=12.671132 2020-08-11 00:02:12 DEBUG: check init order needed init_order_process_timer=112.671723 2020-08-11 00:02:13 DEBUG: check clearing time needed clearing_process_timer=13.67331 2020-08-11 00:02:13 DEBUG: check init order needed init_order_process_timer=113.673859 2020-08-11 00:02:14 DEBUG: check clearing time needed clearing_process_timer=14.675452 2020-08-11 00:02:14 DEBUG: check init order needed init_order_process_timer=114.675998 2020-08-11 00:02:15 DEBUG: check clearing time needed clearing_process_timer=15.677535 2020-08-11 00:02:15 DEBUG: check init order needed init_order_process_timer=115.678088 2020-08-11 00:02:16 DEBUG: check clearing time needed clearing_process_timer=16.679491 2020-08-11 00:02:16 DEBUG: check init order needed init_order_process_timer=116.67977 2020-08-11 00:02:17 DEBUG: check clearing time needed clearing_process_timer=17.68124 2020-08-11 00:02:17 DEBUG: check init order needed init_order_process_timer=117.68157 2020-08-11 00:02:18 DEBUG: check clearing time needed clearing_process_timer=18.682974 2020-08-11 00:02:18 DEBUG: check init order needed init_order_process_timer=118.683241 2020-08-11 00:02:19 DEBUG: check clearing time needed clearing_process_timer=19.684617 2020-08-11 00:02:19 DEBUG: check init order needed init_order_process_timer=119.684943 2020-08-11 00:02:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:20.023Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "94ef3d5b-067b-50bd-ad57-47d9dad5e978", "grossValue": 3955500, "homeNotional": 1.1865211200759374, "foreignNotional": 469.328429046037}]} 2020-08-11 00:02:20 DEBUG: message ignored 2020-08-11 00:02:20 DEBUG: check clearing time needed clearing_process_timer=20.686526 2020-08-11 00:02:20 DEBUG: check init order needed init_order_process_timer=120.686871 2020-08-11 00:02:21 DEBUG: check clearing time needed clearing_process_timer=21.688307 2020-08-11 00:02:21 DEBUG: check init order needed init_order_process_timer=121.68858 2020-08-11 00:02:22 DEBUG: check clearing time needed clearing_process_timer=22.689991 2020-08-11 00:02:22 DEBUG: check init order needed init_order_process_timer=122.690257 2020-08-11 00:02:23 DEBUG: check clearing time needed clearing_process_timer=23.691663 2020-08-11 00:02:23 DEBUG: check init order needed init_order_process_timer=123.691937 2020-08-11 00:02:24 DEBUG: check clearing time needed clearing_process_timer=24.693306 2020-08-11 00:02:24 DEBUG: check init order needed init_order_process_timer=124.693585 2020-08-11 00:02:25 DEBUG: check clearing time needed clearing_process_timer=25.694992 2020-08-11 00:02:25 DEBUG: check init order needed init_order_process_timer=125.69531 2020-08-11 00:02:26 DEBUG: check clearing time needed clearing_process_timer=26.696749 2020-08-11 00:02:26 DEBUG: check init order needed init_order_process_timer=126.697083 2020-08-11 00:02:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:27.365Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.6, "tickDirection": "PlusTick", "trdMatchID": "825dc699-d8f0-747c-2e6d-52a286f4d6f9", "grossValue": 474720, "homeNotional": 0.14238253440911247, "foreignNotional": 56.326530612244895}]} 2020-08-11 00:02:27 DEBUG: message ignored 2020-08-11 00:02:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:27.367Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "07cbc7fb-8c6b-2ca5-831b-130d7a88f869", "grossValue": 474720, "homeNotional": 0.14238253440911247, "foreignNotional": 56.326530612244895}]} 2020-08-11 00:02:27 DEBUG: message ignored 2020-08-11 00:02:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:27.373Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff2e769b-4a6c-0929-0820-633c3e50c18b", "grossValue": 514280, "homeNotional": 0.15424774560987187, "foreignNotional": 61.02040816326531}]} 2020-08-11 00:02:27 DEBUG: message ignored 2020-08-11 00:02:27 DEBUG: check clearing time needed clearing_process_timer=27.698291 2020-08-11 00:02:27 DEBUG: check init order needed init_order_process_timer=127.69858 2020-08-11 00:02:28 DEBUG: check clearing time needed clearing_process_timer=28.700045 2020-08-11 00:02:28 DEBUG: check init order needed init_order_process_timer=128.700376 2020-08-11 00:02:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.55, "tickDirection": "MinusTick", "trdMatchID": "b59f4888-df7d-40d9-8d7b-2068a24cad2f", "grossValue": 2531520, "homeNotional": 0.7593735168485999, "foreignNotional": 300.37019458946367}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f60b218-bc5b-e75b-452d-adafc21ccc91", "grossValue": 118665000, "homeNotional": 35.59563360227812, "foreignNotional": 14079.85287138111}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 122, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f15c5ef-96b6-0b7a-a818-c4c5a6d63ca2", "grossValue": 4825710, "homeNotional": 1.4475557664926435, "foreignNotional": 572.5806834361651}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 55, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a57e2bba-84ec-27e7-0824-032876b3a09b", "grossValue": 2175525, "homeNotional": 0.6525866160417655, "foreignNotional": 258.1306359753204}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "c56232eb-daec-4bef-40bb-6fda0d45838e", "grossValue": 3283065, "homeNotional": 0.984812529663028, "foreignNotional": 389.5425961082107}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 128, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e55f39e-573e-0f32-ab5c-d1518fc8f63a", "grossValue": 5063040, "homeNotional": 1.5187470336971998, "foreignNotional": 600.7403891789273}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 395.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "23e00dbd-05d4-97fb-1fdd-938bebcd377d", "grossValue": 1265760, "homeNotional": 0.37968675842429994, "foreignNotional": 150.18509729473183}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 426, "price": 395.5, "tickDirection": "MinusTick", "trdMatchID": "2bd84b9a-fe87-65bf-bf2e-76a70afb5d7b", "grossValue": 16848300, "homeNotional": 5.054579971523493, "foreignNotional": 1999.0863787375415}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f63b9c47-d345-9364-6894-b018ade3ec58", "grossValue": 2531200, "homeNotional": 0.7593735168485999, "foreignNotional": 300.33222591362124}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d29cb946-28ac-0a44-92e7-ffafe878f8c5", "grossValue": 1186500, "homeNotional": 0.3559563360227812, "foreignNotional": 140.78073089700996}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 240, "price": 395.45, "tickDirection": "MinusTick", "trdMatchID": "1a78ff15-55c5-44e5-8c09-4c55f379803d", "grossValue": 9490800, "homeNotional": 2.8476506881822496, "foreignNotional": 1126.1034646416706}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f909e69-2e68-7f54-144a-ab53ddbacdb0", "grossValue": 2530880, "homeNotional": 0.7593735168485999, "foreignNotional": 300.2942572377788}, {"timestamp": "2020-08-10T21:02:29.038Z", "symbol": "ETHUSD", "side": "Sell", "size": 1724, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "68e74703-d2f3-dbab-2edd-acae57f57dc5", "grossValue": 68175580, "homeNotional": 20.45562411010916, "foreignNotional": 8089.176554342667}]} 2020-08-11 00:02:29 DEBUG: message ignored 2020-08-11 00:02:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:29.455Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.5, "tickDirection": "PlusTick", "trdMatchID": "1f1867d6-3710-df2c-d021-695074756124", "grossValue": 514150, "homeNotional": 0.15424774560987187, "foreignNotional": 61.00498338870432}]} 2020-08-11 00:02:29 DEBUG: message ignored 2020-08-11 00:02:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:29.458Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "1e386bc4-21f6-974c-b9ff-bcc869c35040", "grossValue": 435050, "homeNotional": 0.1305173232083531, "foreignNotional": 51.619601328903656}]} 2020-08-11 00:02:29 DEBUG: message ignored 2020-08-11 00:02:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:29.461Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "097e04c5-0c15-9164-5efe-9c3e2737b7a6", "grossValue": 395500, "homeNotional": 0.11865211200759374, "foreignNotional": 46.926910299003325}]} 2020-08-11 00:02:29 DEBUG: message ignored 2020-08-11 00:02:29 DEBUG: check clearing time needed clearing_process_timer=29.701585 2020-08-11 00:02:29 DEBUG: check init order needed init_order_process_timer=129.701879 2020-08-11 00:02:30 DEBUG: check clearing time needed clearing_process_timer=30.703286 2020-08-11 00:02:30 DEBUG: check init order needed init_order_process_timer=130.703576 2020-08-11 00:02:31 DEBUG: check clearing time needed clearing_process_timer=31.705069 2020-08-11 00:02:31 DEBUG: check init order needed init_order_process_timer=131.705339 2020-08-11 00:02:32 DEBUG: check clearing time needed clearing_process_timer=32.706767 2020-08-11 00:02:32 DEBUG: check init order needed init_order_process_timer=132.707045 2020-08-11 00:02:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:33.505Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 395.45, "tickDirection": "MinusTick", "trdMatchID": "57514a15-883a-307d-d790-b264431da0b3", "grossValue": 98862500, "homeNotional": 29.659508838533633, "foreignNotional": 11728.852770198126}]} 2020-08-11 00:02:33 DEBUG: message ignored 2020-08-11 00:02:33 DEBUG: check clearing time needed clearing_process_timer=33.708278 2020-08-11 00:02:33 DEBUG: check init order needed init_order_process_timer=133.708561 2020-08-11 00:02:34 DEBUG: check clearing time needed clearing_process_timer=34.709068 2020-08-11 00:02:34 DEBUG: check init order needed init_order_process_timer=134.70934 2020-08-11 00:02:35 DEBUG: check clearing time needed clearing_process_timer=35.710595 2020-08-11 00:02:35 DEBUG: check init order needed init_order_process_timer=135.710988 2020-08-11 00:02:36 DEBUG: check clearing time needed clearing_process_timer=36.71222 2020-08-11 00:02:36 DEBUG: check init order needed init_order_process_timer=136.712489 2020-08-11 00:02:37 DEBUG: check clearing time needed clearing_process_timer=37.713267 2020-08-11 00:02:37 DEBUG: check init order needed init_order_process_timer=137.713545 2020-08-11 00:02:38 DEBUG: check clearing time needed clearing_process_timer=38.714736 2020-08-11 00:02:38 DEBUG: check init order needed init_order_process_timer=138.71498 2020-08-11 00:02:39 DEBUG: check clearing time needed clearing_process_timer=39.716176 2020-08-11 00:02:39 DEBUG: check init order needed init_order_process_timer=139.716438 2020-08-11 00:02:40 DEBUG: check clearing time needed clearing_process_timer=40.71761 2020-08-11 00:02:40 DEBUG: check init order needed init_order_process_timer=140.717939 2020-08-11 00:02:41 DEBUG: check clearing time needed clearing_process_timer=41.719166 2020-08-11 00:02:41 DEBUG: check init order needed init_order_process_timer=141.719408 2020-08-11 00:02:42 DEBUG: check clearing time needed clearing_process_timer=42.720637 2020-08-11 00:02:42 DEBUG: check init order needed init_order_process_timer=142.720878 2020-08-11 00:02:43 DEBUG: check clearing time needed clearing_process_timer=43.722071 2020-08-11 00:02:43 DEBUG: check init order needed init_order_process_timer=143.722365 2020-08-11 00:02:44 DEBUG: check clearing time needed clearing_process_timer=44.723572 2020-08-11 00:02:44 DEBUG: check init order needed init_order_process_timer=144.723917 2020-08-11 00:02:45 DEBUG: check clearing time needed clearing_process_timer=45.725157 2020-08-11 00:02:45 DEBUG: check init order needed init_order_process_timer=145.725429 2020-08-11 00:02:46 DEBUG: check clearing time needed clearing_process_timer=46.72664 2020-08-11 00:02:46 DEBUG: check init order needed init_order_process_timer=146.726933 2020-08-11 00:02:47 DEBUG: check clearing time needed clearing_process_timer=47.728156 2020-08-11 00:02:47 DEBUG: check init order needed init_order_process_timer=147.728423 2020-08-11 00:02:48 DEBUG: check clearing time needed clearing_process_timer=48.729636 2020-08-11 00:02:48 DEBUG: check init order needed init_order_process_timer=148.729906 2020-08-11 00:02:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:49.119Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "17825d1b-c41c-9703-fbb8-5f785678fdd0", "grossValue": 79090000, "homeNotional": 23.727607070826906, "foreignNotional": 9383.0822161585}]} 2020-08-11 00:02:49 DEBUG: message ignored 2020-08-11 00:02:49 DEBUG: check clearing time needed clearing_process_timer=49.73107 2020-08-11 00:02:49 DEBUG: check init order needed init_order_process_timer=149.731337 2020-08-11 00:02:50 DEBUG: check clearing time needed clearing_process_timer=50.732563 2020-08-11 00:02:50 DEBUG: check init order needed init_order_process_timer=150.732906 2020-08-11 00:02:51 DEBUG: check clearing time needed clearing_process_timer=51.734265 2020-08-11 00:02:51 DEBUG: check init order needed init_order_process_timer=151.734622 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.508Z", "symbol": "ETHUSD", "side": "Sell", "size": 14861, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "86ac5315-a5a4-5f81-f2c0-fe8bd8a42894", "grossValue": 587678245, "homeNotional": 176.30798433977932, "foreignNotional": 69720.99240716574}, {"timestamp": "2020-08-10T21:02:52.508Z", "symbol": "ETHUSD", "side": "Sell", "size": 426, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ec86093-a648-f3c5-f14e-cd3344a5bffe", "grossValue": 16846170, "homeNotional": 5.053980306086131, "foreignNotional": 1998.5965120417607}, {"timestamp": "2020-08-10T21:02:52.508Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee528f09-c42b-5beb-075c-b7bd35b8d244", "grossValue": 1502710, "homeNotional": 0.45082453434571124, "foreignNotional": 178.2785621070115}, {"timestamp": "2020-08-10T21:02:52.508Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "d62727c5-7829-d1f3-71d0-efffb31490f2", "grossValue": 1265440, "homeNotional": 0.37964171313323053, "foreignNotional": 150.129315458536}, {"timestamp": "2020-08-10T21:02:52.508Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 395.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "30a36f0d-af24-5c7b-827d-5060b3ce66c6", "grossValue": 1581800, "homeNotional": 0.4745521414165381, "foreignNotional": 187.66164432317}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.594Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "85ef3eae-9b73-b0e7-39c4-7a699007bc65", "grossValue": 3281820, "homeNotional": 0.9846956934393166, "foreignNotional": 389.3486771859058}, {"timestamp": "2020-08-10T21:02:52.594Z", "symbol": "ETHUSD", "side": "Sell", "size": 317, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e5f29cb5-a387-5f76-a637-696321edd718", "grossValue": 12534180, "homeNotional": 3.7608257207260647, "foreignNotional": 1487.030489975086}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.623Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 395.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "db8c3b52-512c-5512-0026-40832cec97df", "grossValue": 15816000, "homeNotional": 4.745521414165381, "foreignNotional": 1876.3791671609918}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.636Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.45, "tickDirection": "PlusTick", "trdMatchID": "588824fd-e2c0-c569-1238-99c09aa66b4a", "grossValue": 514085, "homeNotional": 0.15422944596037488, "foreignNotional": 60.99003440503025}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "198645a9-0300-e383-c5f7-9727904b5577", "grossValue": 395450, "homeNotional": 0.11863803535413453, "foreignNotional": 46.9154110807925}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.642Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "2dd4f214-4f9e-5b2b-f64c-24045b7c390b", "grossValue": 434995, "homeNotional": 0.130501838889548, "foreignNotional": 51.60695218887175}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.645Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "0dd983c1-587b-5322-1dd7-3431f048b181", "grossValue": 514085, "homeNotional": 0.15422944596037488, "foreignNotional": 60.99003440503025}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:52.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 395.4, "tickDirection": "MinusTick", "trdMatchID": "fc8e44bc-e8cf-9d8c-c58f-9866aa04aae3", "grossValue": 15816000, "homeNotional": 4.745521414165381, "foreignNotional": 1876.3791671609918}]} 2020-08-11 00:02:52 DEBUG: message ignored 2020-08-11 00:02:52 DEBUG: check clearing time needed clearing_process_timer=52.735892 2020-08-11 00:02:52 DEBUG: check init order needed init_order_process_timer=152.736197 2020-08-11 00:02:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:53.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.35, "tickDirection": "MinusTick", "trdMatchID": "5464820f-f668-17da-6e2c-2e6c3413e4b9", "grossValue": 1186050, "homeNotional": 0.3559141060624036, "foreignNotional": 140.71064183177126}, {"timestamp": "2020-08-10T21:02:53.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "74448abb-8621-76f4-ad30-300e458d975b", "grossValue": 4269780, "homeNotional": 1.281290781824653, "foreignNotional": 506.55831059437656}, {"timestamp": "2020-08-10T21:02:53.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee10f088-2d85-1a5e-b6f0-e9857321a631", "grossValue": 4269780, "homeNotional": 1.281290781824653, "foreignNotional": 506.55831059437656}, {"timestamp": "2020-08-10T21:02:53.079Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 395.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "0d28a008-401b-a2a5-000f-4f147cb7d621", "grossValue": 118605000, "homeNotional": 35.59141060624036, "foreignNotional": 14071.064183177126}]} 2020-08-11 00:02:53 DEBUG: message ignored 2020-08-11 00:02:53 DEBUG: check clearing time needed clearing_process_timer=53.737429 2020-08-11 00:02:53 DEBUG: check init order needed init_order_process_timer=153.737702 2020-08-11 00:02:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:54.040Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 395.3, "tickDirection": "MinusTick", "trdMatchID": "1863970a-afad-a25e-e73b-6bf6e4114477", "grossValue": 59295000, "homeNotional": 17.79570530312018, "foreignNotional": 7034.642306323407}, {"timestamp": "2020-08-10T21:02:54.040Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4ffe5b5-2925-34ae-0b19-ef19a5df4c75", "grossValue": 4269240, "homeNotional": 1.281290781824653, "foreignNotional": 506.4942460552853}, {"timestamp": "2020-08-10T21:02:54.040Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "7008cdea-6d80-3fe0-61f2-4aee9567d9da", "grossValue": 4269240, "homeNotional": 1.281290781824653, "foreignNotional": 506.4942460552853}, {"timestamp": "2020-08-10T21:02:54.040Z", "symbol": "ETHUSD", "side": "Sell", "size": 426, "price": 395.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "225f6c59-1323-c0e8-1142-31a9f2546478", "grossValue": 16839780, "homeNotional": 5.053980306086131, "foreignNotional": 1997.8384149958476}]} 2020-08-11 00:02:54 DEBUG: message ignored 2020-08-11 00:02:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:54.121Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.25, "tickDirection": "MinusTick", "trdMatchID": "4e15c495-5a1a-59f6-fadd-fc6e5cc153d0", "grossValue": 4268700, "homeNotional": 1.281290781824653, "foreignNotional": 506.43018151619407}, {"timestamp": "2020-08-10T21:02:54.121Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "b7d1a660-4bc8-9a79-0953-afb6d39f5fa2", "grossValue": 4268700, "homeNotional": 1.281290781824653, "foreignNotional": 506.43018151619407}]} 2020-08-11 00:02:54 DEBUG: message ignored 2020-08-11 00:02:54 DEBUG: check clearing time needed clearing_process_timer=54.738993 2020-08-11 00:02:54 DEBUG: check init order needed init_order_process_timer=154.739295 2020-08-11 00:02:55 DEBUG: check clearing time needed clearing_process_timer=55.740583 2020-08-11 00:02:55 DEBUG: check init order needed init_order_process_timer=155.74089 2020-08-11 00:02:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:55.980Z", "symbol": "ETHUSD", "side": "Buy", "size": 184, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "22f527a7-15eb-1feb-e377-013e81c90b83", "grossValue": 7272600, "homeNotional": 2.1829398505160755, "foreignNotional": 862.8069759164788}, {"timestamp": "2020-08-10T21:02:55.980Z", "symbol": "ETHUSD", "side": "Buy", "size": 391, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d5f7d12-68a8-312f-a82a-87f5c172fdbe", "grossValue": 15454275, "homeNotional": 4.63874718234666, "foreignNotional": 1833.4648238225175}]} 2020-08-11 00:02:55 DEBUG: message ignored 2020-08-11 00:02:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:02:56.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.2, "tickDirection": "MinusTick", "trdMatchID": "1d641a9d-ee7b-fe99-dfe9-cd61b931f3c3", "grossValue": 1185600, "homeNotional": 0.3559141060624036, "foreignNotional": 140.6572547158619}, {"timestamp": "2020-08-10T21:02:56.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "0c60d645-6859-4f73-e17a-cce2de04b706", "grossValue": 7904000, "homeNotional": 2.3727607070826906, "foreignNotional": 937.7150314390793}, {"timestamp": "2020-08-10T21:02:56.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "205bff30-563b-618c-e727-6c3f7cb27c12", "grossValue": 197600, "homeNotional": 0.059319017677067265, "foreignNotional": 23.442875785976984}, {"timestamp": "2020-08-10T21:02:56.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "b5b9a378-95b7-4835-914f-959ebcb52bf9", "grossValue": 118560, "homeNotional": 0.03559141060624036, "foreignNotional": 14.065725471586191}, {"timestamp": "2020-08-10T21:02:56.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "9a4817bc-0afe-fda1-1033-df2ac69ad860", "grossValue": 4268160, "homeNotional": 1.281290781824653, "foreignNotional": 506.3661169771029}, {"timestamp": "2020-08-10T21:02:56.507Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "e68fc750-6206-4048-26f2-d1cfa0117af5", "grossValue": 4268160, "homeNotional": 1.281290781824653, "foreignNotional": 506.3661169771029}]} 2020-08-11 00:02:56 DEBUG: message ignored 2020-08-11 00:02:56 DEBUG: check clearing time needed clearing_process_timer=56.742169 2020-08-11 00:02:56 DEBUG: check init order needed init_order_process_timer=156.742476 2020-08-11 00:02:57 DEBUG: check clearing time needed clearing_process_timer=57.743752 2020-08-11 00:02:57 DEBUG: check init order needed init_order_process_timer=157.744041 2020-08-11 00:02:58 DEBUG: check clearing time needed clearing_process_timer=58.745256 2020-08-11 00:02:58 DEBUG: check init order needed init_order_process_timer=158.745546 2020-08-11 00:02:59 DEBUG: check clearing time needed clearing_process_timer=59.746784 2020-08-11 00:02:59 DEBUG: check init order needed init_order_process_timer=159.747064 2020-08-11 00:03:00 DEBUG: check clearing time needed clearing_process_timer=60.748277 2020-08-11 00:03:00 DEBUG: check init order needed init_order_process_timer=160.748717 2020-08-11 00:03:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:00.738Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.15, "tickDirection": "MinusTick", "trdMatchID": "db929078-b7ef-1e82-851b-5082673936bc", "grossValue": 4267620, "homeNotional": 1.2811387900355873, "foreignNotional": 506.2419928825623}, {"timestamp": "2020-08-10T21:03:00.738Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf21a8db-74d5-1302-8475-b405e00b0098", "grossValue": 4267620, "homeNotional": 1.2811387900355873, "foreignNotional": 506.2419928825623}, {"timestamp": "2020-08-10T21:03:00.738Z", "symbol": "ETHUSD", "side": "Sell", "size": 158, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "4716375b-7363-4daf-0e8c-096ab0b394f0", "grossValue": 6243370, "homeNotional": 1.8742586002372479, "foreignNotional": 740.6132858837485}]} 2020-08-11 00:03:00 DEBUG: message ignored 2020-08-11 00:03:01 DEBUG: check clearing time needed clearing_process_timer=61.750408 2020-08-11 00:03:01 DEBUG: check init order needed init_order_process_timer=161.752568 2020-08-11 00:03:02 DEBUG: check clearing time needed clearing_process_timer=62.754532 2020-08-11 00:03:02 DEBUG: check init order needed init_order_process_timer=162.756701 2020-08-11 00:03:03 DEBUG: check clearing time needed clearing_process_timer=63.757948 2020-08-11 00:03:03 DEBUG: check init order needed init_order_process_timer=163.75826 2020-08-11 00:03:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:04.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 395.1, "tickDirection": "MinusTick", "trdMatchID": "ffd75a65-d471-9fbb-93c5-639d330f71a7", "grossValue": 2370600, "homeNotional": 0.7117437722419929, "foreignNotional": 281.20996441281136}, {"timestamp": "2020-08-10T21:03:04.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "34e82196-6ccc-fd81-86a9-75f505d650c6", "grossValue": 4267080, "homeNotional": 1.2811387900355873, "foreignNotional": 506.1779359430605}, {"timestamp": "2020-08-10T21:03:04.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "1f6e46e1-781e-9435-bf73-c8b80e6e4168", "grossValue": 4267080, "homeNotional": 1.2811387900355873, "foreignNotional": 506.1779359430605}, {"timestamp": "2020-08-10T21:03:04.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 395.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a58e5ba-5a27-bcb2-5700-8978ffef04e5", "grossValue": 118530000, "homeNotional": 35.587188612099645, "foreignNotional": 14060.49822064057}, {"timestamp": "2020-08-10T21:03:04.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 395.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7b9a272-1aba-a2a5-2677-1c50fdd2ebf8", "grossValue": 118530, "homeNotional": 0.03558718861209965, "foreignNotional": 14.06049822064057}, {"timestamp": "2020-08-10T21:03:04.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "c93d9375-c37e-b575-e8ff-9059508b76fe", "grossValue": 474120, "homeNotional": 0.1423487544483986, "foreignNotional": 56.24199288256228}]} 2020-08-11 00:03:04 DEBUG: message ignored 2020-08-11 00:03:04 DEBUG: check clearing time needed clearing_process_timer=64.759496 2020-08-11 00:03:04 DEBUG: check init order needed init_order_process_timer=164.75977 2020-08-11 00:03:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:04.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.05, "tickDirection": "MinusTick", "trdMatchID": "2792d0e2-3f5f-658f-d425-5f2069e4db07", "grossValue": 1185150, "homeNotional": 0.35587188612099646, "foreignNotional": 140.58718861209965}, {"timestamp": "2020-08-10T21:03:04.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "3321167b-ac90-74e0-de46-02951c016fbc", "grossValue": 4266540, "homeNotional": 1.2811387900355873, "foreignNotional": 506.11387900355874}, {"timestamp": "2020-08-10T21:03:04.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "3714950d-7e5b-69cc-ed10-baee313198fd", "grossValue": 4266540, "homeNotional": 1.2811387900355873, "foreignNotional": 506.11387900355874}]} 2020-08-11 00:03:04 DEBUG: message ignored 2020-08-11 00:03:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:05.643Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 395, "tickDirection": "MinusTick", "trdMatchID": "b6cf36f7-5ed9-6e2c-6cda-92a47305f2b8", "grossValue": 1975000, "homeNotional": 0.5931198102016607, "foreignNotional": 234.282325029656}, {"timestamp": "2020-08-10T21:03:05.643Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee611758-dfaf-c379-950a-acd2de3c3b6d", "grossValue": 4266000, "homeNotional": 1.2811387900355873, "foreignNotional": 506.0498220640569}, {"timestamp": "2020-08-10T21:03:05.643Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "48bc0a74-3797-b875-e67e-ed0968b59da4", "grossValue": 4266000, "homeNotional": 1.2811387900355873, "foreignNotional": 506.0498220640569}, {"timestamp": "2020-08-10T21:03:05.643Z", "symbol": "ETHUSD", "side": "Sell", "size": 134, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a43fed9-f3d9-09a6-6fa0-a9a48cb8faf6", "grossValue": 5293000, "homeNotional": 1.5895610913404508, "foreignNotional": 627.8766310794781}]} 2020-08-11 00:03:05 DEBUG: message ignored 2020-08-11 00:03:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:05.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f1fc49c-bc2d-090c-62bb-20582f67ea2b", "grossValue": 2370000, "homeNotional": 0.7117437722419929, "foreignNotional": 281.1387900355872}, {"timestamp": "2020-08-10T21:03:05.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 394.95, "tickDirection": "MinusTick", "trdMatchID": "274cb0d4-8792-f554-1ac9-77205e1cbc70", "grossValue": 1579800, "homeNotional": 0.4744958481613286, "foreignNotional": 187.40213523131672}, {"timestamp": "2020-08-10T21:03:05.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cc86c0f-8a60-e452-391e-3748542251bd", "grossValue": 1579800, "homeNotional": 0.4744958481613286, "foreignNotional": 187.40213523131672}, {"timestamp": "2020-08-10T21:03:05.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "8dbaf55e-7de3-482d-4c78-19483b9eccbb", "grossValue": 4265460, "homeNotional": 1.2811387900355873, "foreignNotional": 505.98576512455514}, {"timestamp": "2020-08-10T21:03:05.716Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ab557ef-953d-9e84-682e-d1cb6a018873", "grossValue": 4265460, "homeNotional": 1.2811387900355873, "foreignNotional": 505.98576512455514}]} 2020-08-11 00:03:05 DEBUG: message ignored 2020-08-11 00:03:05 DEBUG: check clearing time needed clearing_process_timer=65.760978 2020-08-11 00:03:05 DEBUG: check init order needed init_order_process_timer=165.761282 2020-08-11 00:03:06 DEBUG: check clearing time needed clearing_process_timer=66.763273 2020-08-11 00:03:06 DEBUG: check init order needed init_order_process_timer=166.764261 2020-08-11 00:03:07 DEBUG: check clearing time needed clearing_process_timer=67.766068 2020-08-11 00:03:07 DEBUG: check init order needed init_order_process_timer=167.766324 2020-08-11 00:03:08 DEBUG: check clearing time needed clearing_process_timer=68.767707 2020-08-11 00:03:08 DEBUG: check init order needed init_order_process_timer=168.767966 2020-08-11 00:03:09 DEBUG: check clearing time needed clearing_process_timer=69.76943 2020-08-11 00:03:09 DEBUG: check init order needed init_order_process_timer=169.769699 2020-08-11 00:03:10 DEBUG: check clearing time needed clearing_process_timer=70.771335 2020-08-11 00:03:10 DEBUG: check init order needed init_order_process_timer=170.771743 2020-08-11 00:03:11 DEBUG: check clearing time needed clearing_process_timer=71.773067 2020-08-11 00:03:11 DEBUG: check init order needed init_order_process_timer=171.773409 2020-08-11 00:03:12 DEBUG: check clearing time needed clearing_process_timer=72.774905 2020-08-11 00:03:12 DEBUG: check init order needed init_order_process_timer=172.775212 2020-08-11 00:03:13 DEBUG: check clearing time needed clearing_process_timer=73.776431 2020-08-11 00:03:13 DEBUG: check init order needed init_order_process_timer=173.776762 2020-08-11 00:03:14 DEBUG: check clearing time needed clearing_process_timer=74.778021 2020-08-11 00:03:14 DEBUG: check init order needed init_order_process_timer=174.778334 2020-08-11 00:03:15 DEBUG: check clearing time needed clearing_process_timer=75.779559 2020-08-11 00:03:15 DEBUG: check init order needed init_order_process_timer=175.781589 2020-08-11 00:03:16 DEBUG: check clearing time needed clearing_process_timer=76.782805 2020-08-11 00:03:16 DEBUG: check init order needed init_order_process_timer=176.783102 2020-08-11 00:03:17 DEBUG: check clearing time needed clearing_process_timer=77.784301 2020-08-11 00:03:17 DEBUG: check init order needed init_order_process_timer=177.784656 2020-08-11 00:03:18 DEBUG: check clearing time needed clearing_process_timer=78.785891 2020-08-11 00:03:18 DEBUG: check init order needed init_order_process_timer=178.786221 2020-08-11 00:03:19 DEBUG: check clearing time needed clearing_process_timer=79.787437 2020-08-11 00:03:19 DEBUG: check init order needed init_order_process_timer=179.787719 2020-08-11 00:03:20 DEBUG: check clearing time needed clearing_process_timer=80.789515 2020-08-11 00:03:20 DEBUG: check init order needed init_order_process_timer=180.789899 2020-08-11 00:03:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:21.262Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9d8e7211-edbb-148d-3baf-0b270d181883", "grossValue": 118485, "homeNotional": 0.03558718861209965, "foreignNotional": 14.055160142348754}, {"timestamp": "2020-08-10T21:03:21.262Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "3142de5a-eb1b-016f-9e0d-ab4a0b7dc10e", "grossValue": 78990000, "homeNotional": 23.72479240806643, "foreignNotional": 9370.106761565836}]} 2020-08-11 00:03:21 DEBUG: message ignored 2020-08-11 00:03:21 DEBUG: check clearing time needed clearing_process_timer=81.791135 2020-08-11 00:03:21 DEBUG: check init order needed init_order_process_timer=181.791433 2020-08-11 00:03:22 DEBUG: check clearing time needed clearing_process_timer=82.792622 2020-08-11 00:03:22 DEBUG: check init order needed init_order_process_timer=182.792966 2020-08-11 00:03:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:23.435Z", "symbol": "ETHUSD", "side": "Sell", "size": 4000, "price": 395, "tickDirection": "PlusTick", "trdMatchID": "0b443ee1-7162-996b-00bc-d0b009db02c2", "grossValue": 158000000, "homeNotional": 47.44958481613286, "foreignNotional": 18742.586002372478}]} 2020-08-11 00:03:23 DEBUG: message ignored 2020-08-11 00:03:23 DEBUG: check clearing time needed clearing_process_timer=83.794246 2020-08-11 00:03:23 DEBUG: check init order needed init_order_process_timer=183.794964 2020-08-11 00:03:24 DEBUG: check clearing time needed clearing_process_timer=84.796537 2020-08-11 00:03:24 DEBUG: check init order needed init_order_process_timer=184.797185 2020-08-11 00:03:25 DEBUG: check clearing time needed clearing_process_timer=85.798771 2020-08-11 00:03:25 DEBUG: check init order needed init_order_process_timer=185.799367 2020-08-11 00:03:26 DEBUG: check clearing time needed clearing_process_timer=86.800968 2020-08-11 00:03:26 DEBUG: check init order needed init_order_process_timer=186.801575 2020-08-11 00:03:27 DEBUG: check clearing time needed clearing_process_timer=87.803125 2020-08-11 00:03:27 DEBUG: check init order needed init_order_process_timer=187.803711 2020-08-11 00:03:28 DEBUG: check clearing time needed clearing_process_timer=88.805304 2020-08-11 00:03:28 DEBUG: check init order needed init_order_process_timer=188.805883 2020-08-11 00:03:29 DEBUG: check clearing time needed clearing_process_timer=89.807055 2020-08-11 00:03:29 DEBUG: check init order needed init_order_process_timer=189.807747 2020-08-11 00:03:30 DEBUG: check clearing time needed clearing_process_timer=90.809287 2020-08-11 00:03:30 DEBUG: check init order needed init_order_process_timer=190.809846 2020-08-11 00:03:31 DEBUG: check clearing time needed clearing_process_timer=91.811474 2020-08-11 00:03:31 DEBUG: check init order needed init_order_process_timer=191.812152 2020-08-11 00:03:32 DEBUG: check clearing time needed clearing_process_timer=92.813279 2020-08-11 00:03:32 DEBUG: check init order needed init_order_process_timer=192.81382 2020-08-11 00:03:33 DEBUG: check clearing time needed clearing_process_timer=93.815375 2020-08-11 00:03:33 DEBUG: check init order needed init_order_process_timer=193.815998 2020-08-11 00:03:34 DEBUG: check clearing time needed clearing_process_timer=94.817586 2020-08-11 00:03:34 DEBUG: check init order needed init_order_process_timer=194.818205 2020-08-11 00:03:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.05, "tickDirection": "PlusTick", "trdMatchID": "b88cf154-ed59-2add-b60e-2486937586c1", "grossValue": 395050, "homeNotional": 0.11858176212498518, "foreignNotional": 46.8457251274754}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.1, "tickDirection": "PlusTick", "trdMatchID": "faf3a10b-6aba-34c2-2280-e3edd389a7af", "grossValue": 79020000, "homeNotional": 23.716352424997037, "foreignNotional": 9370.33084311633}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 201, "price": 395.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "21e7b081-2a66-4694-9ba8-de797f2eb22f", "grossValue": 7941510, "homeNotional": 2.383493418712202, "foreignNotional": 941.718249733191}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 182, "price": 395.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff6fc1f4-75c6-100e-5221-a14e220cf8d7", "grossValue": 7190820, "homeNotional": 2.15818807067473, "foreignNotional": 852.7001067235859}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.15, "tickDirection": "PlusTick", "trdMatchID": "c71f1241-855b-364a-4a00-dbf4436cafc7", "grossValue": 79030000, "homeNotional": 23.716352424997037, "foreignNotional": 9371.516660737578}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0427e6e0-fc66-fa0e-7721-6843791b1b2e", "grossValue": 15806000, "homeNotional": 4.743270484999407, "foreignNotional": 1874.3033321475157}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "01b5193f-dbdd-430b-2668-1372cf2c2580", "grossValue": 79030000, "homeNotional": 23.716352424997037, "foreignNotional": 9371.516660737578}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bb7869f-bed5-3f16-b7f1-d4e9e4cd8034", "grossValue": 79030000, "homeNotional": 23.716352424997037, "foreignNotional": 9371.516660737578}, {"timestamp": "2020-08-10T21:03:35.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 207, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a3f1670c-7c4d-dd23-1e61-a40ca8a27f83", "grossValue": 8179605, "homeNotional": 2.454642475987193, "foreignNotional": 969.9519743863394}]} 2020-08-11 00:03:35 DEBUG: message ignored 2020-08-11 00:03:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:35.788Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6893015c-b59a-444d-0cff-ca243d2670e2", "grossValue": 316120, "homeNotional": 0.09486540969998815, "foreignNotional": 37.48606664295031}]} 2020-08-11 00:03:35 DEBUG: message ignored 2020-08-11 00:03:35 DEBUG: check clearing time needed clearing_process_timer=95.819436 2020-08-11 00:03:35 DEBUG: check init order needed init_order_process_timer=195.819584 2020-08-11 00:03:36 DEBUG: check clearing time needed clearing_process_timer=96.820946 2020-08-11 00:03:36 DEBUG: check init order needed init_order_process_timer=196.821245 2020-08-11 00:03:37 DEBUG: check clearing time needed clearing_process_timer=97.822632 2020-08-11 00:03:37 DEBUG: check init order needed init_order_process_timer=197.822918 2020-08-11 00:03:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:38.151Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a38e5fbc-745d-cb2b-6d13-8690bbf9aabf", "grossValue": 3951500, "homeNotional": 1.1858176212498517, "foreignNotional": 468.5758330368789}]} 2020-08-11 00:03:38 DEBUG: message ignored 2020-08-11 00:03:38 DEBUG: check clearing time needed clearing_process_timer=98.824085 2020-08-11 00:03:38 DEBUG: check init order needed init_order_process_timer=198.824756 2020-08-11 00:03:39 DEBUG: check clearing time needed clearing_process_timer=99.826191 2020-08-11 00:03:39 DEBUG: check init order needed init_order_process_timer=199.826479 2020-08-11 00:03:40 DEBUG: check clearing time needed clearing_process_timer=100.827937 2020-08-11 00:03:40 DEBUG: check init order needed init_order_process_timer=200.828229 2020-08-11 00:03:41 DEBUG: check clearing time needed clearing_process_timer=101.829637 2020-08-11 00:03:41 DEBUG: check init order needed init_order_process_timer=201.829974 2020-08-11 00:03:42 DEBUG: check clearing time needed clearing_process_timer=102.831419 2020-08-11 00:03:42 DEBUG: check init order needed init_order_process_timer=202.83169 2020-08-11 00:03:43 DEBUG: check clearing time needed clearing_process_timer=103.833159 2020-08-11 00:03:43 DEBUG: check init order needed init_order_process_timer=203.833489 2020-08-11 00:03:44 DEBUG: check clearing time needed clearing_process_timer=104.83494 2020-08-11 00:03:44 DEBUG: check init order needed init_order_process_timer=204.835236 2020-08-11 00:03:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:44.849Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0dd7aaeb-f6c3-4893-f0bb-786dd2904db9", "grossValue": 79030000, "homeNotional": 23.716352424997037, "foreignNotional": 9371.516660737578}, {"timestamp": "2020-08-10T21:03:44.849Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 395.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3ee1558e-267f-6499-bd5d-4e7afc1b8560", "grossValue": 355635, "homeNotional": 0.10672358591248667, "foreignNotional": 42.171824973319104}]} 2020-08-11 00:03:44 DEBUG: message ignored 2020-08-11 00:03:45 DEBUG: check clearing time needed clearing_process_timer=105.836478 2020-08-11 00:03:45 DEBUG: check init order needed init_order_process_timer=205.837333 2020-08-11 00:03:46 DEBUG: check clearing time needed clearing_process_timer=106.839043 2020-08-11 00:03:46 DEBUG: check init order needed init_order_process_timer=206.839598 2020-08-11 00:03:47 DEBUG: check clearing time needed clearing_process_timer=107.841352 2020-08-11 00:03:47 DEBUG: check init order needed init_order_process_timer=207.84207 2020-08-11 00:03:48 DEBUG: check clearing time needed clearing_process_timer=108.843705 2020-08-11 00:03:48 DEBUG: check init order needed init_order_process_timer=208.844406 2020-08-11 00:03:49 DEBUG: check clearing time needed clearing_process_timer=109.84606 2020-08-11 00:03:49 DEBUG: check init order needed init_order_process_timer=209.846321 2020-08-11 00:03:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:50.628Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.2, "tickDirection": "PlusTick", "trdMatchID": "ceb2fa21-c03b-f4bb-1c5d-3e6a29d174dd", "grossValue": 1976000, "homeNotional": 0.5929088106249258, "foreignNotional": 234.3175619589707}]} 2020-08-11 00:03:50 DEBUG: message ignored 2020-08-11 00:03:50 DEBUG: check clearing time needed clearing_process_timer=110.847483 2020-08-11 00:03:50 DEBUG: check init order needed init_order_process_timer=210.847747 2020-08-11 00:03:51 DEBUG: check clearing time needed clearing_process_timer=111.849306 2020-08-11 00:03:51 DEBUG: check init order needed init_order_process_timer=211.849585 2020-08-11 00:03:52 DEBUG: check clearing time needed clearing_process_timer=112.850983 2020-08-11 00:03:52 DEBUG: check init order needed init_order_process_timer=212.851226 2020-08-11 00:03:53 DEBUG: check clearing time needed clearing_process_timer=113.852593 2020-08-11 00:03:53 DEBUG: check init order needed init_order_process_timer=213.852851 2020-08-11 00:03:54 DEBUG: check clearing time needed clearing_process_timer=114.853104 2020-08-11 00:03:54 DEBUG: check init order needed init_order_process_timer=214.853401 2020-08-11 00:03:55 DEBUG: check clearing time needed clearing_process_timer=115.854809 2020-08-11 00:03:55 DEBUG: check init order needed init_order_process_timer=215.855078 2020-08-11 00:03:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:03:56.620Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 395.15, "tickDirection": "MinusTick", "trdMatchID": "160884bb-9f94-8e50-e8ed-055451f17e73", "grossValue": 3951500, "homeNotional": 1.1858176212498517, "foreignNotional": 468.5758330368789}, {"timestamp": "2020-08-10T21:03:56.620Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "a7d0136e-7720-f116-7fe8-f1369a6aca25", "grossValue": 237090, "homeNotional": 0.0711490572749911, "foreignNotional": 28.114549982212736}]} 2020-08-11 00:03:56 DEBUG: message ignored 2020-08-11 00:03:56 DEBUG: check clearing time needed clearing_process_timer=116.856253 2020-08-11 00:03:56 DEBUG: check init order needed init_order_process_timer=216.856511 2020-08-11 00:03:57 DEBUG: check clearing time needed clearing_process_timer=117.857953 2020-08-11 00:03:57 DEBUG: check init order needed init_order_process_timer=217.858216 2020-08-11 00:03:58 DEBUG: check clearing time needed clearing_process_timer=118.859639 2020-08-11 00:03:58 DEBUG: check init order needed init_order_process_timer=218.859942 2020-08-11 00:03:59 DEBUG: check clearing time needed clearing_process_timer=119.86137 2020-08-11 00:03:59 DEBUG: check init order needed init_order_process_timer=219.861696 2020-08-11 00:04:00 DEBUG: check clearing time needed clearing_process_timer=120.863184 2020-08-11 00:04:00 DEBUG: check init order needed init_order_process_timer=220.863485 2020-08-11 00:04:01 DEBUG: check clearing time needed clearing_process_timer=121.867427 2020-08-11 00:04:01 DEBUG: check init order needed init_order_process_timer=221.882878 2020-08-11 00:04:02 DEBUG: check clearing time needed clearing_process_timer=122.885651 2020-08-11 00:04:02 DEBUG: check init order needed init_order_process_timer=222.88749 2020-08-11 00:04:03 DEBUG: check clearing time needed clearing_process_timer=123.888858 2020-08-11 00:04:03 DEBUG: check init order needed init_order_process_timer=223.889229 2020-08-11 00:04:04 DEBUG: check clearing time needed clearing_process_timer=124.890623 2020-08-11 00:04:04 DEBUG: check init order needed init_order_process_timer=224.890906 2020-08-11 00:04:05 DEBUG: check clearing time needed clearing_process_timer=125.892397 2020-08-11 00:04:05 DEBUG: check init order needed init_order_process_timer=225.892753 2020-08-11 00:04:06 DEBUG: check clearing time needed clearing_process_timer=126.894165 2020-08-11 00:04:06 DEBUG: check init order needed init_order_process_timer=226.894437 2020-08-11 00:04:07 DEBUG: check clearing time needed clearing_process_timer=127.895888 2020-08-11 00:04:07 DEBUG: check init order needed init_order_process_timer=227.896175 2020-08-11 00:04:08 DEBUG: check clearing time needed clearing_process_timer=128.89736 2020-08-11 00:04:08 DEBUG: check init order needed init_order_process_timer=228.897629 2020-08-11 00:04:09 DEBUG: check clearing time needed clearing_process_timer=129.898806 2020-08-11 00:04:09 DEBUG: check init order needed init_order_process_timer=229.899069 2020-08-11 00:04:10 DEBUG: check clearing time needed clearing_process_timer=130.900251 2020-08-11 00:04:10 DEBUG: check init order needed init_order_process_timer=230.900527 2020-08-11 00:04:11 DEBUG: check clearing time needed clearing_process_timer=131.901848 2020-08-11 00:04:11 DEBUG: check init order needed init_order_process_timer=231.902176 2020-08-11 00:04:12 DEBUG: check clearing time needed clearing_process_timer=132.903661 2020-08-11 00:04:12 DEBUG: check init order needed init_order_process_timer=232.903956 2020-08-11 00:04:13 DEBUG: check clearing time needed clearing_process_timer=133.905341 2020-08-11 00:04:13 DEBUG: check init order needed init_order_process_timer=233.905605 2020-08-11 00:04:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 22431, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "551b6b35-b7f4-ea51-b18a-1c578600b1a8", "grossValue": 886360965, "homeNotional": 266.085409252669, "foreignNotional": 105143.64946619218}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 426, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8f3bcf1-a40d-4445-425e-41315f84bcea", "grossValue": 16833390, "homeNotional": 5.05338078291815, "foreignNotional": 1996.8434163701068}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "9371e422-4bd4-ee13-a1f8-4d209ef2d39a", "grossValue": 2528960, "homeNotional": 0.7591933570581257, "foreignNotional": 299.99525504151836}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 18101, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "a949c342-737d-5169-2bba-e2e7e4111a77", "grossValue": 715261015, "homeNotional": 214.7212336892052, "foreignNotional": 84847.09549228945}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "622278fc-8a8f-6750-91a0-aa78bcfa154b", "grossValue": 118545000, "homeNotional": 35.587188612099645, "foreignNotional": 14062.277580071175}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 2048, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d9eeaedf-ad3e-b8c8-aa25-a5515752e7bd", "grossValue": 80926720, "homeNotional": 24.294187425860024, "foreignNotional": 9599.848161328588}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 63, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "888fcd01-1d21-3578-7c6e-c11ed877f870", "grossValue": 2489445, "homeNotional": 0.7473309608540926, "foreignNotional": 295.30782918149464}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8a111e7-6ac4-b295-9389-5a08e2655c61", "grossValue": 1224965, "homeNotional": 0.36773428232502964, "foreignNotional": 145.31020166073546}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "69c872b3-cb72-adf0-7b98-2e6cf767a2c6", "grossValue": 1145935, "homeNotional": 0.34400948991696323, "foreignNotional": 135.935349940688}, {"timestamp": "2020-08-10T21:04:14.876Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "113178d5-de17-447e-da36-4f82aec6a129", "grossValue": 1185450, "homeNotional": 0.35587188612099646, "foreignNotional": 140.62277580071174}]} 2020-08-11 00:04:14 DEBUG: message ignored 2020-08-11 00:04:14 DEBUG: check clearing time needed clearing_process_timer=134.906784 2020-08-11 00:04:14 DEBUG: check init order needed init_order_process_timer=234.907043 2020-08-11 00:04:15 DEBUG: check clearing time needed clearing_process_timer=135.908235 2020-08-11 00:04:15 DEBUG: check init order needed init_order_process_timer=235.908518 2020-08-11 00:04:16 DEBUG: check clearing time needed clearing_process_timer=136.909705 2020-08-11 00:04:16 DEBUG: check init order needed init_order_process_timer=236.909992 2020-08-11 00:04:17 DEBUG: check clearing time needed clearing_process_timer=137.911174 2020-08-11 00:04:17 DEBUG: check init order needed init_order_process_timer=237.911473 2020-08-11 00:04:18 DEBUG: check clearing time needed clearing_process_timer=138.912713 2020-08-11 00:04:18 DEBUG: check init order needed init_order_process_timer=238.913099 2020-08-11 00:04:19 DEBUG: check clearing time needed clearing_process_timer=139.914332 2020-08-11 00:04:19 DEBUG: check init order needed init_order_process_timer=239.914597 2020-08-11 00:04:20 DEBUG: check clearing time needed clearing_process_timer=140.916376 2020-08-11 00:04:20 DEBUG: check init order needed init_order_process_timer=240.917462 2020-08-11 00:04:21 DEBUG: check clearing time needed clearing_process_timer=141.918668 2020-08-11 00:04:21 DEBUG: check init order needed init_order_process_timer=241.919289 2020-08-11 00:04:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:21.916Z", "symbol": "ETHUSD", "side": "Buy", "size": 13777, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "213719cc-9e48-0b0d-84f4-a5fc31950877", "grossValue": 544398155, "homeNotional": 163.42823250296559, "foreignNotional": 64578.666073546854}, {"timestamp": "2020-08-10T21:04:21.916Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7848cce0-7a9e-d136-07f6-888ab6f7b470", "grossValue": 79030000, "homeNotional": 23.72479240806643, "foreignNotional": 9374.851720047449}, {"timestamp": "2020-08-10T21:04:21.916Z", "symbol": "ETHUSD", "side": "Buy", "size": 996, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7270f9c7-a993-b454-b279-a26e2edc3ab0", "grossValue": 39356940, "homeNotional": 11.814946619217082, "foreignNotional": 4668.67615658363}]} 2020-08-11 00:04:21 DEBUG: message ignored 2020-08-11 00:04:22 DEBUG: check clearing time needed clearing_process_timer=142.9205 2020-08-11 00:04:22 DEBUG: check init order needed init_order_process_timer=242.921204 2020-08-11 00:04:23 DEBUG: check clearing time needed clearing_process_timer=143.922743 2020-08-11 00:04:23 DEBUG: check init order needed init_order_process_timer=243.92338 2020-08-11 00:04:24 DEBUG: check clearing time needed clearing_process_timer=144.924901 2020-08-11 00:04:24 DEBUG: check init order needed init_order_process_timer=244.925489 2020-08-11 00:04:25 DEBUG: check clearing time needed clearing_process_timer=145.927057 2020-08-11 00:04:25 DEBUG: check init order needed init_order_process_timer=245.927684 2020-08-11 00:04:26 DEBUG: check clearing time needed clearing_process_timer=146.92945 2020-08-11 00:04:26 DEBUG: check init order needed init_order_process_timer=246.930182 2020-08-11 00:04:27 DEBUG: check clearing time needed clearing_process_timer=147.931863 2020-08-11 00:04:27 DEBUG: check init order needed init_order_process_timer=247.93242 2020-08-11 00:04:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:28.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2d72165-a4c1-621d-7996-3e66ff5001e0", "grossValue": 395150, "homeNotional": 0.11862396204033215, "foreignNotional": 46.87425860023725}]} 2020-08-11 00:04:28 DEBUG: message ignored 2020-08-11 00:04:28 DEBUG: check clearing time needed clearing_process_timer=148.933848 2020-08-11 00:04:28 DEBUG: check init order needed init_order_process_timer=248.934561 2020-08-11 00:04:29 DEBUG: check clearing time needed clearing_process_timer=149.936116 2020-08-11 00:04:29 DEBUG: check init order needed init_order_process_timer=249.936662 2020-08-11 00:04:30 DEBUG: check clearing time needed clearing_process_timer=150.938274 2020-08-11 00:04:30 DEBUG: check init order needed init_order_process_timer=250.938822 2020-08-11 00:04:31 DEBUG: check clearing time needed clearing_process_timer=151.940379 2020-08-11 00:04:31 DEBUG: check init order needed init_order_process_timer=251.940954 2020-08-11 00:04:32 DEBUG: check clearing time needed clearing_process_timer=152.942598 2020-08-11 00:04:32 DEBUG: check init order needed init_order_process_timer=252.943226 2020-08-11 00:04:33 DEBUG: check clearing time needed clearing_process_timer=153.944757 2020-08-11 00:04:33 DEBUG: check init order needed init_order_process_timer=253.945355 2020-08-11 00:04:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:34.195Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.2, "tickDirection": "PlusTick", "trdMatchID": "2d83a100-3473-e330-475c-76bdd45ff930", "grossValue": 1976000, "homeNotional": 0.5931901767706727, "foreignNotional": 234.42875785976983}]} 2020-08-11 00:04:34 DEBUG: message ignored 2020-08-11 00:04:34 DEBUG: check clearing time needed clearing_process_timer=154.946731 2020-08-11 00:04:34 DEBUG: check init order needed init_order_process_timer=254.947434 2020-08-11 00:04:35 DEBUG: check clearing time needed clearing_process_timer=155.949039 2020-08-11 00:04:35 DEBUG: check init order needed init_order_process_timer=255.949587 2020-08-11 00:04:36 DEBUG: check clearing time needed clearing_process_timer=156.951251 2020-08-11 00:04:36 DEBUG: check init order needed init_order_process_timer=256.951817 2020-08-11 00:04:37 DEBUG: check clearing time needed clearing_process_timer=157.953384 2020-08-11 00:04:37 DEBUG: check init order needed init_order_process_timer=257.953957 2020-08-11 00:04:38 DEBUG: check clearing time needed clearing_process_timer=158.955346 2020-08-11 00:04:38 DEBUG: check init order needed init_order_process_timer=258.955872 2020-08-11 00:04:39 DEBUG: check clearing time needed clearing_process_timer=159.957387 2020-08-11 00:04:39 DEBUG: check init order needed init_order_process_timer=259.957934 2020-08-11 00:04:40 DEBUG: check clearing time needed clearing_process_timer=160.959512 2020-08-11 00:04:40 DEBUG: check init order needed init_order_process_timer=260.960093 2020-08-11 00:04:41 DEBUG: check clearing time needed clearing_process_timer=161.961641 2020-08-11 00:04:41 DEBUG: check init order needed init_order_process_timer=261.962198 2020-08-11 00:04:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:42.275Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "be029eca-5b0c-d04a-31bf-9c21b42830b3", "grossValue": 1976000, "homeNotional": 0.5931901767706727, "foreignNotional": 234.42875785976983}]} 2020-08-11 00:04:42 DEBUG: message ignored 2020-08-11 00:04:42 DEBUG: check clearing time needed clearing_process_timer=162.963601 2020-08-11 00:04:42 DEBUG: check init order needed init_order_process_timer=262.964274 2020-08-11 00:04:43 DEBUG: check clearing time needed clearing_process_timer=163.96586 2020-08-11 00:04:43 DEBUG: check init order needed init_order_process_timer=263.966422 2020-08-11 00:04:44 DEBUG: check clearing time needed clearing_process_timer=164.967992 2020-08-11 00:04:44 DEBUG: check init order needed init_order_process_timer=264.968632 2020-08-11 00:04:45 DEBUG: check clearing time needed clearing_process_timer=165.970223 2020-08-11 00:04:45 DEBUG: check init order needed init_order_process_timer=265.970754 2020-08-11 00:04:46 DEBUG: check clearing time needed clearing_process_timer=166.971775 2020-08-11 00:04:46 DEBUG: check init order needed init_order_process_timer=266.972307 2020-08-11 00:04:47 DEBUG: check clearing time needed clearing_process_timer=167.974089 2020-08-11 00:04:47 DEBUG: check init order needed init_order_process_timer=267.974678 2020-08-11 00:04:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:48.319Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.15, "tickDirection": "MinusTick", "trdMatchID": "5e65158d-0882-b438-57ee-6ad1e66876a4", "grossValue": 513695, "homeNotional": 0.15422944596037488, "foreignNotional": 60.94376557124214}]} 2020-08-11 00:04:48 DEBUG: message ignored 2020-08-11 00:04:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:48.322Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a4ddb08-999e-1c05-177b-7bddbfec540a", "grossValue": 513695, "homeNotional": 0.15422944596037488, "foreignNotional": 60.94376557124214}]} 2020-08-11 00:04:48 DEBUG: message ignored 2020-08-11 00:04:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:48.332Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "71310be7-f17d-5d0b-e44e-7a7bd721734b", "grossValue": 395150, "homeNotional": 0.11863803535413453, "foreignNotional": 46.879819670186265}]} 2020-08-11 00:04:48 DEBUG: message ignored 2020-08-11 00:04:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:48.337Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "a45d01eb-a446-f432-f804-a5aae7706bea", "grossValue": 513695, "homeNotional": 0.15422944596037488, "foreignNotional": 60.94376557124214}]} 2020-08-11 00:04:48 DEBUG: message ignored 2020-08-11 00:04:48 DEBUG: check clearing time needed clearing_process_timer=168.976236 2020-08-11 00:04:48 DEBUG: check init order needed init_order_process_timer=268.976523 2020-08-11 00:04:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:49.264Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.2, "tickDirection": "PlusTick", "trdMatchID": "741e66e4-f156-7061-ad19-c777f16b9647", "grossValue": 1976000, "homeNotional": 0.5931901767706727, "foreignNotional": 234.42875785976983}, {"timestamp": "2020-08-10T21:04:49.264Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 395.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "5da81700-b528-d121-ce64-c66e8edf49e2", "grossValue": 1106560, "homeNotional": 0.3321864989915767, "foreignNotional": 131.2801044014711}]} 2020-08-11 00:04:49 DEBUG: message ignored 2020-08-11 00:04:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:49.542Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.15, "tickDirection": "MinusTick", "trdMatchID": "a9a96684-c672-babe-7930-f924565bb8a5", "grossValue": 434665, "homeNotional": 0.130501838889548, "foreignNotional": 51.56780163720489}]} 2020-08-11 00:04:49 DEBUG: message ignored 2020-08-11 00:04:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:49.546Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "03b28770-10a8-1661-e415-8071695d44c4", "grossValue": 434665, "homeNotional": 0.130501838889548, "foreignNotional": 51.56780163720489}]} 2020-08-11 00:04:49 DEBUG: message ignored 2020-08-11 00:04:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:49.550Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c56164da-e877-ce18-5a03-b0870fc92eb5", "grossValue": 513695, "homeNotional": 0.15422944596037488, "foreignNotional": 60.94376557124214}]} 2020-08-11 00:04:49 DEBUG: message ignored 2020-08-11 00:04:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:49.552Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "984f80a1-ed7e-ce84-ec8d-98b39c044274", "grossValue": 513695, "homeNotional": 0.15422944596037488, "foreignNotional": 60.94376557124214}]} 2020-08-11 00:04:49 DEBUG: message ignored 2020-08-11 00:04:49 DEBUG: check clearing time needed clearing_process_timer=169.977726 2020-08-11 00:04:49 DEBUG: check init order needed init_order_process_timer=269.978024 2020-08-11 00:04:50 DEBUG: check clearing time needed clearing_process_timer=170.979224 2020-08-11 00:04:50 DEBUG: check init order needed init_order_process_timer=270.979508 2020-08-11 00:04:51 DEBUG: check clearing time needed clearing_process_timer=171.980728 2020-08-11 00:04:51 DEBUG: check init order needed init_order_process_timer=271.981122 2020-08-11 00:04:52 DEBUG: check clearing time needed clearing_process_timer=172.98239 2020-08-11 00:04:52 DEBUG: check init order needed init_order_process_timer=272.982666 2020-08-11 00:04:53 DEBUG: check clearing time needed clearing_process_timer=173.983877 2020-08-11 00:04:53 DEBUG: check init order needed init_order_process_timer=273.984209 2020-08-11 00:04:54 DEBUG: check clearing time needed clearing_process_timer=174.985501 2020-08-11 00:04:54 DEBUG: check init order needed init_order_process_timer=274.985791 2020-08-11 00:04:55 DEBUG: check clearing time needed clearing_process_timer=175.986972 2020-08-11 00:04:55 DEBUG: check init order needed init_order_process_timer=275.987711 2020-08-11 00:04:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:56.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 395.2, "tickDirection": "PlusTick", "trdMatchID": "c82608df-fbd1-de87-164b-de178cb4b3f6", "grossValue": 79040, "homeNotional": 0.023727607070826908, "foreignNotional": 9.377150314390793}, {"timestamp": "2020-08-10T21:04:56.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 395.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "5fc8e1ec-46c9-7243-e840-624fc8ef3ed5", "grossValue": 988000, "homeNotional": 0.2965950883853363, "foreignNotional": 117.21437892988492}, {"timestamp": "2020-08-10T21:04:56.622Z", "symbol": "ETHUSD", "side": "Buy", "size": 123, "price": 395.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "53b03583-cb0d-0719-de01-e37d2a4d3960", "grossValue": 4860960, "homeNotional": 1.4592478348558549, "foreignNotional": 576.6947443350338}]} 2020-08-11 00:04:56 DEBUG: message ignored 2020-08-11 00:04:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:56.662Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 395.15, "tickDirection": "MinusTick", "trdMatchID": "17403ed8-2b90-020d-0ae1-ceefb836d442", "grossValue": 513695, "homeNotional": 0.15422944596037488, "foreignNotional": 60.94376557124214}]} 2020-08-11 00:04:56 DEBUG: message ignored 2020-08-11 00:04:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:56.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e53b633-a9ce-46e9-bee1-e12a22b8e0a9", "grossValue": 474180, "homeNotional": 0.14236564242496144, "foreignNotional": 56.25578360422352}]} 2020-08-11 00:04:56 DEBUG: message ignored 2020-08-11 00:04:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:56.671Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "4cec20ec-cca1-2239-a698-251450446833", "grossValue": 434665, "homeNotional": 0.130501838889548, "foreignNotional": 51.56780163720489}]} 2020-08-11 00:04:56 DEBUG: message ignored 2020-08-11 00:04:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:56.674Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "3b0f1617-5a23-acf2-4fac-9155657c5d31", "grossValue": 395150, "homeNotional": 0.11863803535413453, "foreignNotional": 46.879819670186265}]} 2020-08-11 00:04:56 DEBUG: message ignored 2020-08-11 00:04:56 DEBUG: check clearing time needed clearing_process_timer=176.989165 2020-08-11 00:04:56 DEBUG: check init order needed init_order_process_timer=276.989484 2020-08-11 00:04:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:04:57.311Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "e466a8de-1596-5926-d2c0-1b48d8d6b5d8", "grossValue": 2568475, "homeNotional": 0.7711472298018744, "foreignNotional": 304.7188278562107}, {"timestamp": "2020-08-10T21:04:57.311Z", "symbol": "ETHUSD", "side": "Sell", "size": 163, "price": 395.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "7568e9da-92dd-cf53-5046-644bdb154b5b", "grossValue": 6440945, "homeNotional": 1.933799976272393, "foreignNotional": 764.1410606240361}]} 2020-08-11 00:04:57 DEBUG: message ignored 2020-08-11 00:04:57 DEBUG: check clearing time needed clearing_process_timer=177.990975 2020-08-11 00:04:57 DEBUG: check init order needed init_order_process_timer=277.991636 2020-08-11 00:04:58 DEBUG: check clearing time needed clearing_process_timer=178.993241 2020-08-11 00:04:58 DEBUG: check init order needed init_order_process_timer=278.99391 2020-08-11 00:04:59 DEBUG: check clearing time needed clearing_process_timer=179.99558 2020-08-11 00:04:59 DEBUG: check init order needed init_order_process_timer=279.996152 2020-08-11 00:05:00 DEBUG: check clearing time needed clearing_process_timer=180.997741 2020-08-11 00:05:00 DEBUG: check init order needed init_order_process_timer=280.998373 2020-08-11 00:05:02 DEBUG: check clearing time needed clearing_process_timer=182.000484 2020-08-11 00:05:02 DEBUG: check init order needed init_order_process_timer=282.008526 2020-08-11 00:05:03 DEBUG: check clearing time needed clearing_process_timer=183.00985 2020-08-11 00:05:03 DEBUG: check init order needed init_order_process_timer=283.013679 2020-08-11 00:05:04 DEBUG: check clearing time needed clearing_process_timer=184.015839 2020-08-11 00:05:04 DEBUG: check init order needed init_order_process_timer=284.020141 2020-08-11 00:05:05 DEBUG: check clearing time needed clearing_process_timer=185.021391 2020-08-11 00:05:05 DEBUG: check init order needed init_order_process_timer=285.021804 2020-08-11 00:05:06 DEBUG: check clearing time needed clearing_process_timer=186.02329 2020-08-11 00:05:06 DEBUG: check init order needed init_order_process_timer=286.023575 2020-08-11 00:05:07 DEBUG: check clearing time needed clearing_process_timer=187.024973 2020-08-11 00:05:07 DEBUG: check init order needed init_order_process_timer=287.025255 2020-08-11 00:05:08 DEBUG: check clearing time needed clearing_process_timer=188.027186 2020-08-11 00:05:08 DEBUG: check init order needed init_order_process_timer=288.027514 2020-08-11 00:05:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:08.287Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 395.25, "tickDirection": "PlusTick", "trdMatchID": "d3a7c738-3f44-e04c-c8bb-e7a73e711cf9", "grossValue": 1976250, "homeNotional": 0.5933309600094933, "foreignNotional": 234.51406194375224}]} 2020-08-11 00:05:08 DEBUG: message ignored 2020-08-11 00:05:09 DEBUG: check clearing time needed clearing_process_timer=189.028758 2020-08-11 00:05:09 DEBUG: check init order needed init_order_process_timer=289.029058 2020-08-11 00:05:10 DEBUG: check clearing time needed clearing_process_timer=190.03054 2020-08-11 00:05:10 DEBUG: check init order needed init_order_process_timer=290.030863 2020-08-11 00:05:11 DEBUG: check clearing time needed clearing_process_timer=191.031488 2020-08-11 00:05:11 DEBUG: check init order needed init_order_process_timer=291.031723 2020-08-11 00:05:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:11.842Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 395.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "fbb05a42-7436-95da-dcec-8a9cb43be74f", "grossValue": 1739100, "homeNotional": 0.522131244808354, "foreignNotional": 206.37237451050197}, {"timestamp": "2020-08-10T21:05:11.842Z", "symbol": "ETHUSD", "side": "Buy", "size": 183, "price": 395.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "4e210d0e-c6cc-6840-052b-95f2ce077173", "grossValue": 7233075, "homeNotional": 2.1715913136347456, "foreignNotional": 858.3214667141332}]} 2020-08-11 00:05:11 DEBUG: message ignored 2020-08-11 00:05:12 DEBUG: check clearing time needed clearing_process_timer=192.032875 2020-08-11 00:05:12 DEBUG: check init order needed init_order_process_timer=292.033175 2020-08-11 00:05:13 DEBUG: check clearing time needed clearing_process_timer=193.034335 2020-08-11 00:05:13 DEBUG: check init order needed init_order_process_timer=293.034593 2020-08-11 00:05:14 DEBUG: check clearing time needed clearing_process_timer=194.035809 2020-08-11 00:05:14 DEBUG: check init order needed init_order_process_timer=294.036071 2020-08-11 00:05:15 DEBUG: check clearing time needed clearing_process_timer=195.037257 2020-08-11 00:05:15 DEBUG: check init order needed init_order_process_timer=295.037561 2020-08-11 00:05:16 DEBUG: check clearing time needed clearing_process_timer=196.03876 2020-08-11 00:05:16 DEBUG: check init order needed init_order_process_timer=296.039023 2020-08-11 00:05:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:16.714Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 395.3, "tickDirection": "PlusTick", "trdMatchID": "4351814a-35cc-4820-e164-8fe76644dc7b", "grossValue": 39530, "homeNotional": 0.011866619200189867, "foreignNotional": 4.690874569835054}]} 2020-08-11 00:05:16 DEBUG: message ignored 2020-08-11 00:05:17 DEBUG: check clearing time needed clearing_process_timer=197.040218 2020-08-11 00:05:17 DEBUG: check init order needed init_order_process_timer=297.040538 2020-08-11 00:05:18 DEBUG: check clearing time needed clearing_process_timer=198.041007 2020-08-11 00:05:18 DEBUG: check init order needed init_order_process_timer=298.04169 2020-08-11 00:05:19 DEBUG: check clearing time needed clearing_process_timer=199.043246 2020-08-11 00:05:19 DEBUG: check init order needed init_order_process_timer=299.043797 2020-08-11 00:05:20 DEBUG: check clearing time needed clearing_process_timer=200.045358 2020-08-11 00:05:20 DEBUG: check init order needed init_order_process_timer=300.045899 2020-08-11 00:05:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:20.883Z", "symbol": "ETHUSD", "side": "Sell", "size": 173, "price": 395.25, "tickDirection": "MinusTick", "trdMatchID": "0bd1e520-665f-7e91-4aed-3c9f537dae61", "grossValue": 6837825, "homeNotional": 2.052925121632847, "foreignNotional": 811.4186543253827}, {"timestamp": "2020-08-10T21:05:20.883Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "1c1d314a-2ce3-3335-be0d-c5abc57dcf61", "grossValue": 2964375, "homeNotional": 0.8899964400142399, "foreignNotional": 351.77109291562834}]} 2020-08-11 00:05:20 DEBUG: message ignored 2020-08-11 00:05:21 DEBUG: check clearing time needed clearing_process_timer=201.047253 2020-08-11 00:05:21 DEBUG: check init order needed init_order_process_timer=301.047958 2020-08-11 00:05:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:21.469Z", "symbol": "ETHUSD", "side": "Sell", "size": 819, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "7f49f656-efd4-7020-dff8-fe7e2bfa7a08", "grossValue": 32370975, "homeNotional": 9.7187611249555, "foreignNotional": 3841.3403346386613}]} 2020-08-11 00:05:21 DEBUG: message ignored 2020-08-11 00:05:22 DEBUG: check clearing time needed clearing_process_timer=202.04932 2020-08-11 00:05:22 DEBUG: check init order needed init_order_process_timer=302.050072 2020-08-11 00:05:23 DEBUG: check clearing time needed clearing_process_timer=203.05159 2020-08-11 00:05:23 DEBUG: check init order needed init_order_process_timer=303.052134 2020-08-11 00:05:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:23.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 816, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "65e43c9d-5826-e679-3b4a-08b8f85e0b40", "grossValue": 32252400, "homeNotional": 9.683161267354931, "foreignNotional": 3827.2694909220363}]} 2020-08-11 00:05:23 DEBUG: message ignored 2020-08-11 00:05:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:23.110Z", "symbol": "ETHUSD", "side": "Sell", "size": 274, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "75ff6ee6-f9fa-1dab-f9c9-e100be78d04c", "grossValue": 10829850, "homeNotional": 3.2514536608520235, "foreignNotional": 1285.1370594517623}]} 2020-08-11 00:05:23 DEBUG: message ignored 2020-08-11 00:05:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:23.617Z", "symbol": "ETHUSD", "side": "Sell", "size": 346, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "3dabbefa-444e-1dfa-483c-5673ff9b5d3b", "grossValue": 13675650, "homeNotional": 4.105850243265694, "foreignNotional": 1622.8373086507654}]} 2020-08-11 00:05:23 DEBUG: message ignored 2020-08-11 00:05:24 DEBUG: check clearing time needed clearing_process_timer=204.05353 2020-08-11 00:05:24 DEBUG: check init order needed init_order_process_timer=304.054434 2020-08-11 00:05:25 DEBUG: check clearing time needed clearing_process_timer=205.056096 2020-08-11 00:05:25 DEBUG: check init order needed init_order_process_timer=305.05667 2020-08-11 00:05:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:25.258Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "7625c020-b914-91bf-1a1a-f234d1495243", "grossValue": 1976250, "homeNotional": 0.5933309600094933, "foreignNotional": 234.51406194375224}]} 2020-08-11 00:05:25 DEBUG: message ignored 2020-08-11 00:05:26 DEBUG: check clearing time needed clearing_process_timer=206.058064 2020-08-11 00:05:26 DEBUG: check init order needed init_order_process_timer=306.058949 2020-08-11 00:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:26.203Z", "symbol": "ETHUSD", "side": "Sell", "size": 146, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "af8f75ea-12cd-3f32-1629-199033139946", "grossValue": 5770650, "homeNotional": 1.7325264032277203, "foreignNotional": 684.7810608757565}]} 2020-08-11 00:05:26 DEBUG: message ignored 2020-08-11 00:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:26.304Z", "symbol": "ETHUSD", "side": "Sell", "size": 1977, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "84329fad-0eef-0cba-3f96-dc70586f2f73", "grossValue": 78140925, "homeNotional": 23.460306158775364, "foreignNotional": 9272.686009255964}]} 2020-08-11 00:05:26 DEBUG: message ignored 2020-08-11 00:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:26.344Z", "symbol": "ETHUSD", "side": "Sell", "size": 673, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4df007bd-8e5f-587b-60f2-b9813e18758a", "grossValue": 26600325, "homeNotional": 7.986234721727779, "foreignNotional": 3156.559273762905}]} 2020-08-11 00:05:26 DEBUG: message ignored 2020-08-11 00:05:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:26.348Z", "symbol": "ETHUSD", "side": "Sell", "size": 931, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "21f5480a-f3c9-3107-43d1-e68867ee648a", "grossValue": 36797775, "homeNotional": 11.047822475376766, "foreignNotional": 4366.651833392666}]} 2020-08-11 00:05:26 DEBUG: message ignored 2020-08-11 00:05:27 DEBUG: check clearing time needed clearing_process_timer=207.060516 2020-08-11 00:05:27 DEBUG: check init order needed init_order_process_timer=307.061514 2020-08-11 00:05:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:27.087Z", "symbol": "ETHUSD", "side": "Sell", "size": 3200, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "4eab6aee-a81d-2e93-8d63-5bc435b2590c", "grossValue": 126480000, "homeNotional": 37.97318144060757, "foreignNotional": 15008.899964400143}]} 2020-08-11 00:05:27 DEBUG: message ignored 2020-08-11 00:05:28 DEBUG: check clearing time needed clearing_process_timer=208.063047 2020-08-11 00:05:28 DEBUG: check init order needed init_order_process_timer=308.063763 2020-08-11 00:05:29 DEBUG: check clearing time needed clearing_process_timer=209.065332 2020-08-11 00:05:29 DEBUG: check init order needed init_order_process_timer=309.065946 2020-08-11 00:05:30 DEBUG: check clearing time needed clearing_process_timer=210.067483 2020-08-11 00:05:30 DEBUG: check init order needed init_order_process_timer=310.068008 2020-08-11 00:05:31 DEBUG: check clearing time needed clearing_process_timer=211.06954 2020-08-11 00:05:31 DEBUG: check init order needed init_order_process_timer=311.07021 2020-08-11 00:05:32 DEBUG: check clearing time needed clearing_process_timer=212.071787 2020-08-11 00:05:32 DEBUG: check init order needed init_order_process_timer=312.072346 2020-08-11 00:05:33 DEBUG: check clearing time needed clearing_process_timer=213.073391 2020-08-11 00:05:33 DEBUG: check init order needed init_order_process_timer=313.074132 2020-08-11 00:05:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:33.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 447, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "85154688-922e-6b8d-897f-c27d9a5d5804", "grossValue": 17667675, "homeNotional": 5.30374940673944, "foreignNotional": 2096.3069530137636}]} 2020-08-11 00:05:33 DEBUG: message ignored 2020-08-11 00:05:34 DEBUG: check clearing time needed clearing_process_timer=214.075544 2020-08-11 00:05:34 DEBUG: check init order needed init_order_process_timer=314.076161 2020-08-11 00:05:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:34.073Z", "symbol": "ETHUSD", "side": "Sell", "size": 285, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "510384f3-9c3b-2a91-a949-98b32f4b3b7b", "grossValue": 11264625, "homeNotional": 3.3815851922164213, "foreignNotional": 1336.5715472235406}]} 2020-08-11 00:05:34 DEBUG: message ignored 2020-08-11 00:05:35 DEBUG: check clearing time needed clearing_process_timer=215.077524 2020-08-11 00:05:35 DEBUG: check init order needed init_order_process_timer=315.078224 2020-08-11 00:05:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:35.697Z", "symbol": "ETHUSD", "side": "Sell", "size": 346, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "58d716ad-e562-426a-b5c0-b516b9d12e5c", "grossValue": 13675650, "homeNotional": 4.105363075462743, "foreignNotional": 1622.6447555766492}]} 2020-08-11 00:05:35 DEBUG: message ignored 2020-08-11 00:05:36 DEBUG: check clearing time needed clearing_process_timer=216.079618 2020-08-11 00:05:36 DEBUG: check init order needed init_order_process_timer=316.080319 2020-08-11 00:05:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:36.152Z", "symbol": "ETHUSD", "side": "Sell", "size": 285, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9ad58e2-b4af-c664-0850-e434c2625d2a", "grossValue": 11264625, "homeNotional": 3.3815851922164213, "foreignNotional": 1336.5715472235406}]} 2020-08-11 00:05:36 DEBUG: message ignored 2020-08-11 00:05:37 DEBUG: check clearing time needed clearing_process_timer=217.081695 2020-08-11 00:05:37 DEBUG: check init order needed init_order_process_timer=317.082459 2020-08-11 00:05:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:38.000Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc70965c-a1a2-f0a7-4ff7-aa155a0f76e1", "grossValue": 3557250, "homeNotional": 1.0678690080683435, "foreignNotional": 422.0752254390128}]} 2020-08-11 00:05:38 DEBUG: message ignored 2020-08-11 00:05:38 DEBUG: check clearing time needed clearing_process_timer=218.083905 2020-08-11 00:05:38 DEBUG: check init order needed init_order_process_timer=318.084757 2020-08-11 00:05:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:38.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 1600, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7714c01-80f9-6662-3f17-91bc37c2fa1e", "grossValue": 63240000, "homeNotional": 18.984337921214998, "foreignNotional": 7503.559563360228}]} 2020-08-11 00:05:38 DEBUG: message ignored 2020-08-11 00:05:39 DEBUG: check clearing time needed clearing_process_timer=219.086202 2020-08-11 00:05:39 DEBUG: check init order needed init_order_process_timer=319.086992 2020-08-11 00:05:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:39.569Z", "symbol": "ETHUSD", "side": "Sell", "size": 447, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "e1f60ca5-60da-dc94-cec1-562b5a203f7a", "grossValue": 17667675, "homeNotional": 5.30374940673944, "foreignNotional": 2096.3069530137636}]} 2020-08-11 00:05:39 DEBUG: message ignored 2020-08-11 00:05:40 DEBUG: check clearing time needed clearing_process_timer=220.088484 2020-08-11 00:05:40 DEBUG: check init order needed init_order_process_timer=320.089211 2020-08-11 00:05:41 DEBUG: check clearing time needed clearing_process_timer=221.090876 2020-08-11 00:05:41 DEBUG: check init order needed init_order_process_timer=321.091605 2020-08-11 00:05:42 DEBUG: check clearing time needed clearing_process_timer=222.09332 2020-08-11 00:05:42 DEBUG: check init order needed init_order_process_timer=322.093973 2020-08-11 00:05:43 DEBUG: check clearing time needed clearing_process_timer=223.095585 2020-08-11 00:05:43 DEBUG: check init order needed init_order_process_timer=323.096145 2020-08-11 00:05:44 DEBUG: check clearing time needed clearing_process_timer=224.097755 2020-08-11 00:05:44 DEBUG: check init order needed init_order_process_timer=324.098306 2020-08-11 00:05:45 DEBUG: check clearing time needed clearing_process_timer=225.099847 2020-08-11 00:05:45 DEBUG: check init order needed init_order_process_timer=325.100404 2020-08-11 00:05:46 DEBUG: check clearing time needed clearing_process_timer=226.101945 2020-08-11 00:05:46 DEBUG: check init order needed init_order_process_timer=326.102483 2020-08-11 00:05:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:46.349Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 395.3, "tickDirection": "PlusTick", "trdMatchID": "00dcc6ce-b7db-3a46-9cef-6ee218c5bbe6", "grossValue": 3953000, "homeNotional": 1.1865211200759374, "foreignNotional": 469.031798766018}]} 2020-08-11 00:05:46 DEBUG: message ignored 2020-08-11 00:05:47 DEBUG: check clearing time needed clearing_process_timer=227.103871 2020-08-11 00:05:47 DEBUG: check init order needed init_order_process_timer=327.104612 2020-08-11 00:05:48 DEBUG: check clearing time needed clearing_process_timer=228.10619 2020-08-11 00:05:48 DEBUG: check init order needed init_order_process_timer=328.106913 2020-08-11 00:05:49 DEBUG: check clearing time needed clearing_process_timer=229.108529 2020-08-11 00:05:49 DEBUG: check init order needed init_order_process_timer=329.109114 2020-08-11 00:05:50 DEBUG: check clearing time needed clearing_process_timer=230.110889 2020-08-11 00:05:50 DEBUG: check init order needed init_order_process_timer=330.111829 2020-08-11 00:05:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:50.685Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 395.25, "tickDirection": "MinusTick", "trdMatchID": "5ea3ab3a-5ede-ef53-3e5e-1ffe73a40fda", "grossValue": 17311950, "homeNotional": 5.196962505932605, "foreignNotional": 2054.0994304698625}]} 2020-08-11 00:05:50 DEBUG: message ignored 2020-08-11 00:05:51 DEBUG: check clearing time needed clearing_process_timer=231.113641 2020-08-11 00:05:51 DEBUG: check init order needed init_order_process_timer=331.114389 2020-08-11 00:05:52 DEBUG: check clearing time needed clearing_process_timer=232.11599 2020-08-11 00:05:52 DEBUG: check init order needed init_order_process_timer=332.116542 2020-08-11 00:05:53 DEBUG: check clearing time needed clearing_process_timer=233.118097 2020-08-11 00:05:53 DEBUG: check init order needed init_order_process_timer=333.118626 2020-08-11 00:05:54 DEBUG: check clearing time needed clearing_process_timer=234.12014 2020-08-11 00:05:54 DEBUG: check init order needed init_order_process_timer=334.120697 2020-08-11 00:05:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:54.762Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "2f2c128b-81c0-cb5c-727a-b68d7fa4feb3", "grossValue": 17311950, "homeNotional": 5.196962505932605, "foreignNotional": 2054.0994304698625}]} 2020-08-11 00:05:54 DEBUG: message ignored 2020-08-11 00:05:55 DEBUG: check clearing time needed clearing_process_timer=235.122177 2020-08-11 00:05:55 DEBUG: check init order needed init_order_process_timer=335.122821 2020-08-11 00:05:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:55.721Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.3, "tickDirection": "PlusTick", "trdMatchID": "83a5745d-209a-99ba-7517-78cde57c7a2f", "grossValue": 395300, "homeNotional": 0.11865211200759374, "foreignNotional": 46.903179876601804}]} 2020-08-11 00:05:55 DEBUG: message ignored 2020-08-11 00:05:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:55.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "222dbf6b-bc99-65c1-257f-345fc9036cb9", "grossValue": 395300, "homeNotional": 0.11865211200759374, "foreignNotional": 46.903179876601804}]} 2020-08-11 00:05:55 DEBUG: message ignored 2020-08-11 00:05:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:55.727Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "8da3b797-0ad6-adae-0bcc-8a4a39002395", "grossValue": 395300, "homeNotional": 0.11865211200759374, "foreignNotional": 46.903179876601804}]} 2020-08-11 00:05:55 DEBUG: message ignored 2020-08-11 00:05:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:55.729Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c955f7d-7f90-56ea-c70a-fec3e0ef5ec7", "grossValue": 513890, "homeNotional": 0.15424774560987187, "foreignNotional": 60.97413383958234}]} 2020-08-11 00:05:55 DEBUG: message ignored 2020-08-11 00:05:56 DEBUG: check clearing time needed clearing_process_timer=236.124193 2020-08-11 00:05:56 DEBUG: check init order needed init_order_process_timer=336.124986 2020-08-11 00:05:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:56.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.25, "tickDirection": "MinusTick", "trdMatchID": "976fe2da-da37-5972-c62e-fa7137d10ba0", "grossValue": 1185750, "homeNotional": 0.3559563360227812, "foreignNotional": 140.69174181300428}, {"timestamp": "2020-08-10T21:05:56.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0878ce14-f6eb-c6c2-d721-f24eff9d21ef", "grossValue": 790500, "homeNotional": 0.23730422401518747, "foreignNotional": 93.79449454200285}, {"timestamp": "2020-08-10T21:05:56.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 127, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb2211d1-d5bb-ddd6-2bfa-94e60623e84b", "grossValue": 5019675, "homeNotional": 1.5068818224964404, "foreignNotional": 595.5950403417181}, {"timestamp": "2020-08-10T21:05:56.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "96da3a24-7e5c-9ca6-6997-6b2a3720dff3", "grossValue": 2529600, "homeNotional": 0.7593735168485999, "foreignNotional": 300.14238253440914}, {"timestamp": "2020-08-10T21:05:56.836Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "c644648e-b9aa-9530-b302-700dd4f8589e", "grossValue": 7786425, "homeNotional": 2.3374466065495967, "foreignNotional": 923.875771238728}]} 2020-08-11 00:05:56 DEBUG: message ignored 2020-08-11 00:05:57 DEBUG: check clearing time needed clearing_process_timer=237.126406 2020-08-11 00:05:57 DEBUG: check init order needed init_order_process_timer=337.127256 2020-08-11 00:05:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:05:57.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 99, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "e1554edc-799f-8979-6603-7765ad1f5ed2", "grossValue": 3912975, "homeNotional": 1.174655908875178, "foreignNotional": 464.2827479829141}]} 2020-08-11 00:05:57 DEBUG: message ignored 2020-08-11 00:05:58 DEBUG: check clearing time needed clearing_process_timer=238.128752 2020-08-11 00:05:58 DEBUG: check init order needed init_order_process_timer=338.129533 2020-08-11 00:05:59 DEBUG: check clearing time needed clearing_process_timer=239.131162 2020-08-11 00:05:59 DEBUG: check init order needed init_order_process_timer=339.131699 2020-08-11 00:06:00 DEBUG: check clearing time needed clearing_process_timer=240.133334 2020-08-11 00:06:00 DEBUG: check init order needed init_order_process_timer=340.13398 2020-08-11 00:06:01 DEBUG: check clearing time needed clearing_process_timer=241.135592 2020-08-11 00:06:01 DEBUG: check init order needed init_order_process_timer=341.136143 2020-08-11 00:06:02 DEBUG: check clearing time needed clearing_process_timer=242.13857 2020-08-11 00:06:02 DEBUG: check init order needed init_order_process_timer=342.145869 2020-08-11 00:06:03 DEBUG: check clearing time needed clearing_process_timer=243.147428 2020-08-11 00:06:03 DEBUG: check init order needed init_order_process_timer=343.148308 2020-08-11 00:06:04 DEBUG: check clearing time needed clearing_process_timer=244.14944 2020-08-11 00:06:04 DEBUG: check init order needed init_order_process_timer=344.14979 2020-08-11 00:06:05 DEBUG: check clearing time needed clearing_process_timer=245.151252 2020-08-11 00:06:05 DEBUG: check init order needed init_order_process_timer=345.151503 2020-08-11 00:06:06 DEBUG: check clearing time needed clearing_process_timer=246.152982 2020-08-11 00:06:06 DEBUG: check init order needed init_order_process_timer=346.153396 2020-08-11 00:06:07 DEBUG: check clearing time needed clearing_process_timer=247.154836 2020-08-11 00:06:07 DEBUG: check init order needed init_order_process_timer=347.155097 2020-08-11 00:06:08 DEBUG: check clearing time needed clearing_process_timer=248.156496 2020-08-11 00:06:08 DEBUG: check init order needed init_order_process_timer=348.156839 2020-08-11 00:06:09 DEBUG: check clearing time needed clearing_process_timer=249.158023 2020-08-11 00:06:09 DEBUG: check init order needed init_order_process_timer=349.158359 2020-08-11 00:06:10 DEBUG: check clearing time needed clearing_process_timer=250.160496 2020-08-11 00:06:10 DEBUG: check init order needed init_order_process_timer=350.160842 2020-08-11 00:06:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:10.914Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a55fbd49-840b-f8fa-85cb-5099b9fa626f", "grossValue": 17311950, "homeNotional": 5.196345948511093, "foreignNotional": 2053.8557361490093}]} 2020-08-11 00:06:10 DEBUG: message ignored 2020-08-11 00:06:11 DEBUG: check clearing time needed clearing_process_timer=251.162114 2020-08-11 00:06:11 DEBUG: check init order needed init_order_process_timer=351.162392 2020-08-11 00:06:12 DEBUG: check clearing time needed clearing_process_timer=252.163582 2020-08-11 00:06:12 DEBUG: check init order needed init_order_process_timer=352.163985 2020-08-11 00:06:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:12.253Z", "symbol": "ETHUSD", "side": "Sell", "size": 1250, "price": 395.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "680625cd-a896-6b2a-4206-9c09012aeac8", "grossValue": 49406250, "homeNotional": 14.829754419266816, "foreignNotional": 5861.46043421521}]} 2020-08-11 00:06:12 DEBUG: message ignored 2020-08-11 00:06:13 DEBUG: check clearing time needed clearing_process_timer=253.165175 2020-08-11 00:06:13 DEBUG: check init order needed init_order_process_timer=353.165528 2020-08-11 00:06:14 DEBUG: check clearing time needed clearing_process_timer=254.166956 2020-08-11 00:06:14 DEBUG: check init order needed init_order_process_timer=354.167289 2020-08-11 00:06:15 DEBUG: check clearing time needed clearing_process_timer=255.168691 2020-08-11 00:06:15 DEBUG: check init order needed init_order_process_timer=355.16895 2020-08-11 00:06:16 DEBUG: check clearing time needed clearing_process_timer=256.170374 2020-08-11 00:06:16 DEBUG: check init order needed init_order_process_timer=356.170657 2020-08-11 00:06:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:16.972Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.3, "tickDirection": "PlusTick", "trdMatchID": "175e777a-dbec-e64f-4700-6b6a3ec1f502", "grossValue": 513890, "homeNotional": 0.15422944596037488, "foreignNotional": 60.9668999881362}]} 2020-08-11 00:06:16 DEBUG: message ignored 2020-08-11 00:06:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:16.978Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb710072-7a49-d7f8-6171-7d407e08a44f", "grossValue": 513890, "homeNotional": 0.15422944596037488, "foreignNotional": 60.9668999881362}]} 2020-08-11 00:06:16 DEBUG: message ignored 2020-08-11 00:06:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:16.981Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e461cb6d-2b2c-4e6a-53aa-edb711f82cfc", "grossValue": 395300, "homeNotional": 0.11863803535413453, "foreignNotional": 46.89761537548938}]} 2020-08-11 00:06:16 DEBUG: message ignored 2020-08-11 00:06:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:16.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "72db5c44-84cb-b81b-85ed-080575cfeb9f", "grossValue": 474360, "homeNotional": 0.14236564242496144, "foreignNotional": 56.27713845058726}]} 2020-08-11 00:06:17 DEBUG: message ignored 2020-08-11 00:06:17 DEBUG: check clearing time needed clearing_process_timer=257.171865 2020-08-11 00:06:17 DEBUG: check init order needed init_order_process_timer=357.172146 2020-08-11 00:06:18 DEBUG: check clearing time needed clearing_process_timer=258.173331 2020-08-11 00:06:18 DEBUG: check init order needed init_order_process_timer=358.173619 2020-08-11 00:06:19 DEBUG: check clearing time needed clearing_process_timer=259.174824 2020-08-11 00:06:19 DEBUG: check init order needed init_order_process_timer=359.175083 2020-08-11 00:06:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:20.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 395.25, "tickDirection": "MinusTick", "trdMatchID": "66b60cd1-d71e-7db3-499f-316448c5590d", "grossValue": 17311950, "homeNotional": 5.196345948511093, "foreignNotional": 2053.8557361490093}]} 2020-08-11 00:06:20 DEBUG: message ignored 2020-08-11 00:06:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:20.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 395.3, "tickDirection": "PlusTick", "trdMatchID": "16d9b342-83ee-d921-8f96-a11732682154", "grossValue": 474360, "homeNotional": 0.14236564242496144, "foreignNotional": 56.27713845058726}]} 2020-08-11 00:06:20 DEBUG: message ignored 2020-08-11 00:06:20 DEBUG: check clearing time needed clearing_process_timer=260.176283 2020-08-11 00:06:20 DEBUG: check init order needed init_order_process_timer=360.176636 2020-08-11 00:06:21 DEBUG: check clearing time needed clearing_process_timer=261.177082 2020-08-11 00:06:21 DEBUG: check init order needed init_order_process_timer=361.177387 2020-08-11 00:06:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:22.032Z", "symbol": "ETHUSD", "side": "Sell", "size": 187, "price": 395.25, "tickDirection": "MinusTick", "trdMatchID": "d70018bf-122d-6455-db01-d0b1d1827b1e", "grossValue": 7391175, "homeNotional": 2.218531261122316, "foreignNotional": 876.8744809585953}]} 2020-08-11 00:06:22 DEBUG: message ignored 2020-08-11 00:06:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:22.057Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.3, "tickDirection": "PlusTick", "trdMatchID": "fb040618-a531-747f-eea2-2194020c6e99", "grossValue": 434830, "homeNotional": 0.130501838889548, "foreignNotional": 51.58737691303832}]} 2020-08-11 00:06:22 DEBUG: message ignored 2020-08-11 00:06:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:22.061Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9f1398c-676e-4ee6-a1ec-17a5a2165928", "grossValue": 434830, "homeNotional": 0.130501838889548, "foreignNotional": 51.58737691303832}]} 2020-08-11 00:06:22 DEBUG: message ignored 2020-08-11 00:06:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:22.064Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "3a4e6209-7e56-bb83-dc90-fe3c81847d2e", "grossValue": 395300, "homeNotional": 0.11863803535413453, "foreignNotional": 46.89761537548938}]} 2020-08-11 00:06:22 DEBUG: message ignored 2020-08-11 00:06:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:22.067Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 395.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "2e3facb1-3782-65bc-8acc-a679e3ca5caf", "grossValue": 513890, "homeNotional": 0.15422944596037488, "foreignNotional": 60.9668999881362}]} 2020-08-11 00:06:22 DEBUG: message ignored 2020-08-11 00:06:22 DEBUG: check clearing time needed clearing_process_timer=262.178636 2020-08-11 00:06:22 DEBUG: check init order needed init_order_process_timer=362.178954 2020-08-11 00:06:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:22.669Z", "symbol": "ETHUSD", "side": "Sell", "size": 1591, "price": 395.25, "tickDirection": "MinusTick", "trdMatchID": "76511674-34ef-371b-9f0e-0b5b634ddd96", "grossValue": 62884275, "homeNotional": 18.875311424842806, "foreignNotional": 7460.466840669119}]} 2020-08-11 00:06:22 DEBUG: message ignored 2020-08-11 00:06:23 DEBUG: check clearing time needed clearing_process_timer=263.180166 2020-08-11 00:06:23 DEBUG: check init order needed init_order_process_timer=363.180444 2020-08-11 00:06:24 DEBUG: check clearing time needed clearing_process_timer=264.181665 2020-08-11 00:06:24 DEBUG: check init order needed init_order_process_timer=364.181993 2020-08-11 00:06:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:25.099Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.2, "tickDirection": "MinusTick", "trdMatchID": "bcbcbe91-ec94-37b8-9645-c5d0c7ebb7d8", "grossValue": 2529280, "homeNotional": 0.7592834262664611, "foreignNotional": 300.06881006050537}, {"timestamp": "2020-08-10T21:06:25.099Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c2bd348-8290-cb08-84c0-58f4f0680dbd", "grossValue": 9880000, "homeNotional": 2.9659508838533633, "foreignNotional": 1172.1437892988492}, {"timestamp": "2020-08-10T21:06:25.099Z", "symbol": "ETHUSD", "side": "Sell", "size": 124, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "e09f2a64-d252-df1f-8979-f8ba8f87b241", "grossValue": 4900480, "homeNotional": 1.4711116383912684, "foreignNotional": 581.3833194922292}]} 2020-08-11 00:06:25 DEBUG: message ignored 2020-08-11 00:06:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:25.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 126, "price": 395.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e903260-f935-7423-841b-d80013c098ec", "grossValue": 4979520, "homeNotional": 1.4948392454620951, "foreignNotional": 590.76046980662}, {"timestamp": "2020-08-10T21:06:25.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.15, "tickDirection": "MinusTick", "trdMatchID": "7e3fd18a-2180-2f05-c021-96de312f72ae", "grossValue": 2528960, "homeNotional": 0.7592834262664611, "foreignNotional": 300.03084588919205}, {"timestamp": "2020-08-10T21:06:25.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.1, "tickDirection": "MinusTick", "trdMatchID": "952e512a-8659-a14d-abaa-e87e0630f2b8", "grossValue": 2528640, "homeNotional": 0.7592834262664611, "foreignNotional": 299.99288171787873}, {"timestamp": "2020-08-10T21:06:25.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 395.05, "tickDirection": "MinusTick", "trdMatchID": "c0d4d842-3009-ec52-6f39-81e8364faf1b", "grossValue": 2528320, "homeNotional": 0.7592834262664611, "foreignNotional": 299.9549175465654}, {"timestamp": "2020-08-10T21:06:25.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 395.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "a694ef4d-a1ed-a576-2371-a3a5342ec8e2", "grossValue": 1185150, "homeNotional": 0.3559141060624036, "foreignNotional": 140.60386759995254}]} 2020-08-11 00:06:25 DEBUG: message ignored 2020-08-11 00:06:25 DEBUG: check clearing time needed clearing_process_timer=265.183192 2020-08-11 00:06:25 DEBUG: check init order needed init_order_process_timer=365.183464 2020-08-11 00:06:26 DEBUG: check clearing time needed clearing_process_timer=266.184675 2020-08-11 00:06:26 DEBUG: check init order needed init_order_process_timer=366.184964 2020-08-11 00:06:27 DEBUG: check clearing time needed clearing_process_timer=267.186263 2020-08-11 00:06:27 DEBUG: check init order needed init_order_process_timer=367.186604 2020-08-11 00:06:28 DEBUG: check clearing time needed clearing_process_timer=268.187844 2020-08-11 00:06:28 DEBUG: check init order needed init_order_process_timer=368.188111 2020-08-11 00:06:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:28.550Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 395, "tickDirection": "MinusTick", "trdMatchID": "fc13b7e3-3f54-f6ba-2d93-5a8f336361d5", "grossValue": 3278500, "homeNotional": 0.9846956934393166, "foreignNotional": 388.95479890853005}, {"timestamp": "2020-08-10T21:06:28.550Z", "symbol": "ETHUSD", "side": "Sell", "size": 211, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "5c1aa665-ff7f-7489-edc0-ebd9373becde", "grossValue": 8334500, "homeNotional": 2.503262545972239, "foreignNotional": 988.7887056590342}, {"timestamp": "2020-08-10T21:06:28.550Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "2dc0b9a9-536c-a12a-b8c0-c76b40a7ab3c", "grossValue": 355500, "homeNotional": 0.10677423181872109, "foreignNotional": 42.17582156839483}, {"timestamp": "2020-08-10T21:06:28.550Z", "symbol": "ETHUSD", "side": "Sell", "size": 134, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "eef8ef4e-4f0c-40f2-0fb7-c6881152dd01", "grossValue": 5293000, "homeNotional": 1.5897496737454029, "foreignNotional": 627.9511211294341}]} 2020-08-11 00:06:28 DEBUG: message ignored 2020-08-11 00:06:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:28.961Z", "symbol": "ETHUSD", "side": "Sell", "size": 292, "price": 395, "tickDirection": "ZeroMinusTick", "trdMatchID": "df8a6725-db60-7455-944c-ad61da802990", "grossValue": 11534000, "homeNotional": 3.4642306323407284, "foreignNotional": 1368.3710997745877}]} 2020-08-11 00:06:28 DEBUG: message ignored 2020-08-11 00:06:29 DEBUG: check clearing time needed clearing_process_timer=269.189305 2020-08-11 00:06:29 DEBUG: check init order needed init_order_process_timer=369.189595 2020-08-11 00:06:30 DEBUG: check clearing time needed clearing_process_timer=270.190799 2020-08-11 00:06:30 DEBUG: check init order needed init_order_process_timer=370.191049 2020-08-11 00:06:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 394.95, "tickDirection": "MinusTick", "trdMatchID": "28eb8d2d-5d73-196b-a6bb-f3168f271556", "grossValue": 3278085, "homeNotional": 0.9841119279108371, "foreignNotional": 388.67500592838513}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "3aaa8f2b-fd18-367e-d12b-b83c2ddeaaae", "grossValue": 473940, "homeNotional": 0.1422812425895186, "foreignNotional": 56.19397676073038}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 180, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "18c8fa65-8554-11d6-85fe-7f96c6fed8a2", "grossValue": 7109100, "homeNotional": 2.1342186388427793, "foreignNotional": 842.9096514109557}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "c7077d9f-2a1e-2116-43eb-81fd38df6496", "grossValue": 3554550, "homeNotional": 1.0671093194213896, "foreignNotional": 421.45482570547784}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d52047e-5fd4-7a44-3d6e-20fd645bc0f8", "grossValue": 1777275, "homeNotional": 0.5335546597106948, "foreignNotional": 210.72741285273892}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "87058995-4abd-83f1-a464-15133d7fda2b", "grossValue": 39495, "homeNotional": 0.011856770215793217, "foreignNotional": 4.682831396727531}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "b48c2ea7-3253-9a8a-45d2-78d769aa672e", "grossValue": 39495, "homeNotional": 0.011856770215793217, "foreignNotional": 4.682831396727531}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9030cb71-cebb-70f6-b611-20547580240c", "grossValue": 39495, "homeNotional": 0.011856770215793217, "foreignNotional": 4.682831396727531}, {"timestamp": "2020-08-10T21:06:30.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 394.9, "tickDirection": "MinusTick", "trdMatchID": "6d27396a-5843-3aa8-5426-b5dbbf04224c", "grossValue": 947760, "homeNotional": 0.2845624851790372, "foreignNotional": 112.3737253972018}]} 2020-08-11 00:06:30 DEBUG: message ignored 2020-08-11 00:06:31 DEBUG: check clearing time needed clearing_process_timer=271.192222 2020-08-11 00:06:31 DEBUG: check init order needed init_order_process_timer=371.192508 2020-08-11 00:06:32 DEBUG: check clearing time needed clearing_process_timer=272.193723 2020-08-11 00:06:32 DEBUG: check init order needed init_order_process_timer=372.194021 2020-08-11 00:06:33 DEBUG: check clearing time needed clearing_process_timer=273.195219 2020-08-11 00:06:33 DEBUG: check init order needed init_order_process_timer=373.195517 2020-08-11 00:06:34 DEBUG: check clearing time needed clearing_process_timer=274.196732 2020-08-11 00:06:34 DEBUG: check init order needed init_order_process_timer=374.197055 2020-08-11 00:06:35 DEBUG: check clearing time needed clearing_process_timer=275.198272 2020-08-11 00:06:35 DEBUG: check init order needed init_order_process_timer=375.198532 2020-08-11 00:06:36 DEBUG: check clearing time needed clearing_process_timer=276.199716 2020-08-11 00:06:36 DEBUG: check init order needed init_order_process_timer=376.200003 2020-08-11 00:06:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:36.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "18bdfd55-08d9-0506-6f36-8f784c980ce6", "grossValue": 236940, "homeNotional": 0.0711406212947593, "foreignNotional": 28.09343134930045}, {"timestamp": "2020-08-10T21:06:36.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "b36eed5e-c4b3-fac0-a7e3-16fc8fffe131", "grossValue": 1974500, "homeNotional": 0.5928385107896609, "foreignNotional": 234.1119279108371}, {"timestamp": "2020-08-10T21:06:36.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "36357d93-11ab-68ea-ed29-daf70c17a4cc", "grossValue": 4264920, "homeNotional": 1.2805311833056676, "foreignNotional": 505.6817642874081}, {"timestamp": "2020-08-10T21:06:36.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "448714bb-94e3-a46e-66bb-cc0a61b2166c", "grossValue": 4264920, "homeNotional": 1.2805311833056676, "foreignNotional": 505.6817642874081}, {"timestamp": "2020-08-10T21:06:36.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 1728, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8771dbb-7e4f-dd4b-466c-32d7b50f4d8e", "grossValue": 68238720, "homeNotional": 20.488498932890682, "foreignNotional": 8090.90822859853}]} 2020-08-11 00:06:36 DEBUG: message ignored 2020-08-11 00:06:37 DEBUG: check clearing time needed clearing_process_timer=277.201186 2020-08-11 00:06:37 DEBUG: check init order needed init_order_process_timer=377.201434 2020-08-11 00:06:38 DEBUG: check clearing time needed clearing_process_timer=278.202619 2020-08-11 00:06:38 DEBUG: check init order needed init_order_process_timer=378.202873 2020-08-11 00:06:39 DEBUG: check clearing time needed clearing_process_timer=279.204052 2020-08-11 00:06:39 DEBUG: check init order needed init_order_process_timer=379.204305 2020-08-11 00:06:40 DEBUG: check clearing time needed clearing_process_timer=280.205505 2020-08-11 00:06:40 DEBUG: check init order needed init_order_process_timer=380.205783 2020-08-11 00:06:41 DEBUG: check clearing time needed clearing_process_timer=281.206995 2020-08-11 00:06:41 DEBUG: check init order needed init_order_process_timer=381.207259 2020-08-11 00:06:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:41.846Z", "symbol": "ETHUSD", "side": "Sell", "size": 437, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "145aecb5-10dd-ad62-bd8d-942fc7355efb", "grossValue": 17257130, "homeNotional": 5.181408584301637, "foreignNotional": 2046.1382499407162}]} 2020-08-11 00:06:41 DEBUG: message ignored 2020-08-11 00:06:42 DEBUG: check clearing time needed clearing_process_timer=282.208458 2020-08-11 00:06:42 DEBUG: check init order needed init_order_process_timer=382.208794 2020-08-11 00:06:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:42.655Z", "symbol": "ETHUSD", "side": "Sell", "size": 94, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "092d0ca0-81a0-9587-ae7a-65c67516e87b", "grossValue": 3712060, "homeNotional": 1.1145364002845626, "foreignNotional": 440.1304244723737}]} 2020-08-11 00:06:42 DEBUG: message ignored 2020-08-11 00:06:43 DEBUG: check clearing time needed clearing_process_timer=283.209219 2020-08-11 00:06:43 DEBUG: check init order needed init_order_process_timer=383.209526 2020-08-11 00:06:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:44.103Z", "symbol": "ETHUSD", "side": "Sell", "size": 47, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c67f27eb-411e-a3a0-685d-8117cfa8878e", "grossValue": 1856030, "homeNotional": 0.5572682001422813, "foreignNotional": 220.06521223618685}]} 2020-08-11 00:06:44 DEBUG: message ignored 2020-08-11 00:06:44 DEBUG: check clearing time needed clearing_process_timer=284.210735 2020-08-11 00:06:44 DEBUG: check init order needed init_order_process_timer=384.211014 2020-08-11 00:06:45 DEBUG: check clearing time needed clearing_process_timer=285.212256 2020-08-11 00:06:45 DEBUG: check init order needed init_order_process_timer=385.212517 2020-08-11 00:06:46 DEBUG: check clearing time needed clearing_process_timer=286.213732 2020-08-11 00:06:46 DEBUG: check init order needed init_order_process_timer=386.214032 2020-08-11 00:06:47 DEBUG: check clearing time needed clearing_process_timer=287.215288 2020-08-11 00:06:47 DEBUG: check init order needed init_order_process_timer=387.215628 2020-08-11 00:06:48 DEBUG: check clearing time needed clearing_process_timer=288.216896 2020-08-11 00:06:48 DEBUG: check init order needed init_order_process_timer=388.217214 2020-08-11 00:06:49 DEBUG: check clearing time needed clearing_process_timer=289.218426 2020-08-11 00:06:49 DEBUG: check init order needed init_order_process_timer=389.218851 2020-08-11 00:06:50 DEBUG: check clearing time needed clearing_process_timer=290.220102 2020-08-11 00:06:50 DEBUG: check init order needed init_order_process_timer=390.220512 2020-08-11 00:06:51 DEBUG: check clearing time needed clearing_process_timer=291.221799 2020-08-11 00:06:51 DEBUG: check init order needed init_order_process_timer=391.222071 2020-08-11 00:06:52 DEBUG: check clearing time needed clearing_process_timer=292.223245 2020-08-11 00:06:52 DEBUG: check init order needed init_order_process_timer=392.223561 2020-08-11 00:06:53 DEBUG: check clearing time needed clearing_process_timer=293.224753 2020-08-11 00:06:53 DEBUG: check init order needed init_order_process_timer=393.225137 2020-08-11 00:06:54 DEBUG: check clearing time needed clearing_process_timer=294.226364 2020-08-11 00:06:54 DEBUG: check init order needed init_order_process_timer=394.226621 2020-08-11 00:06:55 DEBUG: check clearing time needed clearing_process_timer=295.227839 2020-08-11 00:06:55 DEBUG: check init order needed init_order_process_timer=395.228176 2020-08-11 00:06:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:55.618Z", "symbol": "ETHUSD", "side": "Sell", "size": 126, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "53f07063-96e4-e501-e1b4-05cf184b1eba", "grossValue": 4975740, "homeNotional": 1.4939530471899454, "foreignNotional": 589.9620583353095}]} 2020-08-11 00:06:55 DEBUG: message ignored 2020-08-11 00:06:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:55.931Z", "symbol": "ETHUSD", "side": "Sell", "size": 437, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "61712780-4529-16b9-b4e2-5092951b386b", "grossValue": 17257130, "homeNotional": 5.181408584301637, "foreignNotional": 2046.1382499407162}]} 2020-08-11 00:06:56 DEBUG: message ignored 2020-08-11 00:06:56 DEBUG: check clearing time needed clearing_process_timer=296.229438 2020-08-11 00:06:56 DEBUG: check init order needed init_order_process_timer=396.22971 2020-08-11 00:06:57 DEBUG: check clearing time needed clearing_process_timer=297.230952 2020-08-11 00:06:57 DEBUG: check init order needed init_order_process_timer=397.231254 2020-08-11 00:06:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:57.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 15232, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "45272c28-1c55-345f-894b-fd623028791f", "grossValue": 601511680, "homeNotional": 180.6023239269623, "foreignNotional": 71319.85771875741}, {"timestamp": "2020-08-10T21:06:57.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "bfc37830-b970-f972-9305-7853e60e13fd", "grossValue": 3949000, "homeNotional": 1.1856770215793218, "foreignNotional": 468.2238558216742}]} 2020-08-11 00:06:57 DEBUG: message ignored 2020-08-11 00:06:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:06:57.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.85, "tickDirection": "MinusTick", "trdMatchID": "c3c7851f-4efa-8705-3dc3-2746cff51db9", "grossValue": 4264380, "homeNotional": 1.2805311833056676, "foreignNotional": 505.61773772824284}, {"timestamp": "2020-08-10T21:06:57.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "4fa07764-33f6-3b8d-f70d-df55cf2a22f8", "grossValue": 4264380, "homeNotional": 1.2805311833056676, "foreignNotional": 505.61773772824284}]} 2020-08-11 00:06:57 DEBUG: message ignored 2020-08-11 00:06:58 DEBUG: check clearing time needed clearing_process_timer=298.232454 2020-08-11 00:06:58 DEBUG: check init order needed init_order_process_timer=398.232728 2020-08-11 00:06:59 DEBUG: check clearing time needed clearing_process_timer=299.234267 2020-08-11 00:06:59 DEBUG: check init order needed init_order_process_timer=399.234612 2020-08-11 00:07:00 DEBUG: check clearing time needed clearing_process_timer=300.236064 2020-08-11 00:07:00 DEBUG: check init order needed init_order_process_timer=400.236334 2020-08-11 00:07:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.8, "tickDirection": "MinusTick", "trdMatchID": "b544906c-d304-1003-cf46-ce7e03bc38e4", "grossValue": 1974000, "homeNotional": 0.5925574780753733, "foreignNotional": 233.9416923441574}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "62a67f62-43fe-d456-a2f4-841475041fdb", "grossValue": 7896000, "homeNotional": 2.370229912301493, "foreignNotional": 935.7667693766296}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "c1a5495b-8993-8cfc-56be-ea8865277056", "grossValue": 4263840, "homeNotional": 1.2799241526428065, "foreignNotional": 505.31405546337993}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7212cc1-0268-ce2b-eb15-764401381c8d", "grossValue": 4263840, "homeNotional": 1.2799241526428065, "foreignNotional": 505.31405546337993}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "55cc1ac7-f127-4399-6f99-cbfca857b735", "grossValue": 7896000, "homeNotional": 2.370229912301493, "foreignNotional": 935.7667693766296}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.75, "tickDirection": "MinusTick", "trdMatchID": "a47ea986-5383-9e69-b8de-c47d910df810", "grossValue": 1184250, "homeNotional": 0.355534486845224, "foreignNotional": 140.34723868215218}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c20aabc-7a12-4c0b-0c2b-99ccd3c02001", "grossValue": 4263300, "homeNotional": 1.2799241526428065, "foreignNotional": 505.25005925574783}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2ff8ae9-952d-3c6a-cf42-59d635876e36", "grossValue": 4263300, "homeNotional": 1.2799241526428065, "foreignNotional": 505.25005925574783}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 427, "price": 394.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9d008ac-f223-fc2d-01a1-67fd2fa02ff9", "grossValue": 16855825, "homeNotional": 5.060440862763688, "foreignNotional": 1997.6090305759658}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.7, "tickDirection": "MinusTick", "trdMatchID": "e8143833-7f24-890e-6e27-1623667039cc", "grossValue": 1973500, "homeNotional": 0.5925574780753733, "foreignNotional": 233.88243659634983}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b40e2be7-1fef-d673-b937-2d657d41cd10", "grossValue": 118410, "homeNotional": 0.0355534486845224, "foreignNotional": 14.03294619578099}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5eb4286d-5c23-e24e-4a66-45b8d63ccc90", "grossValue": 1973500, "homeNotional": 0.5925574780753733, "foreignNotional": 233.88243659634983}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8a29e8b-35ce-7c75-521b-9e3e432e14d1", "grossValue": 157880, "homeNotional": 0.04740459824602986, "foreignNotional": 18.710594927707987}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "71ce8624-0476-e7d0-f331-59b35a2e5815", "grossValue": 236820, "homeNotional": 0.0711068973690448, "foreignNotional": 28.06589239156198}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 576, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d82544a6-3bf0-ee7d-d43e-68e43bdcb175", "grossValue": 22734720, "homeNotional": 6.8262621474283005, "foreignNotional": 2694.3256695899504}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b1057156-cd69-bd46-a01f-48840fbf6fe9", "grossValue": 4262760, "homeNotional": 1.2799241526428065, "foreignNotional": 505.18606304811567}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fd72579-297c-db03-f73d-2a094a096764", "grossValue": 4262760, "homeNotional": 1.2799241526428065, "foreignNotional": 505.18606304811567}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "25346a23-1d6c-1d5f-62c5-df6651981ed7", "grossValue": 78940000, "homeNotional": 23.70229912301493, "foreignNotional": 9355.297463853994}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 394.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "86f55555-b587-3649-ff29-4997f6fe3d46", "grossValue": 473640, "homeNotional": 0.1422137947380896, "foreignNotional": 56.13178478312396}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.65, "tickDirection": "MinusTick", "trdMatchID": "68fc5c74-8696-5ba1-33f3-f69f471beb56", "grossValue": 39465, "homeNotional": 0.011851149561507466, "foreignNotional": 4.677056174448921}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "fc329f30-3ede-3f92-6075-44870a2b630d", "grossValue": 39465, "homeNotional": 0.011851149561507466, "foreignNotional": 4.677056174448921}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d4fe979-e246-1e18-6c08-1309383d6676", "grossValue": 2644155, "homeNotional": 0.7940270206210003, "foreignNotional": 313.36276368807773}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d073f4f4-d021-ddfa-cf90-d2bef9e3a5f1", "grossValue": 1381275, "homeNotional": 0.4147902346527613, "foreignNotional": 163.69696610571225}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 106, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "957b5158-2d9b-8951-01ee-03b3eed0394a", "grossValue": 4183290, "homeNotional": 1.2562218535197913, 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"price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "380adf96-6082-2aa1-ce00-550f2fb8c774", "grossValue": 311655000, "homeNotional": 93.62408153590899, "foreignNotional": 36934.700165916096}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 893, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e86845de-166b-2c3c-b097-6eeb69a40f92", "grossValue": 35228850, "homeNotional": 10.583076558426168, "foreignNotional": 4175.023702299123}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "7940f5dc-f868-e1c2-35af-edfa645b23a9", "grossValue": 78900000, "homeNotional": 23.70229912301493, "foreignNotional": 9350.557004029391}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "5f17e79c-ca60-28aa-8b81-eaa20598f6d1", "grossValue": 19725000, "homeNotional": 5.925574780753733, "foreignNotional": 2337.639251007348}, {"timestamp": "2020-08-10T21:07:00.906Z", "symbol": "ETHUSD", "side": "Sell", "size": 17565, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2403ccd9-01fd-1c8b-2c57-58493d8b91e3", "grossValue": 692939250, "homeNotional": 208.16544204787866, "foreignNotional": 82121.26688788812}]} 2020-08-11 00:07:00 DEBUG: message ignored 2020-08-11 00:07:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:00.918Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "4071eaf4-f7f3-d232-4ae6-4a822176052d", "grossValue": 78900000, "homeNotional": 23.70229912301493, "foreignNotional": 9350.557004029391}]} 2020-08-11 00:07:00 DEBUG: message ignored 2020-08-11 00:07:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:01.098Z", "symbol": "ETHUSD", "side": "Buy", "size": 1591, "price": 394.6, "tickDirection": "PlusTick", "trdMatchID": "f7d68588-92c3-f009-aa44-7360d726c644", "grossValue": 62780860, "homeNotional": 18.85517895235838, "foreignNotional": 7440.253614600616}]} 2020-08-11 00:07:01 DEBUG: message ignored 2020-08-11 00:07:01 DEBUG: check clearing time needed clearing_process_timer=301.237086 2020-08-11 00:07:01 DEBUG: check init order needed init_order_process_timer=401.237416 2020-08-11 00:07:02 DEBUG: check clearing time needed clearing_process_timer=302.239055 2020-08-11 00:07:02 DEBUG: check init order needed init_order_process_timer=402.243205 2020-08-11 00:07:03 DEBUG: check clearing time needed clearing_process_timer=303.245052 2020-08-11 00:07:03 DEBUG: check init order needed init_order_process_timer=403.245497 2020-08-11 00:07:04 DEBUG: check clearing time needed clearing_process_timer=304.246773 2020-08-11 00:07:04 DEBUG: check init order needed init_order_process_timer=404.247098 2020-08-11 00:07:05 DEBUG: check clearing time needed clearing_process_timer=305.248302 2020-08-11 00:07:05 DEBUG: check init order needed init_order_process_timer=405.248632 2020-08-11 00:07:06 DEBUG: check clearing time needed clearing_process_timer=306.249901 2020-08-11 00:07:06 DEBUG: check init order needed init_order_process_timer=406.250791 2020-08-11 00:07:07 DEBUG: check clearing time needed clearing_process_timer=307.25197 2020-08-11 00:07:07 DEBUG: check init order needed init_order_process_timer=407.252243 2020-08-11 00:07:08 DEBUG: check clearing time needed clearing_process_timer=308.253078 2020-08-11 00:07:08 DEBUG: check init order needed init_order_process_timer=408.253809 2020-08-11 00:07:09 DEBUG: check clearing time needed clearing_process_timer=309.255501 2020-08-11 00:07:09 DEBUG: check init order needed init_order_process_timer=409.259765 2020-08-11 00:07:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:10.010Z", "symbol": "ETHUSD", "side": "Sell", "size": 437, "price": 394.55, "tickDirection": "MinusTick", "trdMatchID": "beec7dc2-0934-8288-d6f9-088b2aa549d3", "grossValue": 17241835, "homeNotional": 5.178952358378763, "foreignNotional": 2043.355652998341}]} 2020-08-11 00:07:10 DEBUG: message ignored 2020-08-11 00:07:10 DEBUG: check clearing time needed clearing_process_timer=310.260995 2020-08-11 00:07:10 DEBUG: check init order needed init_order_process_timer=410.261315 2020-08-11 00:07:11 DEBUG: check clearing time needed clearing_process_timer=311.262539 2020-08-11 00:07:11 DEBUG: check init order needed init_order_process_timer=411.262879 2020-08-11 00:07:12 DEBUG: check clearing time needed clearing_process_timer=312.264059 2020-08-11 00:07:12 DEBUG: check init order needed init_order_process_timer=412.26433 2020-08-11 00:07:13 DEBUG: check clearing time needed clearing_process_timer=313.265508 2020-08-11 00:07:13 DEBUG: check init order needed init_order_process_timer=413.265805 2020-08-11 00:07:14 DEBUG: check clearing time needed clearing_process_timer=314.267052 2020-08-11 00:07:14 DEBUG: check init order needed init_order_process_timer=414.268426 2020-08-11 00:07:15 DEBUG: check clearing time needed clearing_process_timer=315.269071 2020-08-11 00:07:15 DEBUG: check init order needed init_order_process_timer=415.269359 2020-08-11 00:07:16 DEBUG: check clearing time needed clearing_process_timer=316.270575 2020-08-11 00:07:16 DEBUG: check init order needed init_order_process_timer=416.270865 2020-08-11 00:07:17 DEBUG: check clearing time needed clearing_process_timer=317.272074 2020-08-11 00:07:17 DEBUG: check init order needed init_order_process_timer=417.272318 2020-08-11 00:07:18 DEBUG: check clearing time needed clearing_process_timer=318.273506 2020-08-11 00:07:18 DEBUG: check init order needed init_order_process_timer=418.273761 2020-08-11 00:07:19 DEBUG: check clearing time needed clearing_process_timer=319.274994 2020-08-11 00:07:19 DEBUG: check init order needed init_order_process_timer=419.275384 2020-08-11 00:07:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:20.101Z", "symbol": "ETHUSD", "side": "Sell", "size": 437, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ecf31c75-8ded-5af7-0e0d-f9559f29a9de", "grossValue": 17241835, "homeNotional": 5.178952358378763, "foreignNotional": 2043.355652998341}]} 2020-08-11 00:07:20 DEBUG: message ignored 2020-08-11 00:07:20 DEBUG: check clearing time needed clearing_process_timer=320.276638 2020-08-11 00:07:20 DEBUG: check init order needed init_order_process_timer=420.277062 2020-08-11 00:07:21 DEBUG: check clearing time needed clearing_process_timer=321.278262 2020-08-11 00:07:21 DEBUG: check init order needed init_order_process_timer=421.278546 2020-08-11 00:07:22 DEBUG: check clearing time needed clearing_process_timer=322.279729 2020-08-11 00:07:22 DEBUG: check init order needed init_order_process_timer=422.280034 2020-08-11 00:07:23 DEBUG: check clearing time needed clearing_process_timer=323.281226 2020-08-11 00:07:23 DEBUG: check init order needed init_order_process_timer=423.281498 2020-08-11 00:07:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:23.748Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8965648d-2b38-2eb2-536b-a0445d4b238a", "grossValue": 7891000, "homeNotional": 2.370229912301493, "foreignNotional": 935.1742118985542}]} 2020-08-11 00:07:23 DEBUG: message ignored 2020-08-11 00:07:24 DEBUG: check clearing time needed clearing_process_timer=324.282686 2020-08-11 00:07:24 DEBUG: check init order needed init_order_process_timer=424.283015 2020-08-11 00:07:25 DEBUG: check clearing time needed clearing_process_timer=325.284197 2020-08-11 00:07:25 DEBUG: check init order needed init_order_process_timer=425.284471 2020-08-11 00:07:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:26.176Z", "symbol": "ETHUSD", "side": "Sell", "size": 437, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "475d3802-facf-77b2-be73-0f247f58d39e", "grossValue": 17241835, "homeNotional": 5.178952358378763, "foreignNotional": 2043.355652998341}]} 2020-08-11 00:07:26 DEBUG: message ignored 2020-08-11 00:07:26 DEBUG: check clearing time needed clearing_process_timer=326.285086 2020-08-11 00:07:26 DEBUG: check init order needed init_order_process_timer=426.285383 2020-08-11 00:07:27 DEBUG: check clearing time needed clearing_process_timer=327.286835 2020-08-11 00:07:27 DEBUG: check init order needed init_order_process_timer=427.287091 2020-08-11 00:07:28 DEBUG: check clearing time needed clearing_process_timer=328.288289 2020-08-11 00:07:28 DEBUG: check init order needed init_order_process_timer=428.290054 2020-08-11 00:07:29 DEBUG: check clearing time needed clearing_process_timer=329.292178 2020-08-11 00:07:29 DEBUG: check init order needed init_order_process_timer=429.292499 2020-08-11 00:07:30 DEBUG: check clearing time needed clearing_process_timer=330.293115 2020-08-11 00:07:30 DEBUG: check init order needed init_order_process_timer=430.293477 2020-08-11 00:07:31 DEBUG: check clearing time needed clearing_process_timer=331.294639 2020-08-11 00:07:31 DEBUG: check init order needed init_order_process_timer=431.294901 2020-08-11 00:07:32 DEBUG: check clearing time needed clearing_process_timer=332.296061 2020-08-11 00:07:32 DEBUG: check init order needed init_order_process_timer=432.296323 2020-08-11 00:07:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:33.264Z", "symbol": "ETHUSD", "side": "Sell", "size": 437, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "2fd3fd2b-57e2-ffb2-30bf-67f32a1d372a", "grossValue": 17241835, "homeNotional": 5.178338665718687, "foreignNotional": 2043.113520559308}]} 2020-08-11 00:07:33 DEBUG: message ignored 2020-08-11 00:07:33 DEBUG: check clearing time needed clearing_process_timer=333.297495 2020-08-11 00:07:33 DEBUG: check init order needed init_order_process_timer=433.297732 2020-08-11 00:07:34 DEBUG: check clearing time needed clearing_process_timer=334.29897 2020-08-11 00:07:34 DEBUG: check init order needed init_order_process_timer=434.299309 2020-08-11 00:07:35 DEBUG: check clearing time needed clearing_process_timer=335.300507 2020-08-11 00:07:35 DEBUG: check init order needed init_order_process_timer=435.300967 2020-08-11 00:07:36 DEBUG: check clearing time needed clearing_process_timer=336.303588 2020-08-11 00:07:36 DEBUG: check init order needed init_order_process_timer=436.307015 2020-08-11 00:07:37 DEBUG: check clearing time needed clearing_process_timer=337.308854 2020-08-11 00:07:37 DEBUG: check init order needed init_order_process_timer=437.310209 2020-08-11 00:07:38 DEBUG: check clearing time needed clearing_process_timer=338.311444 2020-08-11 00:07:38 DEBUG: check init order needed init_order_process_timer=438.311706 2020-08-11 00:07:39 DEBUG: check clearing time needed clearing_process_timer=339.312876 2020-08-11 00:07:39 DEBUG: check init order needed init_order_process_timer=439.313221 2020-08-11 00:07:40 DEBUG: check clearing time needed clearing_process_timer=340.314412 2020-08-11 00:07:40 DEBUG: check init order needed init_order_process_timer=440.314672 2020-08-11 00:07:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 4052, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "67bb7454-65f5-3628-0881-ca0de6c5895e", "grossValue": 159871660, "homeNotional": 48.015167673895014, "foreignNotional": 18944.384405735276}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 427, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "50dff8dd-5adf-0bc0-75a5-b971e8ef3621", "grossValue": 16847285, "homeNotional": 5.059841213413912, "foreignNotional": 1996.3603507524588}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1954d3f-3403-5159-6f61-ee5591cd0051", "grossValue": 3274765, "homeNotional": 0.9835288541296362, "foreignNotional": 388.05130939684796}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "12fe7969-158a-5280-582a-21fd6d71ebaa", "grossValue": 39455, "homeNotional": 0.011849745230477545, "foreignNotional": 4.675316980684915}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b14b2dd9-772c-dfc3-fa83-f94056a69f24", "grossValue": 39455, "homeNotional": 0.011849745230477545, "foreignNotional": 4.675316980684915}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "1fa3de99-5fa1-b610-7d94-729162c12fd1", "grossValue": 39455, "homeNotional": 0.011849745230477545, "foreignNotional": 4.675316980684915}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.5, "tickDirection": "MinusTick", "trdMatchID": "6863528e-9db5-a2f5-5dca-ba2ff1dcdabd", "grossValue": 7890000, "homeNotional": 2.369949046095509, "foreignNotional": 934.9448986846783}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e4285699-ef5b-5eaf-eb1f-0d24b054427c", "grossValue": 3274350, "homeNotional": 0.9835288541296362, "foreignNotional": 388.0021329541415}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "c49f682b-829c-c093-81a0-3cb24c99f42d", "grossValue": 11835000, "homeNotional": 3.5549235691432632, "foreignNotional": 1402.4173480270174}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.45, "tickDirection": "MinusTick", "trdMatchID": "d5db9f7d-aa1a-2310-810d-3895a38512bd", "grossValue": 1183350, "homeNotional": 0.35549235691432635, "foreignNotional": 140.22396018485603}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5588e00-44f6-e684-98a5-a6e223930da1", "grossValue": 4260060, "homeNotional": 1.2797724848915748, "foreignNotional": 504.80625666548167}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "6bba2fde-d9ab-20ec-033d-7556231230cb", "grossValue": 4260060, "homeNotional": 1.2797724848915748, "foreignNotional": 504.80625666548167}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 12665, "price": 394.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b24d7587-9bf8-9bd1-c627-fc7428d69931", "grossValue": 499570925, "homeNotional": 150.0770233439981, "foreignNotional": 59197.881858040055}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 506, "price": 394.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "6ce7bfa9-9114-512b-e052-fab3a62bf989", "grossValue": 19959170, "homeNotional": 5.995971086621638, "foreignNotional": 2365.110795117905}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.4, "tickDirection": "MinusTick", "trdMatchID": "a31ea70c-ed30-546e-7a20-9787908f2bcb", "grossValue": 1972000, "homeNotional": 0.5924872615238772, "foreignNotional": 233.67697594501718}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "eb451fd1-de42-52a8-94ac-999f9d78b4e4", "grossValue": 39440, "homeNotional": 0.011849745230477545, "foreignNotional": 4.673539518900344}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "76cedb67-00ea-d649-b458-5ce38530622a", "grossValue": 39440, "homeNotional": 0.011849745230477545, "foreignNotional": 4.673539518900344}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed9f7302-63d5-14c9-dcec-95ba5b678ac8", "grossValue": 276080, "homeNotional": 0.08294821661334281, "foreignNotional": 32.7147766323024}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e6fda49-c367-8a5b-8fdd-43552f731edc", "grossValue": 4259520, "homeNotional": 1.2797724848915748, "foreignNotional": 504.74226804123714}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "8a156658-c396-011e-da74-471088490cae", "grossValue": 4259520, "homeNotional": 1.2797724848915748, "foreignNotional": 504.74226804123714}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1200, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "984a1a2c-b2f3-d818-1ce8-79c9ae73a4c0", "grossValue": 47328000, "homeNotional": 14.219694276573053, "foreignNotional": 5608.2474226804125}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "20faeab4-c509-a540-4330-bbb99f692a82", "grossValue": 7888000, "homeNotional": 2.369949046095509, "foreignNotional": 934.7079037800687}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f188ff6b-52ce-0405-3c0b-908b6b23e440", "grossValue": 39440000, "homeNotional": 11.849745230477545, "foreignNotional": 4673.539518900344}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "86563e2c-9ab7-092a-e393-a6665d7bcc91", "grossValue": 7888000, "homeNotional": 2.369949046095509, "foreignNotional": 934.7079037800687}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 2500, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ae2393c6-42dc-8974-6cea-354c3e067a53", "grossValue": 98600000, "homeNotional": 29.624363076193863, "foreignNotional": 11683.84879725086}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1281, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "c3270708-a7c0-f669-1be9-6dda596f7a22", "grossValue": 50522640, "homeNotional": 15.179523640241735, "foreignNotional": 5986.80412371134}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d661413f-7535-1c95-6fcd-2a0c5e9b57f1", "grossValue": 78880000, "homeNotional": 23.69949046095509, "foreignNotional": 9347.079037800688}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 16861, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc798bf3-6c02-269c-346b-f8f4eab8cd51", "grossValue": 664997840, "homeNotional": 199.79855433108187, "foreignNotional": 78800.5498281787}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.35, "tickDirection": "MinusTick", "trdMatchID": "91e24567-19a6-7259-0afc-030abeacb0fd", "grossValue": 4258980, "homeNotional": 1.2797724848915748, "foreignNotional": 504.67827941699255}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "9934d512-4275-7818-12bf-d893d4c16531", "grossValue": 4258980, "homeNotional": 1.2797724848915748, "foreignNotional": 504.67827941699255}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 21377, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "babed365-5cab-688f-22e9-188bb055bddd", "grossValue": 843001995, "homeNotional": 253.31200379191847, "foreignNotional": 99893.58869534305}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "0827fb90-097a-0824-88a3-1199046c4c6c", "grossValue": 3943500, "homeNotional": 1.1849745230477544, "foreignNotional": 467.294703163882}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a068481-cb86-3b9c-21a3-428d55253368", "grossValue": 3943500, "homeNotional": 1.1849745230477544, "foreignNotional": 467.294703163882}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e159abc-a16b-f135-2eae-3d1aef1f7331", "grossValue": 3943500, "homeNotional": 1.1849745230477544, "foreignNotional": 467.294703163882}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "8784f806-f55c-9d77-f62e-5363680a84b0", "grossValue": 3943500, "homeNotional": 1.1849745230477544, "foreignNotional": 467.294703163882}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "66bd2bde-bb16-35b3-7570-10cece28a7e9", "grossValue": 3943500, "homeNotional": 1.1849745230477544, "foreignNotional": 467.294703163882}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "4333bc39-2562-eaf1-a4d7-8bf934567912", "grossValue": 3943500, "homeNotional": 1.1849745230477544, "foreignNotional": 467.294703163882}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a636630-cd89-4244-6239-5f3a79e07887", "grossValue": 78870000, "homeNotional": 23.69949046095509, "foreignNotional": 9345.89406327764}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "924b2531-47c7-9844-f1c4-11be0ba8aaab", "grossValue": 39435000, "homeNotional": 11.849745230477545, "foreignNotional": 4672.94703163882}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.3, "tickDirection": "MinusTick", "trdMatchID": "87bbf173-57b2-af7e-b1b8-2ea74b4e54b9", "grossValue": 1971500, "homeNotional": 0.5924872615238772, "foreignNotional": 233.6177272188648}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "2a2cc2a1-a15e-1de1-71a4-24004d63c1cd", "grossValue": 1182900, "homeNotional": 0.35549235691432635, "foreignNotional": 140.1706363313189}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "3a433df4-66f9-15f1-56e6-633b5fc39a93", "grossValue": 315440, "homeNotional": 0.09479796184382036, "foreignNotional": 37.378836355018365}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f346aa4b-99d3-fdfb-4c09-73d5dee950ca", "grossValue": 4258440, "homeNotional": 1.2797724848915748, "foreignNotional": 504.61429079274797}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 108, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "edcb3873-4bc8-1834-7251-d71ea3d692b3", "grossValue": 4258440, "homeNotional": 1.2797724848915748, "foreignNotional": 504.61429079274797}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 24, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ebb47d8-5317-6a0a-622f-7b5f08a1535f", "grossValue": 946320, "homeNotional": 0.28439388553146105, "foreignNotional": 112.13650906505511}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "838fe7fe-2ad7-84b2-8ae0-ee0738225285", "grossValue": 78860000, "homeNotional": 23.69949046095509, "foreignNotional": 9344.709088754591}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 7900, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c3f1bd3-26cf-4711-3931-357db5307c34", "grossValue": 311497000, "homeNotional": 93.6129873207726, "foreignNotional": 36911.60090058064}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "15c47d8d-f011-e075-db70-b0a85d2bae72", "grossValue": 3943000, "homeNotional": 1.1849745230477544, "foreignNotional": 467.2354544377296}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f1a8648-994a-a75f-f82c-6854fdf19d54", "grossValue": 15772000, "homeNotional": 4.739898092191018, "foreignNotional": 1868.9418177509183}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "69d90234-46e9-8da4-9645-2bebf2027501", "grossValue": 3943000, "homeNotional": 1.1849745230477544, "foreignNotional": 467.2354544377296}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 7900, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "bd2aa6ed-df09-e8d9-6d1b-3666c66212c7", "grossValue": 311497000, "homeNotional": 93.6129873207726, "foreignNotional": 36911.60090058064}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "68090a00-a17b-6614-e5aa-dcbd8427bdaa", "grossValue": 473160, "homeNotional": 0.14219694276573053, "foreignNotional": 56.068254532527554}, {"timestamp": "2020-08-10T21:07:40.309Z", "symbol": "ETHUSD", "side": "Sell", "size": 1985, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "30a09ec2-da39-1e13-1fdc-172593533831", "grossValue": 78268550, "homeNotional": 23.521744282497927, "foreignNotional": 9274.623770588933}]} 2020-08-11 00:07:40 DEBUG: message ignored 2020-08-11 00:07:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:40.630Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "8066407e-4a1f-00f3-471f-37f2c838a2d1", "grossValue": 9857500, "homeNotional": 2.9624363076193863, "foreignNotional": 1168.0886360943239}]} 2020-08-11 00:07:40 DEBUG: message ignored 2020-08-11 00:07:41 DEBUG: check clearing time needed clearing_process_timer=341.315837 2020-08-11 00:07:41 DEBUG: check init order needed init_order_process_timer=441.316115 2020-08-11 00:07:42 DEBUG: check clearing time needed clearing_process_timer=342.31736 2020-08-11 00:07:42 DEBUG: check init order needed init_order_process_timer=442.317778 2020-08-11 00:07:43 DEBUG: check clearing time needed clearing_process_timer=343.319016 2020-08-11 00:07:43 DEBUG: check init order needed init_order_process_timer=443.319318 2020-08-11 00:07:44 DEBUG: check clearing time needed clearing_process_timer=344.320555 2020-08-11 00:07:44 DEBUG: check init order needed init_order_process_timer=444.320844 2020-08-11 00:07:45 DEBUG: check clearing time needed clearing_process_timer=345.322128 2020-08-11 00:07:45 DEBUG: check init order needed init_order_process_timer=445.322384 2020-08-11 00:07:46 DEBUG: check clearing time needed clearing_process_timer=346.323553 2020-08-11 00:07:46 DEBUG: check init order needed init_order_process_timer=446.323807 2020-08-11 00:07:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:46.886Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.4, "tickDirection": "PlusTick", "trdMatchID": "884ada69-217e-db23-c884-892024516b7c", "grossValue": 1183200, "homeNotional": 0.35549235691432635, "foreignNotional": 140.20618556701032}]} 2020-08-11 00:07:46 DEBUG: message ignored 2020-08-11 00:07:47 DEBUG: check clearing time needed clearing_process_timer=347.324993 2020-08-11 00:07:47 DEBUG: check init order needed init_order_process_timer=447.325295 2020-08-11 00:07:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:47.363Z", "symbol": "ETHUSD", "side": "Sell", "size": 308, "price": 394.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "84d2aab2-411f-ce0a-22c4-47b3359f377e", "grossValue": 12147520, "homeNotional": 3.6497215309870836, "foreignNotional": 1439.4501718213057}, {"timestamp": "2020-08-10T21:07:47.363Z", "symbol": "ETHUSD", "side": "Sell", "size": 129, "price": 394.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "6e74b019-1aa2-63d0-1ae4-1837a590658e", "grossValue": 5087760, "homeNotional": 1.5286171347316033, "foreignNotional": 602.8865979381443}]} 2020-08-11 00:07:47 DEBUG: message ignored 2020-08-11 00:07:48 DEBUG: check clearing time needed clearing_process_timer=348.326491 2020-08-11 00:07:48 DEBUG: check init order needed init_order_process_timer=448.326764 2020-08-11 00:07:49 DEBUG: check clearing time needed clearing_process_timer=349.327946 2020-08-11 00:07:49 DEBUG: check init order needed init_order_process_timer=449.32819 2020-08-11 00:07:50 DEBUG: check clearing time needed clearing_process_timer=350.330458 2020-08-11 00:07:50 DEBUG: check init order needed init_order_process_timer=450.33326 2020-08-11 00:07:51 DEBUG: check clearing time needed clearing_process_timer=351.334577 2020-08-11 00:07:51 DEBUG: check init order needed init_order_process_timer=451.334956 2020-08-11 00:07:52 DEBUG: check clearing time needed clearing_process_timer=352.336159 2020-08-11 00:07:52 DEBUG: check init order needed init_order_process_timer=452.336446 2020-08-11 00:07:53 DEBUG: check clearing time needed clearing_process_timer=353.337654 2020-08-11 00:07:53 DEBUG: check init order needed init_order_process_timer=453.338029 2020-08-11 00:07:54 DEBUG: check clearing time needed clearing_process_timer=354.339227 2020-08-11 00:07:54 DEBUG: check init order needed init_order_process_timer=454.339512 2020-08-11 00:07:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:55.227Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.45, "tickDirection": "PlusTick", "trdMatchID": "3eb2fc12-7de0-5ec5-0486-43dee836d048", "grossValue": 433895, "homeNotional": 0.13034719753525298, "foreignNotional": 51.41545206778054}]} 2020-08-11 00:07:55 DEBUG: message ignored 2020-08-11 00:07:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:55.236Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "18ffa14c-6c6d-b312-d0ff-a5860def3914", "grossValue": 433895, "homeNotional": 0.13034719753525298, "foreignNotional": 51.41545206778054}]} 2020-08-11 00:07:55 DEBUG: message ignored 2020-08-11 00:07:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:55.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b69b86d3-bb87-9e55-34b7-2075879d6c3a", "grossValue": 315560, "homeNotional": 0.09479796184382036, "foreignNotional": 37.39305604929494}, {"timestamp": "2020-08-10T21:07:55.263Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "81565ef8-9479-82df-028e-6c58040e6182", "grossValue": 157780, "homeNotional": 0.04739898092191018, "foreignNotional": 18.69652802464747}]} 2020-08-11 00:07:55 DEBUG: message ignored 2020-08-11 00:07:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:55.266Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "6230a4c8-ba00-abc6-6a23-511d530d4b06", "grossValue": 433895, "homeNotional": 0.13034719753525298, "foreignNotional": 51.41545206778054}]} 2020-08-11 00:07:55 DEBUG: message ignored 2020-08-11 00:07:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:55.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.4, "tickDirection": "MinusTick", "trdMatchID": "9df52f50-fadd-3464-95fd-8f8687392dd9", "grossValue": 39440, "homeNotional": 0.011849745230477545, "foreignNotional": 4.673539518900344}, {"timestamp": "2020-08-10T21:07:55.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6295caf-ada6-3e27-8d6f-5a5bd7970d2e", "grossValue": 1183200, "homeNotional": 0.35549235691432635, "foreignNotional": 140.20618556701032}, {"timestamp": "2020-08-10T21:07:55.299Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d35bdd66-a48d-9f9a-7834-3d15675c3e5d", "grossValue": 2524160, "homeNotional": 0.7583836947505629, "foreignNotional": 299.106529209622}]} 2020-08-11 00:07:55 DEBUG: message ignored 2020-08-11 00:07:55 DEBUG: check clearing time needed clearing_process_timer=355.340715 2020-08-11 00:07:55 DEBUG: check init order needed init_order_process_timer=455.340986 2020-08-11 00:07:56 DEBUG: check clearing time needed clearing_process_timer=356.342233 2020-08-11 00:07:56 DEBUG: check init order needed init_order_process_timer=456.342567 2020-08-11 00:07:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:56.366Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "965fed3c-0aec-0376-6099-9939d46e53f2", "grossValue": 2011440, "homeNotional": 0.6043370067543548, "foreignNotional": 238.35051546391753}]} 2020-08-11 00:07:56 DEBUG: message ignored 2020-08-11 00:07:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:57.290Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.35, "tickDirection": "MinusTick", "trdMatchID": "3bb8e3c5-c9d6-d135-6947-5a12ce414645", "grossValue": 2523840, "homeNotional": 0.7583836947505629, "foreignNotional": 299.0686100248845}]} 2020-08-11 00:07:57 DEBUG: message ignored 2020-08-11 00:07:57 DEBUG: check clearing time needed clearing_process_timer=357.343792 2020-08-11 00:07:57 DEBUG: check init order needed init_order_process_timer=457.344059 2020-08-11 00:07:58 DEBUG: check clearing time needed clearing_process_timer=358.34527 2020-08-11 00:07:58 DEBUG: check init order needed init_order_process_timer=458.345605 2020-08-11 00:07:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:07:58.746Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "cac70714-49cd-e852-af53-748c1239580a", "grossValue": 11830500, "homeNotional": 3.5549235691432632, "foreignNotional": 1401.8841094916459}]} 2020-08-11 00:07:58 DEBUG: message ignored 2020-08-11 00:07:59 DEBUG: check clearing time needed clearing_process_timer=359.346896 2020-08-11 00:07:59 DEBUG: check init order needed init_order_process_timer=459.347237 2020-08-11 00:08:00 DEBUG: check clearing time needed clearing_process_timer=360.348676 2020-08-11 00:08:00 DEBUG: check init order needed init_order_process_timer=460.348948 2020-08-11 00:08:01 DEBUG: check clearing time needed clearing_process_timer=361.350435 2020-08-11 00:08:01 DEBUG: check init order needed init_order_process_timer=461.350793 2020-08-11 00:08:02 DEBUG: check clearing time needed clearing_process_timer=362.353046 2020-08-11 00:08:02 DEBUG: check init order needed init_order_process_timer=462.359931 2020-08-11 00:08:03 DEBUG: check clearing time needed clearing_process_timer=363.362726 2020-08-11 00:08:03 DEBUG: check init order needed init_order_process_timer=463.36788 2020-08-11 00:08:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 394.3, "tickDirection": "MinusTick", "trdMatchID": "28cd8a55-bd18-eef8-69a1-de299b2d7a98", "grossValue": 11829000, "homeNotional": 3.5540812699917073, "foreignNotional": 1401.3742447577301}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5cea841-1688-ebc3-aac3-6cb080c6d08a", "grossValue": 2523520, "homeNotional": 0.7582040042648975, "foreignNotional": 298.9598388816491}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "bd3dd552-952f-ab17-85ad-dd13a1a4ff82", "grossValue": 1182900, "homeNotional": 0.35540812699917074, "foreignNotional": 140.137424475773}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 428, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8a7cb35-b77a-288a-5291-c04854f7af24", "grossValue": 16876040, "homeNotional": 5.070489278521502, "foreignNotional": 1999.2939225210282}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 315, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "296ad1a4-bea6-6a3e-882c-73964c486088", "grossValue": 12420450, "homeNotional": 3.7317853334912927, "foreignNotional": 1471.4429569956167}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 267, "price": 394.25, "tickDirection": "MinusTick", "trdMatchID": "fb6b3e44-4b74-5c2a-18f7-3b4670e71816", "grossValue": 10526475, "homeNotional": 3.1631323302926195, "foreignNotional": 1247.0649212178653}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "dd3676b7-a1d2-dcab-61e7-b9a4290ed300", "grossValue": 2523200, "homeNotional": 0.7582040042648975, "foreignNotional": 298.9219286814359}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 394.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5de27763-f32e-46bc-1c5c-d1d0a57ded9f", "grossValue": 59137500, "homeNotional": 17.770406349958535, "foreignNotional": 7005.9827034711525}, {"timestamp": "2020-08-10T21:08:04.305Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 394.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "dc7a005e-42af-37e8-5ef2-956382a11b2b", "grossValue": 78850, "homeNotional": 0.023693875133278048, "foreignNotional": 9.341310271294871}]} 2020-08-11 00:08:04 DEBUG: message ignored 2020-08-11 00:08:04 DEBUG: check clearing time needed clearing_process_timer=364.369708 2020-08-11 00:08:04 DEBUG: check init order needed init_order_process_timer=464.370365 2020-08-11 00:08:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:04.434Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "1d71c7ee-2857-a9f1-914b-02b5405b24e6", "grossValue": 1971000, "homeNotional": 0.5923468783319512, "foreignNotional": 233.50313943845515}, {"timestamp": "2020-08-10T21:08:04.434Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "c118df0a-609b-4a67-ccd4-7c036c722068", "grossValue": 197100, "homeNotional": 0.05923468783319512, "foreignNotional": 23.350313943845517}, {"timestamp": "2020-08-10T21:08:04.434Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "328417b7-0d1b-2b43-5f26-eb231eff4711", "grossValue": 157680, "homeNotional": 0.047387750266556096, "foreignNotional": 18.680251155076412}, {"timestamp": "2020-08-10T21:08:04.434Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "e9f7621a-e174-f1fb-6750-baf44a6a688e", "grossValue": 2522880, "homeNotional": 0.7582040042648975, "foreignNotional": 298.8840184812226}, {"timestamp": "2020-08-10T21:08:04.434Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.15, "tickDirection": "MinusTick", "trdMatchID": "3589b572-c17b-922c-ff97-97a8ad5b132f", "grossValue": 1182450, "homeNotional": 0.35540812699917074, "foreignNotional": 140.08411325672313}, {"timestamp": "2020-08-10T21:08:04.434Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "cf1de55d-de03-7b6d-90f1-6a4c0fde3c35", "grossValue": 236490, "homeNotional": 0.07108162539983415, "foreignNotional": 28.016822651344626}, {"timestamp": "2020-08-10T21:08:04.434Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "08c1b7c0-7dbf-1619-143a-bc16d8d24321", "grossValue": 2522560, "homeNotional": 0.7582040042648975, "foreignNotional": 298.8461082810094}]} 2020-08-11 00:08:04 DEBUG: message ignored 2020-08-11 00:08:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:04.438Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad4e4676-aefa-a6ec-fbff-cdb249e5932b", "grossValue": 394150, "homeNotional": 0.11846937566639024, "foreignNotional": 46.69470441890771}]} 2020-08-11 00:08:04 DEBUG: message ignored 2020-08-11 00:08:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:04.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "a3f02ecf-b9d8-2725-e791-dea1b6fd0359", "grossValue": 1970500, "homeNotional": 0.5923468783319512, "foreignNotional": 233.44390475062195}, {"timestamp": "2020-08-10T21:08:04.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2348a8d-4ffd-d0df-3ad1-271cb28340fa", "grossValue": 2522240, "homeNotional": 0.7582040042648975, "foreignNotional": 298.8081980807961}, {"timestamp": "2020-08-10T21:08:04.830Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "170d21b4-5c85-b3fe-58d8-078d20d08c57", "grossValue": 39410, "homeNotional": 0.011846937566639024, "foreignNotional": 4.668878095012439}]} 2020-08-11 00:08:04 DEBUG: message ignored 2020-08-11 00:08:05 DEBUG: check clearing time needed clearing_process_timer=365.372069 2020-08-11 00:08:05 DEBUG: check init order needed init_order_process_timer=465.37239 2020-08-11 00:08:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:05.766Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "efdecf62-482a-6f59-bb23-44560d5857d4", "grossValue": 1970500, "homeNotional": 0.5923468783319512, "foreignNotional": 233.44390475062195}]} 2020-08-11 00:08:05 DEBUG: message ignored 2020-08-11 00:08:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:05.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "5dd5c917-5b23-0804-0a29-b334d698b14f", "grossValue": 7881000, "homeNotional": 2.369387513327805, "foreignNotional": 933.6571496268215}, {"timestamp": "2020-08-10T21:08:05.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2552535d-8af3-ff23-afed-3c689363ea94", "grossValue": 1970250, "homeNotional": 0.5923468783319512, "foreignNotional": 233.41428740670537}]} 2020-08-11 00:08:06 DEBUG: message ignored 2020-08-11 00:08:06 DEBUG: check clearing time needed clearing_process_timer=366.374648 2020-08-11 00:08:06 DEBUG: check init order needed init_order_process_timer=466.375161 2020-08-11 00:08:07 DEBUG: check clearing time needed clearing_process_timer=367.37813 2020-08-11 00:08:07 DEBUG: check init order needed init_order_process_timer=467.386555 2020-08-11 00:08:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:07.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "7b5d945b-d501-a2ff-3dea-1a2d90e1deaf", "grossValue": 157640, "homeNotional": 0.047387750266556096, "foreignNotional": 18.675512380049756}, {"timestamp": "2020-08-10T21:08:07.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 88, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "551d7f1b-84a6-4c1a-4e29-af981c6a9c1e", "grossValue": 3468080, "homeNotional": 1.042530505864234, "foreignNotional": 410.8612723610947}, {"timestamp": "2020-08-10T21:08:07.764Z", "symbol": "ETHUSD", "side": "Buy", "size": 227, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "18dc1da4-a474-29b1-b387-6416f979f4d2", "grossValue": 8946070, "homeNotional": 2.6892548276270585, "foreignNotional": 1059.8353275678237}]} 2020-08-11 00:08:07 DEBUG: message ignored 2020-08-11 00:08:08 DEBUG: check clearing time needed clearing_process_timer=368.389639 2020-08-11 00:08:08 DEBUG: check init order needed init_order_process_timer=468.394016 2020-08-11 00:08:09 DEBUG: check clearing time needed clearing_process_timer=369.395218 2020-08-11 00:08:09 DEBUG: check init order needed init_order_process_timer=469.395521 2020-08-11 00:08:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:09.394Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.2, "tickDirection": "PlusTick", "trdMatchID": "d2637b6e-d9ad-5acf-3ac5-3ceadfad9347", "grossValue": 394200, "homeNotional": 0.11846937566639024, "foreignNotional": 46.700627887691034}, {"timestamp": "2020-08-10T21:08:09.394Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "db856d8f-31e6-154c-137a-85552997780e", "grossValue": 591300, "homeNotional": 0.17770406349958537, "foreignNotional": 70.05094183153655}]} 2020-08-11 00:08:09 DEBUG: message ignored 2020-08-11 00:08:10 DEBUG: check clearing time needed clearing_process_timer=370.397968 2020-08-11 00:08:10 DEBUG: check init order needed init_order_process_timer=470.403527 2020-08-11 00:08:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:10.715Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "2fddc8fa-b213-9361-6010-c24269639db8", "grossValue": 1064340, "homeNotional": 0.31986731429925364, "foreignNotional": 126.09169529676579}]} 2020-08-11 00:08:10 DEBUG: message ignored 2020-08-11 00:08:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:11.059Z", "symbol": "ETHUSD", "side": "Buy", "size": 1958, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "721acf61-ff8c-dcfb-f3d0-6844a9e4bb1c", "grossValue": 77184360, "homeNotional": 23.19630375547921, "foreignNotional": 9143.982940409904}, {"timestamp": "2020-08-10T21:08:11.059Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "33e44a1f-bd80-8f85-bd27-4d496c3cecab", "grossValue": 1655640, "homeNotional": 0.497571377798839, "foreignNotional": 196.14263712830234}]} 2020-08-11 00:08:11 DEBUG: message ignored 2020-08-11 00:08:11 DEBUG: check clearing time needed clearing_process_timer=371.406065 2020-08-11 00:08:11 DEBUG: check init order needed init_order_process_timer=471.40662 2020-08-11 00:08:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:11.644Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "fd03b880-d994-42c4-e8da-aee761011355", "grossValue": 985500, "homeNotional": 0.2961734391659756, "foreignNotional": 116.75156971922758}]} 2020-08-11 00:08:11 DEBUG: message ignored 2020-08-11 00:08:12 DEBUG: check clearing time needed clearing_process_timer=372.407891 2020-08-11 00:08:12 DEBUG: check init order needed init_order_process_timer=472.408245 2020-08-11 00:08:13 DEBUG: check clearing time needed clearing_process_timer=373.409434 2020-08-11 00:08:13 DEBUG: check init order needed init_order_process_timer=473.409786 2020-08-11 00:08:14 DEBUG: check clearing time needed clearing_process_timer=374.411043 2020-08-11 00:08:14 DEBUG: check init order needed init_order_process_timer=474.411338 2020-08-11 00:08:15 DEBUG: check clearing time needed clearing_process_timer=375.412822 2020-08-11 00:08:15 DEBUG: check init order needed init_order_process_timer=475.413703 2020-08-11 00:08:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:15.502Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "5fa8a644-049d-5e0a-7e57-484780f661c2", "grossValue": 1971000, "homeNotional": 0.5923468783319512, "foreignNotional": 233.50313943845515}]} 2020-08-11 00:08:15 DEBUG: message ignored 2020-08-11 00:08:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:15.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.15, "tickDirection": "MinusTick", "trdMatchID": "ff8d3ff6-b756-2f9e-304a-2fdcd1668218", "grossValue": 1182450, "homeNotional": 0.35540812699917074, "foreignNotional": 140.08411325672313}]} 2020-08-11 00:08:15 DEBUG: message ignored 2020-08-11 00:08:16 DEBUG: check clearing time needed clearing_process_timer=376.415967 2020-08-11 00:08:16 DEBUG: check init order needed init_order_process_timer=476.416607 2020-08-11 00:08:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 2970, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7a529ad-797f-f834-6519-669b93b0b73a", "grossValue": 117062550, "homeNotional": 35.1854045729179, "foreignNotional": 13868.32721241559}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "e966b85c-4f0f-97a8-f47e-3c4a7468b691", "grossValue": 1970750, "homeNotional": 0.5923468783319512, "foreignNotional": 233.47352209453857}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "1e7f864d-100a-287e-eaa7-236ae377857f", "grossValue": 78830, "homeNotional": 0.023693875133278048, "foreignNotional": 9.338940883781543}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "0eb76c59-4d29-3bb5-5728-a4b788707ff8", "grossValue": 197075, "homeNotional": 0.05923468783319512, "foreignNotional": 23.347352209453856}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 79, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "9465aec3-2855-8bae-66a8-6535439be318", "grossValue": 3113785, "homeNotional": 0.9359080677644829, "foreignNotional": 368.8881649093709}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 262, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "30053a03-a5e9-d400-fc22-c698ec16ad09", "grossValue": 10326730, "homeNotional": 3.1038976424594242, "foreignNotional": 1223.401255775382}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 122, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "5cbb239e-0bbb-d091-e5a8-8427ef9865c7", "grossValue": 4808630, "homeNotional": 1.445326383129961, "foreignNotional": 569.6753939106741}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "1353b7ae-f151-8909-2198-c05bd1a621a7", "grossValue": 19707500, "homeNotional": 5.923468783319512, "foreignNotional": 2334.7352209453857}, {"timestamp": "2020-08-10T21:08:16.992Z", "symbol": "ETHUSD", "side": "Sell", "size": 6933, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "18714a50-5115-a1ec-60ee-53cbdac3869a", "grossValue": 273264195, "homeNotional": 82.13481814950835, "foreignNotional": 32373.43857362872}]} 2020-08-11 00:08:17 DEBUG: message ignored 2020-08-11 00:08:17 DEBUG: check clearing time needed clearing_process_timer=377.418429 2020-08-11 00:08:17 DEBUG: check init order needed init_order_process_timer=477.418796 2020-08-11 00:08:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:17.537Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "46cca32f-a225-9f3d-bb46-16d1c646c844", "grossValue": 3310860, "homeNotional": 0.995142755597678, "foreignNotional": 392.23551711882476}, {"timestamp": "2020-08-10T21:08:17.537Z", "symbol": "ETHUSD", "side": "Sell", "size": 67, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d55fa2b-80c9-57d0-6d0f-7d7c68d7cbd4", "grossValue": 2640805, "homeNotional": 0.7937448169648146, "foreignNotional": 312.85451960668166}, {"timestamp": "2020-08-10T21:08:17.537Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "bcc47cbd-e91d-e5ef-d944-d09f07e2a313", "grossValue": 78830, "homeNotional": 0.023693875133278048, "foreignNotional": 9.338940883781543}]} 2020-08-11 00:08:17 DEBUG: message ignored 2020-08-11 00:08:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:17.879Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "46dce75c-0c3d-6e34-4098-8695c42489d1", "grossValue": 3310440, "homeNotional": 0.995142755597678, "foreignNotional": 392.1857599810449}]} 2020-08-11 00:08:17 DEBUG: message ignored 2020-08-11 00:08:18 DEBUG: check clearing time needed clearing_process_timer=378.420015 2020-08-11 00:08:18 DEBUG: check init order needed init_order_process_timer=478.420316 2020-08-11 00:08:19 DEBUG: check clearing time needed clearing_process_timer=379.421273 2020-08-11 00:08:19 DEBUG: check init order needed init_order_process_timer=479.421566 2020-08-11 00:08:20 DEBUG: check clearing time needed clearing_process_timer=380.422765 2020-08-11 00:08:20 DEBUG: check init order needed init_order_process_timer=480.423016 2020-08-11 00:08:21 DEBUG: check clearing time needed clearing_process_timer=381.424196 2020-08-11 00:08:21 DEBUG: check init order needed init_order_process_timer=481.424542 2020-08-11 00:08:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:22.049Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "91fd64c4-9c1a-054c-653e-d66cdf24a82e", "grossValue": 985250, "homeNotional": 0.2961734391659756, "foreignNotional": 116.72195237531098}]} 2020-08-11 00:08:22 DEBUG: message ignored 2020-08-11 00:08:22 DEBUG: check clearing time needed clearing_process_timer=382.425786 2020-08-11 00:08:22 DEBUG: check init order needed init_order_process_timer=482.426039 2020-08-11 00:08:23 DEBUG: check clearing time needed clearing_process_timer=383.427235 2020-08-11 00:08:23 DEBUG: check init order needed init_order_process_timer=483.427535 2020-08-11 00:08:24 DEBUG: check clearing time needed clearing_process_timer=384.428746 2020-08-11 00:08:24 DEBUG: check init order needed init_order_process_timer=484.429061 2020-08-11 00:08:25 DEBUG: check clearing time needed clearing_process_timer=385.43028 2020-08-11 00:08:25 DEBUG: check init order needed init_order_process_timer=485.430573 2020-08-11 00:08:26 DEBUG: check clearing time needed clearing_process_timer=386.43174 2020-08-11 00:08:26 DEBUG: check init order needed init_order_process_timer=486.432518 2020-08-11 00:08:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:26.471Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "0f2dedce-ff47-3b99-1046-ed7dc658a54c", "grossValue": 2955750, "homeNotional": 0.8885203174979268, "foreignNotional": 350.165857125933}]} 2020-08-11 00:08:26 DEBUG: message ignored 2020-08-11 00:08:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:26.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 70, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "f494f2dd-2e5a-ffac-49eb-cae19495709d", "grossValue": 2758350, "homeNotional": 0.8292856296647316, "foreignNotional": 326.7800023693875}, {"timestamp": "2020-08-10T21:08:26.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 120, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "df764e12-c548-ceba-36bc-d188dca81917", "grossValue": 4728600, "homeNotional": 1.421632507996683, "foreignNotional": 560.1942897760929}, {"timestamp": "2020-08-10T21:08:26.926Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "71206fd6-b137-8e70-39d6-34831b97d24f", "grossValue": 394050, "homeNotional": 0.11846937566639024, "foreignNotional": 46.682857481341074}]} 2020-08-11 00:08:26 DEBUG: message ignored 2020-08-11 00:08:27 DEBUG: check clearing time needed clearing_process_timer=387.43383 2020-08-11 00:08:27 DEBUG: check init order needed init_order_process_timer=487.434122 2020-08-11 00:08:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:27.861Z", "symbol": "ETHUSD", "side": "Buy", "size": 137, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "b2003aca-b11e-62b8-81fd-4532bd8650d6", "grossValue": 5399170, "homeNotional": 1.6230304466295462, "foreignNotional": 639.6362990167041}]} 2020-08-11 00:08:27 DEBUG: message ignored 2020-08-11 00:08:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:27.937Z", "symbol": "ETHUSD", "side": "Buy", "size": 79, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "97b22dc8-f826-2479-8d2e-af60c4241d5c", "grossValue": 3113390, "homeNotional": 0.9359080677644829, "foreignNotional": 368.8413695059827}, {"timestamp": "2020-08-10T21:08:27.937Z", "symbol": "ETHUSD", "side": "Buy", "size": 135, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "09226f4e-e922-7dcf-29a8-839666ccc6e0", "grossValue": 5320350, "homeNotional": 1.5993365714962682, "foreignNotional": 630.2985428266793}]} 2020-08-11 00:08:27 DEBUG: message ignored 2020-08-11 00:08:28 DEBUG: check clearing time needed clearing_process_timer=388.435304 2020-08-11 00:08:28 DEBUG: check init order needed init_order_process_timer=488.435607 2020-08-11 00:08:29 DEBUG: check clearing time needed clearing_process_timer=389.436819 2020-08-11 00:08:29 DEBUG: check init order needed init_order_process_timer=489.437172 2020-08-11 00:08:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:30.290Z", "symbol": "ETHUSD", "side": "Sell", "size": 190, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "7474bf59-ff2a-088c-ac49-e8218f1926b7", "grossValue": 7486950, "homeNotional": 2.2501184272856465, "foreignNotional": 886.659166271909}, {"timestamp": "2020-08-10T21:08:30.290Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec2ab691-c5f8-f68a-59a7-18b123e63b71", "grossValue": 2521920, "homeNotional": 0.757934628138323, "foreignNotional": 298.6641402179062}, {"timestamp": "2020-08-10T21:08:30.290Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6aa1905-158b-2167-8063-69df333e3dec", "grossValue": 1182150, "homeNotional": 0.35528185693983894, "foreignNotional": 139.99881572714352}, {"timestamp": "2020-08-10T21:08:30.290Z", "symbol": "ETHUSD", "side": "Sell", "size": 83, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "447d0bb3-55ce-c624-f7da-36dadb2fe4f4", "grossValue": 3270615, "homeNotional": 0.9829464708668877, "foreignNotional": 387.3300568450971}]} 2020-08-11 00:08:30 DEBUG: message ignored 2020-08-11 00:08:30 DEBUG: check clearing time needed clearing_process_timer=390.438392 2020-08-11 00:08:30 DEBUG: check init order needed init_order_process_timer=490.438686 2020-08-11 00:08:31 DEBUG: check clearing time needed clearing_process_timer=391.439833 2020-08-11 00:08:31 DEBUG: check init order needed init_order_process_timer=491.440121 2020-08-11 00:08:32 DEBUG: check clearing time needed clearing_process_timer=392.441992 2020-08-11 00:08:32 DEBUG: check init order needed init_order_process_timer=492.447194 2020-08-11 00:08:33 DEBUG: check clearing time needed clearing_process_timer=393.44872 2020-08-11 00:08:33 DEBUG: check init order needed init_order_process_timer=493.4491 2020-08-11 00:08:34 DEBUG: check clearing time needed clearing_process_timer=394.450342 2020-08-11 00:08:34 DEBUG: check init order needed init_order_process_timer=494.450642 2020-08-11 00:08:35 DEBUG: check clearing time needed clearing_process_timer=395.451865 2020-08-11 00:08:35 DEBUG: check init order needed init_order_process_timer=495.452649 2020-08-11 00:08:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:36.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 33, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "15ef10c8-9faf-9483-5a9d-8fa85cf8e0dc", "grossValue": 1300365, "homeNotional": 0.39081004263382285, "foreignNotional": 153.9986972998579}, {"timestamp": "2020-08-10T21:08:36.191Z", "symbol": "ETHUSD", "side": "Buy", "size": 167, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7eff5f6-66cb-1597-c8b5-ec525db60618", "grossValue": 6580635, "homeNotional": 1.9777356702984368, "foreignNotional": 779.326740881099}]} 2020-08-11 00:08:36 DEBUG: message ignored 2020-08-11 00:08:36 DEBUG: check clearing time needed clearing_process_timer=396.454072 2020-08-11 00:08:36 DEBUG: check init order needed init_order_process_timer=496.454949 2020-08-11 00:08:37 DEBUG: check clearing time needed clearing_process_timer=397.455739 2020-08-11 00:08:37 DEBUG: check init order needed init_order_process_timer=497.456284 2020-08-11 00:08:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:38.290Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394, "tickDirection": "MinusTick", "trdMatchID": "c7a3e052-a9ae-1934-cbf7-019d6821cc12", "grossValue": 39400, "homeNotional": 0.011842728564661297, "foreignNotional": 4.666035054476551}]} 2020-08-11 00:08:38 DEBUG: message ignored 2020-08-11 00:08:38 DEBUG: check clearing time needed clearing_process_timer=398.4577 2020-08-11 00:08:38 DEBUG: check init order needed init_order_process_timer=498.458424 2020-08-11 00:08:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:39.187Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.05, "tickDirection": "PlusTick", "trdMatchID": "35c5e3ea-bb2b-7f17-9a02-979723f8302a", "grossValue": 472860, "homeNotional": 0.14211274277593558, "foreignNotional": 55.99952629085741}]} 2020-08-11 00:08:39 DEBUG: message ignored 2020-08-11 00:08:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:39.190Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b16b45fe-204d-8268-94f7-c18c6eeb1d86", "grossValue": 433455, "homeNotional": 0.13027001421127427, "foreignNotional": 51.33289909995263}]} 2020-08-11 00:08:39 DEBUG: message ignored 2020-08-11 00:08:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:39.193Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6c2c4d2-8630-d01a-5f03-35760415dd5a", "grossValue": 433455, "homeNotional": 0.13027001421127427, "foreignNotional": 51.33289909995263}]} 2020-08-11 00:08:39 DEBUG: message ignored 2020-08-11 00:08:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:39.200Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e0e8c473-3232-8df6-969b-22b1a9b00652", "grossValue": 472860, "homeNotional": 0.14211274277593558, "foreignNotional": 55.99952629085741}]} 2020-08-11 00:08:39 DEBUG: message ignored 2020-08-11 00:08:39 DEBUG: check clearing time needed clearing_process_timer=399.459837 2020-08-11 00:08:39 DEBUG: check init order needed init_order_process_timer=499.460504 2020-08-11 00:08:40 DEBUG: check clearing time needed clearing_process_timer=400.462111 2020-08-11 00:08:40 DEBUG: check init order needed init_order_process_timer=500.46281 2020-08-11 00:08:41 DEBUG: check clearing time needed clearing_process_timer=401.464397 2020-08-11 00:08:41 DEBUG: check init order needed init_order_process_timer=501.464691 2020-08-11 00:08:42 DEBUG: check clearing time needed clearing_process_timer=402.466119 2020-08-11 00:08:42 DEBUG: check init order needed init_order_process_timer=502.466399 2020-08-11 00:08:43 DEBUG: check clearing time needed clearing_process_timer=403.467803 2020-08-11 00:08:43 DEBUG: check init order needed init_order_process_timer=503.46807 2020-08-11 00:08:44 DEBUG: check clearing time needed clearing_process_timer=404.469434 2020-08-11 00:08:44 DEBUG: check init order needed init_order_process_timer=504.469691 2020-08-11 00:08:45 DEBUG: check clearing time needed clearing_process_timer=405.471085 2020-08-11 00:08:45 DEBUG: check init order needed init_order_process_timer=505.471366 2020-08-11 00:08:46 DEBUG: check clearing time needed clearing_process_timer=406.472764 2020-08-11 00:08:46 DEBUG: check init order needed init_order_process_timer=506.473067 2020-08-11 00:08:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 49, "price": 394, "tickDirection": "MinusTick", "trdMatchID": "cc56f33b-f11f-678c-27f9-10a8f58ec33d", "grossValue": 1930600, "homeNotional": 0.5802936996684036, "foreignNotional": 228.635717669351}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "feeec963-a34a-4820-9426-d2f5c09a5705", "grossValue": 1654800, "homeNotional": 0.4973945997157745, "foreignNotional": 195.97347228801516}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "98e65aab-00ca-edea-555f-dd0b0b402bb2", "grossValue": 1182000, "homeNotional": 0.35528185693983894, "foreignNotional": 139.98105163429653}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "9f1f544a-476d-f520-df98-6b7eb3dd7a1c", "grossValue": 236400, "homeNotional": 0.07105637138796779, "foreignNotional": 27.99621032685931}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 1200, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec635a95-a4fe-faf1-b186-c93340c3f1d5", "grossValue": 47280000, "homeNotional": 14.211274277593558, "foreignNotional": 5599.242065371862}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "fea80f6d-0079-d6a3-6afe-4bd05b9e2efb", "grossValue": 19700000, "homeNotional": 5.921364282330649, "foreignNotional": 2333.0175272382758}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "50a45d5b-7e64-d656-8108-5031ea09cc6a", "grossValue": 2521600, "homeNotional": 0.757934628138323, "foreignNotional": 298.6262434864993}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "76177da9-999b-8310-417c-57d50cc5ff79", "grossValue": 1576000, "homeNotional": 0.4737091425864519, "foreignNotional": 186.64140217906206}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "e0fdeff1-1ecc-d8ef-1a43-1168304c45c6", "grossValue": 7880000, "homeNotional": 2.3685457129322596, "foreignNotional": 933.2070108953103}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "6e01015d-4d9b-4125-7496-200ce7e6240e", "grossValue": 19700000, "homeNotional": 5.921364282330649, "foreignNotional": 2333.0175272382758}, {"timestamp": "2020-08-10T21:08:46.817Z", "symbol": "ETHUSD", "side": "Sell", "size": 135, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "827b9b13-0b64-8d42-5c67-e4a63a900ed9", "grossValue": 5319000, "homeNotional": 1.5987683562292752, "foreignNotional": 629.9147323543344}]} 2020-08-11 00:08:46 DEBUG: message ignored 2020-08-11 00:08:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:46.883Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.95, "tickDirection": "MinusTick", "trdMatchID": "c9c3a737-a858-d426-46da-594c39726876", "grossValue": 2521280, "homeNotional": 0.757934628138323, "foreignNotional": 298.58834675509235}]} 2020-08-11 00:08:46 DEBUG: message ignored 2020-08-11 00:08:47 DEBUG: check clearing time needed clearing_process_timer=407.474249 2020-08-11 00:08:47 DEBUG: check init order needed init_order_process_timer=507.47455 2020-08-11 00:08:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:47.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9da0445-2027-aac2-1336-a89eaf22b700", "grossValue": 39395, "homeNotional": 0.011842728564661297, "foreignNotional": 4.665442918048318}]} 2020-08-11 00:08:47 DEBUG: message ignored 2020-08-11 00:08:48 DEBUG: check clearing time needed clearing_process_timer=408.475736 2020-08-11 00:08:48 DEBUG: check init order needed init_order_process_timer=508.476017 2020-08-11 00:08:49 DEBUG: check clearing time needed clearing_process_timer=409.477391 2020-08-11 00:08:49 DEBUG: check init order needed init_order_process_timer=509.477652 2020-08-11 00:08:50 DEBUG: check clearing time needed clearing_process_timer=410.479081 2020-08-11 00:08:50 DEBUG: check init order needed init_order_process_timer=510.479369 2020-08-11 00:08:51 DEBUG: check clearing time needed clearing_process_timer=411.480797 2020-08-11 00:08:51 DEBUG: check init order needed init_order_process_timer=511.48113 2020-08-11 00:08:52 DEBUG: check clearing time needed clearing_process_timer=412.482591 2020-08-11 00:08:52 DEBUG: check init order needed init_order_process_timer=512.482915 2020-08-11 00:08:53 DEBUG: check clearing time needed clearing_process_timer=413.484317 2020-08-11 00:08:53 DEBUG: check init order needed init_order_process_timer=513.484579 2020-08-11 00:08:54 DEBUG: check clearing time needed clearing_process_timer=414.486027 2020-08-11 00:08:54 DEBUG: check init order needed init_order_process_timer=514.486286 2020-08-11 00:08:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:54.859Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "ecb31c8c-adee-9c50-7a15-051fae5386b6", "grossValue": 1181700, "homeNotional": 0.35528185693983894, "foreignNotional": 139.94552344860256}]} 2020-08-11 00:08:54 DEBUG: message ignored 2020-08-11 00:08:55 DEBUG: check clearing time needed clearing_process_timer=415.487479 2020-08-11 00:08:55 DEBUG: check init order needed init_order_process_timer=515.487761 2020-08-11 00:08:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:56.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c946dfc-ba5e-010c-db9e-ce0a74a04455", "grossValue": 118170, "homeNotional": 0.035528185693983895, "foreignNotional": 13.994552344860256}, {"timestamp": "2020-08-10T21:08:56.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e107fc3e-6228-75c5-ca6c-84f037468655", "grossValue": 1969500, "homeNotional": 0.5921364282330649, "foreignNotional": 233.24253908100425}, {"timestamp": "2020-08-10T21:08:56.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "fab8873c-d261-902f-6e30-35a43e519144", "grossValue": 315120, "homeNotional": 0.09474182851729038, "foreignNotional": 37.318806252960684}, {"timestamp": "2020-08-10T21:08:56.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad641a0c-60da-58bd-a699-eb2fdaa33242", "grossValue": 9847500, "homeNotional": 2.9606821411653246, "foreignNotional": 1166.2126954050213}, {"timestamp": "2020-08-10T21:08:56.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "53fa8a61-f018-f1c6-c1af-de5f29b947a2", "grossValue": 2520960, "homeNotional": 0.757934628138323, "foreignNotional": 298.55045002368547}, {"timestamp": "2020-08-10T21:08:56.345Z", "symbol": "ETHUSD", "side": "Sell", "size": 2625, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "154333b5-6be7-755d-dca5-348b4f3c0c8d", "grossValue": 103398750, "homeNotional": 31.087162482235907, "foreignNotional": 12245.233301752723}]} 2020-08-11 00:08:56 DEBUG: message ignored 2020-08-11 00:08:56 DEBUG: check clearing time needed clearing_process_timer=416.488957 2020-08-11 00:08:56 DEBUG: check init order needed init_order_process_timer=516.489264 2020-08-11 00:08:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:56.708Z", "symbol": "ETHUSD", "side": "Buy", "size": 71, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "e56f2ea6-24ac-5695-fbc1-04feb76fe1c3", "grossValue": 2797045, "homeNotional": 0.8408337280909521, "foreignNotional": 331.2464471814306}]} 2020-08-11 00:08:56 DEBUG: message ignored 2020-08-11 00:08:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 7375, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "a7f83478-f56c-5699-db4e-14885da4b366", "grossValue": 290501250, "homeNotional": 87.34012316437708, "foreignNotional": 34403.27451444813}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 428, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "b8e02e1c-a4b6-cda8-f828-fa9baacfc2f8", "grossValue": 16858920, "homeNotional": 5.068687825675036, "foreignNotional": 1996.5561345333965}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "606c8e7f-0957-91bd-94c6-6d98279ea43f", "grossValue": 1969500, "homeNotional": 0.5921364282330649, "foreignNotional": 233.24253908100425}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba4c40b0-9001-266e-13f2-02f15dd8f437", "grossValue": 236340, "homeNotional": 0.07105637138796779, "foreignNotional": 27.989104689720513}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "8c4d08bb-2dbf-d855-5c21-191f42c9ae01", "grossValue": 118170000, "homeNotional": 35.52818569398389, "foreignNotional": 13994.552344860256}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c9f9e9a1-163c-8379-7b0f-10e2f1881bfd", "grossValue": 1181700, "homeNotional": 0.35528185693983894, "foreignNotional": 139.94552344860256}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "90b5987f-9c42-1f64-9eaa-b1c8ab971319", "grossValue": 590850, "homeNotional": 0.17764092846991947, "foreignNotional": 69.97276172430128}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4c56016a-68e9-8e18-3378-0a2e0bc2f48f", "grossValue": 196950, "homeNotional": 0.05921364282330649, "foreignNotional": 23.324253908100427}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "73c60c65-3bab-2083-f1da-2001578018c0", "grossValue": 19695000, "homeNotional": 5.921364282330649, "foreignNotional": 2332.4253908100427}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "52217a4a-e0f8-6698-260f-d90b3b64f941", "grossValue": 78770, "homeNotional": 0.023685457129322594, "foreignNotional": 9.328517290383704}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9978d025-57a1-87a7-4f56-b3bb00bfeb0a", "grossValue": 1181550, "homeNotional": 0.35528185693983894, "foreignNotional": 139.92775935575557}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b4c74514-b5d4-7626-692d-d5313c210f56", "grossValue": 19692500, "homeNotional": 5.921364282330649, "foreignNotional": 2332.129322595926}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 1200, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "39d743d8-f0e0-0694-1c26-749088ce14d3", "grossValue": 47262000, "homeNotional": 14.211274277593558, "foreignNotional": 5597.110374230223}, {"timestamp": "2020-08-10T21:08:57.248Z", "symbol": "ETHUSD", "side": "Sell", "size": 1859, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7c4b024-e94f-4283-e9e4-c40ac2546ff4", "grossValue": 73216715, "homeNotional": 22.015632401705354, "foreignNotional": 8670.856821411653}]} 2020-08-11 00:08:57 DEBUG: message ignored 2020-08-11 00:08:57 DEBUG: check clearing time needed clearing_process_timer=417.490434 2020-08-11 00:08:57 DEBUG: check init order needed init_order_process_timer=517.490714 2020-08-11 00:08:58 DEBUG: check clearing time needed clearing_process_timer=418.491897 2020-08-11 00:08:58 DEBUG: check init order needed init_order_process_timer=518.492177 2020-08-11 00:08:59 DEBUG: check clearing time needed clearing_process_timer=419.493364 2020-08-11 00:08:59 DEBUG: check init order needed init_order_process_timer=519.493632 2020-08-11 00:09:00 DEBUG: check clearing time needed clearing_process_timer=420.494803 2020-08-11 00:09:00 DEBUG: check init order needed init_order_process_timer=520.495095 2020-08-11 00:09:01 DEBUG: check clearing time needed clearing_process_timer=421.496302 2020-08-11 00:09:01 DEBUG: check init order needed init_order_process_timer=521.496735 2020-08-11 00:09:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:01.672Z", "symbol": "ETHUSD", "side": "Sell", "size": 1011, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "1aacd43d-521c-d814-e574-792f572d6394", "grossValue": 39818235, "homeNotional": 11.967329545454545, "foreignNotional": 4713.332741477273}]} 2020-08-11 00:09:01 DEBUG: message ignored 2020-08-11 00:09:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:02.461Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "69dfa483-ebab-e96f-cc38-d340f8b6ac85", "grossValue": 1969500, "homeNotional": 0.5918560606060606, "foreignNotional": 233.13210227272728}]} 2020-08-11 00:09:02 DEBUG: message ignored 2020-08-11 00:09:02 DEBUG: check clearing time needed clearing_process_timer=422.497731 2020-08-11 00:09:02 DEBUG: check init order needed init_order_process_timer=522.498086 2020-08-11 00:09:03 DEBUG: check clearing time needed clearing_process_timer=423.500683 2020-08-11 00:09:03 DEBUG: check init order needed init_order_process_timer=523.505277 2020-08-11 00:09:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:04.139Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "dbbb6fe3-8c96-a0cc-5887-eb6dd984d1b8", "grossValue": 512070, "homeNotional": 0.15388257575757575, "foreignNotional": 60.61434659090909}]} 2020-08-11 00:09:04 DEBUG: message ignored 2020-08-11 00:09:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:04.297Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2236b56f-e465-2512-1e3e-31805cb9552e", "grossValue": 354510, "homeNotional": 0.10653409090909091, "foreignNotional": 41.96377840909091}]} 2020-08-11 00:09:04 DEBUG: message ignored 2020-08-11 00:09:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:04.405Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "10d948c9-f937-b29a-6ecf-8d04bff51985", "grossValue": 748410, "homeNotional": 0.22490530303030304, "foreignNotional": 88.59019886363636}]} 2020-08-11 00:09:04 DEBUG: message ignored 2020-08-11 00:09:04 DEBUG: check clearing time needed clearing_process_timer=424.506482 2020-08-11 00:09:04 DEBUG: check init order needed init_order_process_timer=524.506771 2020-08-11 00:09:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:05.210Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f07bf7a0-628e-1d03-aa6c-b2f13b98c343", "grossValue": 1181700, "homeNotional": 0.35511363636363635, "foreignNotional": 139.87926136363637}]} 2020-08-11 00:09:05 DEBUG: message ignored 2020-08-11 00:09:05 DEBUG: check clearing time needed clearing_process_timer=425.507209 2020-08-11 00:09:05 DEBUG: check init order needed init_order_process_timer=525.507515 2020-08-11 00:09:06 DEBUG: check clearing time needed clearing_process_timer=426.508696 2020-08-11 00:09:06 DEBUG: check init order needed init_order_process_timer=526.509413 2020-08-11 00:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:06.678Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4ff73e7-ccf1-ebdb-f69d-f2e549e350ec", "grossValue": 551460, "homeNotional": 0.16571969696969696, "foreignNotional": 65.27698863636364}]} 2020-08-11 00:09:06 DEBUG: message ignored 2020-08-11 00:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:06.757Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb134136-1d84-1722-7b3c-0a0ab9ac55d1", "grossValue": 2560350, "homeNotional": 0.7694128787878788, "foreignNotional": 303.07173295454544}, {"timestamp": "2020-08-10T21:09:06.757Z", "symbol": "ETHUSD", "side": "Buy", "size": 83, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ca086b1-30d9-0ba6-0f2b-a7ae57ca29f0", "grossValue": 3269370, "homeNotional": 0.9824810606060606, "foreignNotional": 386.99928977272725}]} 2020-08-11 00:09:06 DEBUG: message ignored 2020-08-11 00:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:06.906Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "2fd15e53-6c71-8f8d-3433-aeae675738d5", "grossValue": 354510, "homeNotional": 0.10653409090909091, "foreignNotional": 41.96377840909091}]} 2020-08-11 00:09:06 DEBUG: message ignored 2020-08-11 00:09:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:06.955Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "bbe51dfd-3cf7-459d-d8e9-15e067675411", "grossValue": 1693770, "homeNotional": 0.5089962121212122, "foreignNotional": 200.49360795454547}]} 2020-08-11 00:09:06 DEBUG: message ignored 2020-08-11 00:09:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:07.177Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "e860f875-74de-e159-dd56-d5af29d01021", "grossValue": 2048280, "homeNotional": 0.615530303030303, "foreignNotional": 242.45738636363637}, {"timestamp": "2020-08-10T21:09:07.177Z", "symbol": "ETHUSD", "side": "Buy", "size": 71, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ab5ac0f2-9c50-66a3-a7f1-c5ed5344f9b1", "grossValue": 2796690, "homeNotional": 0.8404356060606061, "foreignNotional": 331.04758522727275}]} 2020-08-11 00:09:07 DEBUG: message ignored 2020-08-11 00:09:07 DEBUG: check clearing time needed clearing_process_timer=427.510806 2020-08-11 00:09:07 DEBUG: check init order needed init_order_process_timer=527.511569 2020-08-11 00:09:08 DEBUG: check clearing time needed clearing_process_timer=428.513227 2020-08-11 00:09:08 DEBUG: check init order needed init_order_process_timer=528.513822 2020-08-11 00:09:09 DEBUG: check clearing time needed clearing_process_timer=429.51543 2020-08-11 00:09:09 DEBUG: check init order needed init_order_process_timer=529.515984 2020-08-11 00:09:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:09.960Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "d4ce4181-32dd-3bb0-6e04-1cc121b3e557", "grossValue": 472620, "homeNotional": 0.14204545454545456, "foreignNotional": 55.94460227272727}]} 2020-08-11 00:09:09 DEBUG: message ignored 2020-08-11 00:09:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:09.963Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "34f112ce-e6bf-87ba-1f1e-9de565189de6", "grossValue": 393850, "homeNotional": 0.11837121212121213, "foreignNotional": 46.62050189393939}]} 2020-08-11 00:09:09 DEBUG: message ignored 2020-08-11 00:09:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:09.966Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "c9d02e39-496a-61a1-2866-0ae1b1f92248", "grossValue": 433235, "homeNotional": 0.13020833333333334, "foreignNotional": 51.282552083333336}]} 2020-08-11 00:09:09 DEBUG: message ignored 2020-08-11 00:09:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:09.970Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "cd879859-5d82-a84c-5c50-72238e6800d5", "grossValue": 512005, "homeNotional": 0.15388257575757575, "foreignNotional": 60.60665246212121}]} 2020-08-11 00:09:09 DEBUG: message ignored 2020-08-11 00:09:10 DEBUG: check clearing time needed clearing_process_timer=430.517348 2020-08-11 00:09:10 DEBUG: check init order needed init_order_process_timer=530.518061 2020-08-11 00:09:11 DEBUG: check clearing time needed clearing_process_timer=431.519621 2020-08-11 00:09:11 DEBUG: check init order needed init_order_process_timer=531.520216 2020-08-11 00:09:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:11.961Z", "symbol": "ETHUSD", "side": "Buy", "size": 92, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "90ce61ab-3307-3a30-ac6a-77c8ba5f0344", "grossValue": 3623880, "homeNotional": 1.0890151515151516, "foreignNotional": 428.9630681818182}, {"timestamp": "2020-08-10T21:09:11.961Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6ce35006-0ab4-2ebd-963d-6d7b53746c5a", "grossValue": 3939000, "homeNotional": 1.183712121212121, "foreignNotional": 466.26420454545456}, {"timestamp": "2020-08-10T21:09:11.961Z", "symbol": "ETHUSD", "side": "Buy", "size": 146, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "da1cec1b-13c0-ce66-dc3f-3e1a81516cdd", "grossValue": 5750940, "homeNotional": 1.728219696969697, "foreignNotional": 680.7457386363636}, {"timestamp": "2020-08-10T21:09:11.961Z", "symbol": "ETHUSD", "side": "Buy", "size": 91, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "dacf19a0-82a6-2837-b6cd-b8799b3a958b", "grossValue": 3584490, "homeNotional": 1.0771780303030303, "foreignNotional": 424.3004261363636}]} 2020-08-11 00:09:11 DEBUG: message ignored 2020-08-11 00:09:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:11.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "3daa1f21-f7f2-b68f-f1a5-55640b04ee47", "grossValue": 1614990, "homeNotional": 0.4853219696969697, "foreignNotional": 191.16832386363637}, {"timestamp": "2020-08-10T21:09:11.985Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "04733799-5c0a-22f0-5784-5ff408286c32", "grossValue": 2363400, "homeNotional": 0.7102272727272727, "foreignNotional": 279.75852272727275}]} 2020-08-11 00:09:12 DEBUG: message ignored 2020-08-11 00:09:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:12.425Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394, "tickDirection": "PlusTick", "trdMatchID": "cc2fd5d9-0bf7-ecaa-9042-ad55da7060d4", "grossValue": 1182000, "homeNotional": 0.35511363636363635, "foreignNotional": 139.91477272727272}, {"timestamp": "2020-08-10T21:09:12.425Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "68f2b44b-7e4f-a1c4-f48d-bd60152a706c", "grossValue": 394000, "homeNotional": 0.11837121212121213, "foreignNotional": 46.63825757575758}, {"timestamp": "2020-08-10T21:09:12.425Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "8d0b82b0-9f35-7dc2-dc3e-d6787adb7c5d", "grossValue": 315200, "homeNotional": 0.0946969696969697, "foreignNotional": 37.31060606060606}, {"timestamp": "2020-08-10T21:09:12.425Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 394.05, "tickDirection": "PlusTick", "trdMatchID": "6303065c-385d-3253-6e72-6b73faefd1b5", "grossValue": 78810, "homeNotional": 0.023674242424242424, "foreignNotional": 9.328835227272727}]} 2020-08-11 00:09:12 DEBUG: message ignored 2020-08-11 00:09:12 DEBUG: check clearing time needed clearing_process_timer=432.521405 2020-08-11 00:09:12 DEBUG: check init order needed init_order_process_timer=532.521673 2020-08-11 00:09:13 DEBUG: check clearing time needed clearing_process_timer=433.522863 2020-08-11 00:09:13 DEBUG: check init order needed init_order_process_timer=533.523148 2020-08-11 00:09:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:13.646Z", "symbol": "ETHUSD", "side": "Buy", "size": 86, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "b6e5ea1e-2bbf-f86a-87be-2871b1a8bf25", "grossValue": 3388830, "homeNotional": 1.0179924242424243, "foreignNotional": 401.13991477272725}, {"timestamp": "2020-08-10T21:09:13.646Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4512c2b-9589-578a-fcd2-09c689fcba97", "grossValue": 433455, "homeNotional": 0.13020833333333334, "foreignNotional": 51.30859375}, {"timestamp": "2020-08-10T21:09:13.646Z", "symbol": "ETHUSD", "side": "Buy", "size": 1903, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "c29a004b-fcad-9718-4171-3e30195a4db7", "grossValue": 74987715, "homeNotional": 22.526041666666668, "foreignNotional": 8876.38671875}]} 2020-08-11 00:09:13 DEBUG: message ignored 2020-08-11 00:09:14 DEBUG: check clearing time needed clearing_process_timer=434.524366 2020-08-11 00:09:14 DEBUG: check init order needed init_order_process_timer=534.524672 2020-08-11 00:09:15 DEBUG: check clearing time needed clearing_process_timer=435.525071 2020-08-11 00:09:15 DEBUG: check init order needed init_order_process_timer=535.525336 2020-08-11 00:09:16 DEBUG: check clearing time needed clearing_process_timer=436.526545 2020-08-11 00:09:16 DEBUG: check init order needed init_order_process_timer=536.527341 2020-08-11 00:09:17 DEBUG: check clearing time needed clearing_process_timer=437.528572 2020-08-11 00:09:17 DEBUG: check init order needed init_order_process_timer=537.528859 2020-08-11 00:09:18 DEBUG: check clearing time needed clearing_process_timer=438.530046 2020-08-11 00:09:18 DEBUG: check init order needed init_order_process_timer=538.530313 2020-08-11 00:09:19 DEBUG: check clearing time needed clearing_process_timer=439.531519 2020-08-11 00:09:19 DEBUG: check init order needed init_order_process_timer=539.531989 2020-08-11 00:09:20 DEBUG: check clearing time needed clearing_process_timer=440.533231 2020-08-11 00:09:20 DEBUG: check init order needed init_order_process_timer=540.533542 2020-08-11 00:09:21 DEBUG: check clearing time needed clearing_process_timer=441.534767 2020-08-11 00:09:21 DEBUG: check init order needed init_order_process_timer=541.535061 2020-08-11 00:09:22 DEBUG: check clearing time needed clearing_process_timer=442.537004 2020-08-11 00:09:22 DEBUG: check init order needed init_order_process_timer=542.543095 2020-08-11 00:09:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:22.749Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394, "tickDirection": "MinusTick", "trdMatchID": "d0cf8b10-add2-5328-235d-6043cde61fb9", "grossValue": 1182000, "homeNotional": 0.35511363636363635, "foreignNotional": 139.91477272727272}, {"timestamp": "2020-08-10T21:09:22.749Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "a447b883-a47a-e5ee-ed3e-3a16bf998d44", "grossValue": 1654800, "homeNotional": 0.4971590909090909, "foreignNotional": 195.8806818181818}, {"timestamp": "2020-08-10T21:09:22.749Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8565f7a-ba27-a2c7-035e-7946d93d3e68", "grossValue": 2521600, "homeNotional": 0.7575757575757576, "foreignNotional": 298.4848484848485}, {"timestamp": "2020-08-10T21:09:22.749Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "a2c32fc9-9c7f-142f-7bbe-b1007c4b28f3", "grossValue": 7880000, "homeNotional": 2.367424242424242, "foreignNotional": 932.7651515151515}]} 2020-08-11 00:09:22 DEBUG: message ignored 2020-08-11 00:09:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:22.826Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.95, "tickDirection": "MinusTick", "trdMatchID": "5ee5a079-d4a2-8d2d-3f19-7143694a0b53", "grossValue": 393950, "homeNotional": 0.11837121212121213, "foreignNotional": 46.632339015151516}, {"timestamp": "2020-08-10T21:09:22.826Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "bffd8e65-1f9a-16b6-61e9-4f48a49e1e7f", "grossValue": 2521280, "homeNotional": 0.7575757575757576, "foreignNotional": 298.4469696969697}]} 2020-08-11 00:09:22 DEBUG: message ignored 2020-08-11 00:09:23 DEBUG: check clearing time needed clearing_process_timer=443.544651 2020-08-11 00:09:23 DEBUG: check init order needed init_order_process_timer=543.544926 2020-08-11 00:09:24 DEBUG: check clearing time needed clearing_process_timer=444.546162 2020-08-11 00:09:24 DEBUG: check init order needed init_order_process_timer=544.546448 2020-08-11 00:09:25 DEBUG: check clearing time needed clearing_process_timer=445.547625 2020-08-11 00:09:25 DEBUG: check init order needed init_order_process_timer=545.547922 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.035Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "0dc91e79-c387-6dee-28f6-075fc9015e70", "grossValue": 275730, "homeNotional": 0.08285984848484848, "foreignNotional": 32.63849431818182}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: check clearing time needed clearing_process_timer=446.549101 2020-08-11 00:09:26 DEBUG: check init order needed init_order_process_timer=546.54938 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.656Z", "symbol": "ETHUSD", "side": "Buy", "size": 326, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "a311f050-ad3c-5ba0-e848-fb222a4968e3", "grossValue": 12842770, "homeNotional": 3.858901515151515, "foreignNotional": 1520.2142518939395}, {"timestamp": "2020-08-10T21:09:26.656Z", "symbol": "ETHUSD", "side": "Buy", "size": 156, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "266d63d9-f893-e259-7a2b-5378c41abf3c", "grossValue": 6145620, "homeNotional": 1.8465909090909092, "foreignNotional": 727.4644886363636}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.663Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "347653b7-9449-0b0b-b796-ed1e65377005", "grossValue": 2087935, "homeNotional": 0.6273674242424242, "foreignNotional": 247.15139678030303}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee00bfa4-f78f-0f1b-7187-16e6da6049ce", "grossValue": 2087935, "homeNotional": 0.6273674242424242, "foreignNotional": 247.15139678030303}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0435b940-86d6-8ed1-6fbc-c0f79b77f513", "grossValue": 2087935, "homeNotional": 0.6273674242424242, "foreignNotional": 247.15139678030303}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.749Z", "symbol": "ETHUSD", "side": "Buy", "size": 54, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "0189a457-ba26-fc9b-c11b-ccebf37ca9ce", "grossValue": 2127330, "homeNotional": 0.6392045454545454, "foreignNotional": 251.8146306818182}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.840Z", "symbol": "ETHUSD", "side": "Buy", "size": 162, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "b2d13275-0745-f04c-c8b5-8cd07591d274", "grossValue": 6381990, "homeNotional": 1.9176136363636365, "foreignNotional": 755.4438920454545}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.848Z", "symbol": "ETHUSD", "side": "Buy", "size": 161, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "952ce17f-26d1-c41e-1ecc-8726d136bace", "grossValue": 6342595, "homeNotional": 1.9057765151515151, "foreignNotional": 750.7806581439394}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 161, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "3aa82be5-8fb3-4d42-e464-db0291103a81", "grossValue": 6342595, "homeNotional": 1.9057765151515151, "foreignNotional": 750.7806581439394}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.937Z", "symbol": "ETHUSD", "side": "Buy", "size": 161, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "f22e8c7e-bde3-7205-f4e5-25a3ccd23fbd", "grossValue": 6342595, "homeNotional": 1.9057765151515151, "foreignNotional": 750.7806581439394}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:26.944Z", "symbol": "ETHUSD", "side": "Buy", "size": 161, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "63334706-5d39-62b7-2d69-bc5ad13b8e5e", "grossValue": 6342595, "homeNotional": 1.9057765151515151, "foreignNotional": 750.7806581439394}]} 2020-08-11 00:09:26 DEBUG: message ignored 2020-08-11 00:09:27 DEBUG: check clearing time needed clearing_process_timer=447.550559 2020-08-11 00:09:27 DEBUG: check init order needed init_order_process_timer=547.550838 2020-08-11 00:09:28 DEBUG: check clearing time needed clearing_process_timer=448.55201 2020-08-11 00:09:28 DEBUG: check init order needed init_order_process_timer=548.5523 2020-08-11 00:09:29 DEBUG: check clearing time needed clearing_process_timer=449.553532 2020-08-11 00:09:29 DEBUG: check init order needed init_order_process_timer=549.553871 2020-08-11 00:09:30 DEBUG: check clearing time needed clearing_process_timer=450.555103 2020-08-11 00:09:30 DEBUG: check init order needed init_order_process_timer=550.555385 2020-08-11 00:09:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:30.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 421, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "00d1e773-bc75-f2e0-276c-a3a48696bfb5", "grossValue": 16583190, "homeNotional": 4.984608098508169, "foreignNotional": 1963.437130002368}, {"timestamp": "2020-08-10T21:09:30.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "94cb3658-973f-acf4-1a61-4e4c978503b6", "grossValue": 2520960, "homeNotional": 0.7577551503670377, "foreignNotional": 298.47975372957615}, {"timestamp": "2020-08-10T21:09:30.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "db234682-213b-6235-298a-af4e0d73e4d3", "grossValue": 118170000, "homeNotional": 35.51977267345489, "foreignNotional": 13991.238456073881}, {"timestamp": "2020-08-10T21:09:30.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "02a8e654-392c-dda9-f595-892bb5e6034b", "grossValue": 1181700, "homeNotional": 0.3551977267345489, "foreignNotional": 139.91238456073881}, {"timestamp": "2020-08-10T21:09:30.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "bfbfca8c-0d65-2a89-ba56-a531e1110d7a", "grossValue": 512070, "homeNotional": 0.15391901491830454, "foreignNotional": 60.62869997632015}, {"timestamp": "2020-08-10T21:09:30.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 3473, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "2234567b-899b-1f3b-211f-4af508ebb35c", "grossValue": 136784105, "homeNotional": 41.120056831636276, "foreignNotional": 16195.134383139948}]} 2020-08-11 00:09:30 DEBUG: message ignored 2020-08-11 00:09:31 DEBUG: check clearing time needed clearing_process_timer=451.556543 2020-08-11 00:09:31 DEBUG: check init order needed init_order_process_timer=551.556835 2020-08-11 00:09:32 DEBUG: check clearing time needed clearing_process_timer=452.557068 2020-08-11 00:09:32 DEBUG: check init order needed init_order_process_timer=552.557394 2020-08-11 00:09:33 DEBUG: check clearing time needed clearing_process_timer=453.558572 2020-08-11 00:09:33 DEBUG: check init order needed init_order_process_timer=553.55885 2020-08-11 00:09:34 DEBUG: check clearing time needed clearing_process_timer=454.560056 2020-08-11 00:09:34 DEBUG: check init order needed init_order_process_timer=554.560324 2020-08-11 00:09:35 DEBUG: check clearing time needed clearing_process_timer=455.561522 2020-08-11 00:09:35 DEBUG: check init order needed init_order_process_timer=555.561882 2020-08-11 00:09:36 DEBUG: check clearing time needed clearing_process_timer=456.563122 2020-08-11 00:09:36 DEBUG: check init order needed init_order_process_timer=556.56342 2020-08-11 00:09:37 DEBUG: check clearing time needed clearing_process_timer=457.564593 2020-08-11 00:09:37 DEBUG: check init order needed init_order_process_timer=557.564848 2020-08-11 00:09:38 DEBUG: check clearing time needed clearing_process_timer=458.565065 2020-08-11 00:09:38 DEBUG: check init order needed init_order_process_timer=558.565332 2020-08-11 00:09:39 DEBUG: check clearing time needed clearing_process_timer=459.56651 2020-08-11 00:09:39 DEBUG: check init order needed init_order_process_timer=559.566788 2020-08-11 00:09:40 DEBUG: check clearing time needed clearing_process_timer=460.567979 2020-08-11 00:09:40 DEBUG: check init order needed init_order_process_timer=560.568264 2020-08-11 00:09:41 DEBUG: check clearing time needed clearing_process_timer=461.569468 2020-08-11 00:09:41 DEBUG: check init order needed init_order_process_timer=561.569901 2020-08-11 00:09:42 DEBUG: check clearing time needed clearing_process_timer=462.570904 2020-08-11 00:09:42 DEBUG: check init order needed init_order_process_timer=562.57121 2020-08-11 00:09:43 DEBUG: check clearing time needed clearing_process_timer=463.571936 2020-08-11 00:09:43 DEBUG: check init order needed init_order_process_timer=563.572181 2020-08-11 00:09:44 DEBUG: check clearing time needed clearing_process_timer=464.572907 2020-08-11 00:09:44 DEBUG: check init order needed init_order_process_timer=564.573219 2020-08-11 00:09:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:45.133Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "5a0685fc-1eac-e382-1eff-8deda51caa08", "grossValue": 9846250, "homeNotional": 2.959981056121241, "foreignNotional": 1165.7885389533508}]} 2020-08-11 00:09:45 DEBUG: message ignored 2020-08-11 00:09:45 DEBUG: check clearing time needed clearing_process_timer=465.573966 2020-08-11 00:09:45 DEBUG: check init order needed init_order_process_timer=565.574302 2020-08-11 00:09:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:46.341Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "a0c77c5f-a048-a91e-d4a8-2ed932ce2905", "grossValue": 984750, "homeNotional": 0.2959981056121241, "foreignNotional": 116.59365380061567}]} 2020-08-11 00:09:46 DEBUG: message ignored 2020-08-11 00:09:46 DEBUG: check clearing time needed clearing_process_timer=466.574726 2020-08-11 00:09:46 DEBUG: check init order needed init_order_process_timer=566.575083 2020-08-11 00:09:47 DEBUG: check clearing time needed clearing_process_timer=467.575501 2020-08-11 00:09:47 DEBUG: check init order needed init_order_process_timer=567.575801 2020-08-11 00:09:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:48.462Z", "symbol": "ETHUSD", "side": "Buy", "size": 168, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "bd778fd1-593e-5664-b3f2-7cfd0fdb75f0", "grossValue": 6617520, "homeNotional": 1.9891072697134737, "foreignNotional": 783.5093535401373}, {"timestamp": "2020-08-10T21:09:48.462Z", "symbol": "ETHUSD", "side": "Buy", "size": 229, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "58d1fafe-aab7-2ebc-9f1a-b39e22fe9231", "grossValue": 9020310, "homeNotional": 2.7113426474070565, "foreignNotional": 1067.9978688136396}, {"timestamp": "2020-08-10T21:09:48.462Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "efbd68ce-7cfa-9e44-ea62-3d79ec29ba30", "grossValue": 4057170, "homeNotional": 1.2195121951219512, "foreignNotional": 480.3658536585366}]} 2020-08-11 00:09:48 DEBUG: message ignored 2020-08-11 00:09:48 DEBUG: check clearing time needed clearing_process_timer=468.576162 2020-08-11 00:09:48 DEBUG: check init order needed init_order_process_timer=568.576439 2020-08-11 00:09:49 DEBUG: check clearing time needed clearing_process_timer=469.576803 2020-08-11 00:09:49 DEBUG: check init order needed init_order_process_timer=569.577119 2020-08-11 00:09:50 DEBUG: check clearing time needed clearing_process_timer=470.577499 2020-08-11 00:09:50 DEBUG: check init order needed init_order_process_timer=570.577888 2020-08-11 00:09:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:50.643Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "92d72e92-0076-17ea-351b-e445f91e916e", "grossValue": 1969250, "homeNotional": 0.5919962112242482, "foreignNotional": 233.15770779067014}]} 2020-08-11 00:09:50 DEBUG: message ignored 2020-08-11 00:09:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:50.757Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "0ab4c731-391c-f4dd-4399-2865b03e9c7a", "grossValue": 787800, "homeNotional": 0.23679848448969926, "foreignNotional": 93.27492304049254}]} 2020-08-11 00:09:50 DEBUG: message ignored 2020-08-11 00:09:51 DEBUG: check clearing time needed clearing_process_timer=471.578361 2020-08-11 00:09:51 DEBUG: check init order needed init_order_process_timer=571.578623 2020-08-11 00:09:52 DEBUG: check clearing time needed clearing_process_timer=472.578985 2020-08-11 00:09:52 DEBUG: check init order needed init_order_process_timer=572.579282 2020-08-11 00:09:53 DEBUG: check clearing time needed clearing_process_timer=473.579715 2020-08-11 00:09:53 DEBUG: check init order needed init_order_process_timer=573.580014 2020-08-11 00:09:54 DEBUG: check clearing time needed clearing_process_timer=474.580375 2020-08-11 00:09:54 DEBUG: check init order needed init_order_process_timer=574.580702 2020-08-11 00:09:55 DEBUG: check clearing time needed clearing_process_timer=475.581069 2020-08-11 00:09:55 DEBUG: check init order needed init_order_process_timer=575.581365 2020-08-11 00:09:56 DEBUG: check clearing time needed clearing_process_timer=476.582535 2020-08-11 00:09:56 DEBUG: check init order needed init_order_process_timer=576.582845 2020-08-11 00:09:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:09:57.509Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "42118b6f-1daa-7a30-cd1b-f6c0c9ec3ea0", "grossValue": 1654380, "homeNotional": 0.49727681742836843, "foreignNotional": 195.87733838503434}]} 2020-08-11 00:09:57 DEBUG: message ignored 2020-08-11 00:09:57 DEBUG: check clearing time needed clearing_process_timer=477.584043 2020-08-11 00:09:57 DEBUG: check init order needed init_order_process_timer=577.58429 2020-08-11 00:09:58 DEBUG: check clearing time needed clearing_process_timer=478.585461 2020-08-11 00:09:58 DEBUG: check init order needed init_order_process_timer=578.585744 2020-08-11 00:09:59 DEBUG: check clearing time needed clearing_process_timer=479.587088 2020-08-11 00:09:59 DEBUG: check init order needed init_order_process_timer=579.587341 2020-08-11 00:10:00 DEBUG: check clearing time needed clearing_process_timer=480.588528 2020-08-11 00:10:00 DEBUG: check init order needed init_order_process_timer=580.588799 2020-08-11 00:10:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:01.385Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "9b08283c-3c38-1d42-1dfd-d48f81163f63", "grossValue": 1221090, "homeNotional": 0.36669032410693164, "foreignNotional": 144.43931866572038}, {"timestamp": "2020-08-10T21:10:01.385Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d593f975-be76-1dab-fa37-71c1bdfadf47", "grossValue": 945360, "homeNotional": 0.28388928317955997, "foreignNotional": 111.82398864442867}]} 2020-08-11 00:10:01 DEBUG: message ignored 2020-08-11 00:10:01 DEBUG: check clearing time needed clearing_process_timer=481.589069 2020-08-11 00:10:01 DEBUG: check init order needed init_order_process_timer=581.589329 2020-08-11 00:10:02 DEBUG: check clearing time needed clearing_process_timer=482.596015 2020-08-11 00:10:02 DEBUG: check init order needed init_order_process_timer=582.619414 2020-08-11 00:10:03 DEBUG: check clearing time needed clearing_process_timer=483.622399 2020-08-11 00:10:03 DEBUG: check init order needed init_order_process_timer=583.629978 2020-08-11 00:10:04 DEBUG: check clearing time needed clearing_process_timer=484.631292 2020-08-11 00:10:04 DEBUG: check init order needed init_order_process_timer=584.631613 2020-08-11 00:10:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:05.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 5976, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "32fd81ac-fa01-5fdf-ab3f-466ffba7b781", "grossValue": 235394640, "homeNotional": 70.68843151171043, "foreignNotional": 27844.17317246274}, {"timestamp": "2020-08-10T21:10:05.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 255, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ec31d462-e34f-2012-a616-e0a6d18d197c", "grossValue": 10044450, "homeNotional": 3.0163236337828248, "foreignNotional": 1188.1298793470546}, {"timestamp": "2020-08-10T21:10:05.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "887d6354-7391-9c92-6a08-961113c53ae9", "grossValue": 393900, "homeNotional": 0.11828720132481665, "foreignNotional": 46.59332860184528}, {"timestamp": "2020-08-10T21:10:05.218Z", "symbol": "ETHUSD", "side": "Buy", "size": 13759, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "3fcab552-d0a3-cd3f-8c48-bda9be208212", "grossValue": 541967010, "homeNotional": 162.75136030281524, "foreignNotional": 64107.76082327892}]} 2020-08-11 00:10:05 DEBUG: message ignored 2020-08-11 00:10:05 DEBUG: check clearing time needed clearing_process_timer=485.632868 2020-08-11 00:10:05 DEBUG: check init order needed init_order_process_timer=585.633268 2020-08-11 00:10:06 DEBUG: check clearing time needed clearing_process_timer=486.634855 2020-08-11 00:10:06 DEBUG: check init order needed init_order_process_timer=586.635214 2020-08-11 00:10:07 DEBUG: check clearing time needed clearing_process_timer=487.63678 2020-08-11 00:10:07 DEBUG: check init order needed init_order_process_timer=587.637134 2020-08-11 00:10:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:07.646Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "69116c8e-565a-917c-a8c3-d0f74f2d94ea", "grossValue": 512070, "homeNotional": 0.15377336172226166, "foreignNotional": 60.57132718239887}, {"timestamp": "2020-08-10T21:10:07.646Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "6df87e02-817c-026a-8b72-3a9ca2ef96ef", "grossValue": 1457430, "homeNotional": 0.4376626449018216, "foreignNotional": 172.39531582682753}]} 2020-08-11 00:10:07 DEBUG: message ignored 2020-08-11 00:10:08 DEBUG: check clearing time needed clearing_process_timer=488.638379 2020-08-11 00:10:08 DEBUG: check init order needed init_order_process_timer=588.639087 2020-08-11 00:10:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:08.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "f8485cda-efb8-528f-ba38-cf63ebc8c0b0", "grossValue": 1181550, "homeNotional": 0.35486160397445, "foreignNotional": 139.76224272533713}]} 2020-08-11 00:10:08 DEBUG: message ignored 2020-08-11 00:10:09 DEBUG: check clearing time needed clearing_process_timer=489.640253 2020-08-11 00:10:09 DEBUG: check init order needed init_order_process_timer=589.64061 2020-08-11 00:10:10 DEBUG: check clearing time needed clearing_process_timer=490.641854 2020-08-11 00:10:10 DEBUG: check init order needed init_order_process_timer=590.642649 2020-08-11 00:10:11 DEBUG: check clearing time needed clearing_process_timer=491.644376 2020-08-11 00:10:11 DEBUG: check init order needed init_order_process_timer=591.64496 2020-08-11 00:10:12 DEBUG: check clearing time needed clearing_process_timer=492.646548 2020-08-11 00:10:12 DEBUG: check init order needed init_order_process_timer=592.647114 2020-08-11 00:10:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:12.743Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "a2d9eecd-c56a-07e4-5677-09eb33ec52f7", "grossValue": 748410, "homeNotional": 0.22474568251715166, "foreignNotional": 88.52732434350604}, {"timestamp": "2020-08-10T21:10:12.743Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "b6e23715-bfdd-132f-f4c3-c30a27318934", "grossValue": 2560350, "homeNotional": 0.7688668086113083, "foreignNotional": 302.8566359119943}, {"timestamp": "2020-08-10T21:10:12.743Z", "symbol": "ETHUSD", "side": "Buy", "size": 58, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "023c43a2-205a-1d5b-7bfa-6d0a30011bca", "grossValue": 2284620, "homeNotional": 0.6860657676839366, "foreignNotional": 270.2413058907026}, {"timestamp": "2020-08-10T21:10:12.743Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ccc3f41a-13f8-16c0-b6ed-3a380251251c", "grossValue": 78780, "homeNotional": 0.02365744026496333, "foreignNotional": 9.318665720369056}, {"timestamp": "2020-08-10T21:10:12.743Z", "symbol": "ETHUSD", "side": "Buy", "size": 89, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "ea1de57a-606b-cd47-37d6-6808ad18291b", "grossValue": 3505710, "homeNotional": 1.0527560917908683, "foreignNotional": 414.68062455642297}]} 2020-08-11 00:10:12 DEBUG: message ignored 2020-08-11 00:10:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:13.070Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 394, "tickDirection": "PlusTick", "trdMatchID": "62526e29-2194-0c3d-f066-4be1aff332ba", "grossValue": 945600, "homeNotional": 0.28388928317955997, "foreignNotional": 111.85237757274663}]} 2020-08-11 00:10:13 DEBUG: message ignored 2020-08-11 00:10:13 DEBUG: check clearing time needed clearing_process_timer=493.648536 2020-08-11 00:10:13 DEBUG: check init order needed init_order_process_timer=593.649279 2020-08-11 00:10:14 DEBUG: check clearing time needed clearing_process_timer=494.650911 2020-08-11 00:10:14 DEBUG: check init order needed init_order_process_timer=594.651766 2020-08-11 00:10:15 DEBUG: check clearing time needed clearing_process_timer=495.653444 2020-08-11 00:10:15 DEBUG: check init order needed init_order_process_timer=595.654101 2020-08-11 00:10:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:16.533Z", "symbol": "ETHUSD", "side": "Buy", "size": 76, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "03560348-9cec-ccb4-5fb0-4b10ac58c044", "grossValue": 2994400, "homeNotional": 0.8989827300686066, "foreignNotional": 354.199195647031}, {"timestamp": "2020-08-10T21:10:16.533Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "31eef13b-aaed-a14c-8b02-d91fb70e3b4b", "grossValue": 39400, "homeNotional": 0.011828720132481665, "foreignNotional": 4.660515732197776}]} 2020-08-11 00:10:16 DEBUG: message ignored 2020-08-11 00:10:16 DEBUG: check clearing time needed clearing_process_timer=496.655597 2020-08-11 00:10:16 DEBUG: check init order needed init_order_process_timer=596.65632 2020-08-11 00:10:17 DEBUG: check clearing time needed clearing_process_timer=497.657964 2020-08-11 00:10:17 DEBUG: check init order needed init_order_process_timer=597.658666 2020-08-11 00:10:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:18.543Z", "symbol": "ETHUSD", "side": "Buy", "size": 6, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "04680393-7bda-f759-0105-3d295212c56c", "grossValue": 236460, "homeNotional": 0.07097232079488999, "foreignNotional": 27.970191625266146}, {"timestamp": "2020-08-10T21:10:18.543Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "00271084-0835-eb67-36cd-e21970f351f8", "grossValue": 2167550, "homeNotional": 0.6505796072864916, "foreignNotional": 256.39342323160633}]} 2020-08-11 00:10:18 DEBUG: message ignored 2020-08-11 00:10:18 DEBUG: check clearing time needed clearing_process_timer=498.660176 2020-08-11 00:10:18 DEBUG: check init order needed init_order_process_timer=598.66084 2020-08-11 00:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:19.366Z", "symbol": "ETHUSD", "side": "Buy", "size": 203, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "31062913-5789-be6d-e3b6-bdeda85e6c10", "grossValue": 8000230, "homeNotional": 2.401230186893778, "foreignNotional": 946.324816654838}]} 2020-08-11 00:10:19 DEBUG: message ignored 2020-08-11 00:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:19.545Z", "symbol": "ETHUSD", "side": "Buy", "size": 23, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "db4fc487-680c-5c68-6f66-52da186080e6", "grossValue": 906430, "homeNotional": 0.2720605630470783, "foreignNotional": 107.21906789685356}]} 2020-08-11 00:10:19 DEBUG: message ignored 2020-08-11 00:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:19.625Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "f9acf467-4440-d92f-c2dc-a5ea461aaa28", "grossValue": 512265, "homeNotional": 0.15377336172226166, "foreignNotional": 60.59439318665721}]} 2020-08-11 00:10:19 DEBUG: message ignored 2020-08-11 00:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:19.630Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "25dd0812-c571-064f-4da8-a2d34fc5051a", "grossValue": 472860, "homeNotional": 0.14194464158977999, "foreignNotional": 55.933286018452804}]} 2020-08-11 00:10:19 DEBUG: message ignored 2020-08-11 00:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:19.633Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c5bbdfc-df3c-ad4b-cc18-87e878980f7a", "grossValue": 512265, "homeNotional": 0.15377336172226166, "foreignNotional": 60.59439318665721}]} 2020-08-11 00:10:19 DEBUG: message ignored 2020-08-11 00:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:19.636Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ab29e137-11d7-e6a8-c1e6-dbc5611d19b6", "grossValue": 433455, "homeNotional": 0.13011592145729833, "foreignNotional": 51.2721788502484}]} 2020-08-11 00:10:19 DEBUG: message ignored 2020-08-11 00:10:19 DEBUG: check clearing time needed clearing_process_timer=499.662246 2020-08-11 00:10:19 DEBUG: check init order needed init_order_process_timer=599.662637 2020-08-11 00:10:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:19.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "4721ccc7-48d7-66fc-a3ff-8a5610b0fbac", "grossValue": 1182450, "homeNotional": 0.35486160397445, "foreignNotional": 139.86870120652947}, {"timestamp": "2020-08-10T21:10:19.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 853, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "36abc453-3b75-f8fc-76f3-f87012796b64", "grossValue": 33620995, "homeNotional": 10.089898273006861, "foreignNotional": 3976.933404305654}, {"timestamp": "2020-08-10T21:10:19.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 394.2, "tickDirection": "PlusTick", "trdMatchID": "7e049d9f-a1fc-0a00-8bf9-24fed242c97c", "grossValue": 315360, "homeNotional": 0.09462976105985332, "foreignNotional": 37.303051809794184}, {"timestamp": "2020-08-10T21:10:19.666Z", "symbol": "ETHUSD", "side": "Buy", "size": 29109, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "2a92cdcd-7a3b-79ff-451a-b84ce6239587", "grossValue": 1147476780, "homeNotional": 344.3222143364088, "foreignNotional": 135731.81689141234}]} 2020-08-11 00:10:19 DEBUG: message ignored 2020-08-11 00:10:20 DEBUG: check clearing time needed clearing_process_timer=500.663849 2020-08-11 00:10:20 DEBUG: check init order needed init_order_process_timer=600.664565 2020-08-11 00:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:20.704Z", "symbol": "ETHUSD", "side": "Buy", "size": 207, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "a6d926b3-9e8a-1b53-27c1-22ab422cd37f", "grossValue": 8160975, "homeNotional": 2.4485450674237046, "foreignNotional": 965.3388928317956}]} 2020-08-11 00:10:20 DEBUG: message ignored 2020-08-11 00:10:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:20.773Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "b8db84a3-040b-10cf-99c5-cd49d698e309", "grossValue": 985500, "homeNotional": 0.2957180033120416, "foreignNotional": 116.57203690560681}]} 2020-08-11 00:10:20 DEBUG: message ignored 2020-08-11 00:10:21 DEBUG: check clearing time needed clearing_process_timer=501.665999 2020-08-11 00:10:21 DEBUG: check init order needed init_order_process_timer=601.666659 2020-08-11 00:10:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:22.184Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3b73f3d-4694-caa7-61ac-6694098d7c9c", "grossValue": 985500, "homeNotional": 0.2957180033120416, "foreignNotional": 116.57203690560681}]} 2020-08-11 00:10:22 DEBUG: message ignored 2020-08-11 00:10:22 DEBUG: check clearing time needed clearing_process_timer=502.668045 2020-08-11 00:10:22 DEBUG: check init order needed init_order_process_timer=602.668938 2020-08-11 00:10:23 DEBUG: check clearing time needed clearing_process_timer=503.670725 2020-08-11 00:10:23 DEBUG: check init order needed init_order_process_timer=603.67137 2020-08-11 00:10:24 DEBUG: check clearing time needed clearing_process_timer=504.673109 2020-08-11 00:10:24 DEBUG: check init order needed init_order_process_timer=604.67367 2020-08-11 00:10:25 DEBUG: check clearing time needed clearing_process_timer=505.675247 2020-08-11 00:10:25 DEBUG: check init order needed init_order_process_timer=605.675789 2020-08-11 00:10:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:26.024Z", "symbol": "ETHUSD", "side": "Buy", "size": 378, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "4b2aab24-c2c4-8851-3d94-77051a37cd5b", "grossValue": 14902650, "homeNotional": 4.47125621007807, "foreignNotional": 1762.792760823279}]} 2020-08-11 00:10:26 DEBUG: message ignored 2020-08-11 00:10:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:26.096Z", "symbol": "ETHUSD", "side": "Buy", "size": 63, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "120d69c6-ce1c-ce83-f757-6a5f190fd40c", "grossValue": 2483775, "homeNotional": 0.7452093683463449, "foreignNotional": 293.7987934705465}]} 2020-08-11 00:10:26 DEBUG: message ignored 2020-08-11 00:10:26 DEBUG: check clearing time needed clearing_process_timer=506.677171 2020-08-11 00:10:26 DEBUG: check init order needed init_order_process_timer=606.677959 2020-08-11 00:10:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:27.460Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.3, "tickDirection": "PlusTick", "trdMatchID": "1e4ea87c-45b0-e9a8-0409-e29daa19fa40", "grossValue": 1182900, "homeNotional": 0.35486160397445, "foreignNotional": 139.92193044712562}]} 2020-08-11 00:10:27 DEBUG: message ignored 2020-08-11 00:10:27 DEBUG: check clearing time needed clearing_process_timer=507.679331 2020-08-11 00:10:27 DEBUG: check init order needed init_order_process_timer=607.680119 2020-08-11 00:10:28 DEBUG: check clearing time needed clearing_process_timer=508.681731 2020-08-11 00:10:28 DEBUG: check init order needed init_order_process_timer=608.682432 2020-08-11 00:10:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:29.484Z", "symbol": "ETHUSD", "side": "Sell", "size": 220, "price": 394.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "a80db4cd-5f60-90e3-701b-19ca784d9f74", "grossValue": 8674600, "homeNotional": 2.6023184291459662, "foreignNotional": 1026.0941566122547}]} 2020-08-11 00:10:29 DEBUG: message ignored 2020-08-11 00:10:29 DEBUG: check clearing time needed clearing_process_timer=509.683666 2020-08-11 00:10:29 DEBUG: check init order needed init_order_process_timer=609.683951 2020-08-11 00:10:30 DEBUG: check clearing time needed clearing_process_timer=510.685401 2020-08-11 00:10:30 DEBUG: check init order needed init_order_process_timer=610.685721 2020-08-11 00:10:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:30.889Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 394.35, "tickDirection": "PlusTick", "trdMatchID": "23421924-df7a-7355-da71-88d0df51fb37", "grossValue": 1971750, "homeNotional": 0.5915059742103396, "foreignNotional": 233.2603809298474}]} 2020-08-11 00:10:30 DEBUG: message ignored 2020-08-11 00:10:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:30.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "f86483ba-2c74-2869-7b71-9e0a58382076", "grossValue": 1971750, "homeNotional": 0.5915059742103396, "foreignNotional": 233.2603809298474}, {"timestamp": "2020-08-10T21:10:30.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "abca1d79-e926-873f-7a16-b142d06c6f0e", "grossValue": 11830500, "homeNotional": 3.549035845262037, "foreignNotional": 1399.5622855790843}, {"timestamp": "2020-08-10T21:10:30.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ce72681-a263-ba60-1eae-2495bdb854a2", "grossValue": 39435, "homeNotional": 0.011830119484206791, "foreignNotional": 4.6652076185969475}, {"timestamp": "2020-08-10T21:10:30.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "e2989528-5dc5-afd0-0d45-ab1e4558db39", "grossValue": 39435, "homeNotional": 0.011830119484206791, "foreignNotional": 4.6652076185969475}, {"timestamp": "2020-08-10T21:10:30.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "878620fc-6e0c-c289-531b-cb2e5a3ff9ae", "grossValue": 39435, "homeNotional": 0.011830119484206791, "foreignNotional": 4.6652076185969475}]} 2020-08-11 00:10:30 DEBUG: message ignored 2020-08-11 00:10:31 DEBUG: check clearing time needed clearing_process_timer=511.686935 2020-08-11 00:10:31 DEBUG: check init order needed init_order_process_timer=611.687605 2020-08-11 00:10:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:31.943Z", "symbol": "ETHUSD", "side": "Sell", "size": 26, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "d09f4df1-67f1-80b3-14c6-9e278da01085", "grossValue": 1025310, "homeNotional": 0.30758310658937654, "foreignNotional": 121.29539808352064}]} 2020-08-11 00:10:31 DEBUG: message ignored 2020-08-11 00:10:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:32.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "f2ceb20e-9d01-b83a-e7a7-c29da1a2b1f5", "grossValue": 828135, "homeNotional": 0.2484325091683426, "foreignNotional": 97.9693599905359}, {"timestamp": "2020-08-10T21:10:32.173Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "6d0696ae-bbfc-1e86-331e-ca445aa78222", "grossValue": 315480, "homeNotional": 0.09464095587365433, "foreignNotional": 37.32166094877558}]} 2020-08-11 00:10:32 DEBUG: message ignored 2020-08-11 00:10:32 DEBUG: check clearing time needed clearing_process_timer=512.689005 2020-08-11 00:10:32 DEBUG: check init order needed init_order_process_timer=612.689841 2020-08-11 00:10:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:33.568Z", "symbol": "ETHUSD", "side": "Buy", "size": 293, "price": 394.4, "tickDirection": "PlusTick", "trdMatchID": "4a232100-2b4f-402a-2189-53540ef6e05d", "grossValue": 11555920, "homeNotional": 3.4662250088725894, "foreignNotional": 1367.0791434993494}]} 2020-08-11 00:10:33 DEBUG: message ignored 2020-08-11 00:10:33 DEBUG: check clearing time needed clearing_process_timer=513.691305 2020-08-11 00:10:33 DEBUG: check init order needed init_order_process_timer=613.692028 2020-08-11 00:10:34 DEBUG: check clearing time needed clearing_process_timer=514.693586 2020-08-11 00:10:34 DEBUG: check init order needed init_order_process_timer=614.694172 2020-08-11 00:10:35 DEBUG: check clearing time needed clearing_process_timer=515.695761 2020-08-11 00:10:35 DEBUG: check init order needed init_order_process_timer=615.69635 2020-08-11 00:10:36 DEBUG: check clearing time needed clearing_process_timer=516.697807 2020-08-11 00:10:36 DEBUG: check init order needed init_order_process_timer=616.698089 2020-08-11 00:10:37 DEBUG: check clearing time needed clearing_process_timer=517.69946 2020-08-11 00:10:37 DEBUG: check init order needed init_order_process_timer=617.699714 2020-08-11 00:10:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:38.477Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 394.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd53e9b8-b3c0-c865-f840-57a76d5219cc", "grossValue": 986000, "homeNotional": 0.2957529871051698, "foreignNotional": 116.64497811427896}]} 2020-08-11 00:10:38 DEBUG: message ignored 2020-08-11 00:10:38 DEBUG: check clearing time needed clearing_process_timer=518.700922 2020-08-11 00:10:38 DEBUG: check init order needed init_order_process_timer=618.701294 2020-08-11 00:10:39 DEBUG: check clearing time needed clearing_process_timer=519.702797 2020-08-11 00:10:39 DEBUG: check init order needed init_order_process_timer=619.703116 2020-08-11 00:10:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:39.897Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 394.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "dde24bbb-3c83-4831-0fa9-2f20bb1214bf", "grossValue": 986000, "homeNotional": 0.2957529871051698, "foreignNotional": 116.64497811427896}]} 2020-08-11 00:10:39 DEBUG: message ignored 2020-08-11 00:10:40 DEBUG: check clearing time needed clearing_process_timer=520.704337 2020-08-11 00:10:40 DEBUG: check init order needed init_order_process_timer=620.705039 2020-08-11 00:10:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:41.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.45, "tickDirection": "PlusTick", "trdMatchID": "a8b1f451-b480-ce69-0ba1-b973c97890c2", "grossValue": 1183350, "homeNotional": 0.35490358452620374, "foreignNotional": 139.99171891636107}, {"timestamp": "2020-08-10T21:10:41.669Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "0be1570e-9c76-703f-8ff6-070d4347a86b", "grossValue": 788900, "homeNotional": 0.2366023896841358, "foreignNotional": 93.32781261090737}]} 2020-08-11 00:10:41 DEBUG: message ignored 2020-08-11 00:10:41 DEBUG: check clearing time needed clearing_process_timer=521.706392 2020-08-11 00:10:41 DEBUG: check init order needed init_order_process_timer=621.706634 2020-08-11 00:10:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:41.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 80, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5d609b84-b1c1-6fe8-c707-5410630d9275", "grossValue": 3155600, "homeNotional": 0.9464095587365432, "foreignNotional": 373.3112504436295}, {"timestamp": "2020-08-10T21:10:41.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "13431862-9d2b-2afe-7ca1-8f16ba6a0740", "grossValue": 3944500, "homeNotional": 1.1830119484206791, "foreignNotional": 466.63906305453685}, {"timestamp": "2020-08-10T21:10:41.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a62993f-703f-df49-0c8e-57e02cbd5a1d", "grossValue": 3944500, "homeNotional": 1.1830119484206791, "foreignNotional": 466.63906305453685}, {"timestamp": "2020-08-10T21:10:41.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "c34c7728-e582-5e99-a59a-61de83954c1c", "grossValue": 3944500, "homeNotional": 1.1830119484206791, "foreignNotional": 466.63906305453685}, {"timestamp": "2020-08-10T21:10:41.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "69b59ed8-e08f-c4c8-d367-9512744b5ee0", "grossValue": 394450, "homeNotional": 0.1183011948420679, "foreignNotional": 46.663906305453686}]} 2020-08-11 00:10:41 DEBUG: message ignored 2020-08-11 00:10:42 DEBUG: check clearing time needed clearing_process_timer=522.707816 2020-08-11 00:10:42 DEBUG: check init order needed init_order_process_timer=622.708518 2020-08-11 00:10:43 DEBUG: check clearing time needed clearing_process_timer=523.710083 2020-08-11 00:10:43 DEBUG: check init order needed init_order_process_timer=623.710586 2020-08-11 00:10:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:44.385Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.5, "tickDirection": "PlusTick", "trdMatchID": "9573d787-811d-1836-0f9e-79fcca8624bc", "grossValue": 3945000, "homeNotional": 1.1830119484206791, "foreignNotional": 466.6982136519579}, {"timestamp": "2020-08-10T21:10:44.385Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.5, "tickDirection": "ZeroPlusTick", "trdMatchID": "89862ff9-d5a5-680e-8335-39f57cb881ac", "grossValue": 3945000, "homeNotional": 1.1830119484206791, "foreignNotional": 466.6982136519579}]} 2020-08-11 00:10:44 DEBUG: message ignored 2020-08-11 00:10:44 DEBUG: check clearing time needed clearing_process_timer=524.712012 2020-08-11 00:10:44 DEBUG: check init order needed init_order_process_timer=624.712731 2020-08-11 00:10:45 DEBUG: check clearing time needed clearing_process_timer=525.714316 2020-08-11 00:10:45 DEBUG: check init order needed init_order_process_timer=625.714945 2020-08-11 00:10:46 DEBUG: check clearing time needed clearing_process_timer=526.716593 2020-08-11 00:10:46 DEBUG: check init order needed init_order_process_timer=626.717408 2020-08-11 00:10:47 DEBUG: check clearing time needed clearing_process_timer=527.71914 2020-08-11 00:10:47 DEBUG: check init order needed init_order_process_timer=627.719666 2020-08-11 00:10:48 DEBUG: check clearing time needed clearing_process_timer=528.721272 2020-08-11 00:10:48 DEBUG: check init order needed init_order_process_timer=628.721837 2020-08-11 00:10:49 DEBUG: check clearing time needed clearing_process_timer=529.723196 2020-08-11 00:10:49 DEBUG: check init order needed init_order_process_timer=629.723424 2020-08-11 00:10:50 DEBUG: check clearing time needed clearing_process_timer=530.724811 2020-08-11 00:10:50 DEBUG: check init order needed init_order_process_timer=630.725113 2020-08-11 00:10:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:50.878Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 394.55, "tickDirection": "PlusTick", "trdMatchID": "514bb906-f2da-77d2-4fac-9946d2ae7a7b", "grossValue": 7101900, "homeNotional": 2.1294215071572222, "foreignNotional": 840.163255648882}]} 2020-08-11 00:10:50 DEBUG: message ignored 2020-08-11 00:10:51 DEBUG: check clearing time needed clearing_process_timer=531.726293 2020-08-11 00:10:51 DEBUG: check init order needed init_order_process_timer=631.726984 2020-08-11 00:10:52 DEBUG: check clearing time needed clearing_process_timer=532.728492 2020-08-11 00:10:52 DEBUG: check init order needed init_order_process_timer=632.729135 2020-08-11 00:10:53 DEBUG: check clearing time needed clearing_process_timer=533.730737 2020-08-11 00:10:53 DEBUG: check init order needed init_order_process_timer=633.731445 2020-08-11 00:10:54 DEBUG: check clearing time needed clearing_process_timer=534.733111 2020-08-11 00:10:54 DEBUG: check init order needed init_order_process_timer=634.733376 2020-08-11 00:10:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:55.171Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.5, "tickDirection": "MinusTick", "trdMatchID": "efeff718-5592-be9b-763a-03cf11b115f0", "grossValue": 7890000, "homeNotional": 2.3660238968413583, "foreignNotional": 933.3964273039157}, {"timestamp": "2020-08-10T21:10:55.171Z", "symbol": "ETHUSD", "side": "Sell", "size": 135, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e0b63bd-0272-09e5-bf2f-866b004529fb", "grossValue": 5325750, "homeNotional": 1.5970661303679168, "foreignNotional": 630.0425884301432}]} 2020-08-11 00:10:55 DEBUG: message ignored 2020-08-11 00:10:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:55.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 820, "price": 394.55, "tickDirection": "PlusTick", "trdMatchID": "1765edf0-4b1c-7138-3475-413e05e08038", "grossValue": 32353100, "homeNotional": 9.700697977049568, "foreignNotional": 3827.410386844907}, {"timestamp": "2020-08-10T21:10:55.613Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "c07f9e4f-87a9-ada7-4607-de427098a4ab", "grossValue": 3945500, "homeNotional": 1.1830119484206791, "foreignNotional": 466.7573642493789}]} 2020-08-11 00:10:55 DEBUG: message ignored 2020-08-11 00:10:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:55.689Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.6, "tickDirection": "PlusTick", "trdMatchID": "00b6132d-33e2-3494-ecd3-c122e0ffc324", "grossValue": 1183800, "homeNotional": 0.35490358452620374, "foreignNotional": 140.04495445403998}, {"timestamp": "2020-08-10T21:10:55.689Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "347096d7-878e-42e1-0193-aefd755d6f6b", "grossValue": 3946000, "homeNotional": 1.1830119484206791, "foreignNotional": 466.8165148468}, {"timestamp": "2020-08-10T21:10:55.689Z", "symbol": "ETHUSD", "side": "Buy", "size": 600, "price": 394.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f05aa10f-ab24-a435-6a50-15493227dfe7", "grossValue": 23676000, "homeNotional": 7.098071690524074, "foreignNotional": 2800.8990890807995}, {"timestamp": "2020-08-10T21:10:55.689Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 394.65, "tickDirection": "PlusTick", "trdMatchID": "b601b0b3-a457-fc35-b83b-b9499211556b", "grossValue": 7103700, "homeNotional": 2.1294215071572222, "foreignNotional": 840.3761977995978}, {"timestamp": "2020-08-10T21:10:55.689Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 394.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "077a73ff-0311-b6b2-7444-bf3cec2027bf", "grossValue": 7103700, "homeNotional": 2.1294215071572222, "foreignNotional": 840.3761977995978}]} 2020-08-11 00:10:55 DEBUG: message ignored 2020-08-11 00:10:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:10:55.695Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.7, "tickDirection": "PlusTick", "trdMatchID": "c6ba1ce7-d0a6-7ec5-4c34-0c63914d54cf", "grossValue": 513110, "homeNotional": 0.15379155329468827, "foreignNotional": 60.70152608541346}]} 2020-08-11 00:10:55 DEBUG: message ignored 2020-08-11 00:10:55 DEBUG: check clearing time needed clearing_process_timer=535.734534 2020-08-11 00:10:55 DEBUG: check init order needed init_order_process_timer=635.734947 2020-08-11 00:10:56 DEBUG: check clearing time needed clearing_process_timer=536.736371 2020-08-11 00:10:56 DEBUG: check init order needed init_order_process_timer=636.736633 2020-08-11 00:10:57 DEBUG: check clearing time needed clearing_process_timer=537.737988 2020-08-11 00:10:57 DEBUG: check init order needed init_order_process_timer=637.738321 2020-08-11 00:10:58 DEBUG: check clearing time needed clearing_process_timer=538.739516 2020-08-11 00:10:58 DEBUG: check init order needed init_order_process_timer=638.73977 2020-08-11 00:10:59 DEBUG: check clearing time needed clearing_process_timer=539.741002 2020-08-11 00:10:59 DEBUG: check init order needed init_order_process_timer=639.7417 2020-08-11 00:11:00 DEBUG: check clearing time needed clearing_process_timer=540.743038 2020-08-11 00:11:00 DEBUG: check init order needed init_order_process_timer=640.743309 2020-08-11 00:11:01 DEBUG: check clearing time needed clearing_process_timer=541.744483 2020-08-11 00:11:01 DEBUG: check init order needed init_order_process_timer=641.744838 2020-08-11 00:11:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:02.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "f84c79c0-56f0-8644-03b4-89e7f254d82d", "grossValue": 513110, "homeNotional": 0.15390079318101102, "foreignNotional": 60.744643068545045}, {"timestamp": "2020-08-10T21:11:02.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 19, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "11e934d0-a492-30bf-43eb-22e036ffcb79", "grossValue": 749930, "homeNotional": 0.22493192849532379, "foreignNotional": 88.7806321771043}, {"timestamp": "2020-08-10T21:11:02.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "7dc5b2a2-282b-b61f-bea2-6dbd3adb9813", "grossValue": 355230, "homeNotional": 0.10654670297146916, "foreignNotional": 42.05398366283888}, {"timestamp": "2020-08-10T21:11:02.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d28a33f4-d609-f8e3-01bd-788a0359d1cb", "grossValue": 1184100, "homeNotional": 0.3551556765715639, "foreignNotional": 140.17994554279625}, {"timestamp": "2020-08-10T21:11:02.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9d6d576-4292-5600-a2fb-4fc6cb1697c6", "grossValue": 552580, "homeNotional": 0.16573931573339648, "foreignNotional": 65.41730791997159}, {"timestamp": "2020-08-10T21:11:02.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "8de6ccd3-52a0-b20e-f2c4-7c9ea8e326c9", "grossValue": 355230, "homeNotional": 0.10654670297146916, "foreignNotional": 42.05398366283888}, {"timestamp": "2020-08-10T21:11:02.549Z", "symbol": "ETHUSD", "side": "Buy", "size": 86, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "974afc39-b7d7-d4f9-ac87-a9d8ffa83e7a", "grossValue": 3394420, "homeNotional": 1.0181129395051498, "foreignNotional": 401.8491772226826}]} 2020-08-11 00:11:02 DEBUG: message ignored 2020-08-11 00:11:02 DEBUG: check clearing time needed clearing_process_timer=542.746543 2020-08-11 00:11:02 DEBUG: check init order needed init_order_process_timer=642.746921 2020-08-11 00:11:03 DEBUG: check clearing time needed clearing_process_timer=543.748133 2020-08-11 00:11:03 DEBUG: check init order needed init_order_process_timer=643.748414 2020-08-11 00:11:04 DEBUG: check clearing time needed clearing_process_timer=544.749077 2020-08-11 00:11:04 DEBUG: check init order needed init_order_process_timer=644.749488 2020-08-11 00:11:05 DEBUG: check clearing time needed clearing_process_timer=545.750733 2020-08-11 00:11:05 DEBUG: check init order needed init_order_process_timer=645.751096 2020-08-11 00:11:06 DEBUG: check clearing time needed clearing_process_timer=546.752391 2020-08-11 00:11:06 DEBUG: check init order needed init_order_process_timer=646.752806 2020-08-11 00:11:07 DEBUG: check clearing time needed clearing_process_timer=547.754073 2020-08-11 00:11:07 DEBUG: check init order needed init_order_process_timer=647.754914 2020-08-11 00:11:08 DEBUG: check clearing time needed clearing_process_timer=548.756612 2020-08-11 00:11:08 DEBUG: check init order needed init_order_process_timer=648.757338 2020-08-11 00:11:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:08.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 62, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "de8ea23c-4586-560b-cdfa-7a28f0926f40", "grossValue": 2447140, "homeNotional": 0.7339883982478986, "foreignNotional": 289.7052207884456}, {"timestamp": "2020-08-10T21:11:08.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "e2cf5cf4-fbea-141e-8849-0c200a6be4f5", "grossValue": 1697210, "homeNotional": 0.5090564697525749, "foreignNotional": 200.9245886113413}, {"timestamp": "2020-08-10T21:11:08.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 123, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "5243972c-0693-a4c4-5da8-6b007133d0ca", "grossValue": 4854810, "homeNotional": 1.4561382739434119, "foreignNotional": 574.7377767254646}, {"timestamp": "2020-08-10T21:11:08.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "8e278c2f-813e-d4b2-2dd9-c6b33a3d1681", "grossValue": 1973500, "homeNotional": 0.5919261276192731, "foreignNotional": 233.6332425713271}, {"timestamp": "2020-08-10T21:11:08.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6396fb7-b142-58f5-2e4d-9188b1c4df1d", "grossValue": 78940000, "homeNotional": 23.677045104770926, "foreignNotional": 9345.329702853083}, {"timestamp": "2020-08-10T21:11:08.967Z", "symbol": "ETHUSD", "side": "Buy", "size": 222, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "82f281fd-a58a-c29a-2bb4-922884352f1b", "grossValue": 8762340, "homeNotional": 2.6281520066295725, "foreignNotional": 1037.3315970166923}]} 2020-08-11 00:11:08 DEBUG: message ignored 2020-08-11 00:11:09 DEBUG: check clearing time needed clearing_process_timer=549.758576 2020-08-11 00:11:09 DEBUG: check init order needed init_order_process_timer=649.758836 2020-08-11 00:11:10 DEBUG: check clearing time needed clearing_process_timer=550.760248 2020-08-11 00:11:10 DEBUG: check init order needed init_order_process_timer=650.760517 2020-08-11 00:11:11 DEBUG: check clearing time needed clearing_process_timer=551.761996 2020-08-11 00:11:11 DEBUG: check init order needed init_order_process_timer=651.762273 2020-08-11 00:11:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:12.722Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fae6304-bfaa-39ce-7ec5-daa7455abeec", "grossValue": 7104600, "homeNotional": 2.130934059429383, "foreignNotional": 841.0796732567776}]} 2020-08-11 00:11:12 DEBUG: message ignored 2020-08-11 00:11:12 DEBUG: check clearing time needed clearing_process_timer=552.763429 2020-08-11 00:11:12 DEBUG: check init order needed init_order_process_timer=652.763706 2020-08-11 00:11:13 DEBUG: check clearing time needed clearing_process_timer=553.764882 2020-08-11 00:11:13 DEBUG: check init order needed init_order_process_timer=653.765487 2020-08-11 00:11:14 DEBUG: check clearing time needed clearing_process_timer=554.766868 2020-08-11 00:11:14 DEBUG: check init order needed init_order_process_timer=654.767124 2020-08-11 00:11:15 DEBUG: check clearing time needed clearing_process_timer=555.768536 2020-08-11 00:11:15 DEBUG: check init order needed init_order_process_timer=655.768815 2020-08-11 00:11:16 DEBUG: check clearing time needed clearing_process_timer=556.770198 2020-08-11 00:11:16 DEBUG: check init order needed init_order_process_timer=656.770464 2020-08-11 00:11:17 DEBUG: check clearing time needed clearing_process_timer=557.771863 2020-08-11 00:11:17 DEBUG: check init order needed init_order_process_timer=657.772125 2020-08-11 00:11:18 DEBUG: check clearing time needed clearing_process_timer=558.773538 2020-08-11 00:11:18 DEBUG: check init order needed init_order_process_timer=658.773822 2020-08-11 00:11:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:19.127Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 394.7, "tickDirection": "ZeroPlusTick", "trdMatchID": "13cc03a8-f504-d8ef-9dc2-5e3e6cc0dafb", "grossValue": 39470000, "homeNotional": 11.838522552385463, "foreignNotional": 4672.664851426542}]} 2020-08-11 00:11:19 DEBUG: message ignored 2020-08-11 00:11:19 DEBUG: check clearing time needed clearing_process_timer=559.775004 2020-08-11 00:11:19 DEBUG: check init order needed init_order_process_timer=659.775276 2020-08-11 00:11:20 DEBUG: check clearing time needed clearing_process_timer=560.776663 2020-08-11 00:11:20 DEBUG: check init order needed init_order_process_timer=660.776917 2020-08-11 00:11:21 DEBUG: check clearing time needed clearing_process_timer=561.778371 2020-08-11 00:11:21 DEBUG: check init order needed init_order_process_timer=661.77865 2020-08-11 00:11:22 DEBUG: check clearing time needed clearing_process_timer=562.780016 2020-08-11 00:11:22 DEBUG: check init order needed init_order_process_timer=662.780273 2020-08-11 00:11:23 DEBUG: check clearing time needed clearing_process_timer=563.781479 2020-08-11 00:11:23 DEBUG: check init order needed init_order_process_timer=663.78177 2020-08-11 00:11:24 DEBUG: check clearing time needed clearing_process_timer=564.782961 2020-08-11 00:11:24 DEBUG: check init order needed init_order_process_timer=664.783226 2020-08-11 00:11:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:25.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 221, "price": 394.65, "tickDirection": "MinusTick", "trdMatchID": "f307860b-1707-e077-5f83-6031a209ff83", "grossValue": 8721765, "homeNotional": 2.616313484077187, "foreignNotional": 1032.5281164910618}, {"timestamp": "2020-08-10T21:11:25.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "b57271af-3559-cecf-117e-757ed0233623", "grossValue": 1973250, "homeNotional": 0.5919261276192731, "foreignNotional": 233.60364626494612}, {"timestamp": "2020-08-10T21:11:25.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 44, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0337c18-d6eb-b9de-0d45-b077d662d394", "grossValue": 1736460, "homeNotional": 0.5208949923049604, "foreignNotional": 205.5712087131526}, {"timestamp": "2020-08-10T21:11:25.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 26, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7790ffe-55f8-1af8-06fa-faf1140a7e6b", "grossValue": 1026090, "homeNotional": 0.30780158636202204, "foreignNotional": 121.473896057772}, {"timestamp": "2020-08-10T21:11:25.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "ece22e7f-8474-8146-93bf-a7c2f02f44ee", "grossValue": 2525760, "homeNotional": 0.7576654433526696, "foreignNotional": 299.01266721913106}, {"timestamp": "2020-08-10T21:11:25.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 178, "price": 394.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ecfb167-8a22-019e-26c0-e7985c79e0ff", "grossValue": 7024770, "homeNotional": 2.1072570143246123, "foreignNotional": 831.6289807032082}]} 2020-08-11 00:11:25 DEBUG: message ignored 2020-08-11 00:11:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:25.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.6, "tickDirection": "MinusTick", "trdMatchID": "171a08f3-feb4-9ba6-8a0a-ab0ed6381f92", "grossValue": 2525440, "homeNotional": 0.7576654433526696, "foreignNotional": 298.97478394696344}, {"timestamp": "2020-08-10T21:11:25.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.55, "tickDirection": "MinusTick", "trdMatchID": "c549fd66-2cfb-32e0-029a-9a4e9cf1a25b", "grossValue": 2525120, "homeNotional": 0.7576654433526696, "foreignNotional": 298.93690067479577}, {"timestamp": "2020-08-10T21:11:25.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.5, "tickDirection": "MinusTick", "trdMatchID": "0c53c9e1-1c7e-21df-8f27-e69353993487", "grossValue": 1972500, "homeNotional": 0.5919261276192731, "foreignNotional": 233.51485734580325}, {"timestamp": "2020-08-10T21:11:25.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 86, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "cda6c207-2c58-d79a-90c3-8f763795ff67", "grossValue": 3392700, "homeNotional": 1.0181129395051498, "foreignNotional": 401.6455546347816}, {"timestamp": "2020-08-10T21:11:25.753Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "e6e0785a-db54-e2d5-35a4-ba0cdee5f150", "grossValue": 2524800, "homeNotional": 0.7576654433526696, "foreignNotional": 298.89901740262815}]} 2020-08-11 00:11:25 DEBUG: message ignored 2020-08-11 00:11:25 DEBUG: check clearing time needed clearing_process_timer=565.784466 2020-08-11 00:11:25 DEBUG: check init order needed init_order_process_timer=665.784781 2020-08-11 00:11:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:25.917Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.45, "tickDirection": "MinusTick", "trdMatchID": "689e3aed-bdfd-d95c-9124-d3aa0159ebf4", "grossValue": 2524480, "homeNotional": 0.7576654433526696, "foreignNotional": 298.8611341304605}, {"timestamp": "2020-08-10T21:11:25.917Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b20bf04-e216-80ec-83fb-2d033871de22", "grossValue": 1183350, "homeNotional": 0.3551556765715639, "foreignNotional": 140.09115662365338}]} 2020-08-11 00:11:25 DEBUG: message ignored 2020-08-11 00:11:26 DEBUG: check clearing time needed clearing_process_timer=566.785974 2020-08-11 00:11:26 DEBUG: check init order needed init_order_process_timer=666.786222 2020-08-11 00:11:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:26.840Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.4, "tickDirection": "MinusTick", "trdMatchID": "8432a571-6217-7e9c-8028-c94f6caeb821", "grossValue": 2524160, "homeNotional": 0.7576654433526696, "foreignNotional": 298.8232508582929}, {"timestamp": "2020-08-10T21:11:26.840Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "df147a81-98af-0fce-3b75-303daaf4ed8c", "grossValue": 118320, "homeNotional": 0.03551556765715639, "foreignNotional": 14.007339883982478}, {"timestamp": "2020-08-10T21:11:26.840Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 394.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "5211b93f-d318-6082-b278-529d716a2df0", "grossValue": 473280, "homeNotional": 0.14206227062862556, "foreignNotional": 56.02935953592991}]} 2020-08-11 00:11:26 DEBUG: message ignored 2020-08-11 00:11:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:26.923Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.35, "tickDirection": "MinusTick", "trdMatchID": "b988dd3a-3771-52b1-bd90-d6fb2808cc0e", "grossValue": 2523840, "homeNotional": 0.7576654433526696, "foreignNotional": 298.78536758612523}, {"timestamp": "2020-08-10T21:11:26.923Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "41a4bc5f-8d1c-750c-2da7-fe21e79335d8", "grossValue": 788700, "homeNotional": 0.23677045104770925, "foreignNotional": 93.37042737066415}, {"timestamp": "2020-08-10T21:11:26.923Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "1a90e990-bf4c-87f9-445d-1d9a54d2a712", "grossValue": 788700, "homeNotional": 0.23677045104770925, "foreignNotional": 93.37042737066415}]} 2020-08-11 00:11:26 DEBUG: message ignored 2020-08-11 00:11:27 DEBUG: check clearing time needed clearing_process_timer=567.787404 2020-08-11 00:11:27 DEBUG: check init order needed init_order_process_timer=667.787712 2020-08-11 00:11:28 DEBUG: check clearing time needed clearing_process_timer=568.788955 2020-08-11 00:11:28 DEBUG: check init order needed init_order_process_timer=668.789241 2020-08-11 00:11:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:29.099Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.3, "tickDirection": "MinusTick", "trdMatchID": "4d7a15c0-bc6b-f0ec-5734-ca9ac74282a2", "grossValue": 1182900, "homeNotional": 0.3551556765715639, "foreignNotional": 140.03788327216765}, {"timestamp": "2020-08-10T21:11:29.099Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 394.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "9056a31e-577f-879c-f6ac-a734d973cbe0", "grossValue": 1774350, "homeNotional": 0.5327335148573458, "foreignNotional": 210.05682490825146}]} 2020-08-11 00:11:29 DEBUG: message ignored 2020-08-11 00:11:29 DEBUG: check clearing time needed clearing_process_timer=569.790406 2020-08-11 00:11:29 DEBUG: check init order needed init_order_process_timer=669.790654 2020-08-11 00:11:30 DEBUG: check clearing time needed clearing_process_timer=570.79183 2020-08-11 00:11:30 DEBUG: check init order needed init_order_process_timer=670.792067 2020-08-11 00:11:31 DEBUG: check clearing time needed clearing_process_timer=571.79328 2020-08-11 00:11:31 DEBUG: check init order needed init_order_process_timer=671.793583 2020-08-11 00:11:32 DEBUG: check clearing time needed clearing_process_timer=572.794868 2020-08-11 00:11:32 DEBUG: check init order needed init_order_process_timer=672.79517 2020-08-11 00:11:33 DEBUG: check clearing time needed clearing_process_timer=573.796364 2020-08-11 00:11:33 DEBUG: check init order needed init_order_process_timer=673.796645 2020-08-11 00:11:34 DEBUG: check clearing time needed clearing_process_timer=574.797888 2020-08-11 00:11:34 DEBUG: check init order needed init_order_process_timer=674.798171 2020-08-11 00:11:35 DEBUG: check clearing time needed clearing_process_timer=575.799362 2020-08-11 00:11:35 DEBUG: check init order needed init_order_process_timer=675.799726 2020-08-11 00:11:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:36.558Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "85c35523-e78c-755f-e367-eb0aa3af3ce0", "grossValue": 1971000, "homeNotional": 0.5917860101787193, "foreignNotional": 233.28204521245118}]} 2020-08-11 00:11:36 DEBUG: message ignored 2020-08-11 00:11:36 DEBUG: check clearing time needed clearing_process_timer=576.801081 2020-08-11 00:11:36 DEBUG: check init order needed init_order_process_timer=676.801457 2020-08-11 00:11:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:37.480Z", "symbol": "ETHUSD", "side": "Buy", "size": 370, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "98d57c06-9a7e-1282-cae6-0a7de57d7932", "grossValue": 14587250, "homeNotional": 4.379216475322523, "foreignNotional": 1726.5060953959048}]} 2020-08-11 00:11:37 DEBUG: message ignored 2020-08-11 00:11:37 DEBUG: check clearing time needed clearing_process_timer=577.80274 2020-08-11 00:11:37 DEBUG: check init order needed init_order_process_timer=677.803008 2020-08-11 00:11:38 DEBUG: check clearing time needed clearing_process_timer=578.804189 2020-08-11 00:11:38 DEBUG: check init order needed init_order_process_timer=678.804457 2020-08-11 00:11:39 DEBUG: check clearing time needed clearing_process_timer=579.805659 2020-08-11 00:11:39 DEBUG: check init order needed init_order_process_timer=679.805952 2020-08-11 00:11:40 DEBUG: check clearing time needed clearing_process_timer=580.807146 2020-08-11 00:11:40 DEBUG: check init order needed init_order_process_timer=680.807466 2020-08-11 00:11:41 DEBUG: check clearing time needed clearing_process_timer=581.808693 2020-08-11 00:11:41 DEBUG: check init order needed init_order_process_timer=681.808987 2020-08-11 00:11:42 DEBUG: check clearing time needed clearing_process_timer=582.810226 2020-08-11 00:11:42 DEBUG: check init order needed init_order_process_timer=682.810517 2020-08-11 00:11:43 DEBUG: check clearing time needed clearing_process_timer=583.811348 2020-08-11 00:11:43 DEBUG: check init order needed init_order_process_timer=683.811622 2020-08-11 00:11:44 DEBUG: check clearing time needed clearing_process_timer=584.812345 2020-08-11 00:11:44 DEBUG: check init order needed init_order_process_timer=684.812717 2020-08-11 00:11:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:44.932Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "6a8b2be8-0a9a-ba6a-6a05-41e96fd7dd77", "grossValue": 1971000, "homeNotional": 0.5917860101787193, "foreignNotional": 233.28204521245118}, {"timestamp": "2020-08-10T21:11:44.932Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "2cae39fd-ebb0-fe2f-46bb-061e77da89cb", "grossValue": 11826000, "homeNotional": 3.550716061072316, "foreignNotional": 1399.692271274707}, {"timestamp": "2020-08-10T21:11:44.932Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "9f02209c-b187-f07b-08ce-822dc4b73c10", "grossValue": 3942000, "homeNotional": 1.1835720203574387, "foreignNotional": 466.56409042490236}, {"timestamp": "2020-08-10T21:11:44.932Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "d63d4882-5909-b0f8-cc52-ad4951aa3e14", "grossValue": 2522880, "homeNotional": 0.7574860930287608, "foreignNotional": 298.60101787193753}, {"timestamp": "2020-08-10T21:11:44.932Z", "symbol": "ETHUSD", "side": "Sell", "size": 4486, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "0d76fe56-d7a0-9999-9c2d-d340ed14309d", "grossValue": 176838120, "homeNotional": 53.095040833234705, "foreignNotional": 20930.06509646112}]} 2020-08-11 00:11:44 DEBUG: message ignored 2020-08-11 00:11:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:44.949Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "5a9e52e6-4d3b-f527-8ec1-6ab5a960041f", "grossValue": 512525, "homeNotional": 0.15386436264646705, "foreignNotional": 60.66102497336963}]} 2020-08-11 00:11:44 DEBUG: message ignored 2020-08-11 00:11:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:44.953Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "9936d2eb-8d08-9014-0f49-17f409f10819", "grossValue": 512525, "homeNotional": 0.15386436264646705, "foreignNotional": 60.66102497336963}]} 2020-08-11 00:11:44 DEBUG: message ignored 2020-08-11 00:11:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:44.956Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4977c94-8ec4-af29-0a6a-8adc1c151d2c", "grossValue": 394250, "homeNotional": 0.11835720203574387, "foreignNotional": 46.66232690259202}]} 2020-08-11 00:11:44 DEBUG: message ignored 2020-08-11 00:11:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:44.958Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e47b84af-542a-e564-4754-ef94d0cbf1be", "grossValue": 473100, "homeNotional": 0.14202864244289265, "foreignNotional": 55.99479228311043}]} 2020-08-11 00:11:44 DEBUG: message ignored 2020-08-11 00:11:45 DEBUG: check clearing time needed clearing_process_timer=585.813835 2020-08-11 00:11:45 DEBUG: check init order needed init_order_process_timer=685.814099 2020-08-11 00:11:46 DEBUG: check clearing time needed clearing_process_timer=586.815279 2020-08-11 00:11:46 DEBUG: check init order needed init_order_process_timer=686.815546 2020-08-11 00:11:47 DEBUG: check clearing time needed clearing_process_timer=587.816728 2020-08-11 00:11:47 DEBUG: check init order needed init_order_process_timer=687.817098 2020-08-11 00:11:48 DEBUG: check clearing time needed clearing_process_timer=588.818336 2020-08-11 00:11:48 DEBUG: check init order needed init_order_process_timer=688.818602 2020-08-11 00:11:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:49.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "526be45e-fb20-236f-ea0d-e27a2f5e63c5", "grossValue": 39420, "homeNotional": 0.011835720203574387, "foreignNotional": 4.665640904249024}, {"timestamp": "2020-08-10T21:11:49.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "824cecea-7e8e-248a-6310-496d1358de30", "grossValue": 39420, "homeNotional": 0.011835720203574387, "foreignNotional": 4.665640904249024}, {"timestamp": "2020-08-10T21:11:49.282Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "70bcb428-309b-650d-c1d2-6365efcc294d", "grossValue": 39420, "homeNotional": 0.011835720203574387, "foreignNotional": 4.665640904249024}]} 2020-08-11 00:11:49 DEBUG: message ignored 2020-08-11 00:11:49 DEBUG: check clearing time needed clearing_process_timer=589.819776 2020-08-11 00:11:49 DEBUG: check init order needed init_order_process_timer=689.820056 2020-08-11 00:11:50 DEBUG: check clearing time needed clearing_process_timer=590.821248 2020-08-11 00:11:50 DEBUG: check init order needed init_order_process_timer=690.821508 2020-08-11 00:11:51 DEBUG: check clearing time needed clearing_process_timer=591.822683 2020-08-11 00:11:51 DEBUG: check init order needed init_order_process_timer=691.822966 2020-08-11 00:11:52 DEBUG: check clearing time needed clearing_process_timer=592.824131 2020-08-11 00:11:52 DEBUG: check init order needed init_order_process_timer=692.824395 2020-08-11 00:11:53 DEBUG: check clearing time needed clearing_process_timer=593.825584 2020-08-11 00:11:53 DEBUG: check init order needed init_order_process_timer=693.825964 2020-08-11 00:11:54 DEBUG: check clearing time needed clearing_process_timer=594.82721 2020-08-11 00:11:54 DEBUG: check init order needed init_order_process_timer=694.827498 2020-08-11 00:11:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:55.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.15, "tickDirection": "MinusTick", "trdMatchID": "791027f9-cc3d-e523-461c-7915d90ae1f2", "grossValue": 1182450, "homeNotional": 0.35507160610723165, "foreignNotional": 139.95147354716534}, {"timestamp": "2020-08-10T21:11:55.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "94c1653a-3af9-6f4c-4af3-78ea938755d6", "grossValue": 7883000, "homeNotional": 2.3671440407148774, "foreignNotional": 933.0098236477689}, {"timestamp": "2020-08-10T21:11:55.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2d2203d-dc0d-088b-a3b6-c3a8bea86836", "grossValue": 3941500, "homeNotional": 1.1835720203574387, "foreignNotional": 466.50491182388447}, {"timestamp": "2020-08-10T21:11:55.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "89e1db2f-281f-84ef-72ea-22982e780e0d", "grossValue": 3941500, "homeNotional": 1.1835720203574387, "foreignNotional": 466.50491182388447}, {"timestamp": "2020-08-10T21:11:55.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4629090-4296-6d52-c01b-4170455528c9", "grossValue": 3941500, "homeNotional": 1.1835720203574387, "foreignNotional": 466.50491182388447}, {"timestamp": "2020-08-10T21:11:55.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "2f8bba40-1b70-c39d-aa90-7e89eacfac9d", "grossValue": 3941500, "homeNotional": 1.1835720203574387, "foreignNotional": 466.50491182388447}, {"timestamp": "2020-08-10T21:11:55.668Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "db1c1bb9-8b1f-0475-5de5-0fa7b9232937", "grossValue": 2522560, "homeNotional": 0.7574860930287608, "foreignNotional": 298.5631435672861}]} 2020-08-11 00:11:55 DEBUG: message ignored 2020-08-11 00:11:55 DEBUG: check clearing time needed clearing_process_timer=595.828711 2020-08-11 00:11:55 DEBUG: check init order needed init_order_process_timer=695.828992 2020-08-11 00:11:56 DEBUG: check clearing time needed clearing_process_timer=596.83023 2020-08-11 00:11:56 DEBUG: check init order needed init_order_process_timer=696.830488 2020-08-11 00:11:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:56.973Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "89f3974f-f9cf-d603-b356-ac1f0f43b6bf", "grossValue": 315280, "homeNotional": 0.0946857616285951, "foreignNotional": 37.31565865782933}, {"timestamp": "2020-08-10T21:11:56.973Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "80268313-6b1a-e01c-038e-e2e2313afb3e", "grossValue": 3941000, "homeNotional": 1.1835720203574387, "foreignNotional": 466.44573322286664}, {"timestamp": "2020-08-10T21:11:56.973Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "51bcef84-4b0f-8e19-297d-3ba603579d6c", "grossValue": 3941000, "homeNotional": 1.1835720203574387, "foreignNotional": 466.44573322286664}, {"timestamp": "2020-08-10T21:11:56.973Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "50252a3a-e6a0-7fb8-1f36-e63ce18f69c2", "grossValue": 3941000, "homeNotional": 1.1835720203574387, "foreignNotional": 466.44573322286664}, {"timestamp": "2020-08-10T21:11:56.973Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2d8b6bef-94f3-8dd0-79bc-e360b63ec0e2", "grossValue": 3546900, "homeNotional": 1.065214818321695, "foreignNotional": 419.80115990057993}]} 2020-08-11 00:11:56 DEBUG: message ignored 2020-08-11 00:11:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:57.009Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "a7f1d6f9-ae5b-88e0-bf7c-b624de4e4fed", "grossValue": 512395, "homeNotional": 0.15386436264646705, "foreignNotional": 60.645638537104986}]} 2020-08-11 00:11:57 DEBUG: message ignored 2020-08-11 00:11:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:57.012Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "597a2136-67b9-39ce-ca3b-e9c30c1ee5de", "grossValue": 472980, "homeNotional": 0.14202864244289265, "foreignNotional": 55.98058941886614}]} 2020-08-11 00:11:57 DEBUG: message ignored 2020-08-11 00:11:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:57.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "781d70bc-3f20-e8d9-c855-744a5b878044", "grossValue": 433565, "homeNotional": 0.13019292223931828, "foreignNotional": 51.31554030062729}]} 2020-08-11 00:11:57 DEBUG: message ignored 2020-08-11 00:11:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:57.024Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "4f87af19-daf0-5f80-4905-7425f7defee4", "grossValue": 394100, "homeNotional": 0.11835720203574387, "foreignNotional": 46.64457332228666}, {"timestamp": "2020-08-10T21:11:57.024Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a3384ee1-2d82-2aca-9e0b-520a21f9adcd", "grossValue": 2522240, "homeNotional": 0.7574860930287608, "foreignNotional": 298.52526926263465}, {"timestamp": "2020-08-10T21:11:57.024Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "80e3c7b1-6c5c-a44e-3ca8-8de5221431a3", "grossValue": 1970500, "homeNotional": 0.5917860101787193, "foreignNotional": 233.22286661143332}, {"timestamp": "2020-08-10T21:11:57.024Z", "symbol": "ETHUSD", "side": "Sell", "size": 42, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d5c49600-17c6-95f9-3f67-712e18b42329", "grossValue": 1655220, "homeNotional": 0.4971002485501243, "foreignNotional": 195.90720795360397}]} 2020-08-11 00:11:57 DEBUG: message ignored 2020-08-11 00:11:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:57.090Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "bead91ca-4f4b-a0ec-6852-e47f2f45ff39", "grossValue": 1970250, "homeNotional": 0.5917860101787193, "foreignNotional": 233.19327731092437}, {"timestamp": "2020-08-10T21:11:57.090Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "528fbc81-a048-d316-5d99-ba55026f2ad6", "grossValue": 3940500, "homeNotional": 1.1835720203574387, "foreignNotional": 466.38655462184875}, {"timestamp": "2020-08-10T21:11:57.090Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "bf6695a7-2d74-ec04-48b8-55236866a450", "grossValue": 3940500, "homeNotional": 1.1835720203574387, "foreignNotional": 466.38655462184875}, {"timestamp": "2020-08-10T21:11:57.090Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1da33267-3003-ffa0-cd4b-cdb2f0bee600", "grossValue": 2521920, "homeNotional": 0.7574860930287608, "foreignNotional": 298.4873949579832}]} 2020-08-11 00:11:57 DEBUG: message ignored 2020-08-11 00:11:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:11:57.171Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394, "tickDirection": "MinusTick", "trdMatchID": "ed1d189d-1160-3c59-88b3-3ab2e26420ec", "grossValue": 1182000, "homeNotional": 0.35507160610723165, "foreignNotional": 139.89821280624926}, {"timestamp": "2020-08-10T21:11:57.171Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "ef83a93d-65b0-84df-cce1-ec0f3288e2c5", "grossValue": 2521600, "homeNotional": 0.7574860930287608, "foreignNotional": 298.4495206533318}]} 2020-08-11 00:11:57 DEBUG: message ignored 2020-08-11 00:11:57 DEBUG: check clearing time needed clearing_process_timer=597.831662 2020-08-11 00:11:57 DEBUG: check init order needed init_order_process_timer=697.832003 2020-08-11 00:11:58 DEBUG: check clearing time needed clearing_process_timer=598.833187 2020-08-11 00:11:58 DEBUG: check init order needed init_order_process_timer=698.833492 2020-08-11 00:11:59 DEBUG: check clearing time needed clearing_process_timer=599.83473 2020-08-11 00:11:59 DEBUG: check init order needed init_order_process_timer=699.835012 2020-08-11 00:12:00 DEBUG: check clearing time needed clearing_process_timer=600.836205 2020-08-11 00:12:00 DEBUG: check init order needed init_order_process_timer=700.836463 2020-08-11 00:12:01 DEBUG: check clearing time needed clearing_process_timer=601.837084 2020-08-11 00:12:01 DEBUG: check init order needed init_order_process_timer=701.837349 2020-08-11 00:12:02 DEBUG: check clearing time needed clearing_process_timer=602.839905 2020-08-11 00:12:02 DEBUG: check init order needed init_order_process_timer=702.845308 2020-08-11 00:12:03 DEBUG: check clearing time needed clearing_process_timer=603.847326 2020-08-11 00:12:03 DEBUG: check init order needed init_order_process_timer=703.850688 2020-08-11 00:12:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:04.733Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.95, "tickDirection": "MinusTick", "trdMatchID": "1e5abf4a-6262-1a79-60a3-d475056944d8", "grossValue": 472740, "homeNotional": 0.14194464158977999, "foreignNotional": 55.91909155429383}, {"timestamp": "2020-08-10T21:12:04.733Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f5c5b36-8859-52f5-e343-4bdd8761257e", "grossValue": 39395, "homeNotional": 0.011828720132481665, "foreignNotional": 4.659924296191152}, {"timestamp": "2020-08-10T21:12:04.733Z", "symbol": "ETHUSD", "side": "Sell", "size": 341, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "d576020a-597b-fb81-7302-9885d157aa94", "grossValue": 13433695, "homeNotional": 4.033593565176248, "foreignNotional": 1589.0341850011828}]} 2020-08-11 00:12:04 DEBUG: message ignored 2020-08-11 00:12:04 DEBUG: check clearing time needed clearing_process_timer=604.851913 2020-08-11 00:12:04 DEBUG: check init order needed init_order_process_timer=704.8522 2020-08-11 00:12:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:05.222Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "2abc5ee3-6d50-0893-be23-8a4e77358b29", "grossValue": 39395000, "homeNotional": 11.828720132481665, "foreignNotional": 4659.924296191152}]} 2020-08-11 00:12:05 DEBUG: message ignored 2020-08-11 00:12:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:05.270Z", "symbol": "ETHUSD", "side": "Sell", "size": 173, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "b1931095-eba5-0160-0044-7f44926d3fbe", "grossValue": 6815335, "homeNotional": 2.046368582919328, "foreignNotional": 806.1669032410693}, {"timestamp": "2020-08-10T21:12:05.270Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d3c7a9e-2804-5b0b-104d-b9312476497b", "grossValue": 3309180, "homeNotional": 0.99361249112846, "foreignNotional": 391.43364088005677}]} 2020-08-11 00:12:05 DEBUG: message ignored 2020-08-11 00:12:05 DEBUG: check clearing time needed clearing_process_timer=605.853406 2020-08-11 00:12:05 DEBUG: check init order needed init_order_process_timer=705.85367 2020-08-11 00:12:06 DEBUG: check clearing time needed clearing_process_timer=606.854877 2020-08-11 00:12:06 DEBUG: check init order needed init_order_process_timer=706.855238 2020-08-11 00:12:07 DEBUG: check clearing time needed clearing_process_timer=607.856501 2020-08-11 00:12:07 DEBUG: check init order needed init_order_process_timer=707.856915 2020-08-11 00:12:08 DEBUG: check clearing time needed clearing_process_timer=608.858148 2020-08-11 00:12:08 DEBUG: check init order needed init_order_process_timer=708.858494 2020-08-11 00:12:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:09.084Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "8ce7afe1-1fa4-d017-4803-9f4394e3a639", "grossValue": 3308760, "homeNotional": 0.99361249112846, "foreignNotional": 391.38396025550037}, {"timestamp": "2020-08-10T21:12:09.084Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "26973b2b-61de-b80b-d32d-db6604416f66", "grossValue": 16898310, "homeNotional": 5.0745209368346345, "foreignNotional": 1998.8537970191626}, {"timestamp": "2020-08-10T21:12:09.084Z", "symbol": "ETHUSD", "side": "Sell", "size": 487, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6758cad-bb68-3428-cdfc-3a1fd32a7885", "grossValue": 19182930, "homeNotional": 5.7605867045185715, "foreignNotional": 2269.095102909865}]} 2020-08-11 00:12:09 DEBUG: message ignored 2020-08-11 00:12:09 DEBUG: check clearing time needed clearing_process_timer=609.859757 2020-08-11 00:12:09 DEBUG: check init order needed init_order_process_timer=709.860066 2020-08-11 00:12:10 DEBUG: check clearing time needed clearing_process_timer=610.861227 2020-08-11 00:12:10 DEBUG: check init order needed init_order_process_timer=710.861453 2020-08-11 00:12:11 DEBUG: check clearing time needed clearing_process_timer=611.862629 2020-08-11 00:12:11 DEBUG: check init order needed init_order_process_timer=711.862918 2020-08-11 00:12:12 DEBUG: check clearing time needed clearing_process_timer=612.86408 2020-08-11 00:12:12 DEBUG: check init order needed init_order_process_timer=712.864379 2020-08-11 00:12:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:13.225Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "e27e220f-4d9b-c3dc-e9b8-844477a9acd6", "grossValue": 39390, "homeNotional": 0.011828720132481665, "foreignNotional": 4.659332860184528}]} 2020-08-11 00:12:13 DEBUG: message ignored 2020-08-11 00:12:13 DEBUG: check clearing time needed clearing_process_timer=613.865082 2020-08-11 00:12:13 DEBUG: check init order needed init_order_process_timer=713.865358 2020-08-11 00:12:14 DEBUG: check clearing time needed clearing_process_timer=614.866526 2020-08-11 00:12:14 DEBUG: check init order needed init_order_process_timer=714.866863 2020-08-11 00:12:15 DEBUG: check clearing time needed clearing_process_timer=615.86812 2020-08-11 00:12:15 DEBUG: check init order needed init_order_process_timer=715.868419 2020-08-11 00:12:16 DEBUG: check clearing time needed clearing_process_timer=616.869081 2020-08-11 00:12:16 DEBUG: check init order needed init_order_process_timer=716.86937 2020-08-11 00:12:17 DEBUG: check clearing time needed clearing_process_timer=617.870546 2020-08-11 00:12:17 DEBUG: check init order needed init_order_process_timer=717.870866 2020-08-11 00:12:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:18.284Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "4f17d9d8-c5eb-747c-f691-e7c5a121f361", "grossValue": 19695000, "homeNotional": 5.914360066240833, "foreignNotional": 2329.666430092264}]} 2020-08-11 00:12:18 DEBUG: message ignored 2020-08-11 00:12:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:18.848Z", "symbol": "ETHUSD", "side": "Buy", "size": 31, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "404dcaad-6fba-0d2c-e7b1-5ec364f5671a", "grossValue": 1221245, "homeNotional": 0.36669032410693164, "foreignNotional": 144.4576531819257}]} 2020-08-11 00:12:18 DEBUG: message ignored 2020-08-11 00:12:18 DEBUG: check clearing time needed clearing_process_timer=618.872053 2020-08-11 00:12:18 DEBUG: check init order needed init_order_process_timer=718.872204 2020-08-11 00:12:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:18.866Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "d946c31c-1f9d-7fc4-25a7-5018b784a867", "grossValue": 39395, "homeNotional": 0.011828720132481665, "foreignNotional": 4.659924296191152}]} 2020-08-11 00:12:18 DEBUG: message ignored 2020-08-11 00:12:19 DEBUG: check clearing time needed clearing_process_timer=619.873089 2020-08-11 00:12:19 DEBUG: check init order needed init_order_process_timer=719.873367 2020-08-11 00:12:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:20.624Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5745935b-c9ba-0075-db67-a830bd89e8b6", "grossValue": 7091100, "homeNotional": 2.1291696238466997, "foreignNotional": 838.7863733144073}]} 2020-08-11 00:12:20 DEBUG: message ignored 2020-08-11 00:12:20 DEBUG: check clearing time needed clearing_process_timer=620.874645 2020-08-11 00:12:20 DEBUG: check init order needed init_order_process_timer=720.874933 2020-08-11 00:12:21 DEBUG: check clearing time needed clearing_process_timer=621.876108 2020-08-11 00:12:21 DEBUG: check init order needed init_order_process_timer=721.876447 2020-08-11 00:12:22 DEBUG: check clearing time needed clearing_process_timer=622.877104 2020-08-11 00:12:22 DEBUG: check init order needed init_order_process_timer=722.877443 2020-08-11 00:12:23 DEBUG: check clearing time needed clearing_process_timer=623.878631 2020-08-11 00:12:23 DEBUG: check init order needed init_order_process_timer=723.87892 2020-08-11 00:12:24 DEBUG: check clearing time needed clearing_process_timer=624.88008 2020-08-11 00:12:24 DEBUG: check init order needed init_order_process_timer=724.88032 2020-08-11 00:12:25 DEBUG: check clearing time needed clearing_process_timer=625.881513 2020-08-11 00:12:25 DEBUG: check init order needed init_order_process_timer=725.881822 2020-08-11 00:12:26 DEBUG: check clearing time needed clearing_process_timer=626.883028 2020-08-11 00:12:26 DEBUG: check init order needed init_order_process_timer=726.8833 2020-08-11 00:12:27 DEBUG: check clearing time needed clearing_process_timer=627.884531 2020-08-11 00:12:27 DEBUG: check init order needed init_order_process_timer=727.88479 2020-08-11 00:12:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:28.846Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0e6c69c-2307-edb5-5e0c-a4465693e49f", "grossValue": 7091100, "homeNotional": 2.1291696238466997, "foreignNotional": 838.7863733144073}]} 2020-08-11 00:12:28 DEBUG: message ignored 2020-08-11 00:12:28 DEBUG: check clearing time needed clearing_process_timer=628.886032 2020-08-11 00:12:28 DEBUG: check init order needed init_order_process_timer=728.88632 2020-08-11 00:12:29 DEBUG: check clearing time needed clearing_process_timer=629.887532 2020-08-11 00:12:29 DEBUG: check init order needed init_order_process_timer=729.887862 2020-08-11 00:12:30 DEBUG: check clearing time needed clearing_process_timer=630.889122 2020-08-11 00:12:30 DEBUG: check init order needed init_order_process_timer=730.889392 2020-08-11 00:12:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:31.670Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "11e29dd9-a56e-9702-a7ef-b17a93ac0fe4", "grossValue": 7091100, "homeNotional": 2.1284143313231643, "foreignNotional": 838.4888258247605}]} 2020-08-11 00:12:31 DEBUG: message ignored 2020-08-11 00:12:31 DEBUG: check clearing time needed clearing_process_timer=631.890594 2020-08-11 00:12:31 DEBUG: check init order needed init_order_process_timer=731.890866 2020-08-11 00:12:32 DEBUG: check clearing time needed clearing_process_timer=632.892073 2020-08-11 00:12:32 DEBUG: check init order needed init_order_process_timer=732.892333 2020-08-11 00:12:33 DEBUG: check clearing time needed clearing_process_timer=633.893551 2020-08-11 00:12:33 DEBUG: check init order needed init_order_process_timer=733.893912 2020-08-11 00:12:34 DEBUG: check clearing time needed clearing_process_timer=634.895179 2020-08-11 00:12:34 DEBUG: check init order needed init_order_process_timer=734.895504 2020-08-11 00:12:35 DEBUG: check clearing time needed clearing_process_timer=635.89675 2020-08-11 00:12:35 DEBUG: check init order needed init_order_process_timer=735.897178 2020-08-11 00:12:36 DEBUG: check clearing time needed clearing_process_timer=636.898476 2020-08-11 00:12:36 DEBUG: check init order needed init_order_process_timer=736.898758 2020-08-11 00:12:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:37.629Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "d4d0ad94-0e7a-3257-bb31-6037f6cd90e7", "grossValue": 1969500, "homeNotional": 0.5912262031453234, "foreignNotional": 232.8840014189429}, {"timestamp": "2020-08-10T21:12:37.629Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "88ae4c19-11f3-cca2-3fcb-f1937200ae99", "grossValue": 16898310, "homeNotional": 5.0727208229868745, "foreignNotional": 1998.14473217453}, {"timestamp": "2020-08-10T21:12:37.629Z", "symbol": "ETHUSD", "side": "Sell", "size": 21, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "7387d23b-0fc6-d3ff-e323-49bf567f4015", "grossValue": 827190, "homeNotional": 0.24831500532103584, "foreignNotional": 97.811280595956}]} 2020-08-11 00:12:37 DEBUG: message ignored 2020-08-11 00:12:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:37.651Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "4ae5bda3-adf9-5091-0993-2df663ad6d9a", "grossValue": 472740, "homeNotional": 0.1418942887548776, "foreignNotional": 55.89925505498404}]} 2020-08-11 00:12:37 DEBUG: message ignored 2020-08-11 00:12:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:37.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca571f2e-4bef-b16a-8c61-9d6c79059418", "grossValue": 512135, "homeNotional": 0.15371881281778407, "foreignNotional": 60.55752630956604}]} 2020-08-11 00:12:37 DEBUG: message ignored 2020-08-11 00:12:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:37.658Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "c9f0e330-6078-4a10-2220-ee69b077ce5b", "grossValue": 393950, "homeNotional": 0.11824524062906468, "foreignNotional": 46.58271254582003}]} 2020-08-11 00:12:37 DEBUG: message ignored 2020-08-11 00:12:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:37.672Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c2733e5-0621-75b4-c100-4755620beb4f", "grossValue": 393950, "homeNotional": 0.11824524062906468, "foreignNotional": 46.58271254582003}]} 2020-08-11 00:12:37 DEBUG: message ignored 2020-08-11 00:12:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:37.674Z", "symbol": "ETHUSD", "side": "Sell", "size": 63, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "01ae32e0-85c5-e06e-5a47-58f8601ea39a", "grossValue": 2481570, "homeNotional": 0.7449450159631075, "foreignNotional": 293.43384178786806}]} 2020-08-11 00:12:37 DEBUG: message ignored 2020-08-11 00:12:37 DEBUG: check clearing time needed clearing_process_timer=637.899987 2020-08-11 00:12:37 DEBUG: check init order needed init_order_process_timer=737.900299 2020-08-11 00:12:38 DEBUG: check clearing time needed clearing_process_timer=638.901563 2020-08-11 00:12:38 DEBUG: check init order needed init_order_process_timer=738.90186 2020-08-11 00:12:39 DEBUG: check clearing time needed clearing_process_timer=639.903047 2020-08-11 00:12:39 DEBUG: check init order needed init_order_process_timer=739.9033 2020-08-11 00:12:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:40.729Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "68c2f675-1042-d649-653a-51ebb5efdf3d", "grossValue": 1969250, "homeNotional": 0.5912262031453234, "foreignNotional": 232.8544401087856}]} 2020-08-11 00:12:40 DEBUG: message ignored 2020-08-11 00:12:40 DEBUG: check clearing time needed clearing_process_timer=640.904499 2020-08-11 00:12:40 DEBUG: check init order needed init_order_process_timer=740.904771 2020-08-11 00:12:41 DEBUG: check clearing time needed clearing_process_timer=641.905972 2020-08-11 00:12:41 DEBUG: check init order needed init_order_process_timer=741.906238 2020-08-11 00:12:42 DEBUG: check clearing time needed clearing_process_timer=642.907454 2020-08-11 00:12:42 DEBUG: check init order needed init_order_process_timer=742.907715 2020-08-11 00:12:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:43.844Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "6be78f17-a8cb-1e83-0fd4-98b49f964edc", "grossValue": 39385, "homeNotional": 0.011824524062906468, "foreignNotional": 4.657088802175712}]} 2020-08-11 00:12:43 DEBUG: message ignored 2020-08-11 00:12:43 DEBUG: check clearing time needed clearing_process_timer=643.908923 2020-08-11 00:12:43 DEBUG: check init order needed init_order_process_timer=743.909204 2020-08-11 00:12:44 DEBUG: check clearing time needed clearing_process_timer=644.910384 2020-08-11 00:12:44 DEBUG: check init order needed init_order_process_timer=744.910632 2020-08-11 00:12:45 DEBUG: check clearing time needed clearing_process_timer=645.911821 2020-08-11 00:12:45 DEBUG: check init order needed init_order_process_timer=745.912088 2020-08-11 00:12:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 3230, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "85c208b6-6a6a-9978-8d72-70ed4a77f7a6", "grossValue": 127213550, "homeNotional": 38.19321272318789, "foreignNotional": 15042.39683102755}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 430, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "96a23ff1-a3f3-06c1-97e1-8c131a0c4f31", "grossValue": 16935550, "homeNotional": 5.084545347049781, "foreignNotional": 2002.5481849355563}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "16226eb4-33ae-eefc-4c6b-6503987f1bc3", "grossValue": 1969250, "homeNotional": 0.5912262031453234, "foreignNotional": 232.8544401087856}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "f88cfd37-8b00-d4b4-2854-898aa63c3248", "grossValue": 1181550, "homeNotional": 0.35473572188719404, "foreignNotional": 139.71266406527138}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd6ea80a-b8ed-a207-fbb7-7547ba614b23", "grossValue": 39385000, "homeNotional": 11.824524062906468, "foreignNotional": 4657.088802175713}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a89812d2-57bf-4a5d-1dbf-da599ddb0aaf", "grossValue": 3308340, "homeNotional": 0.9932600212841434, "foreignNotional": 391.19545938275985}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "8dc3c99d-61e6-2e2a-05ba-e085d6beab00", "grossValue": 16896165, "homeNotional": 5.0727208229868745, "foreignNotional": 1997.8910961333806}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.8, "tickDirection": "MinusTick", "trdMatchID": "f759a8c1-9adb-48ee-d5d4-c5a8e0fc378f", "grossValue": 1969000, "homeNotional": 0.5912262031453234, "foreignNotional": 232.82487879862836}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "7480c30c-b421-c53c-88e3-00c4c1534786", "grossValue": 315040, "homeNotional": 0.09459619250325174, "foreignNotional": 37.25198060778054}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce30af71-61ab-865c-b721-179342c2a078", "grossValue": 3307920, "homeNotional": 0.9932600212841434, "foreignNotional": 391.1457963816956}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.75, "tickDirection": "MinusTick", "trdMatchID": "e2c999cc-fa17-cc3e-9311-16f586b67209", "grossValue": 1968750, "homeNotional": 0.5912262031453234, "foreignNotional": 232.79531748847108}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3b2038a-11fc-8f50-649c-81c87b7c5afa", "grossValue": 1575000, "homeNotional": 0.4729809625162587, "foreignNotional": 186.23625399077687}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "64b304c0-7089-dd8e-45c4-f6544f597d89", "grossValue": 1575000, "homeNotional": 0.4729809625162587, "foreignNotional": 186.23625399077687}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "98b832e4-0758-1006-e39e-4afd1dd1c586", "grossValue": 3307500, "homeNotional": 0.9932600212841434, "foreignNotional": 391.09613338063144}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 242, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "b372aea5-5f03-6420-3127-7ae63da64f3a", "grossValue": 9528750, "homeNotional": 2.8615348232233653, "foreignNotional": 1126.7293366442}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 269, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "d3ab6adc-9891-5e28-b13e-e4ea4d2549ae", "grossValue": 10591875, "homeNotional": 3.18079697292184, "foreignNotional": 1252.4388080879744}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 223, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "48c77110-be00-aab0-1c66-001ff490a81a", "grossValue": 8780625, "homeNotional": 2.6368688660281423, "foreignNotional": 1038.267115998581}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.7, "tickDirection": "MinusTick", "trdMatchID": "4b206580-40c1-7688-deec-d3a073ee85f3", "grossValue": 1181100, "homeNotional": 0.35473572188719404, "foreignNotional": 139.6594537069883}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "fe36450c-dee4-ac61-7a48-78d6fc4050ae", "grossValue": 1968500, "homeNotional": 0.5912262031453234, "foreignNotional": 232.76575617831384}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a84acbf7-5956-9734-5166-b70d0737baad", "grossValue": 157480, "homeNotional": 0.04729809625162587, "foreignNotional": 18.621260494265105}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a3806e9-3de2-7555-8570-7060b3c525be", "grossValue": 236220, "homeNotional": 0.0709471443774388, "foreignNotional": 27.93189074139766}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7d89303-7cc3-8e92-4e3a-42fe11c2bdbb", "grossValue": 118110, "homeNotional": 0.0354735721887194, "foreignNotional": 13.96594537069883}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "535bf2df-3d71-2964-252a-25a3aa68adf2", "grossValue": 39370, "homeNotional": 0.011824524062906468, "foreignNotional": 4.655315123566276}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b33cfc34-af06-4104-5c01-8d6c96963bd8", "grossValue": 3307080, "homeNotional": 0.9932600212841434, "foreignNotional": 391.0464703795672}, {"timestamp": "2020-08-10T21:12:46.464Z", "symbol": "ETHUSD", "side": "Sell", "size": 3479, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "3f136e1d-0c67-186c-0981-72e61de5bbe1", "grossValue": 136968230, "homeNotional": 41.1375192148516, "foreignNotional": 16195.841314887075}]} 2020-08-11 00:12:46 DEBUG: message ignored 2020-08-11 00:12:46 DEBUG: check clearing time needed clearing_process_timer=646.913275 2020-08-11 00:12:46 DEBUG: check init order needed init_order_process_timer=746.913552 2020-08-11 00:12:47 DEBUG: check clearing time needed clearing_process_timer=647.91474 2020-08-11 00:12:47 DEBUG: check init order needed init_order_process_timer=747.914984 2020-08-11 00:12:48 DEBUG: check clearing time needed clearing_process_timer=648.916161 2020-08-11 00:12:48 DEBUG: check init order needed init_order_process_timer=748.9164 2020-08-11 00:12:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:49.436Z", "symbol": "ETHUSD", "side": "Sell", "size": 350, "price": 393.75, "tickDirection": "PlusTick", "trdMatchID": "e2bd3c42-f358-1d76-1772-42e79e09b23c", "grossValue": 13781250, "homeNotional": 4.1385834220172635, "foreignNotional": 1629.5672224192977}]} 2020-08-11 00:12:49 DEBUG: message ignored 2020-08-11 00:12:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:49.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 79, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8245a6e-778b-acfd-5729-cb097edb5cc3", "grossValue": 3110625, "homeNotional": 0.934137400969611, "foreignNotional": 367.8166016317843}, {"timestamp": "2020-08-10T21:12:49.506Z", "symbol": "ETHUSD", "side": "Sell", "size": 921, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "ba1642e6-6932-45ff-0e7d-300538f6b0b0", "grossValue": 36264375, "homeNotional": 10.890386661936857, "foreignNotional": 4288.089748137638}]} 2020-08-11 00:12:49 DEBUG: message ignored 2020-08-11 00:12:49 DEBUG: check clearing time needed clearing_process_timer=649.917549 2020-08-11 00:12:49 DEBUG: check init order needed init_order_process_timer=749.917811 2020-08-11 00:12:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:50.625Z", "symbol": "ETHUSD", "side": "Sell", "size": 809, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "9906292b-9dfe-55e0-df80-35eb9e8548c7", "grossValue": 31854375, "homeNotional": 9.566039966891333, "foreignNotional": 3766.6282369634623}, {"timestamp": "2020-08-10T21:12:50.625Z", "symbol": "ETHUSD", "side": "Sell", "size": 191, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "c51836c1-43c0-900f-bd6d-0ecfde2d85d5", "grossValue": 7520625, "homeNotional": 2.2584840960151356, "foreignNotional": 889.2781128059596}]} 2020-08-11 00:12:50 DEBUG: message ignored 2020-08-11 00:12:50 DEBUG: check clearing time needed clearing_process_timer=650.919034 2020-08-11 00:12:50 DEBUG: check init order needed init_order_process_timer=750.91931 2020-08-11 00:12:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:51.813Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d32ea6b6-0d57-4475-ecce-ecbfa849f2b9", "grossValue": 39375000, "homeNotional": 11.824524062906468, "foreignNotional": 4655.9063497694215}]} 2020-08-11 00:12:51 DEBUG: message ignored 2020-08-11 00:12:51 DEBUG: check clearing time needed clearing_process_timer=651.92056 2020-08-11 00:12:51 DEBUG: check init order needed init_order_process_timer=751.920891 2020-08-11 00:12:52 DEBUG: check clearing time needed clearing_process_timer=652.922188 2020-08-11 00:12:52 DEBUG: check init order needed init_order_process_timer=752.922443 2020-08-11 00:12:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:53.815Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "e0dabfb7-6ce3-0d46-ddd5-fc728681e010", "grossValue": 39375, "homeNotional": 0.011824524062906468, "foreignNotional": 4.655906349769422}]} 2020-08-11 00:12:53 DEBUG: message ignored 2020-08-11 00:12:53 DEBUG: check clearing time needed clearing_process_timer=653.923621 2020-08-11 00:12:53 DEBUG: check init order needed init_order_process_timer=753.923908 2020-08-11 00:12:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:54.349Z", "symbol": "ETHUSD", "side": "Buy", "size": 4, "price": 393.8, "tickDirection": "PlusTick", "trdMatchID": "33ae96f9-bf75-3323-8835-b6acd70a814a", "grossValue": 157520, "homeNotional": 0.04729809625162587, "foreignNotional": 18.62599030389027}, {"timestamp": "2020-08-10T21:12:54.349Z", "symbol": "ETHUSD", "side": "Buy", "size": 16, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "e43b5680-3a12-4d2d-939e-fa2cf1c4182c", "grossValue": 630080, "homeNotional": 0.18919238500650348, "foreignNotional": 74.50396121556108}]} 2020-08-11 00:12:54 DEBUG: message ignored 2020-08-11 00:12:54 DEBUG: check clearing time needed clearing_process_timer=654.925154 2020-08-11 00:12:54 DEBUG: check init order needed init_order_process_timer=754.925453 2020-08-11 00:12:55 DEBUG: check clearing time needed clearing_process_timer=655.926665 2020-08-11 00:12:55 DEBUG: check init order needed init_order_process_timer=755.926969 2020-08-11 00:12:56 DEBUG: check clearing time needed clearing_process_timer=656.928217 2020-08-11 00:12:56 DEBUG: check init order needed init_order_process_timer=756.928537 2020-08-11 00:12:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:57.735Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.75, "tickDirection": "MinusTick", "trdMatchID": "4fb14392-c63a-ca04-93b2-5ce914106f79", "grossValue": 1968750, "homeNotional": 0.5912262031453234, "foreignNotional": 232.79531748847108}]} 2020-08-11 00:12:57 DEBUG: message ignored 2020-08-11 00:12:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:57.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ab75b15-8875-3448-ca1c-60e9685b1ae1", "grossValue": 511875, "homeNotional": 0.15371881281778407, "foreignNotional": 60.52678254700248}, {"timestamp": "2020-08-10T21:12:57.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "68084f77-9b29-62de-bf64-7f991dc189e2", "grossValue": 16891875, "homeNotional": 5.0727208229868745, "foreignNotional": 1997.383824051082}, {"timestamp": "2020-08-10T21:12:57.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb62c750-7a31-6991-3eed-a2e1f62478fd", "grossValue": 1968750, "homeNotional": 0.5912262031453234, "foreignNotional": 232.79531748847108}, {"timestamp": "2020-08-10T21:12:57.825Z", "symbol": "ETHUSD", "side": "Sell", "size": 320, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "09127ff5-f722-12b0-247c-dee1daac60e7", "grossValue": 12600000, "homeNotional": 3.7838477001300697, "foreignNotional": 1489.890031926215}]} 2020-08-11 00:12:57 DEBUG: message ignored 2020-08-11 00:12:57 DEBUG: check clearing time needed clearing_process_timer=657.929715 2020-08-11 00:12:57 DEBUG: check init order needed init_order_process_timer=757.93 2020-08-11 00:12:58 DEBUG: check clearing time needed clearing_process_timer=658.9312 2020-08-11 00:12:58 DEBUG: check init order needed init_order_process_timer=758.931531 2020-08-11 00:12:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:12:59.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 393.8, "tickDirection": "PlusTick", "trdMatchID": "1d538838-7d0c-78d3-e42b-1b5cae125d6e", "grossValue": 1969000, "homeNotional": 0.5912262031453234, "foreignNotional": 232.82487879862836}, {"timestamp": "2020-08-10T21:12:59.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "6e761ac8-811b-ebf0-d7fe-4371bd7462ac", "grossValue": 39380, "homeNotional": 0.011824524062906468, "foreignNotional": 4.656497575972567}, {"timestamp": "2020-08-10T21:12:59.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e6f1614-70a8-44fe-8061-389543a66643", "grossValue": 2953500, "homeNotional": 0.8868393047179851, "foreignNotional": 349.23731819794256}, {"timestamp": "2020-08-10T21:12:59.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 136, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "b7610359-dac0-4058-f6fa-7664d7e52ec6", "grossValue": 5355680, "homeNotional": 1.6081352725552795, "foreignNotional": 633.2836703322691}, {"timestamp": "2020-08-10T21:12:59.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 99, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "1de28961-30d6-fc80-1a4d-61def46e8b0e", "grossValue": 3898620, "homeNotional": 1.1706278822277403, "foreignNotional": 460.99326002128413}]} 2020-08-11 00:12:59 DEBUG: message ignored 2020-08-11 00:12:59 DEBUG: check clearing time needed clearing_process_timer=659.9328 2020-08-11 00:12:59 DEBUG: check init order needed init_order_process_timer=759.933179 2020-08-11 00:13:00 DEBUG: check clearing time needed clearing_process_timer=660.934445 2020-08-11 00:13:00 DEBUG: check init order needed init_order_process_timer=760.93478 2020-08-11 00:13:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:01.155Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 393.85, "tickDirection": "PlusTick", "trdMatchID": "01bd7c39-438e-d27c-d9fa-8f72e2e010b3", "grossValue": 118155, "homeNotional": 0.03544842254519674, "foreignNotional": 13.961361219425736}]} 2020-08-11 00:13:01 DEBUG: message ignored 2020-08-11 00:13:01 DEBUG: check clearing time needed clearing_process_timer=661.936911 2020-08-11 00:13:01 DEBUG: check init order needed init_order_process_timer=761.941903 2020-08-11 00:13:02 DEBUG: check clearing time needed clearing_process_timer=662.943232 2020-08-11 00:13:02 DEBUG: check init order needed init_order_process_timer=762.945337 2020-08-11 00:13:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:03.220Z", "symbol": "ETHUSD", "side": "Buy", "size": 27, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "67fa6f84-708b-93fc-c677-ff922cb81149", "grossValue": 1063395, "homeNotional": 0.31903580290677064, "foreignNotional": 125.65225097483162}, {"timestamp": "2020-08-10T21:13:03.220Z", "symbol": "ETHUSD", "side": "Buy", "size": 153, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "a5b6e5da-2564-24c1-ba9b-3ef3a1a16111", "grossValue": 6025905, "homeNotional": 1.8078695498050337, "foreignNotional": 712.0294221907125}]} 2020-08-11 00:13:03 DEBUG: message ignored 2020-08-11 00:13:03 DEBUG: check clearing time needed clearing_process_timer=663.946612 2020-08-11 00:13:03 DEBUG: check init order needed init_order_process_timer=763.946894 2020-08-11 00:13:04 DEBUG: check clearing time needed clearing_process_timer=664.948112 2020-08-11 00:13:04 DEBUG: check init order needed init_order_process_timer=764.948451 2020-08-11 00:13:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:05.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 18, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "09b57725-fb0e-79c7-2982-c3f5ede680ed", "grossValue": 708930, "homeNotional": 0.21269053527118043, "foreignNotional": 83.76816731655441}, {"timestamp": "2020-08-10T21:13:05.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 182, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf1b22f4-1d8a-ebc7-b31e-1ab9dfaf70fc", "grossValue": 7168070, "homeNotional": 2.150537634408602, "foreignNotional": 846.989247311828}]} 2020-08-11 00:13:05 DEBUG: message ignored 2020-08-11 00:13:05 DEBUG: check clearing time needed clearing_process_timer=665.949692 2020-08-11 00:13:05 DEBUG: check init order needed init_order_process_timer=765.949971 2020-08-11 00:13:06 DEBUG: check clearing time needed clearing_process_timer=666.951151 2020-08-11 00:13:06 DEBUG: check init order needed init_order_process_timer=766.951497 2020-08-11 00:13:07 DEBUG: check clearing time needed clearing_process_timer=667.952721 2020-08-11 00:13:07 DEBUG: check init order needed init_order_process_timer=767.953097 2020-08-11 00:13:08 DEBUG: check clearing time needed clearing_process_timer=668.954286 2020-08-11 00:13:08 DEBUG: check init order needed init_order_process_timer=768.95457 2020-08-11 00:13:09 DEBUG: check clearing time needed clearing_process_timer=669.955748 2020-08-11 00:13:09 DEBUG: check init order needed init_order_process_timer=769.95603 2020-08-11 00:13:10 DEBUG: check clearing time needed clearing_process_timer=670.957217 2020-08-11 00:13:10 DEBUG: check init order needed init_order_process_timer=770.957558 2020-08-11 00:13:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:11.401Z", "symbol": "ETHUSD", "side": "Buy", "size": 132, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "1cd23591-156d-72a8-450e-ab888671289d", "grossValue": 5198820, "homeNotional": 1.5597305919886566, "foreignNotional": 614.2998936547324}, {"timestamp": "2020-08-10T21:13:11.401Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "cb218042-9e30-279f-a86e-825cda91196b", "grossValue": 315120, "homeNotional": 0.0945291267871913, "foreignNotional": 37.235023041474655}]} 2020-08-11 00:13:11 DEBUG: message ignored 2020-08-11 00:13:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:11.561Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "96d06c7b-4e33-3ae2-aa95-69af374fae81", "grossValue": 39395000, "homeNotional": 11.816140848398913, "foreignNotional": 4654.968687226752}]} 2020-08-11 00:13:11 DEBUG: message ignored 2020-08-11 00:13:11 DEBUG: check clearing time needed clearing_process_timer=671.958742 2020-08-11 00:13:11 DEBUG: check init order needed init_order_process_timer=771.959025 2020-08-11 00:13:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:11.966Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "087544f2-c6c3-d8a8-0472-414905efe8fa", "grossValue": 3939000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.4377880184332}]} 2020-08-11 00:13:11 DEBUG: message ignored 2020-08-11 00:13:12 DEBUG: check clearing time needed clearing_process_timer=672.960197 2020-08-11 00:13:12 DEBUG: check init order needed init_order_process_timer=772.960463 2020-08-11 00:13:13 DEBUG: check clearing time needed clearing_process_timer=673.961695 2020-08-11 00:13:13 DEBUG: check init order needed init_order_process_timer=773.962005 2020-08-11 00:13:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:14.065Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "8e5dcec2-df39-8217-6229-363285ca6905", "grossValue": 3939000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.4377880184332}]} 2020-08-11 00:13:14 DEBUG: message ignored 2020-08-11 00:13:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:14.209Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "0aa24b39-baa2-3eb7-a1e2-bf280105b58d", "grossValue": 984875, "homeNotional": 0.2954035212099728, "foreignNotional": 116.3742171806688}]} 2020-08-11 00:13:14 DEBUG: message ignored 2020-08-11 00:13:14 DEBUG: check clearing time needed clearing_process_timer=674.963214 2020-08-11 00:13:14 DEBUG: check init order needed init_order_process_timer=774.963585 2020-08-11 00:13:15 DEBUG: check clearing time needed clearing_process_timer=675.964824 2020-08-11 00:13:15 DEBUG: check init order needed init_order_process_timer=775.96517 2020-08-11 00:13:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:16.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394, "tickDirection": "PlusTick", "trdMatchID": "88ccf95e-a228-8407-cd36-b78a39394cd9", "grossValue": 1182000, "homeNotional": 0.3544842254519674, "foreignNotional": 139.66678482807515}, {"timestamp": "2020-08-10T21:13:16.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 394.05, "tickDirection": "PlusTick", "trdMatchID": "dd866b2e-c7a2-77b4-3a6d-fe0ed52afb6b", "grossValue": 15762000, "homeNotional": 4.726456339359565, "foreignNotional": 1862.4601205246367}, {"timestamp": "2020-08-10T21:13:16.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "90be6882-c3f8-9139-4643-0976336e2a9a", "grossValue": 15764000, "homeNotional": 4.726456339359565, "foreignNotional": 1862.6964433416047}, {"timestamp": "2020-08-10T21:13:16.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "6a74cf1d-647b-de00-3907-df4bb4f9f48e", "grossValue": 19705000, "homeNotional": 5.908070424199456, "foreignNotional": 2328.370554177006}, {"timestamp": "2020-08-10T21:13:16.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "3b42e00c-0519-8498-c141-67d52f5947cd", "grossValue": 15766000, "homeNotional": 4.726456339359565, "foreignNotional": 1862.9327661585726}, {"timestamp": "2020-08-10T21:13:16.034Z", "symbol": "ETHUSD", "side": "Buy", "size": 270, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "bfca809a-2eae-4cd2-0f3a-5358876eac60", "grossValue": 10642050, "homeNotional": 3.1903580290677063, "foreignNotional": 1257.4796171570365}]} 2020-08-11 00:13:16 DEBUG: message ignored 2020-08-11 00:13:16 DEBUG: check clearing time needed clearing_process_timer=676.966369 2020-08-11 00:13:16 DEBUG: check init order needed init_order_process_timer=776.966653 2020-08-11 00:13:17 DEBUG: check clearing time needed clearing_process_timer=677.967835 2020-08-11 00:13:17 DEBUG: check init order needed init_order_process_timer=777.968141 2020-08-11 00:13:18 DEBUG: check clearing time needed clearing_process_timer=678.96931 2020-08-11 00:13:18 DEBUG: check init order needed init_order_process_timer=778.969606 2020-08-11 00:13:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:19.338Z", "symbol": "ETHUSD", "side": "Buy", "size": 3055, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "d78cf36a-29d6-b3a2-7e49-bfa732a61e99", "grossValue": 120397550, "homeNotional": 36.09831029185868, "foreignNotional": 14226.344086021505}, {"timestamp": "2020-08-10T21:13:19.338Z", "symbol": "ETHUSD", "side": "Buy", "size": 9, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "cfafee0b-55b8-fe1a-d908-e9f8714cca36", "grossValue": 354690, "homeNotional": 0.10634526763559021, "foreignNotional": 41.9106699751861}, {"timestamp": "2020-08-10T21:13:19.338Z", "symbol": "ETHUSD", "side": "Buy", "size": 6936, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "becb43a5-5eb4-6397-5549-d4241a5a5ab0", "grossValue": 273347760, "homeNotional": 81.95675292449486, "foreignNotional": 32299.156327543424}]} 2020-08-11 00:13:19 DEBUG: message ignored 2020-08-11 00:13:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4b0b732e-4e33-af17-7a5f-fb4037404fe4", "grossValue": 19705000, "homeNotional": 5.908070424199456, "foreignNotional": 2328.370554177006}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "69350e39-7378-88c7-9b24-f77685f3dd2b", "grossValue": 1182450, "homeNotional": 0.3544842254519674, "foreignNotional": 139.71995746189293}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9d81c190-f2b1-e707-39eb-677faf48b435", "grossValue": 2364900, "homeNotional": 0.7089684509039348, "foreignNotional": 279.43991492378586}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bd1b28e-66fd-4dc5-5b4d-138d095417fc", "grossValue": 2364900, "homeNotional": 0.7089684509039348, "foreignNotional": 279.43991492378586}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 397, "price": 394.2, "tickDirection": "PlusTick", "trdMatchID": "0fce03a5-c495-6fec-d89d-9cc6a28c5bbb", "grossValue": 15649740, "homeNotional": 4.691007916814368, "foreignNotional": 1849.195320808224}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "fa695c78-c0a0-6c87-1bd9-318f96667d97", "grossValue": 78840000, "homeNotional": 23.632281696797826, "foreignNotional": 9315.845444877703}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "814e0bc3-7dea-f784-9f8a-55e7170cdefc", "grossValue": 1773900, "homeNotional": 0.5317263381779511, "foreignNotional": 209.60652250974832}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "43378c19-429a-11c9-cd4f-62166e289ebf", "grossValue": 78850000, "homeNotional": 23.632281696797826, "foreignNotional": 9317.027058962543}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bcc6e84-8a64-359d-3c5f-71955d460734", "grossValue": 19712500, "homeNotional": 5.908070424199456, "foreignNotional": 2329.256764740636}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "38852c9b-d304-6582-8758-f5a283950bf0", "grossValue": 3942500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.85135294812716}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "40a36f00-10ad-f024-d6a1-af2668469d62", "grossValue": 3942500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.85135294812716}, {"timestamp": "2020-08-10T21:13:19.386Z", "symbol": "ETHUSD", "side": "Buy", "size": 874, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "f39c37d8-4691-2fd6-fbb4-3ec35658406d", "grossValue": 34457450, "homeNotional": 10.327307101500649, "foreignNotional": 4071.5408247666314}]} 2020-08-11 00:13:19 DEBUG: message ignored 2020-08-11 00:13:19 DEBUG: check clearing time needed clearing_process_timer=679.970854 2020-08-11 00:13:19 DEBUG: check init order needed init_order_process_timer=779.971132 2020-08-11 00:13:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:20.621Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.15, "tickDirection": "MinusTick", "trdMatchID": "d86ead88-a8c7-40bd-f172-59ec2608426b", "grossValue": 39415, "homeNotional": 0.011816140848398913, "foreignNotional": 4.657331915396432}]} 2020-08-11 00:13:20 DEBUG: message ignored 2020-08-11 00:13:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:20.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "5cce3fe8-85cc-22ce-3d80-f42e3cf95cf6", "grossValue": 78820, "homeNotional": 0.023632281696797826, "foreignNotional": 9.313482216708023}]} 2020-08-11 00:13:20 DEBUG: message ignored 2020-08-11 00:13:20 DEBUG: check clearing time needed clearing_process_timer=680.972316 2020-08-11 00:13:20 DEBUG: check init order needed init_order_process_timer=780.972572 2020-08-11 00:13:21 DEBUG: check clearing time needed clearing_process_timer=681.97376 2020-08-11 00:13:21 DEBUG: check init order needed init_order_process_timer=781.974017 2020-08-11 00:13:22 DEBUG: check clearing time needed clearing_process_timer=682.975193 2020-08-11 00:13:22 DEBUG: check init order needed init_order_process_timer=782.975494 2020-08-11 00:13:23 DEBUG: check clearing time needed clearing_process_timer=683.976734 2020-08-11 00:13:23 DEBUG: check init order needed init_order_process_timer=783.977073 2020-08-11 00:13:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:24.246Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "49de29fd-c7a1-f762-3d35-1e167f7d222a", "grossValue": 118245, "homeNotional": 0.03544842254519674, "foreignNotional": 13.971995746189295}]} 2020-08-11 00:13:24 DEBUG: message ignored 2020-08-11 00:13:24 DEBUG: check clearing time needed clearing_process_timer=684.978295 2020-08-11 00:13:24 DEBUG: check init order needed init_order_process_timer=784.978533 2020-08-11 00:13:25 DEBUG: check clearing time needed clearing_process_timer=685.97972 2020-08-11 00:13:25 DEBUG: check init order needed init_order_process_timer=785.980027 2020-08-11 00:13:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:26.607Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "23895196-f18b-fe74-fac6-f9308fb02068", "grossValue": 78830, "homeNotional": 0.023632281696797826, "foreignNotional": 9.314663830792863}]} 2020-08-11 00:13:26 DEBUG: message ignored 2020-08-11 00:13:26 DEBUG: check clearing time needed clearing_process_timer=686.981068 2020-08-11 00:13:26 DEBUG: check init order needed init_order_process_timer=786.981296 2020-08-11 00:13:27 DEBUG: check clearing time needed clearing_process_timer=687.982465 2020-08-11 00:13:27 DEBUG: check init order needed init_order_process_timer=787.982749 2020-08-11 00:13:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:28.236Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.2, "tickDirection": "PlusTick", "trdMatchID": "03021a19-a1a9-6221-dd08-5bdfa76127df", "grossValue": 78840000, "homeNotional": 23.632281696797826, "foreignNotional": 9315.845444877703}]} 2020-08-11 00:13:28 DEBUG: message ignored 2020-08-11 00:13:28 DEBUG: check clearing time needed clearing_process_timer=688.983939 2020-08-11 00:13:28 DEBUG: check init order needed init_order_process_timer=788.984175 2020-08-11 00:13:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:28.991Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394.15, "tickDirection": "MinusTick", "trdMatchID": "e5df6f55-cdad-15ed-8e9b-ce3d1ca03bbf", "grossValue": 315320, "homeNotional": 0.0945291267871913, "foreignNotional": 37.25865532317145}]} 2020-08-11 00:13:29 DEBUG: message ignored 2020-08-11 00:13:29 DEBUG: check clearing time needed clearing_process_timer=689.985362 2020-08-11 00:13:29 DEBUG: check init order needed init_order_process_timer=789.985593 2020-08-11 00:13:30 DEBUG: check clearing time needed clearing_process_timer=690.986782 2020-08-11 00:13:30 DEBUG: check init order needed init_order_process_timer=790.98704 2020-08-11 00:13:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:31.368Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "1501ba02-9947-ea19-1c36-84426aa4c296", "grossValue": 315320, "homeNotional": 0.09462976105985332, "foreignNotional": 37.29832032174119}]} 2020-08-11 00:13:31 DEBUG: message ignored 2020-08-11 00:13:31 DEBUG: check clearing time needed clearing_process_timer=691.988252 2020-08-11 00:13:31 DEBUG: check init order needed init_order_process_timer=791.988585 2020-08-11 00:13:32 DEBUG: check clearing time needed clearing_process_timer=692.989852 2020-08-11 00:13:32 DEBUG: check init order needed init_order_process_timer=792.990187 2020-08-11 00:13:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:33.756Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "82ed5f68-96ee-69c1-1bd4-f19ef7ebf32d", "grossValue": 39415, "homeNotional": 0.011828720132481665, "foreignNotional": 4.662290040217648}]} 2020-08-11 00:13:33 DEBUG: message ignored 2020-08-11 00:13:33 DEBUG: check clearing time needed clearing_process_timer=693.99137 2020-08-11 00:13:33 DEBUG: check init order needed init_order_process_timer=793.991651 2020-08-11 00:13:34 DEBUG: check clearing time needed clearing_process_timer=694.992821 2020-08-11 00:13:34 DEBUG: check init order needed init_order_process_timer=794.993119 2020-08-11 00:13:35 DEBUG: check clearing time needed clearing_process_timer=695.994288 2020-08-11 00:13:35 DEBUG: check init order needed init_order_process_timer=795.994537 2020-08-11 00:13:36 DEBUG: check clearing time needed clearing_process_timer=696.99571 2020-08-11 00:13:36 DEBUG: check init order needed init_order_process_timer=796.995986 2020-08-11 00:13:37 DEBUG: check clearing time needed clearing_process_timer=697.997169 2020-08-11 00:13:37 DEBUG: check init order needed init_order_process_timer=797.997449 2020-08-11 00:13:38 DEBUG: check clearing time needed clearing_process_timer=698.998623 2020-08-11 00:13:38 DEBUG: check init order needed init_order_process_timer=798.998972 2020-08-11 00:13:40 DEBUG: check clearing time needed clearing_process_timer=700.000231 2020-08-11 00:13:40 DEBUG: check init order needed init_order_process_timer=800.000538 2020-08-11 00:13:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 7900, "price": 394.2, "tickDirection": "PlusTick", "trdMatchID": "5f2807e8-71a3-0b76-6604-661dc4706db1", "grossValue": 311418000, "homeNotional": 93.44688904660515, "foreignNotional": 36836.763662171754}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 5, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "75d64a26-8821-70b8-67e5-89bb65e33b63", "grossValue": 197100, "homeNotional": 0.05914360066240833, "foreignNotional": 23.314407381121363}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 6000, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "91ecfd4c-c4d1-bf1b-3966-c5fc6dc1738c", "grossValue": 236520000, "homeNotional": 70.97232079489, "foreignNotional": 27977.288857345637}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "235cc1d9-1092-632f-4e1e-719a7ef41403", "grossValue": 39420, "homeNotional": 0.011828720132481665, "foreignNotional": 4.662881476224273}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b2e353da-c616-c73d-6a80-c7c16123788d", "grossValue": 39420, "homeNotional": 0.011828720132481665, "foreignNotional": 4.662881476224273}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "95b787f3-4726-2c22-9c92-6c4d43839394", "grossValue": 78840000, "homeNotional": 23.65744026496333, "foreignNotional": 9325.762952448546}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 81, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "347ff7cb-4d1c-1eec-0009-5c2bc6d7ee0d", "grossValue": 3193020, "homeNotional": 0.9581263307310149, "foreignNotional": 377.69339957416605}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "589414af-c3a6-0f17-ae97-ea472d28fc2b", "grossValue": 3942000, "homeNotional": 1.1828720132481665, "foreignNotional": 466.28814762242723}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "b905edf2-d96a-040c-62bb-adb6f877bc43", "grossValue": 59130000, "homeNotional": 17.7430801987225, "foreignNotional": 6994.322214336409}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "f78028ef-23f8-9dbd-5b40-4d9c97428bd6", "grossValue": 59130000, "homeNotional": 17.7430801987225, "foreignNotional": 6994.322214336409}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 2200, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd2a2e87-5ae5-e4ca-e553-c5c38e14408e", "grossValue": 86724000, "homeNotional": 26.023184291459664, "foreignNotional": 10258.3392476934}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 289, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b57afc6-1599-053e-92ac-21b0ab0385f0", "grossValue": 11392380, "homeNotional": 3.4185001182872012, "foreignNotional": 1347.5727466288147}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "d616e7d9-e2a7-6cd7-e548-3796ac931406", "grossValue": 98550000, "homeNotional": 29.571800331204162, "foreignNotional": 11657.203690560682}, {"timestamp": "2020-08-10T21:13:40.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 5923, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "c541f112-1f94-4758-c0d5-ce2fae744aad", "grossValue": 233484660, "homeNotional": 70.0615093446889, "foreignNotional": 27618.246983676367}]} 2020-08-11 00:13:40 DEBUG: message ignored 2020-08-11 00:13:41 DEBUG: check clearing time needed clearing_process_timer=701.001102 2020-08-11 00:13:41 DEBUG: check init order needed init_order_process_timer=801.00142 2020-08-11 00:13:42 DEBUG: check clearing time needed clearing_process_timer=702.002617 2020-08-11 00:13:42 DEBUG: check init order needed init_order_process_timer=802.00289 2020-08-11 00:13:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:42.822Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "eaf699d1-eb60-8d0b-41cf-1183eea47d58", "grossValue": 39420, "homeNotional": 0.011828720132481665, "foreignNotional": 4.662881476224273}]} 2020-08-11 00:13:42 DEBUG: message ignored 2020-08-11 00:13:43 DEBUG: check clearing time needed clearing_process_timer=703.004107 2020-08-11 00:13:43 DEBUG: check init order needed init_order_process_timer=803.004402 2020-08-11 00:13:44 DEBUG: check clearing time needed clearing_process_timer=704.00561 2020-08-11 00:13:44 DEBUG: check init order needed init_order_process_timer=804.005972 2020-08-11 00:13:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 84, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "90ad7156-6ce2-5328-6b79-ce6aa0713dc5", "grossValue": 3311280, "homeNotional": 0.99361249112846, "foreignNotional": 391.6820440028389}, {"timestamp": "2020-08-10T21:13:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "59634472-0581-278d-d9ca-74153fdd345c", "grossValue": 39420, "homeNotional": 0.011828720132481665, "foreignNotional": 4.662881476224273}, {"timestamp": "2020-08-10T21:13:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "66956e1d-a4d0-2126-4834-2344ce3fddb7", "grossValue": 39420, "homeNotional": 0.011828720132481665, "foreignNotional": 4.662881476224273}, {"timestamp": "2020-08-10T21:13:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.2, "tickDirection": "ZeroPlusTick", "trdMatchID": "bc5214e0-4654-eb8f-9990-cab5f51c0981", "grossValue": 78840000, "homeNotional": 23.65744026496333, "foreignNotional": 9325.762952448546}, {"timestamp": "2020-08-10T21:13:44.055Z", "symbol": "ETHUSD", "side": "Buy", "size": 1414, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "47323d63-2428-cf4c-0f71-e228b6790610", "grossValue": 55746950, "homeNotional": 16.725810267329074, "foreignNotional": 6594.150697894488}]} 2020-08-11 00:13:44 DEBUG: message ignored 2020-08-11 00:13:45 DEBUG: check clearing time needed clearing_process_timer=705.007226 2020-08-11 00:13:45 DEBUG: check init order needed init_order_process_timer=805.007515 2020-08-11 00:13:46 DEBUG: check clearing time needed clearing_process_timer=706.008706 2020-08-11 00:13:46 DEBUG: check init order needed init_order_process_timer=806.008997 2020-08-11 00:13:47 DEBUG: check clearing time needed clearing_process_timer=707.010254 2020-08-11 00:13:47 DEBUG: check init order needed init_order_process_timer=807.010509 2020-08-11 00:13:48 DEBUG: check clearing time needed clearing_process_timer=708.011708 2020-08-11 00:13:48 DEBUG: check init order needed init_order_process_timer=808.012005 2020-08-11 00:13:49 DEBUG: check clearing time needed clearing_process_timer=709.013229 2020-08-11 00:13:49 DEBUG: check init order needed init_order_process_timer=809.013493 2020-08-11 00:13:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:49.091Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "e67fb220-2c07-c69f-e168-a7fa484e9f18", "grossValue": 39425000, "homeNotional": 11.828720132481665, "foreignNotional": 4663.472912230896}]} 2020-08-11 00:13:49 DEBUG: message ignored 2020-08-11 00:13:50 DEBUG: check clearing time needed clearing_process_timer=710.01468 2020-08-11 00:13:50 DEBUG: check init order needed init_order_process_timer=810.014947 2020-08-11 00:13:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:50.135Z", "symbol": "ETHUSD", "side": "Buy", "size": 40000, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "f80a2b2b-ef5a-a374-b3c7-359fe972885e", "grossValue": 1577000000, "homeNotional": 473.1488052992666, "foreignNotional": 186538.91648923585}]} 2020-08-11 00:13:50 DEBUG: message ignored 2020-08-11 00:13:51 DEBUG: check clearing time needed clearing_process_timer=711.016161 2020-08-11 00:13:51 DEBUG: check init order needed init_order_process_timer=811.016444 2020-08-11 00:13:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:51.125Z", "symbol": "ETHUSD", "side": "Buy", "size": 9000, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "b942fed5-9377-02c2-43a2-882bc72739c8", "grossValue": 354825000, "homeNotional": 106.45848119233499, "foreignNotional": 41971.25621007807}]} 2020-08-11 00:13:51 DEBUG: message ignored 2020-08-11 00:13:52 DEBUG: check clearing time needed clearing_process_timer=712.017082 2020-08-11 00:13:52 DEBUG: check init order needed init_order_process_timer=812.017419 2020-08-11 00:13:53 DEBUG: check clearing time needed clearing_process_timer=713.018663 2020-08-11 00:13:53 DEBUG: check init order needed init_order_process_timer=813.018929 2020-08-11 00:13:54 DEBUG: check clearing time needed clearing_process_timer=714.02018 2020-08-11 00:13:54 DEBUG: check init order needed init_order_process_timer=814.020469 2020-08-11 00:13:55 DEBUG: check clearing time needed clearing_process_timer=715.021696 2020-08-11 00:13:55 DEBUG: check init order needed init_order_process_timer=815.021969 2020-08-11 00:13:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:55.606Z", "symbol": "ETHUSD", "side": "Sell", "size": 620, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "15bcff62-49be-0545-78a0-e556c329dc9a", "grossValue": 24440400, "homeNotional": 7.333806482138632, "foreignNotional": 2890.986515259049}, {"timestamp": "2020-08-10T21:13:55.606Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "038b4075-684e-9b6e-ae16-b7cfe9bf7360", "grossValue": 9855000, "homeNotional": 2.9571800331204163, "foreignNotional": 1165.7203690560682}]} 2020-08-11 00:13:55 DEBUG: message ignored 2020-08-11 00:13:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:55.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "3bad5b30-3864-af0a-14d1-0eedc6e9c420", "grossValue": 39425, "homeNotional": 0.011828720132481665, "foreignNotional": 4.663472912230897}]} 2020-08-11 00:13:56 DEBUG: message ignored 2020-08-11 00:13:56 DEBUG: check clearing time needed clearing_process_timer=716.023146 2020-08-11 00:13:56 DEBUG: check init order needed init_order_process_timer=816.023381 2020-08-11 00:13:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.3, "tickDirection": "PlusTick", "trdMatchID": "54c2a47a-09ce-67fb-2f0e-6d52478186ac", "grossValue": 1182900, "homeNotional": 0.35486160397445, "foreignNotional": 139.92193044712562}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 600, "price": 394.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "15d47551-1128-4f9a-9065-5ae80128f543", "grossValue": 23658000, "homeNotional": 7.097232079488999, "foreignNotional": 2798.4386089425125}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 394.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "35e28f32-8c39-fd52-e181-4a761e2c2a53", "grossValue": 11829000, "homeNotional": 3.5486160397444997, "foreignNotional": 1399.2193044712562}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c21f4fe-dea7-fd00-7332-97470b647e4d", "grossValue": 3943000, "homeNotional": 1.1828720132481665, "foreignNotional": 466.4064348237521}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "4b5310d1-eaa4-46eb-009c-a4554bedfce4", "grossValue": 3943000, "homeNotional": 1.1828720132481665, "foreignNotional": 466.4064348237521}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 394.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "48d4abdb-ac47-4eca-0ea8-e8550f6c472e", "grossValue": 315440, "homeNotional": 0.09462976105985332, "foreignNotional": 37.31251478590016}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.35, "tickDirection": "PlusTick", "trdMatchID": "d80c951b-2e31-383a-e7f5-8770b10f3638", "grossValue": 3943500, "homeNotional": 1.1828720132481665, "foreignNotional": 466.4655784244145}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "da90a0ad-6fe4-5556-78e4-ce9a3d74318f", "grossValue": 3943500, "homeNotional": 1.1828720132481665, "foreignNotional": 466.4655784244145}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "d03f6ca2-edf0-12af-9629-014a0c452b4d", "grossValue": 3943500, "homeNotional": 1.1828720132481665, "foreignNotional": 466.4655784244145}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.35, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ce76200-b658-ba73-5ebc-8117bda93175", "grossValue": 3943500, "homeNotional": 1.1828720132481665, "foreignNotional": 466.4655784244145}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 321, "price": 394.4, "tickDirection": "PlusTick", "trdMatchID": "ccec5bae-5ef6-6ef5-69f2-78ec7abaaa07", "grossValue": 12660240, "homeNotional": 3.7970191625266145, "foreignNotional": 1497.544357700497}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "b4e41f4a-77e3-0adb-00de-e9a0799e208b", "grossValue": 3944000, "homeNotional": 1.1828720132481665, "foreignNotional": 466.52472202507687}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "c9d8e56a-56e0-68f6-6ada-f4ccbd7a13db", "grossValue": 3944000, "homeNotional": 1.1828720132481665, "foreignNotional": 466.52472202507687}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d4568fe-c643-3c54-d764-1fdccd5f3be8", "grossValue": 78880000, "homeNotional": 23.65744026496333, "foreignNotional": 9330.494440501538}, {"timestamp": "2020-08-10T21:13:56.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 5941, "price": 394.45, "tickDirection": "PlusTick", "trdMatchID": "c2195eec-f032-8e55-1392-947cede5f788", "grossValue": 234342745, "homeNotional": 70.27442630707357, "foreignNotional": 27719.74745682517}]} 2020-08-11 00:13:56 DEBUG: message ignored 2020-08-11 00:13:57 DEBUG: check clearing time needed clearing_process_timer=717.024591 2020-08-11 00:13:57 DEBUG: check init order needed init_order_process_timer=817.024861 2020-08-11 00:13:58 DEBUG: check clearing time needed clearing_process_timer=718.026077 2020-08-11 00:13:58 DEBUG: check init order needed init_order_process_timer=818.026414 2020-08-11 00:13:59 DEBUG: check clearing time needed clearing_process_timer=719.027696 2020-08-11 00:13:59 DEBUG: check init order needed init_order_process_timer=819.027967 2020-08-11 00:14:00 DEBUG: check clearing time needed clearing_process_timer=720.029214 2020-08-11 00:14:00 DEBUG: check init order needed init_order_process_timer=820.029558 2020-08-11 00:14:01 DEBUG: check clearing time needed clearing_process_timer=721.030805 2020-08-11 00:14:01 DEBUG: check init order needed init_order_process_timer=821.031076 2020-08-11 00:14:02 DEBUG: check clearing time needed clearing_process_timer=722.032253 2020-08-11 00:14:02 DEBUG: check init order needed init_order_process_timer=822.035538 2020-08-11 00:14:03 DEBUG: check clearing time needed clearing_process_timer=723.038887 2020-08-11 00:14:03 DEBUG: check init order needed init_order_process_timer=823.045238 2020-08-11 00:14:04 DEBUG: check clearing time needed clearing_process_timer=724.046629 2020-08-11 00:14:04 DEBUG: check init order needed init_order_process_timer=824.046889 2020-08-11 00:14:05 DEBUG: check clearing time needed clearing_process_timer=725.048111 2020-08-11 00:14:05 DEBUG: check init order needed init_order_process_timer=825.048492 2020-08-11 00:14:06 DEBUG: check clearing time needed clearing_process_timer=726.049709 2020-08-11 00:14:06 DEBUG: check init order needed init_order_process_timer=826.049967 2020-08-11 00:14:07 DEBUG: check clearing time needed clearing_process_timer=727.051139 2020-08-11 00:14:07 DEBUG: check init order needed init_order_process_timer=827.051429 2020-08-11 00:14:08 DEBUG: check clearing time needed clearing_process_timer=728.052693 2020-08-11 00:14:08 DEBUG: check init order needed init_order_process_timer=828.052943 2020-08-11 00:14:09 DEBUG: check clearing time needed clearing_process_timer=729.054184 2020-08-11 00:14:09 DEBUG: check init order needed init_order_process_timer=829.054439 2020-08-11 00:14:10 DEBUG: check clearing time needed clearing_process_timer=730.055615 2020-08-11 00:14:10 DEBUG: check init order needed init_order_process_timer=830.055895 2020-08-11 00:14:11 DEBUG: check clearing time needed clearing_process_timer=731.057073 2020-08-11 00:14:11 DEBUG: check init order needed init_order_process_timer=831.05731 2020-08-11 00:14:12 DEBUG: check clearing time needed clearing_process_timer=732.058486 2020-08-11 00:14:12 DEBUG: check init order needed init_order_process_timer=832.058781 2020-08-11 00:14:13 DEBUG: check clearing time needed clearing_process_timer=733.059982 2020-08-11 00:14:13 DEBUG: check init order needed init_order_process_timer=833.060297 2020-08-11 00:14:14 DEBUG: check clearing time needed clearing_process_timer=734.061543 2020-08-11 00:14:14 DEBUG: check init order needed init_order_process_timer=834.061908 2020-08-11 00:14:15 DEBUG: check clearing time needed clearing_process_timer=735.063154 2020-08-11 00:14:15 DEBUG: check init order needed init_order_process_timer=835.063443 2020-08-11 00:14:16 DEBUG: check clearing time needed clearing_process_timer=736.064651 2020-08-11 00:14:16 DEBUG: check init order needed init_order_process_timer=836.064906 2020-08-11 00:14:17 DEBUG: check clearing time needed clearing_process_timer=737.066126 2020-08-11 00:14:17 DEBUG: check init order needed init_order_process_timer=837.066455 2020-08-11 00:14:18 DEBUG: check clearing time needed clearing_process_timer=738.067699 2020-08-11 00:14:18 DEBUG: check init order needed init_order_process_timer=838.068001 2020-08-11 00:14:19 DEBUG: check clearing time needed clearing_process_timer=739.069184 2020-08-11 00:14:19 DEBUG: check init order needed init_order_process_timer=839.06946 2020-08-11 00:14:20 DEBUG: check clearing time needed clearing_process_timer=740.070646 2020-08-11 00:14:20 DEBUG: check init order needed init_order_process_timer=840.070934 2020-08-11 00:14:21 DEBUG: check clearing time needed clearing_process_timer=741.072105 2020-08-11 00:14:21 DEBUG: check init order needed init_order_process_timer=841.072465 2020-08-11 00:14:22 DEBUG: check clearing time needed clearing_process_timer=742.073701 2020-08-11 00:14:22 DEBUG: check init order needed init_order_process_timer=842.073997 2020-08-11 00:14:23 DEBUG: check clearing time needed clearing_process_timer=743.075218 2020-08-11 00:14:23 DEBUG: check init order needed init_order_process_timer=843.075498 2020-08-11 00:14:24 DEBUG: check clearing time needed clearing_process_timer=744.076696 2020-08-11 00:14:24 DEBUG: check init order needed init_order_process_timer=844.076964 2020-08-11 00:14:25 DEBUG: check clearing time needed clearing_process_timer=745.078221 2020-08-11 00:14:25 DEBUG: check init order needed init_order_process_timer=845.078513 2020-08-11 00:14:26 DEBUG: check clearing time needed clearing_process_timer=746.079726 2020-08-11 00:14:26 DEBUG: check init order needed init_order_process_timer=846.080013 2020-08-11 00:14:27 DEBUG: check clearing time needed clearing_process_timer=747.081266 2020-08-11 00:14:27 DEBUG: check init order needed init_order_process_timer=847.081601 2020-08-11 00:14:28 DEBUG: check clearing time needed clearing_process_timer=748.082883 2020-08-11 00:14:28 DEBUG: check init order needed init_order_process_timer=848.083153 2020-08-11 00:14:29 DEBUG: check clearing time needed clearing_process_timer=749.084343 2020-08-11 00:14:29 DEBUG: check init order needed init_order_process_timer=849.084621 2020-08-11 00:14:30 DEBUG: check clearing time needed clearing_process_timer=750.085837 2020-08-11 00:14:30 DEBUG: check init order needed init_order_process_timer=850.086103 2020-08-11 00:14:31 DEBUG: check clearing time needed clearing_process_timer=751.087303 2020-08-11 00:14:31 DEBUG: check init order needed init_order_process_timer=851.087573 2020-08-11 00:14:32 DEBUG: check clearing time needed clearing_process_timer=752.088748 2020-08-11 00:14:32 DEBUG: check init order needed init_order_process_timer=852.089006 2020-08-11 00:14:33 DEBUG: check clearing time needed clearing_process_timer=753.090273 2020-08-11 00:14:33 DEBUG: check init order needed init_order_process_timer=853.090545 2020-08-11 00:14:34 DEBUG: check clearing time needed clearing_process_timer=754.091758 2020-08-11 00:14:34 DEBUG: check init order needed init_order_process_timer=854.092021 2020-08-11 00:14:35 DEBUG: check clearing time needed clearing_process_timer=755.093067 2020-08-11 00:14:35 DEBUG: check init order needed init_order_process_timer=855.093345 2020-08-11 00:14:36 DEBUG: check clearing time needed clearing_process_timer=756.09455 2020-08-11 00:14:36 DEBUG: check init order needed init_order_process_timer=856.094841 2020-08-11 00:14:37 DEBUG: check clearing time needed clearing_process_timer=757.096052 2020-08-11 00:14:37 DEBUG: check init order needed init_order_process_timer=857.096416 2020-08-11 00:14:38 DEBUG: check clearing time needed clearing_process_timer=758.097669 2020-08-11 00:14:38 DEBUG: check init order needed init_order_process_timer=858.097957 2020-08-11 00:14:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:38.198Z", "symbol": "ETHUSD", "side": "Sell", "size": 266, "price": 394.35, "tickDirection": "MinusTick", "trdMatchID": "32a209f0-8691-d6b6-6c4a-2de5b8f198b6", "grossValue": 10489710, "homeNotional": 3.146811782799006, "foreignNotional": 1240.945226546788}, {"timestamp": "2020-08-10T21:14:38.198Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f0ed9fe5-633d-3705-4a82-1795fc036019", "grossValue": 5915250, "homeNotional": 1.7745179226310186, "foreignNotional": 699.7811427895422}, {"timestamp": "2020-08-10T21:14:38.198Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "894a7abc-e8c1-5afc-f81c-3b8bc2128dd9", "grossValue": 1380225, "homeNotional": 0.41405418194723764, "foreignNotional": 163.28226665089318}, {"timestamp": "2020-08-10T21:14:38.198Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "95f05fd9-b6f1-af12-f38e-669453606048", "grossValue": 3943500, "homeNotional": 1.1830119484206791, "foreignNotional": 466.5207618596948}]} 2020-08-11 00:14:38 DEBUG: message ignored 2020-08-11 00:14:39 DEBUG: check clearing time needed clearing_process_timer=759.099144 2020-08-11 00:14:39 DEBUG: check init order needed init_order_process_timer=859.099446 2020-08-11 00:14:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:39.235Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.3, "tickDirection": "MinusTick", "trdMatchID": "e98b9945-e1a2-4110-bd92-ec61ccb5f7f2", "grossValue": 1971500, "homeNotional": 0.5915059742103396, "foreignNotional": 233.2308056311369}]} 2020-08-11 00:14:39 DEBUG: message ignored 2020-08-11 00:14:40 DEBUG: check clearing time needed clearing_process_timer=760.100669 2020-08-11 00:14:40 DEBUG: check init order needed init_order_process_timer=860.101066 2020-08-11 00:14:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:40.163Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "a4ba7b49-0142-6d55-9319-28831142987b", "grossValue": 78840, "homeNotional": 0.023660238968413582, "foreignNotional": 9.326866201348633}]} 2020-08-11 00:14:40 DEBUG: message ignored 2020-08-11 00:14:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:40.192Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "edee3b99-d4ba-2f16-df9b-b7df00e392be", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:40 DEBUG: message ignored 2020-08-11 00:14:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:40.199Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7ef57a6-f19f-0dae-3823-2a116e7d690c", "grossValue": 512525, "homeNotional": 0.15379155329468827, "foreignNotional": 60.63231988643085}]} 2020-08-11 00:14:40 DEBUG: message ignored 2020-08-11 00:14:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:40.203Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "18e050cc-aacc-2251-acae-33daf6d5af5c", "grossValue": 433675, "homeNotional": 0.1301313143262747, "foreignNotional": 51.3042706731338}]} 2020-08-11 00:14:40 DEBUG: message ignored 2020-08-11 00:14:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:40.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "6afd88aa-533d-9000-8a21-439bf847cc5e", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:40 DEBUG: message ignored 2020-08-11 00:14:41 DEBUG: check clearing time needed clearing_process_timer=761.102299 2020-08-11 00:14:41 DEBUG: check init order needed init_order_process_timer=861.102583 2020-08-11 00:14:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:41.804Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "e27a4b68-ac35-eb72-80ef-388dbde6cbac", "grossValue": 157680, "homeNotional": 0.047320477936827164, "foreignNotional": 18.653732402697266}]} 2020-08-11 00:14:41 DEBUG: message ignored 2020-08-11 00:14:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:41.835Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "a20220fb-4058-c32d-b914-a4020d28156f", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:41 DEBUG: message ignored 2020-08-11 00:14:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:41.838Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "75597c90-4e20-6e47-f284-9f7d7fc0821e", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:41 DEBUG: message ignored 2020-08-11 00:14:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:41.841Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "5dbd4b19-fca8-bcbd-c2ea-60a009976732", "grossValue": 473100, "homeNotional": 0.14196143381048149, "foreignNotional": 55.968295279782325}]} 2020-08-11 00:14:41 DEBUG: message ignored 2020-08-11 00:14:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:41.848Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "264f963e-df20-0463-6d55-f2ff17891c52", "grossValue": 433675, "homeNotional": 0.1301313143262747, "foreignNotional": 51.3042706731338}]} 2020-08-11 00:14:41 DEBUG: message ignored 2020-08-11 00:14:42 DEBUG: check clearing time needed clearing_process_timer=762.10377 2020-08-11 00:14:42 DEBUG: check init order needed init_order_process_timer=862.104107 2020-08-11 00:14:43 DEBUG: check clearing time needed clearing_process_timer=763.105348 2020-08-11 00:14:43 DEBUG: check init order needed init_order_process_timer=863.105619 2020-08-11 00:14:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:44.069Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "19225b42-5590-968b-ed61-f4c5b48fd1bf", "grossValue": 315360, "homeNotional": 0.09464095587365433, "foreignNotional": 37.30746480539453}]} 2020-08-11 00:14:44 DEBUG: message ignored 2020-08-11 00:14:44 DEBUG: check clearing time needed clearing_process_timer=764.106806 2020-08-11 00:14:44 DEBUG: check init order needed init_order_process_timer=864.107165 2020-08-11 00:14:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:44.100Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "4b53a39c-abb7-d6f2-503e-2152728b85c8", "grossValue": 473100, "homeNotional": 0.14196143381048149, "foreignNotional": 55.968295279782325}]} 2020-08-11 00:14:44 DEBUG: message ignored 2020-08-11 00:14:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:44.107Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "28bcdf0f-9def-0816-bd02-3c92e0ca09c7", "grossValue": 512525, "homeNotional": 0.15379155329468827, "foreignNotional": 60.63231988643085}]} 2020-08-11 00:14:44 DEBUG: message ignored 2020-08-11 00:14:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:44.115Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "001d5557-5c10-babe-b74c-8d0bae076c78", "grossValue": 433675, "homeNotional": 0.1301313143262747, "foreignNotional": 51.3042706731338}]} 2020-08-11 00:14:44 DEBUG: message ignored 2020-08-11 00:14:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:44.313Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf757280-72a1-8c1b-fbbf-e154c7ccd36f", "grossValue": 473100, "homeNotional": 0.14196143381048149, "foreignNotional": 55.968295279782325}]} 2020-08-11 00:14:44 DEBUG: message ignored 2020-08-11 00:14:45 DEBUG: check clearing time needed clearing_process_timer=765.10841 2020-08-11 00:14:45 DEBUG: check init order needed init_order_process_timer=865.108747 2020-08-11 00:14:46 DEBUG: check clearing time needed clearing_process_timer=766.109978 2020-08-11 00:14:46 DEBUG: check init order needed init_order_process_timer=866.110245 2020-08-11 00:14:47 DEBUG: check clearing time needed clearing_process_timer=767.111414 2020-08-11 00:14:47 DEBUG: check init order needed init_order_process_timer=867.111659 2020-08-11 00:14:48 DEBUG: check clearing time needed clearing_process_timer=768.112836 2020-08-11 00:14:48 DEBUG: check init order needed init_order_process_timer=868.113148 2020-08-11 00:14:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:49.001Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "f394ad00-bb07-6fa4-59b5-e8e1ef03e984", "grossValue": 1419120, "homeNotional": 0.42588430143144446, "foreignNotional": 167.8835916242754}, {"timestamp": "2020-08-10T21:14:49.001Z", "symbol": "ETHUSD", "side": "Sell", "size": 214, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "7fc60013-c4c2-fa15-c4ab-42aebe7a77a5", "grossValue": 8435880, "homeNotional": 2.5316455696202533, "foreignNotional": 997.9746835443038}]} 2020-08-11 00:14:49 DEBUG: message ignored 2020-08-11 00:14:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:49.079Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "59830c5c-b569-0a86-a3aa-06cef801122c", "grossValue": 473100, "homeNotional": 0.14196143381048149, "foreignNotional": 55.968295279782325}]} 2020-08-11 00:14:49 DEBUG: message ignored 2020-08-11 00:14:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:49.082Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "650b7643-c534-7c5e-b15e-eaa6ce0b464b", "grossValue": 473100, "homeNotional": 0.14196143381048149, "foreignNotional": 55.968295279782325}]} 2020-08-11 00:14:49 DEBUG: message ignored 2020-08-11 00:14:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:49.087Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "97b19fbf-e8cf-4e55-4699-1649fa42258a", "grossValue": 512525, "homeNotional": 0.15379155329468827, "foreignNotional": 60.63231988643085}]} 2020-08-11 00:14:49 DEBUG: message ignored 2020-08-11 00:14:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:49.097Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "566759a6-53f8-2174-5168-5f8f8403797f", "grossValue": 473100, "homeNotional": 0.14196143381048149, "foreignNotional": 55.968295279782325}]} 2020-08-11 00:14:49 DEBUG: message ignored 2020-08-11 00:14:49 DEBUG: check clearing time needed clearing_process_timer=769.114325 2020-08-11 00:14:49 DEBUG: check init order needed init_order_process_timer=869.114435 2020-08-11 00:14:50 DEBUG: check clearing time needed clearing_process_timer=770.115658 2020-08-11 00:14:50 DEBUG: check init order needed init_order_process_timer=870.115897 2020-08-11 00:14:51 DEBUG: check clearing time needed clearing_process_timer=771.117049 2020-08-11 00:14:51 DEBUG: check init order needed init_order_process_timer=871.1173 2020-08-11 00:14:52 DEBUG: check clearing time needed clearing_process_timer=772.118475 2020-08-11 00:14:52 DEBUG: check init order needed init_order_process_timer=872.118748 2020-08-11 00:14:53 DEBUG: check clearing time needed clearing_process_timer=773.119907 2020-08-11 00:14:53 DEBUG: check init order needed init_order_process_timer=873.120142 2020-08-11 00:14:54 DEBUG: check clearing time needed clearing_process_timer=774.121304 2020-08-11 00:14:54 DEBUG: check init order needed init_order_process_timer=874.12158 2020-08-11 00:14:55 DEBUG: check clearing time needed clearing_process_timer=775.12278 2020-08-11 00:14:55 DEBUG: check init order needed init_order_process_timer=875.123103 2020-08-11 00:14:56 DEBUG: check clearing time needed clearing_process_timer=776.123499 2020-08-11 00:14:56 DEBUG: check init order needed init_order_process_timer=876.123766 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.115Z", "symbol": "ETHUSD", "side": "Sell", "size": 691, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "ca9d6a5d-64a0-9402-96a2-6683edfe4a46", "grossValue": 27239220, "homeNotional": 8.174612563586892, "foreignNotional": 3222.432272565953}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.205Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "03a1615b-1a65-9c2a-59e0-886d948dd184", "grossValue": 433675, "homeNotional": 0.1301313143262747, "foreignNotional": 51.3042706731338}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.207Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "56d21e3c-8f7f-32c5-7530-6b2399452026", "grossValue": 433675, "homeNotional": 0.1301313143262747, "foreignNotional": 51.3042706731338}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.210Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "f1c7986d-44a3-ee76-2ad4-70e5f7f5065e", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.214Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "501a3881-5059-f1da-3ad0-bda5a70606c6", "grossValue": 512525, "homeNotional": 0.15379155329468827, "foreignNotional": 60.63231988643085}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "c82a3c47-c24f-ba01-6004-797de8b39a87", "grossValue": 3942000, "homeNotional": 1.1830119484206791, "foreignNotional": 466.3433100674317}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.865Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "acc4d49c-2c84-5495-c48b-ebd78d699f13", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.868Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1b786df-c868-c258-f8a0-a905473a6394", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.871Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "397da55e-a7c3-2c1f-94f0-70befcdb852d", "grossValue": 433675, "homeNotional": 0.1301313143262747, "foreignNotional": 51.3042706731338}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:14:56.892Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bfa38258-ed83-62a4-0935-1fbe0c2d71c7", "grossValue": 394250, "homeNotional": 0.1183011948420679, "foreignNotional": 46.64024606648527}]} 2020-08-11 00:14:56 DEBUG: message ignored 2020-08-11 00:14:57 DEBUG: check clearing time needed clearing_process_timer=777.124519 2020-08-11 00:14:57 DEBUG: check init order needed init_order_process_timer=877.124783 2020-08-11 00:14:58 DEBUG: check clearing time needed clearing_process_timer=778.125986 2020-08-11 00:14:58 DEBUG: check init order needed init_order_process_timer=878.126257 2020-08-11 00:14:59 DEBUG: check clearing time needed clearing_process_timer=779.127446 2020-08-11 00:14:59 DEBUG: check init order needed init_order_process_timer=879.12772 2020-08-11 00:15:00 DEBUG: check clearing time needed clearing_process_timer=780.128887 2020-08-11 00:15:00 DEBUG: check init order needed init_order_process_timer=880.129208 2020-08-11 00:15:01 DEBUG: check clearing time needed clearing_process_timer=781.130433 2020-08-11 00:15:01 DEBUG: check init order needed init_order_process_timer=881.131127 2020-08-11 00:15:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:01.558Z", "symbol": "ETHUSD", "side": "Sell", "size": 733, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "6dce28fb-6963-5f91-82ff-a49ded7f453a", "grossValue": 28894860, "homeNotional": 8.661231241876402, "foreignNotional": 3414.2573555476783}]} 2020-08-11 00:15:01 DEBUG: message ignored 2020-08-11 00:15:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:01.583Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "PlusTick", "trdMatchID": "e0d6f87f-f06b-3f8a-0496-076ce516db8c", "grossValue": 512525, "homeNotional": 0.15360983102918588, "foreignNotional": 60.56067588325653}]} 2020-08-11 00:15:01 DEBUG: message ignored 2020-08-11 00:15:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:01.591Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "78b2e786-9cbf-e7a0-c4b9-d83ae0d95cfd", "grossValue": 433675, "homeNotional": 0.12997754933238803, "foreignNotional": 51.243648824293984}]} 2020-08-11 00:15:01 DEBUG: message ignored 2020-08-11 00:15:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:01.597Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f173c59-9558-9661-ee72-dc98b41648a9", "grossValue": 512525, "homeNotional": 0.15360983102918588, "foreignNotional": 60.56067588325653}]} 2020-08-11 00:15:01 DEBUG: message ignored 2020-08-11 00:15:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:01.600Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "878ae9fc-3042-1640-0cf5-b137ededc08b", "grossValue": 433675, "homeNotional": 0.12997754933238803, "foreignNotional": 51.243648824293984}]} 2020-08-11 00:15:01 DEBUG: message ignored 2020-08-11 00:15:02 DEBUG: check clearing time needed clearing_process_timer=782.133366 2020-08-11 00:15:02 DEBUG: check init order needed init_order_process_timer=882.133812 2020-08-11 00:15:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:02.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 262, "price": 394.2, "tickDirection": "MinusTick", "trdMatchID": "98b49bcc-ec25-be61-5a93-596a8ab2a4e5", "grossValue": 10328040, "homeNotional": 3.095828902280515, "foreignNotional": 1220.3757532789791}, {"timestamp": "2020-08-10T21:15:02.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "98af41ac-89a0-33b8-0ad1-169e373bee9e", "grossValue": 315360, "homeNotional": 0.0945291267871913, "foreignNotional": 37.26338177951081}, {"timestamp": "2020-08-10T21:15:02.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ac4cb68-639c-ea84-ef26-175fa4af693b", "grossValue": 2522880, "homeNotional": 0.7562330142975304, "foreignNotional": 298.10705423608647}, {"timestamp": "2020-08-10T21:15:02.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1c5b5a3-8df1-c016-6d40-19b1683216c0", "grossValue": 1497960, "homeNotional": 0.44901335223915867, "foreignNotional": 177.00106345267636}, {"timestamp": "2020-08-10T21:15:02.331Z", "symbol": "ETHUSD", "side": "Sell", "size": 101, "price": 394.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3242ec8c-7869-27f9-aed7-7d705717d1ff", "grossValue": 3981420, "homeNotional": 1.1934302256882903, "foreignNotional": 470.450194966324}]} 2020-08-11 00:15:02 DEBUG: message ignored 2020-08-11 00:15:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:02.974Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.15, "tickDirection": "MinusTick", "trdMatchID": "bd5fbdb6-1ec3-d3c3-ab47-a068075d1758", "grossValue": 1182450, "homeNotional": 0.3544842254519674, "foreignNotional": 139.71995746189293}, {"timestamp": "2020-08-10T21:15:02.974Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.15, "tickDirection": "ZeroMinusTick", "trdMatchID": "df0f744c-3d09-45cd-6c95-6d2c493c80fc", "grossValue": 2522560, "homeNotional": 0.7562330142975304, "foreignNotional": 298.0692425853716}]} 2020-08-11 00:15:02 DEBUG: message ignored 2020-08-11 00:15:03 DEBUG: check clearing time needed clearing_process_timer=783.135367 2020-08-11 00:15:03 DEBUG: check init order needed init_order_process_timer=883.135691 2020-08-11 00:15:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:03.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "5c1796ad-719b-eabc-ba7f-e57dd1f07edd", "grossValue": 1970500, "homeNotional": 0.5908070424199456, "foreignNotional": 232.83705541770058}, {"timestamp": "2020-08-10T21:15:03.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "648ab2ff-64d9-f37c-426d-e87f556ca43c", "grossValue": 2522240, "homeNotional": 0.7562330142975304, "foreignNotional": 298.0314309346567}, {"timestamp": "2020-08-10T21:15:03.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "92366b67-6117-18bd-4de3-2e497b1c894e", "grossValue": 2521920, "homeNotional": 0.7562330142975304, "foreignNotional": 297.9936192839419}, {"timestamp": "2020-08-10T21:15:03.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394, "tickDirection": "MinusTick", "trdMatchID": "dec6796f-32e1-eef4-3e42-7f943ae541e2", "grossValue": 1182000, "homeNotional": 0.3544842254519674, "foreignNotional": 139.66678482807515}, {"timestamp": "2020-08-10T21:15:03.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "51906db0-457e-562c-337b-ccf29e94ae6e", "grossValue": 1970000, "homeNotional": 0.5908070424199456, "foreignNotional": 232.77797471345858}, {"timestamp": "2020-08-10T21:15:03.657Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "36c754ce-b12d-e31e-07e4-7fcfbc38839c", "grossValue": 2521600, "homeNotional": 0.7562330142975304, "foreignNotional": 297.955807633227}]} 2020-08-11 00:15:03 DEBUG: message ignored 2020-08-11 00:15:04 DEBUG: check clearing time needed clearing_process_timer=784.13693 2020-08-11 00:15:04 DEBUG: check init order needed init_order_process_timer=884.137305 2020-08-11 00:15:05 DEBUG: check clearing time needed clearing_process_timer=785.138552 2020-08-11 00:15:05 DEBUG: check init order needed init_order_process_timer=885.138846 2020-08-11 00:15:06 DEBUG: check clearing time needed clearing_process_timer=786.140062 2020-08-11 00:15:06 DEBUG: check init order needed init_order_process_timer=886.140322 2020-08-11 00:15:07 DEBUG: check clearing time needed clearing_process_timer=787.141492 2020-08-11 00:15:07 DEBUG: check init order needed init_order_process_timer=887.141778 2020-08-11 00:15:08 DEBUG: check clearing time needed clearing_process_timer=788.142967 2020-08-11 00:15:08 DEBUG: check init order needed init_order_process_timer=888.143224 2020-08-11 00:15:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:08.630Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 393.95, "tickDirection": "MinusTick", "trdMatchID": "efae0f03-2623-92c7-ec8f-9bfc678b263c", "grossValue": 5909250, "homeNotional": 1.772421127259837, "foreignNotional": 698.2453030840128}]} 2020-08-11 00:15:08 DEBUG: message ignored 2020-08-11 00:15:09 DEBUG: check clearing time needed clearing_process_timer=789.144402 2020-08-11 00:15:09 DEBUG: check init order needed init_order_process_timer=889.144672 2020-08-11 00:15:10 DEBUG: check clearing time needed clearing_process_timer=790.145073 2020-08-11 00:15:10 DEBUG: check init order needed init_order_process_timer=890.145339 2020-08-11 00:15:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:10.848Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394, "tickDirection": "PlusTick", "trdMatchID": "6e9b4b49-96b6-a244-903d-ca6f26cf91a0", "grossValue": 512200, "homeNotional": 0.15360983102918588, "foreignNotional": 60.52227342549923}]} 2020-08-11 00:15:10 DEBUG: message ignored 2020-08-11 00:15:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:10.851Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "a69f51b5-e48d-d9f8-19db-4887c874e888", "grossValue": 394000, "homeNotional": 0.11816140848398914, "foreignNotional": 46.55559494269172}]} 2020-08-11 00:15:10 DEBUG: message ignored 2020-08-11 00:15:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:10.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "6916e086-e4f2-b189-6745-ae55e61c0a52", "grossValue": 472800, "homeNotional": 0.14179369018078697, "foreignNotional": 55.86671393123006}]} 2020-08-11 00:15:10 DEBUG: message ignored 2020-08-11 00:15:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:10.858Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "35e8dfa9-5947-8b97-97e1-d6b7c8dc421c", "grossValue": 512200, "homeNotional": 0.15360983102918588, "foreignNotional": 60.52227342549923}]} 2020-08-11 00:15:10 DEBUG: message ignored 2020-08-11 00:15:11 DEBUG: check clearing time needed clearing_process_timer=791.146541 2020-08-11 00:15:11 DEBUG: check init order needed init_order_process_timer=891.146904 2020-08-11 00:15:12 DEBUG: check clearing time needed clearing_process_timer=792.148129 2020-08-11 00:15:12 DEBUG: check init order needed init_order_process_timer=892.148474 2020-08-11 00:15:13 DEBUG: check clearing time needed clearing_process_timer=793.149717 2020-08-11 00:15:13 DEBUG: check init order needed init_order_process_timer=893.150036 2020-08-11 00:15:14 DEBUG: check clearing time needed clearing_process_timer=794.151241 2020-08-11 00:15:14 DEBUG: check init order needed init_order_process_timer=894.151536 2020-08-11 00:15:15 DEBUG: check clearing time needed clearing_process_timer=795.152747 2020-08-11 00:15:15 DEBUG: check init order needed init_order_process_timer=895.153068 2020-08-11 00:15:16 DEBUG: check clearing time needed clearing_process_timer=796.154269 2020-08-11 00:15:16 DEBUG: check init order needed init_order_process_timer=896.154538 2020-08-11 00:15:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:15.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.95, "tickDirection": "MinusTick", "trdMatchID": "c1879c0c-6634-e27b-2969-cff63421c8f0", "grossValue": 3309180, "homeNotional": 0.9925558312655087, "foreignNotional": 391.01736972704714}, {"timestamp": "2020-08-10T21:15:15.996Z", "symbol": "ETHUSD", "side": "Sell", "size": 1194, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "22b541cd-beef-7c47-1f11-a585891500c9", "grossValue": 47037630, "homeNotional": 14.108472172988302, "foreignNotional": 5558.032612548742}]} 2020-08-11 00:15:16 DEBUG: message ignored 2020-08-11 00:15:17 DEBUG: check clearing time needed clearing_process_timer=797.155722 2020-08-11 00:15:17 DEBUG: check init order needed init_order_process_timer=897.155995 2020-08-11 00:15:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:17.954Z", "symbol": "ETHUSD", "side": "Sell", "size": 160, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "1eeae53f-2980-e276-1d83-bd06430a9556", "grossValue": 6302400, "homeNotional": 1.8905825357438262, "foreignNotional": 744.7004608294931}, {"timestamp": "2020-08-10T21:15:17.954Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3aaea56-c1e0-d176-4331-c07cabf4c66d", "grossValue": 1969500, "homeNotional": 0.5908070424199456, "foreignNotional": 232.7188940092166}, {"timestamp": "2020-08-10T21:15:17.954Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "f74495ac-635a-09d7-e163-0ba423d5d0f1", "grossValue": 3308760, "homeNotional": 0.9925558312655087, "foreignNotional": 390.96774193548384}, {"timestamp": "2020-08-10T21:15:17.954Z", "symbol": "ETHUSD", "side": "Sell", "size": 1595, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "5e48d98a-ea8b-698b-00c9-648c6df6a823", "grossValue": 62827050, "homeNotional": 18.846744653196264, "foreignNotional": 7423.732718894009}]} 2020-08-11 00:15:17 DEBUG: message ignored 2020-08-11 00:15:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:17.984Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "d4e8d314-57d8-036c-22a5-fa080b22788b", "grossValue": 512135, "homeNotional": 0.15360983102918588, "foreignNotional": 60.514592933947775}]} 2020-08-11 00:15:17 DEBUG: message ignored 2020-08-11 00:15:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:17.988Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "2546157f-4913-df29-1410-27e48c839d9b", "grossValue": 433345, "homeNotional": 0.12997754933238803, "foreignNotional": 51.20465555949427}]} 2020-08-11 00:15:18 DEBUG: message ignored 2020-08-11 00:15:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:17.991Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "2ac3a559-22a6-a1be-3a6c-9af2c1dbb28c", "grossValue": 472740, "homeNotional": 0.14179369018078697, "foreignNotional": 55.85962424672102}]} 2020-08-11 00:15:18 DEBUG: message ignored 2020-08-11 00:15:18 DEBUG: check clearing time needed clearing_process_timer=798.157174 2020-08-11 00:15:18 DEBUG: check init order needed init_order_process_timer=898.157447 2020-08-11 00:15:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:18.869Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "9c411c39-cc35-3d6c-c5a9-3cd556faaa72", "grossValue": 19695000, "homeNotional": 5.908070424199456, "foreignNotional": 2327.188940092166}]} 2020-08-11 00:15:18 DEBUG: message ignored 2020-08-11 00:15:19 DEBUG: check clearing time needed clearing_process_timer=799.158622 2020-08-11 00:15:19 DEBUG: check init order needed init_order_process_timer=899.158877 2020-08-11 00:15:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 2001, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c0a18ac3-604d-d9ef-6d9a-4ede50254a95", "grossValue": 78819390, "homeNotional": 23.644097837646225, "foreignNotional": 9313.410138248848}, {"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "6ab3c158-5f17-604b-f778-711c9b5dde64", "grossValue": 1181550, "homeNotional": 0.3544842254519674, "foreignNotional": 139.61361219425734}, {"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "a9c3194f-8574-27ba-4dfd-9d761056675f", "grossValue": 472620, "homeNotional": 0.14179369018078697, "foreignNotional": 55.845444877702946}, {"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "928a2854-4351-393a-ffdc-da2001e0423a", "grossValue": 787700, "homeNotional": 0.23632281696797827, "foreignNotional": 93.07574146283824}, {"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "02839a17-26ba-076f-dbb3-2f879049e820", "grossValue": 787700, "homeNotional": 0.23632281696797827, "foreignNotional": 93.07574146283824}, {"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "668e6a4b-1478-0aa1-5c25-a4d7bbf51b0d", "grossValue": 3938500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.37870731419116}, {"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "b2f6b809-1d07-dd83-d26a-206b94cf823a", "grossValue": 3308340, "homeNotional": 0.9925558312655087, "foreignNotional": 390.9181141439206}, {"timestamp": "2020-08-10T21:15:19.196Z", "symbol": "ETHUSD", "side": "Sell", "size": 3894, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "9673c05b-e35b-c1c2-afe8-eaa4eca9d6b1", "grossValue": 153365190, "homeNotional": 46.01205246366537, "foreignNotional": 18121.846862814604}]} 2020-08-11 00:15:19 DEBUG: message ignored 2020-08-11 00:15:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:19.794Z", "symbol": "ETHUSD", "side": "Sell", "size": 2125, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "3cec659d-895c-fe7f-b2a1-f7b70a4d82ac", "grossValue": 83693125, "homeNotional": 25.10929930284769, "foreignNotional": 9889.297530426562}]} 2020-08-11 00:15:19 DEBUG: message ignored 2020-08-11 00:15:20 DEBUG: check clearing time needed clearing_process_timer=800.160427 2020-08-11 00:15:20 DEBUG: check init order needed init_order_process_timer=900.160698 2020-08-11 00:15:21 DEBUG: check clearing time needed clearing_process_timer=801.161892 2020-08-11 00:15:21 DEBUG: check init order needed init_order_process_timer=901.162226 2020-08-11 00:15:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:21.169Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.8, "tickDirection": "MinusTick", "trdMatchID": "7213472e-014d-2ff8-a75b-61555663c920", "grossValue": 1969000, "homeNotional": 0.5908070424199456, "foreignNotional": 232.6598133049746}, {"timestamp": "2020-08-10T21:15:21.169Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ca89bb2-08e7-1184-a790-b91fa41d615d", "grossValue": 315040, "homeNotional": 0.0945291267871913, "foreignNotional": 37.22557012879594}, {"timestamp": "2020-08-10T21:15:21.169Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "fb42aeee-9498-0afa-a538-bdb478fb91fe", "grossValue": 3307920, "homeNotional": 0.9925558312655087, "foreignNotional": 390.8684863523573}, {"timestamp": "2020-08-10T21:15:21.169Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e756d5f-71ad-4f03-7639-3c0183687a43", "grossValue": 16894020, "homeNotional": 5.0691244239631335, "foreignNotional": 1996.221198156682}, {"timestamp": "2020-08-10T21:15:21.169Z", "symbol": "ETHUSD", "side": "Sell", "size": 5642, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "b88abc4d-34c6-2cc8-594e-e5054008d8ab", "grossValue": 222181960, "homeNotional": 66.66666666666667, "foreignNotional": 26253.333333333332}]} 2020-08-11 00:15:21 DEBUG: message ignored 2020-08-11 00:15:22 DEBUG: check clearing time needed clearing_process_timer=802.163465 2020-08-11 00:15:22 DEBUG: check init order needed init_order_process_timer=902.163808 2020-08-11 00:15:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:22.416Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d60fa6a-6b38-1eef-e3fd-a62f6e78f971", "grossValue": 196900, "homeNotional": 0.05908070424199457, "foreignNotional": 23.26598133049746}, {"timestamp": "2020-08-10T21:15:22.416Z", "symbol": "ETHUSD", "side": "Sell", "size": 14, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "1bfc02ea-834b-1c5b-2eb0-7da21db7aa28", "grossValue": 551320, "homeNotional": 0.1654259718775848, "foreignNotional": 65.14474772539289}]} 2020-08-11 00:15:22 DEBUG: message ignored 2020-08-11 00:15:23 DEBUG: check clearing time needed clearing_process_timer=803.165046 2020-08-11 00:15:23 DEBUG: check init order needed init_order_process_timer=903.165308 2020-08-11 00:15:24 DEBUG: check clearing time needed clearing_process_timer=804.166499 2020-08-11 00:15:24 DEBUG: check init order needed init_order_process_timer=904.166889 2020-08-11 00:15:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.75, "tickDirection": "MinusTick", "trdMatchID": "4408c37d-cb67-7c89-b5f3-cd6a11c3a36b", "grossValue": 3937500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2605459057072}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "3fde1a12-43e3-6249-fa93-68438bd80d4f", "grossValue": 3937500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2605459057072}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "14d65be2-b999-ea33-9cda-aa6af822037d", "grossValue": 3937500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2605459057072}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8bf96632-0a07-5b52-aa33-c1130fa39ed8", "grossValue": 3937500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2605459057072}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "e01cf2c3-c972-73f8-bedc-b305e60e9292", "grossValue": 3307500, "homeNotional": 0.9925558312655087, "foreignNotional": 390.81885856079407}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "81c81941-67f2-ef15-4121-c093e46c1fa6", "grossValue": 16891875, "homeNotional": 5.0691244239631335, "foreignNotional": 1995.967741935484}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 299, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "62680fe6-8888-dc29-2bf7-036def24d87d", "grossValue": 11773125, "homeNotional": 3.533026113671275, "foreignNotional": 1391.1290322580646}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.7, "tickDirection": "MinusTick", "trdMatchID": "9328165b-15ea-0303-b4ef-9d1f8a601849", "grossValue": 7874000, "homeNotional": 2.3632281696797826, "foreignNotional": 930.4029304029305}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f628ad8c-642b-302c-80f2-0b6fead370d4", "grossValue": 1181100, "homeNotional": 0.3544842254519674, "foreignNotional": 139.56043956043956}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba779360-5480-21c4-2233-0338df69de17", "grossValue": 2362200, "homeNotional": 0.7089684509039348, "foreignNotional": 279.1208791208791}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb1da7c9-8489-f5b2-6a19-3da8e512f8b5", "grossValue": 3937000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2014652014652}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "8b8c9f81-a0f2-dd00-99b8-c4f373c8e03b", "grossValue": 3937000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2014652014652}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a3486218-fe7b-f941-5347-e22cfe1de9ad", "grossValue": 3937000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2014652014652}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7e6e27d-6cbf-cc23-2f99-afb543edf808", "grossValue": 3937000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2014652014652}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "02a13594-ca1d-cc9e-59b7-4635fea94a93", "grossValue": 3937000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2014652014652}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbc56727-201b-556c-4f70-175523ba8b13", "grossValue": 3937000, "homeNotional": 1.1816140848398913, "foreignNotional": 465.2014652014652}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "c8db0364-9f91-41c0-0d38-13a30f3a3eff", "grossValue": 3307080, "homeNotional": 0.9925558312655087, "foreignNotional": 390.7692307692308}, {"timestamp": "2020-08-10T21:15:24.320Z", "symbol": "ETHUSD", "side": "Sell", "size": 814, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "154e6bec-8234-deb7-120a-6bcf0c209baa", "grossValue": 32047180, "homeNotional": 9.618338650596716, "foreignNotional": 3786.739926739927}]} 2020-08-11 00:15:24 DEBUG: message ignored 2020-08-11 00:15:25 DEBUG: check clearing time needed clearing_process_timer=805.168102 2020-08-11 00:15:25 DEBUG: check init order needed init_order_process_timer=905.168429 2020-08-11 00:15:26 DEBUG: check clearing time needed clearing_process_timer=806.169674 2020-08-11 00:15:26 DEBUG: check init order needed init_order_process_timer=906.169963 2020-08-11 00:15:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:26.753Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.75, "tickDirection": "PlusTick", "trdMatchID": "31e0a615-c697-a87a-73cf-1edb9f6f7e04", "grossValue": 393750, "homeNotional": 0.11816140848398914, "foreignNotional": 46.526054590570716}]} 2020-08-11 00:15:26 DEBUG: message ignored 2020-08-11 00:15:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:26.759Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "983993f5-e3b1-33e4-c1b8-72d32bb37c5a", "grossValue": 393750, "homeNotional": 0.11816140848398914, "foreignNotional": 46.526054590570716}]} 2020-08-11 00:15:26 DEBUG: message ignored 2020-08-11 00:15:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:26.763Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "341538f3-d81c-016a-5319-9c93dca3c886", "grossValue": 393750, "homeNotional": 0.11816140848398914, "foreignNotional": 46.526054590570716}]} 2020-08-11 00:15:26 DEBUG: message ignored 2020-08-11 00:15:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:26.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "5ee76d5d-8512-0809-1c67-fc68d6e574d4", "grossValue": 472500, "homeNotional": 0.14179369018078697, "foreignNotional": 55.831265508684865}]} 2020-08-11 00:15:26 DEBUG: message ignored 2020-08-11 00:15:27 DEBUG: check clearing time needed clearing_process_timer=807.171163 2020-08-11 00:15:27 DEBUG: check init order needed init_order_process_timer=907.171487 2020-08-11 00:15:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.65, "tickDirection": "MinusTick", "trdMatchID": "6415b95e-6b46-dd1e-5049-142e57dc9d37", "grossValue": 39365, "homeNotional": 0.011816140848398913, "foreignNotional": 4.651423844972232}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "52b96339-2492-fa58-26b6-e93e0378c20f", "grossValue": 39365, "homeNotional": 0.011816140848398913, "foreignNotional": 4.651423844972232}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7840fba-2638-0ac9-6514-0e7efc0c2605", "grossValue": 39365, "homeNotional": 0.011816140848398913, "foreignNotional": 4.651423844972232}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "5afcb2c3-b07b-e966-4f0c-f5b3a9948ad9", "grossValue": 1968250, "homeNotional": 0.5908070424199456, "foreignNotional": 232.5711922486116}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "31ae1d3f-24fe-9cad-1773-9618fd8675d7", "grossValue": 196825, "homeNotional": 0.05908070424199457, "foreignNotional": 23.25711922486116}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac7cdb3c-d322-5d9f-2eb6-79cff08b8682", "grossValue": 7873000, "homeNotional": 2.3632281696797826, "foreignNotional": 930.2847689944464}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "098dff5d-3faf-3847-6c24-feeae2195a6a", "grossValue": 3936500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.1423844972232}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1ec79c3-6bff-9f78-6d54-7b5737767e55", "grossValue": 3936500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.1423844972232}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "60120722-781e-1915-8c5a-73ca1e9c11c5", "grossValue": 3306660, "homeNotional": 0.9925558312655087, "foreignNotional": 390.7196029776675}, {"timestamp": "2020-08-10T21:15:27.159Z", "symbol": "ETHUSD", "side": "Sell", "size": 48, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e162cd6-4112-3607-6c80-f7cdc3ae606e", "grossValue": 1889520, "homeNotional": 0.5671747607231479, "foreignNotional": 223.26834455866714}]} 2020-08-11 00:15:27 DEBUG: message ignored 2020-08-11 00:15:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:27.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.6, "tickDirection": "MinusTick", "trdMatchID": "68e860cc-a040-2217-d531-3c1050e2a975", "grossValue": 1968000, "homeNotional": 0.5908070424199456, "foreignNotional": 232.5416518964906}, {"timestamp": "2020-08-10T21:15:27.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "afa6795b-d82e-00d7-48e1-99625d2309fa", "grossValue": 1495680, "homeNotional": 0.44901335223915867, "foreignNotional": 176.73165544133286}, {"timestamp": "2020-08-10T21:15:27.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "f0b84fd5-b674-727a-ab6f-16d17ec71867", "grossValue": 196800, "homeNotional": 0.05908070424199457, "foreignNotional": 23.25416518964906}, {"timestamp": "2020-08-10T21:15:27.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "0beaca3e-3a5c-029b-68ee-3dd7d40975ef", "grossValue": 39360, "homeNotional": 0.011816140848398913, "foreignNotional": 4.650833037929812}, {"timestamp": "2020-08-10T21:15:27.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb4b6780-23cf-5321-bc61-7aa3a42bd6bf", "grossValue": 39360, "homeNotional": 0.011816140848398913, "foreignNotional": 4.650833037929812}, {"timestamp": "2020-08-10T21:15:27.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1896fd6a-7c83-fc9d-f927-b6c8edb7c40b", "grossValue": 7872000, "homeNotional": 2.3632281696797826, "foreignNotional": 930.1666075859624}, {"timestamp": "2020-08-10T21:15:27.627Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a539d84-a4e1-08bb-0e72-168159b687bb", "grossValue": 3306240, "homeNotional": 0.9925558312655087, "foreignNotional": 390.66997518610424}]} 2020-08-11 00:15:27 DEBUG: message ignored 2020-08-11 00:15:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:27.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.55, "tickDirection": "MinusTick", "trdMatchID": "ce719b2f-7eff-0d16-a16a-30767c9e2086", "grossValue": 1180650, "homeNotional": 0.3544842254519674, "foreignNotional": 139.50726692662175}, {"timestamp": "2020-08-10T21:15:27.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "098ccb45-5764-ec1b-a64b-2b5b6f2363a4", "grossValue": 2951625, "homeNotional": 0.8862105636299185, "foreignNotional": 348.7681673165544}, {"timestamp": "2020-08-10T21:15:27.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "77810850-eb08-03b0-ff2e-600e236caa48", "grossValue": 19677500, "homeNotional": 5.908070424199456, "foreignNotional": 2325.121115443696}, {"timestamp": "2020-08-10T21:15:27.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d869d675-3341-c3dd-026f-73e7884e431b", "grossValue": 1967750, "homeNotional": 0.5908070424199456, "foreignNotional": 232.51211154436962}, {"timestamp": "2020-08-10T21:15:27.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "fdd80b61-a112-e40c-e913-42c0eef35702", "grossValue": 196775, "homeNotional": 0.05908070424199457, "foreignNotional": 23.251211154436962}, {"timestamp": "2020-08-10T21:15:27.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d7532352-2f40-ad61-b7ff-4a8ed0047333", "grossValue": 39355, "homeNotional": 0.011816140848398913, "foreignNotional": 4.650242230887392}, {"timestamp": "2020-08-10T21:15:27.632Z", "symbol": "ETHUSD", "side": "Sell", "size": 139, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3ca76f1a-12ac-8d64-8edf-be9ca2dfa662", "grossValue": 5470345, "homeNotional": 1.6424435779274489, "foreignNotional": 646.3836700933475}]} 2020-08-11 00:15:27 DEBUG: message ignored 2020-08-11 00:15:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:27.642Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c987186-2d69-bad1-ed55-20f1f3c46e5c", "grossValue": 3935500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.02422308873923}]} 2020-08-11 00:15:27 DEBUG: message ignored 2020-08-11 00:15:28 DEBUG: check clearing time needed clearing_process_timer=808.172716 2020-08-11 00:15:28 DEBUG: check init order needed init_order_process_timer=908.173054 2020-08-11 00:15:29 DEBUG: check clearing time needed clearing_process_timer=809.174281 2020-08-11 00:15:29 DEBUG: check init order needed init_order_process_timer=909.174572 2020-08-11 00:15:30 DEBUG: check clearing time needed clearing_process_timer=810.175793 2020-08-11 00:15:30 DEBUG: check init order needed init_order_process_timer=910.176031 2020-08-11 00:15:31 DEBUG: check clearing time needed clearing_process_timer=811.177194 2020-08-11 00:15:31 DEBUG: check init order needed init_order_process_timer=911.177431 2020-08-11 00:15:32 DEBUG: check clearing time needed clearing_process_timer=812.178666 2020-08-11 00:15:32 DEBUG: check init order needed init_order_process_timer=912.178984 2020-08-11 00:15:33 DEBUG: check clearing time needed clearing_process_timer=813.180248 2020-08-11 00:15:33 DEBUG: check init order needed init_order_process_timer=913.180605 2020-08-11 00:15:34 DEBUG: check clearing time needed clearing_process_timer=814.181859 2020-08-11 00:15:34 DEBUG: check init order needed init_order_process_timer=914.182218 2020-08-11 00:15:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:34.966Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "8bab3c0e-17cc-19cd-4d40-48371e5e3aa0", "grossValue": 1967750, "homeNotional": 0.5904581955597543, "foreignNotional": 232.37482286254132}]} 2020-08-11 00:15:34 DEBUG: message ignored 2020-08-11 00:15:35 DEBUG: check clearing time needed clearing_process_timer=815.183463 2020-08-11 00:15:35 DEBUG: check init order needed init_order_process_timer=915.183747 2020-08-11 00:15:36 DEBUG: check clearing time needed clearing_process_timer=816.185007 2020-08-11 00:15:36 DEBUG: check init order needed init_order_process_timer=916.185338 2020-08-11 00:15:37 DEBUG: check clearing time needed clearing_process_timer=817.186517 2020-08-11 00:15:37 DEBUG: check init order needed init_order_process_timer=917.186781 2020-08-11 00:15:38 DEBUG: check clearing time needed clearing_process_timer=818.187974 2020-08-11 00:15:38 DEBUG: check init order needed init_order_process_timer=918.188225 2020-08-11 00:15:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:39.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 21, "price": 393.6, "tickDirection": "PlusTick", "trdMatchID": "b714d005-51b8-3265-00c5-c9a49fc286df", "grossValue": 826560, "homeNotional": 0.24799244213509683, "foreignNotional": 97.60982522437412}, {"timestamp": "2020-08-10T21:15:39.014Z", "symbol": "ETHUSD", "side": "Buy", "size": 316, "price": 393.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "cb81ea6a-e446-11f8-e6a2-488b58df772c", "grossValue": 12437760, "homeNotional": 3.7316957959376476, "foreignNotional": 1468.7954652810581}]} 2020-08-11 00:15:39 DEBUG: message ignored 2020-08-11 00:15:39 DEBUG: check clearing time needed clearing_process_timer=819.189412 2020-08-11 00:15:39 DEBUG: check init order needed init_order_process_timer=919.189693 2020-08-11 00:15:40 DEBUG: check clearing time needed clearing_process_timer=820.190896 2020-08-11 00:15:40 DEBUG: check init order needed init_order_process_timer=920.191142 2020-08-11 00:15:41 DEBUG: check clearing time needed clearing_process_timer=821.192368 2020-08-11 00:15:41 DEBUG: check init order needed init_order_process_timer=921.19264 2020-08-11 00:15:42 DEBUG: check clearing time needed clearing_process_timer=822.193841 2020-08-11 00:15:42 DEBUG: check init order needed init_order_process_timer=922.194153 2020-08-11 00:15:43 DEBUG: check clearing time needed clearing_process_timer=823.195404 2020-08-11 00:15:43 DEBUG: check init order needed init_order_process_timer=923.195679 2020-08-11 00:15:44 DEBUG: check clearing time needed clearing_process_timer=824.196854 2020-08-11 00:15:44 DEBUG: check init order needed init_order_process_timer=924.197168 2020-08-11 00:15:45 DEBUG: check clearing time needed clearing_process_timer=825.198417 2020-08-11 00:15:45 DEBUG: check init order needed init_order_process_timer=925.198689 2020-08-11 00:15:46 DEBUG: check clearing time needed clearing_process_timer=826.199885 2020-08-11 00:15:46 DEBUG: check init order needed init_order_process_timer=926.200186 2020-08-11 00:15:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:46.390Z", "symbol": "ETHUSD", "side": "Buy", "size": 551, "price": 393.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "c004f531-a515-38a8-dee2-269b519f7a61", "grossValue": 21687360, "homeNotional": 6.506849315068493, "foreignNotional": 2561.095890410959}]} 2020-08-11 00:15:46 DEBUG: message ignored 2020-08-11 00:15:47 DEBUG: check clearing time needed clearing_process_timer=827.201451 2020-08-11 00:15:47 DEBUG: check init order needed init_order_process_timer=927.20175 2020-08-11 00:15:48 DEBUG: check clearing time needed clearing_process_timer=828.202951 2020-08-11 00:15:48 DEBUG: check init order needed init_order_process_timer=928.203213 2020-08-11 00:15:49 DEBUG: check clearing time needed clearing_process_timer=829.204411 2020-08-11 00:15:49 DEBUG: check init order needed init_order_process_timer=929.204743 2020-08-11 00:15:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:50.024Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "659bdc9f-5a66-6c75-cec2-79437c50defe", "grossValue": 39360, "homeNotional": 0.011809163911195087, "foreignNotional": 4.648086915446386}]} 2020-08-11 00:15:50 DEBUG: message ignored 2020-08-11 00:15:50 DEBUG: check clearing time needed clearing_process_timer=830.205969 2020-08-11 00:15:50 DEBUG: check init order needed init_order_process_timer=930.206228 2020-08-11 00:15:51 DEBUG: check clearing time needed clearing_process_timer=831.207423 2020-08-11 00:15:51 DEBUG: check init order needed init_order_process_timer=931.207741 2020-08-11 00:15:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:52.160Z", "symbol": "ETHUSD", "side": "Buy", "size": 1132, "price": 393.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f9bae94b-96b4-bb80-3aa6-8527b9ff2b4e", "grossValue": 44555520, "homeNotional": 13.36797354747284, "foreignNotional": 5261.63438828531}, {"timestamp": "2020-08-10T21:15:52.160Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 393.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "77adee55-6c05-b64a-6569-1f350d8fdc63", "grossValue": 78720000, "homeNotional": 23.618327822390174, "foreignNotional": 9296.173830892772}, {"timestamp": "2020-08-10T21:15:52.160Z", "symbol": "ETHUSD", "side": "Buy", "size": 368, "price": 393.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "025f33d3-ea63-3f88-384f-fac8f12c655b", "grossValue": 14484480, "homeNotional": 4.345772319319792, "foreignNotional": 1710.4959848842702}]} 2020-08-11 00:15:52 DEBUG: message ignored 2020-08-11 00:15:52 DEBUG: check clearing time needed clearing_process_timer=832.208935 2020-08-11 00:15:52 DEBUG: check init order needed init_order_process_timer=932.209199 2020-08-11 00:15:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:52.547Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 393.6, "tickDirection": "ZeroPlusTick", "trdMatchID": "f5197e5b-ce4e-daa9-81fb-067ef4f34670", "grossValue": 7872000, "homeNotional": 2.3618327822390173, "foreignNotional": 929.6173830892773}]} 2020-08-11 00:15:52 DEBUG: message ignored 2020-08-11 00:15:53 DEBUG: check clearing time needed clearing_process_timer=833.210372 2020-08-11 00:15:53 DEBUG: check init order needed init_order_process_timer=933.210645 2020-08-11 00:15:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:54.071Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.55, "tickDirection": "MinusTick", "trdMatchID": "3b2c546c-b51e-edf1-b622-50c74fa54848", "grossValue": 511615, "homeNotional": 0.15351913084553614, "foreignNotional": 60.41745394426075}]} 2020-08-11 00:15:54 DEBUG: message ignored 2020-08-11 00:15:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:54.075Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8f44d69-a698-43c7-1f5b-e1a59d1db009", "grossValue": 393550, "homeNotional": 0.11809163911195088, "foreignNotional": 46.47496457250826}]} 2020-08-11 00:15:54 DEBUG: message ignored 2020-08-11 00:15:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:54.078Z", "symbol": "ETHUSD", "side": "Sell", "size": 11, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed278df5-2689-572d-d74a-3313db527fa9", "grossValue": 432905, "homeNotional": 0.12990080302314597, "foreignNotional": 51.122461029759094}]} 2020-08-11 00:15:54 DEBUG: message ignored 2020-08-11 00:15:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:54.083Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5bac5084-0ed9-e055-b6d7-83837d682cd1", "grossValue": 393550, "homeNotional": 0.11809163911195088, "foreignNotional": 46.47496457250826}]} 2020-08-11 00:15:54 DEBUG: message ignored 2020-08-11 00:15:54 DEBUG: check clearing time needed clearing_process_timer=834.211807 2020-08-11 00:15:54 DEBUG: check init order needed init_order_process_timer=934.212065 2020-08-11 00:15:55 DEBUG: check clearing time needed clearing_process_timer=835.213062 2020-08-11 00:15:55 DEBUG: check init order needed init_order_process_timer=935.213336 2020-08-11 00:15:56 DEBUG: check clearing time needed clearing_process_timer=836.214504 2020-08-11 00:15:56 DEBUG: check init order needed init_order_process_timer=936.214832 2020-08-11 00:15:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:56.834Z", "symbol": "ETHUSD", "side": "Sell", "size": 280, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "18119c3b-2005-a23a-b25e-124e08457546", "grossValue": 11019400, "homeNotional": 3.3065658951346246, "foreignNotional": 1301.2990080302316}]} 2020-08-11 00:15:56 DEBUG: message ignored 2020-08-11 00:15:57 DEBUG: check clearing time needed clearing_process_timer=837.216057 2020-08-11 00:15:57 DEBUG: check init order needed init_order_process_timer=937.216351 2020-08-11 00:15:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:57.960Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.6, "tickDirection": "PlusTick", "trdMatchID": "1f2166b5-3802-4ce1-990a-7f8e6c262e61", "grossValue": 393600, "homeNotional": 0.11809163911195088, "foreignNotional": 46.48086915446386}, {"timestamp": "2020-08-10T21:15:57.960Z", "symbol": "ETHUSD", "side": "Buy", "size": 170, "price": 393.65, "tickDirection": "PlusTick", "trdMatchID": "a98c400c-5d35-123d-b241-4b334842365c", "grossValue": 6692050, "homeNotional": 2.007557864903165, "foreignNotional": 790.2751535191309}]} 2020-08-11 00:15:57 DEBUG: message ignored 2020-08-11 00:15:58 DEBUG: check clearing time needed clearing_process_timer=838.21756 2020-08-11 00:15:58 DEBUG: check init order needed init_order_process_timer=938.217923 2020-08-11 00:15:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:15:59.036Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 393.6, "tickDirection": "MinusTick", "trdMatchID": "0f517e07-4585-9c4f-d399-366b8ae80e86", "grossValue": 984000, "homeNotional": 0.29522909777987716, "foreignNotional": 116.20217288615966}]} 2020-08-11 00:15:59 DEBUG: message ignored 2020-08-11 00:15:59 DEBUG: check clearing time needed clearing_process_timer=839.219161 2020-08-11 00:15:59 DEBUG: check init order needed init_order_process_timer=939.219412 2020-08-11 00:16:00 DEBUG: check clearing time needed clearing_process_timer=840.220614 2020-08-11 00:16:00 DEBUG: check init order needed init_order_process_timer=940.220897 2020-08-11 00:16:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:00.861Z", "symbol": "ETHUSD", "side": "Sell", "size": 900, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "c42ffc4f-8094-edd5-1e75-533b29f6b87d", "grossValue": 35424000, "homeNotional": 10.628247520075579, "foreignNotional": 4183.278223901748}]} 2020-08-11 00:16:00 DEBUG: message ignored 2020-08-11 00:16:01 DEBUG: check clearing time needed clearing_process_timer=841.222253 2020-08-11 00:16:01 DEBUG: check init order needed init_order_process_timer=941.222514 2020-08-11 00:16:02 DEBUG: check clearing time needed clearing_process_timer=842.228339 2020-08-11 00:16:02 DEBUG: check init order needed init_order_process_timer=942.238718 2020-08-11 00:16:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:03.146Z", "symbol": "ETHUSD", "side": "Buy", "size": 35, "price": 393.65, "tickDirection": "PlusTick", "trdMatchID": "8e9d8645-4155-4707-9695-57134adacae2", "grossValue": 1377775, "homeNotional": 0.4133207368918281, "foreignNotional": 162.70370807746812}]} 2020-08-11 00:16:03 DEBUG: message ignored 2020-08-11 00:16:03 DEBUG: check clearing time needed clearing_process_timer=843.24 2020-08-11 00:16:03 DEBUG: check init order needed init_order_process_timer=943.24027 2020-08-11 00:16:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:03.436Z", "symbol": "ETHUSD", "side": "Buy", "size": 152, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "54d240c3-18f8-9698-4451-aa636441cdd6", "grossValue": 5983480, "homeNotional": 1.7949929145016532, "foreignNotional": 706.5989607935758}]} 2020-08-11 00:16:03 DEBUG: message ignored 2020-08-11 00:16:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:03.445Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.6, "tickDirection": "MinusTick", "trdMatchID": "1e505381-8b6a-60d8-7163-530893161a94", "grossValue": 472320, "homeNotional": 0.14170996693434104, "foreignNotional": 55.77704298535664}]} 2020-08-11 00:16:03 DEBUG: message ignored 2020-08-11 00:16:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:03.448Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "296d4e86-245c-e74c-3bc1-82c6be9db3b6", "grossValue": 511680, "homeNotional": 0.15351913084553614, "foreignNotional": 60.42512990080302}]} 2020-08-11 00:16:03 DEBUG: message ignored 2020-08-11 00:16:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:03.455Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "95381bbf-d19b-e216-dae6-80eeebea68df", "grossValue": 393600, "homeNotional": 0.11809163911195088, "foreignNotional": 46.48086915446386}]} 2020-08-11 00:16:03 DEBUG: message ignored 2020-08-11 00:16:04 DEBUG: check clearing time needed clearing_process_timer=844.241473 2020-08-11 00:16:04 DEBUG: check init order needed init_order_process_timer=944.24177 2020-08-11 00:16:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 53, "price": 393.65, "tickDirection": "PlusTick", "trdMatchID": "e6683d7b-13b9-6fea-bf24-0bdd85e8c15d", "grossValue": 2086345, "homeNotional": 0.6258856872933396, "foreignNotional": 246.37990080302313}, {"timestamp": "2020-08-10T21:16:04.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a711da80-0d6e-4dae-e9f6-441609fd37c4", "grossValue": 1574600, "homeNotional": 0.4723665564478035, "foreignNotional": 185.94709494567783}, {"timestamp": "2020-08-10T21:16:04.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a0cc1e77-7ff7-fd29-e349-f7cbea6cfeaf", "grossValue": 39365, "homeNotional": 0.011809163911195087, "foreignNotional": 4.648677373641946}, {"timestamp": "2020-08-10T21:16:04.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 126, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "6b193c82-5a51-e38d-1b0f-922bc830ec4e", "grossValue": 4959990, "homeNotional": 1.487954652810581, "foreignNotional": 585.7333490788852}, {"timestamp": "2020-08-10T21:16:04.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "a6f26037-4545-e5e2-35c6-29ff9681ce37", "grossValue": 78730, "homeNotional": 0.023618327822390175, "foreignNotional": 9.297354747283892}, {"timestamp": "2020-08-10T21:16:04.676Z", "symbol": "ETHUSD", "side": "Buy", "size": 45, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "50b96e53-97ec-9937-156c-d10c8bc516f1", "grossValue": 1771425, "homeNotional": 0.5314123760037789, "foreignNotional": 209.19048181388757}]} 2020-08-11 00:16:04 DEBUG: message ignored 2020-08-11 00:16:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "73033da2-56c9-7865-d26f-bd79ec94c277", "grossValue": 511745, "homeNotional": 0.15351913084553614, "foreignNotional": 60.4328058573453}, {"timestamp": "2020-08-10T21:16:04.688Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "76303e83-c791-fcf7-7f05-64c0ba99e7b4", "grossValue": 1653330, "homeNotional": 0.49598488427019366, "foreignNotional": 195.24444969296175}]} 2020-08-11 00:16:04 DEBUG: message ignored 2020-08-11 00:16:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.692Z", "symbol": "ETHUSD", "side": "Buy", "size": 145, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "20f50195-cf8f-51b7-03ce-46146f5a1f18", "grossValue": 5707925, "homeNotional": 1.7123287671232876, "foreignNotional": 674.0582191780821}]} 2020-08-11 00:16:04 DEBUG: message ignored 2020-08-11 00:16:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.706Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "041bc274-8c9c-c106-2b3b-06976f6a4555", "grossValue": 511745, "homeNotional": 0.15351913084553614, "foreignNotional": 60.4328058573453}]} 2020-08-11 00:16:04 DEBUG: message ignored 2020-08-11 00:16:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.709Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "0ec7fb25-1229-3236-4cf8-ef6f076b9977", "grossValue": 511745, "homeNotional": 0.15351913084553614, "foreignNotional": 60.4328058573453}]} 2020-08-11 00:16:04 DEBUG: message ignored 2020-08-11 00:16:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "3576d8f5-c9ad-c75f-4765-4dc3eb3f9ca0", "grossValue": 472380, "homeNotional": 0.14170996693434104, "foreignNotional": 55.784128483703356}]} 2020-08-11 00:16:04 DEBUG: message ignored 2020-08-11 00:16:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.942Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 393.7, "tickDirection": "PlusTick", "trdMatchID": "d2b76fe8-04e6-7a24-bc2b-2819ed51fce5", "grossValue": 5905500, "homeNotional": 1.7713745866792632, "foreignNotional": 697.3901747756258}]} 2020-08-11 00:16:04 DEBUG: message ignored 2020-08-11 00:16:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.981Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.65, "tickDirection": "MinusTick", "trdMatchID": "8e4073b0-9d1a-f88c-cb50-41b5bfc82e37", "grossValue": 511745, "homeNotional": 0.15351913084553614, "foreignNotional": 60.4328058573453}]} 2020-08-11 00:16:05 DEBUG: message ignored 2020-08-11 00:16:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "db8f72af-d916-5a8a-53a1-e2c13622bdf3", "grossValue": 511745, "homeNotional": 0.15351913084553614, "foreignNotional": 60.4328058573453}]} 2020-08-11 00:16:05 DEBUG: message ignored 2020-08-11 00:16:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:04.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fac641d-d6e1-8155-3746-7db2373980b5", "grossValue": 472380, "homeNotional": 0.14170996693434104, "foreignNotional": 55.784128483703356}]} 2020-08-11 00:16:05 DEBUG: message ignored 2020-08-11 00:16:05 DEBUG: check clearing time needed clearing_process_timer=845.242969 2020-08-11 00:16:05 DEBUG: check init order needed init_order_process_timer=945.243251 2020-08-11 00:16:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:05.679Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 393.7, "tickDirection": "PlusTick", "trdMatchID": "209c7f36-d0ad-fdfe-e15b-82040d6c2989", "grossValue": 1181100, "homeNotional": 0.35427491733585265, "foreignNotional": 139.47803495512517}, {"timestamp": "2020-08-10T21:16:05.679Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 393.75, "tickDirection": "PlusTick", "trdMatchID": "4c6b5c54-6d6d-1ba7-881d-a9e98e889444", "grossValue": 787500, "homeNotional": 0.23618327822390175, "foreignNotional": 92.9971658006613}]} 2020-08-11 00:16:05 DEBUG: message ignored 2020-08-11 00:16:06 DEBUG: check clearing time needed clearing_process_timer=846.244453 2020-08-11 00:16:06 DEBUG: check init order needed init_order_process_timer=946.244713 2020-08-11 00:16:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:06.743Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "25a17f8d-938b-e8a2-32fc-f9a0f5a10672", "grossValue": 1968750, "homeNotional": 0.5904581955597543, "foreignNotional": 232.49291450165327}]} 2020-08-11 00:16:06 DEBUG: message ignored 2020-08-11 00:16:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:07.150Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "97dc06ad-da6e-9ebd-b67c-680752db9ff4", "grossValue": 7087500, "homeNotional": 2.1256495040151155, "foreignNotional": 836.9744922059518}]} 2020-08-11 00:16:07 DEBUG: message ignored 2020-08-11 00:16:07 DEBUG: check clearing time needed clearing_process_timer=847.245083 2020-08-11 00:16:07 DEBUG: check init order needed init_order_process_timer=947.245355 2020-08-11 00:16:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:08.039Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "d3a1a8a5-4b6d-9fa4-e2d5-a952a4c02e54", "grossValue": 1496250, "homeNotional": 0.4487482286254133, "foreignNotional": 176.69461502125648}]} 2020-08-11 00:16:08 DEBUG: message ignored 2020-08-11 00:16:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:08.042Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "635d05d4-3548-5cee-3628-55fbb568526c", "grossValue": 1023750, "homeNotional": 0.3070382616910723, "foreignNotional": 120.8963155408597}]} 2020-08-11 00:16:08 DEBUG: message ignored 2020-08-11 00:16:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:08.120Z", "symbol": "ETHUSD", "side": "Buy", "size": 24, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "3f7a1cc8-7172-1259-e3ca-44195e9823cf", "grossValue": 945000, "homeNotional": 0.2834199338686821, "foreignNotional": 111.59659896079357}]} 2020-08-11 00:16:08 DEBUG: message ignored 2020-08-11 00:16:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:08.213Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "17364ccd-0669-4307-bb84-4a1e48b97310", "grossValue": 1023750, "homeNotional": 0.3070382616910723, "foreignNotional": 120.8963155408597}]} 2020-08-11 00:16:08 DEBUG: message ignored 2020-08-11 00:16:08 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:08.216Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "f794152b-2529-1aa1-7a22-f7cb6d2d2ff3", "grossValue": 1653750, "homeNotional": 0.49598488427019366, "foreignNotional": 195.29404818138875}]} 2020-08-11 00:16:08 DEBUG: message ignored 2020-08-11 00:16:08 DEBUG: check clearing time needed clearing_process_timer=848.246522 2020-08-11 00:16:08 DEBUG: check init order needed init_order_process_timer=948.246678 2020-08-11 00:16:09 DEBUG: check clearing time needed clearing_process_timer=849.247877 2020-08-11 00:16:09 DEBUG: check init order needed init_order_process_timer=949.248128 2020-08-11 00:16:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:09.279Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.7, "tickDirection": "MinusTick", "trdMatchID": "67fa11f6-2b97-3603-3644-f53b653e4d69", "grossValue": 39370, "homeNotional": 0.011809163911195087, "foreignNotional": 4.649267831837506}]} 2020-08-11 00:16:09 DEBUG: message ignored 2020-08-11 00:16:10 DEBUG: check clearing time needed clearing_process_timer=850.249306 2020-08-11 00:16:10 DEBUG: check init order needed init_order_process_timer=950.249582 2020-08-11 00:16:11 DEBUG: check clearing time needed clearing_process_timer=851.250759 2020-08-11 00:16:11 DEBUG: check init order needed init_order_process_timer=951.251063 2020-08-11 00:16:12 DEBUG: check clearing time needed clearing_process_timer=852.252272 2020-08-11 00:16:12 DEBUG: check init order needed init_order_process_timer=952.25251 2020-08-11 00:16:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:12.476Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 393.75, "tickDirection": "PlusTick", "trdMatchID": "f40592f8-7599-f839-32f4-f0d2c52523a5", "grossValue": 39375000, "homeNotional": 11.809163911195087, "foreignNotional": 4649.858290033066}]} 2020-08-11 00:16:12 DEBUG: message ignored 2020-08-11 00:16:13 DEBUG: check clearing time needed clearing_process_timer=853.253679 2020-08-11 00:16:13 DEBUG: check init order needed init_order_process_timer=953.253976 2020-08-11 00:16:14 DEBUG: check clearing time needed clearing_process_timer=854.255148 2020-08-11 00:16:14 DEBUG: check init order needed init_order_process_timer=954.255387 2020-08-11 00:16:15 DEBUG: check clearing time needed clearing_process_timer=855.256567 2020-08-11 00:16:15 DEBUG: check init order needed init_order_process_timer=955.25683 2020-08-11 00:16:16 DEBUG: check clearing time needed clearing_process_timer=856.258059 2020-08-11 00:16:16 DEBUG: check init order needed init_order_process_timer=956.258359 2020-08-11 00:16:17 DEBUG: check clearing time needed clearing_process_timer=857.259599 2020-08-11 00:16:17 DEBUG: check init order needed init_order_process_timer=957.259898 2020-08-11 00:16:18 DEBUG: check clearing time needed clearing_process_timer=858.261118 2020-08-11 00:16:18 DEBUG: check init order needed init_order_process_timer=958.261433 2020-08-11 00:16:19 DEBUG: check clearing time needed clearing_process_timer=859.262613 2020-08-11 00:16:19 DEBUG: check init order needed init_order_process_timer=959.262922 2020-08-11 00:16:20 DEBUG: check clearing time needed clearing_process_timer=860.264139 2020-08-11 00:16:20 DEBUG: check init order needed init_order_process_timer=960.264398 2020-08-11 00:16:21 DEBUG: check clearing time needed clearing_process_timer=861.265564 2020-08-11 00:16:21 DEBUG: check init order needed init_order_process_timer=961.265846 2020-08-11 00:16:22 DEBUG: check clearing time needed clearing_process_timer=862.267027 2020-08-11 00:16:22 DEBUG: check init order needed init_order_process_timer=962.267314 2020-08-11 00:16:23 DEBUG: check clearing time needed clearing_process_timer=863.268523 2020-08-11 00:16:23 DEBUG: check init order needed init_order_process_timer=963.26878 2020-08-11 00:16:24 DEBUG: check clearing time needed clearing_process_timer=864.269069 2020-08-11 00:16:24 DEBUG: check init order needed init_order_process_timer=964.269318 2020-08-11 00:16:25 DEBUG: check clearing time needed clearing_process_timer=865.270513 2020-08-11 00:16:25 DEBUG: check init order needed init_order_process_timer=965.270794 2020-08-11 00:16:26 DEBUG: check clearing time needed clearing_process_timer=866.271989 2020-08-11 00:16:26 DEBUG: check init order needed init_order_process_timer=966.272308 2020-08-11 00:16:27 DEBUG: check clearing time needed clearing_process_timer=867.273104 2020-08-11 00:16:27 DEBUG: check init order needed init_order_process_timer=967.273439 2020-08-11 00:16:28 DEBUG: check clearing time needed clearing_process_timer=868.2746 2020-08-11 00:16:28 DEBUG: check init order needed init_order_process_timer=968.274896 2020-08-11 00:16:29 DEBUG: check clearing time needed clearing_process_timer=869.276103 2020-08-11 00:16:29 DEBUG: check init order needed init_order_process_timer=969.276377 2020-08-11 00:16:30 DEBUG: check clearing time needed clearing_process_timer=870.277072 2020-08-11 00:16:30 DEBUG: check init order needed init_order_process_timer=970.277327 2020-08-11 00:16:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:30.956Z", "symbol": "ETHUSD", "side": "Sell", "size": 847, "price": 393.7, "tickDirection": "MinusTick", "trdMatchID": "8e95eb31-fcb8-d3b9-d3df-b303bed63e9d", "grossValue": 33346390, "homeNotional": 9.998819501829772, "foreignNotional": 3936.5352378703815}]} 2020-08-11 00:16:31 DEBUG: message ignored 2020-08-11 00:16:31 DEBUG: check clearing time needed clearing_process_timer=871.278507 2020-08-11 00:16:31 DEBUG: check init order needed init_order_process_timer=971.2788 2020-08-11 00:16:32 DEBUG: check clearing time needed clearing_process_timer=872.279998 2020-08-11 00:16:32 DEBUG: check init order needed init_order_process_timer=972.280266 2020-08-11 00:16:33 DEBUG: check clearing time needed clearing_process_timer=873.281084 2020-08-11 00:16:33 DEBUG: check init order needed init_order_process_timer=973.281346 2020-08-11 00:16:34 DEBUG: check clearing time needed clearing_process_timer=874.282547 2020-08-11 00:16:34 DEBUG: check init order needed init_order_process_timer=974.282907 2020-08-11 00:16:35 DEBUG: check clearing time needed clearing_process_timer=875.284165 2020-08-11 00:16:35 DEBUG: check init order needed init_order_process_timer=975.284442 2020-08-11 00:16:36 DEBUG: check clearing time needed clearing_process_timer=876.285624 2020-08-11 00:16:36 DEBUG: check init order needed init_order_process_timer=976.285941 2020-08-11 00:16:37 DEBUG: check clearing time needed clearing_process_timer=877.287149 2020-08-11 00:16:37 DEBUG: check init order needed init_order_process_timer=977.287495 2020-08-11 00:16:38 DEBUG: check clearing time needed clearing_process_timer=878.288723 2020-08-11 00:16:38 DEBUG: check init order needed init_order_process_timer=978.28905 2020-08-11 00:16:39 DEBUG: check clearing time needed clearing_process_timer=879.290284 2020-08-11 00:16:39 DEBUG: check init order needed init_order_process_timer=979.290616 2020-08-11 00:16:40 DEBUG: check clearing time needed clearing_process_timer=880.29185 2020-08-11 00:16:40 DEBUG: check init order needed init_order_process_timer=980.292191 2020-08-11 00:16:41 DEBUG: check clearing time needed clearing_process_timer=881.29341 2020-08-11 00:16:41 DEBUG: check init order needed init_order_process_timer=981.294094 2020-08-11 00:16:42 DEBUG: check clearing time needed clearing_process_timer=882.295707 2020-08-11 00:16:42 DEBUG: check init order needed init_order_process_timer=982.296305 2020-08-11 00:16:43 DEBUG: check clearing time needed clearing_process_timer=883.297993 2020-08-11 00:16:43 DEBUG: check init order needed init_order_process_timer=983.298754 2020-08-11 00:16:44 DEBUG: check clearing time needed clearing_process_timer=884.300443 2020-08-11 00:16:44 DEBUG: check init order needed init_order_process_timer=984.301072 2020-08-11 00:16:45 DEBUG: check clearing time needed clearing_process_timer=885.302679 2020-08-11 00:16:45 DEBUG: check init order needed init_order_process_timer=985.30331 2020-08-11 00:16:46 DEBUG: check clearing time needed clearing_process_timer=886.305044 2020-08-11 00:16:46 DEBUG: check init order needed init_order_process_timer=986.305677 2020-08-11 00:16:47 DEBUG: check clearing time needed clearing_process_timer=887.307358 2020-08-11 00:16:47 DEBUG: check init order needed init_order_process_timer=987.307893 2020-08-11 00:16:48 DEBUG: check clearing time needed clearing_process_timer=888.309396 2020-08-11 00:16:48 DEBUG: check init order needed init_order_process_timer=988.309955 2020-08-11 00:16:49 DEBUG: check clearing time needed clearing_process_timer=889.311503 2020-08-11 00:16:49 DEBUG: check init order needed init_order_process_timer=989.312187 2020-08-11 00:16:50 DEBUG: check clearing time needed clearing_process_timer=890.313794 2020-08-11 00:16:50 DEBUG: check init order needed init_order_process_timer=990.314306 2020-08-11 00:16:51 DEBUG: check clearing time needed clearing_process_timer=891.315855 2020-08-11 00:16:51 DEBUG: check init order needed init_order_process_timer=991.316414 2020-08-11 00:16:52 DEBUG: check clearing time needed clearing_process_timer=892.317948 2020-08-11 00:16:52 DEBUG: check init order needed init_order_process_timer=992.318473 2020-08-11 00:16:53 DEBUG: check clearing time needed clearing_process_timer=893.32005 2020-08-11 00:16:53 DEBUG: check init order needed init_order_process_timer=993.320625 2020-08-11 00:16:54 DEBUG: check clearing time needed clearing_process_timer=894.322201 2020-08-11 00:16:54 DEBUG: check init order needed init_order_process_timer=994.322703 2020-08-11 00:16:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:16:54.633Z", "symbol": "ETHUSD", "side": "Sell", "size": 489, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4332c19-e916-6599-ffec-a0c8facf27a0", "grossValue": 19251930, "homeNotional": 5.772636052414119, "foreignNotional": 2272.6868138354384}, {"timestamp": "2020-08-10T21:16:54.633Z", "symbol": "ETHUSD", "side": "Sell", "size": 616, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "379b2b11-4fc4-fb94-511d-a2543b857c2a", "grossValue": 24251920, "homeNotional": 7.2718687286034704, "foreignNotional": 2862.934718451186}]} 2020-08-11 00:16:54 DEBUG: message ignored 2020-08-11 00:16:55 DEBUG: check clearing time needed clearing_process_timer=895.324055 2020-08-11 00:16:55 DEBUG: check init order needed init_order_process_timer=995.324629 2020-08-11 00:16:56 DEBUG: check clearing time needed clearing_process_timer=896.326069 2020-08-11 00:16:56 DEBUG: check init order needed init_order_process_timer=996.326328 2020-08-11 00:16:57 DEBUG: check clearing time needed clearing_process_timer=897.327797 2020-08-11 00:16:57 DEBUG: check init order needed init_order_process_timer=997.328129 2020-08-11 00:16:58 DEBUG: check clearing time needed clearing_process_timer=898.330359 2020-08-11 00:16:58 DEBUG: check init order needed init_order_process_timer=998.330638 2020-08-11 00:16:59 DEBUG: check clearing time needed clearing_process_timer=899.331852 2020-08-11 00:16:59 DEBUG: check init order needed init_order_process_timer=999.332137 2020-08-11 00:17:00 DEBUG: check clearing time needed clearing_process_timer=900.333338 2020-08-11 00:17:00 DEBUG: check init order needed init_order_process_timer=1000.333627 2020-08-11 00:17:01 DEBUG: check clearing time needed clearing_process_timer=901.334883 2020-08-11 00:17:01 DEBUG: check init order needed init_order_process_timer=1001.335251 2020-08-11 00:17:02 DEBUG: check clearing time needed clearing_process_timer=902.337087 2020-08-11 00:17:02 DEBUG: check init order needed init_order_process_timer=1002.353065 2020-08-11 00:17:03 DEBUG: check clearing time needed clearing_process_timer=903.354845 2020-08-11 00:17:03 DEBUG: check init order needed init_order_process_timer=1003.355192 2020-08-11 00:17:04 DEBUG: check clearing time needed clearing_process_timer=904.356427 2020-08-11 00:17:04 DEBUG: check init order needed init_order_process_timer=1004.356703 2020-08-11 00:17:05 DEBUG: check clearing time needed clearing_process_timer=905.357964 2020-08-11 00:17:05 DEBUG: check init order needed init_order_process_timer=1005.358312 2020-08-11 00:17:06 DEBUG: check clearing time needed clearing_process_timer=906.359567 2020-08-11 00:17:06 DEBUG: check init order needed init_order_process_timer=1006.359823 2020-08-11 00:17:07 DEBUG: check clearing time needed clearing_process_timer=907.361052 2020-08-11 00:17:07 DEBUG: check init order needed init_order_process_timer=1007.36138 2020-08-11 00:17:08 DEBUG: check clearing time needed clearing_process_timer=908.36261 2020-08-11 00:17:08 DEBUG: check init order needed init_order_process_timer=1008.362934 2020-08-11 00:17:09 DEBUG: check clearing time needed clearing_process_timer=909.364166 2020-08-11 00:17:09 DEBUG: check init order needed init_order_process_timer=1009.364508 2020-08-11 00:17:10 DEBUG: check clearing time needed clearing_process_timer=910.365806 2020-08-11 00:17:10 DEBUG: check init order needed init_order_process_timer=1010.366129 2020-08-11 00:17:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:10.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 721, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "21b8aa29-42ad-f52e-3263-fe2936dbab33", "grossValue": 28385770, "homeNotional": 8.511391807342699, "foreignNotional": 3350.9349545508203}, {"timestamp": "2020-08-10T21:17:10.763Z", "symbol": "ETHUSD", "side": "Sell", "size": 279, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "1e60d378-9579-b05b-f6d6-58df4492d04e", "grossValue": 10984230, "homeNotional": 3.293589894935663, "foreignNotional": 1296.6863416361705}]} 2020-08-11 00:17:10 DEBUG: message ignored 2020-08-11 00:17:11 DEBUG: check clearing time needed clearing_process_timer=911.36733 2020-08-11 00:17:11 DEBUG: check init order needed init_order_process_timer=1011.367659 2020-08-11 00:17:12 DEBUG: check clearing time needed clearing_process_timer=912.368903 2020-08-11 00:17:12 DEBUG: check init order needed init_order_process_timer=1012.369227 2020-08-11 00:17:13 DEBUG: check clearing time needed clearing_process_timer=913.370442 2020-08-11 00:17:13 DEBUG: check init order needed init_order_process_timer=1013.370757 2020-08-11 00:17:14 DEBUG: check clearing time needed clearing_process_timer=914.37198 2020-08-11 00:17:14 DEBUG: check init order needed init_order_process_timer=1014.372235 2020-08-11 00:17:15 DEBUG: check clearing time needed clearing_process_timer=915.37343 2020-08-11 00:17:15 DEBUG: check init order needed init_order_process_timer=1015.373686 2020-08-11 00:17:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:15.622Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa6930a4-8bb7-4a89-757a-f84bf9742af6", "grossValue": 1968500, "homeNotional": 0.590249085113918, "foreignNotional": 232.38106480934954}]} 2020-08-11 00:17:15 DEBUG: message ignored 2020-08-11 00:17:16 DEBUG: check clearing time needed clearing_process_timer=916.374883 2020-08-11 00:17:16 DEBUG: check init order needed init_order_process_timer=1016.37515 2020-08-11 00:17:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:16.815Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 393.75, "tickDirection": "PlusTick", "trdMatchID": "ff3c230b-1b09-d789-314b-777fd0e79085", "grossValue": 19687500, "homeNotional": 5.902490851139181, "foreignNotional": 2324.1057726360523}]} 2020-08-11 00:17:16 DEBUG: message ignored 2020-08-11 00:17:17 DEBUG: check clearing time needed clearing_process_timer=917.376327 2020-08-11 00:17:17 DEBUG: check init order needed init_order_process_timer=1017.376593 2020-08-11 00:17:18 DEBUG: check clearing time needed clearing_process_timer=918.377809 2020-08-11 00:17:18 DEBUG: check init order needed init_order_process_timer=1018.378127 2020-08-11 00:17:19 DEBUG: check clearing time needed clearing_process_timer=919.379304 2020-08-11 00:17:19 DEBUG: check init order needed init_order_process_timer=1019.379553 2020-08-11 00:17:20 DEBUG: check clearing time needed clearing_process_timer=920.380712 2020-08-11 00:17:20 DEBUG: check init order needed init_order_process_timer=1020.381594 2020-08-11 00:17:21 DEBUG: check clearing time needed clearing_process_timer=921.382815 2020-08-11 00:17:21 DEBUG: check init order needed init_order_process_timer=1021.383082 2020-08-11 00:17:22 DEBUG: check clearing time needed clearing_process_timer=922.384271 2020-08-11 00:17:22 DEBUG: check init order needed init_order_process_timer=1022.384551 2020-08-11 00:17:23 DEBUG: check clearing time needed clearing_process_timer=923.385757 2020-08-11 00:17:23 DEBUG: check init order needed init_order_process_timer=1023.386024 2020-08-11 00:17:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:23.566Z", "symbol": "ETHUSD", "side": "Sell", "size": 1008, "price": 393.7, "tickDirection": "MinusTick", "trdMatchID": "132588e1-290e-6e87-ffac-57eb93cd14c3", "grossValue": 39684960, "homeNotional": 11.899421555896588, "foreignNotional": 4684.802266556487}, {"timestamp": "2020-08-10T21:17:23.566Z", "symbol": "ETHUSD", "side": "Sell", "size": 1337, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "739ff5c7-667e-8841-ab8f-94d127caab5a", "grossValue": 52637690, "homeNotional": 15.78326053594617, "foreignNotional": 6213.8696730020065}, {"timestamp": "2020-08-10T21:17:23.566Z", "symbol": "ETHUSD", "side": "Sell", "size": 11377, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "a5fd5cd6-1599-e1de-3ada-34732b380efe", "grossValue": 447912490, "homeNotional": 134.30527682682091, "foreignNotional": 52875.987486719394}]} 2020-08-11 00:17:23 DEBUG: message ignored 2020-08-11 00:17:24 DEBUG: check clearing time needed clearing_process_timer=924.387226 2020-08-11 00:17:24 DEBUG: check init order needed init_order_process_timer=1024.387523 2020-08-11 00:17:25 DEBUG: check clearing time needed clearing_process_timer=925.388718 2020-08-11 00:17:25 DEBUG: check init order needed init_order_process_timer=1025.38907 2020-08-11 00:17:26 DEBUG: check clearing time needed clearing_process_timer=926.390308 2020-08-11 00:17:26 DEBUG: check init order needed init_order_process_timer=1026.390585 2020-08-11 00:17:27 DEBUG: check clearing time needed clearing_process_timer=927.391775 2020-08-11 00:17:27 DEBUG: check init order needed init_order_process_timer=1027.392035 2020-08-11 00:17:28 DEBUG: check clearing time needed clearing_process_timer=928.393241 2020-08-11 00:17:28 DEBUG: check init order needed init_order_process_timer=1028.393504 2020-08-11 00:17:29 DEBUG: check clearing time needed clearing_process_timer=929.394693 2020-08-11 00:17:29 DEBUG: check init order needed init_order_process_timer=1029.394954 2020-08-11 00:17:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:30.086Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 393.75, "tickDirection": "PlusTick", "trdMatchID": "18171fa9-c8f9-a6ec-d7c4-7ccfca915a5f", "grossValue": 2047500, "homeNotional": 0.6138590485184748, "foreignNotional": 241.70700035414944}, {"timestamp": "2020-08-10T21:17:30.086Z", "symbol": "ETHUSD", "side": "Buy", "size": 48, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "3001f530-0ba7-471a-c335-bdd2d14c57ce", "grossValue": 1890000, "homeNotional": 0.5666391217093614, "foreignNotional": 223.11415417306102}]} 2020-08-11 00:17:30 DEBUG: message ignored 2020-08-11 00:17:30 DEBUG: check clearing time needed clearing_process_timer=930.396172 2020-08-11 00:17:30 DEBUG: check init order needed init_order_process_timer=1030.396462 2020-08-11 00:17:31 DEBUG: check clearing time needed clearing_process_timer=931.397642 2020-08-11 00:17:31 DEBUG: check init order needed init_order_process_timer=1031.398008 2020-08-11 00:17:32 DEBUG: check clearing time needed clearing_process_timer=932.39927 2020-08-11 00:17:32 DEBUG: check init order needed init_order_process_timer=1032.399537 2020-08-11 00:17:33 DEBUG: check clearing time needed clearing_process_timer=933.400713 2020-08-11 00:17:33 DEBUG: check init order needed init_order_process_timer=1033.401081 2020-08-11 00:17:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:34.037Z", "symbol": "ETHUSD", "side": "Sell", "size": 900, "price": 393.7, "tickDirection": "MinusTick", "trdMatchID": "1bbb5f7c-4afb-aa85-83f6-e2b8f41f1840", "grossValue": 35433000, "homeNotional": 10.624483532050526, "foreignNotional": 4182.859166568292}]} 2020-08-11 00:17:34 DEBUG: message ignored 2020-08-11 00:17:34 DEBUG: check clearing time needed clearing_process_timer=934.40231 2020-08-11 00:17:34 DEBUG: check init order needed init_order_process_timer=1034.402579 2020-08-11 00:17:35 DEBUG: check clearing time needed clearing_process_timer=935.403764 2020-08-11 00:17:35 DEBUG: check init order needed init_order_process_timer=1035.404055 2020-08-11 00:17:36 DEBUG: check clearing time needed clearing_process_timer=936.405275 2020-08-11 00:17:36 DEBUG: check init order needed init_order_process_timer=1036.405522 2020-08-11 00:17:37 DEBUG: check clearing time needed clearing_process_timer=937.406686 2020-08-11 00:17:37 DEBUG: check init order needed init_order_process_timer=1037.406988 2020-08-11 00:17:38 DEBUG: check clearing time needed clearing_process_timer=938.408185 2020-08-11 00:17:38 DEBUG: check init order needed init_order_process_timer=1038.408449 2020-08-11 00:17:39 DEBUG: check clearing time needed clearing_process_timer=939.409644 2020-08-11 00:17:39 DEBUG: check init order needed init_order_process_timer=1039.409987 2020-08-11 00:17:40 DEBUG: check clearing time needed clearing_process_timer=940.411238 2020-08-11 00:17:40 DEBUG: check init order needed init_order_process_timer=1040.411498 2020-08-11 00:17:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:41.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 75, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "78309b84-7e12-07d1-b048-acf614dc7562", "grossValue": 2952750, "homeNotional": 0.8853736276708771, "foreignNotional": 348.57159721402434}, {"timestamp": "2020-08-10T21:17:41.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "365223bd-52b1-e57a-34ec-9ea2f33821d8", "grossValue": 1968500, "homeNotional": 0.590249085113918, "foreignNotional": 232.38106480934954}, {"timestamp": "2020-08-10T21:17:41.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d07e4491-a490-cf4e-142e-d914fa0576c9", "grossValue": 2559050, "homeNotional": 0.7673238106480935, "foreignNotional": 302.0953842521544}, {"timestamp": "2020-08-10T21:17:41.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "c846280d-24d0-0d57-b0f6-c10b2a704493", "grossValue": 1968500, "homeNotional": 0.590249085113918, "foreignNotional": 232.38106480934954}, {"timestamp": "2020-08-10T21:17:41.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 146, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "e1cc85ad-1eab-9f4e-a5e5-19118f109b3f", "grossValue": 5748020, "homeNotional": 1.7235273285326407, "foreignNotional": 678.5527092433007}, {"timestamp": "2020-08-10T21:17:41.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 12000, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "c3853850-7c23-d98a-7d23-4130cf4efca8", "grossValue": 472440000, "homeNotional": 141.65978042734034, "foreignNotional": 55771.45555424389}, {"timestamp": "2020-08-10T21:17:41.049Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f44942a-55d2-0716-5b0b-e41035a8f139", "grossValue": 1968500, "homeNotional": 0.590249085113918, "foreignNotional": 232.38106480934954}]} 2020-08-11 00:17:41 DEBUG: message ignored 2020-08-11 00:17:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:41.117Z", "symbol": "ETHUSD", "side": "Sell", "size": 65, "price": 393.65, "tickDirection": "MinusTick", "trdMatchID": "94e0e8eb-18da-2baf-2ef5-b68d466e76e2", "grossValue": 2558725, "homeNotional": 0.7673238106480935, "foreignNotional": 302.057018061622}]} 2020-08-11 00:17:41 DEBUG: message ignored 2020-08-11 00:17:41 DEBUG: check clearing time needed clearing_process_timer=941.412655 2020-08-11 00:17:41 DEBUG: check init order needed init_order_process_timer=1041.412904 2020-08-11 00:17:42 DEBUG: check clearing time needed clearing_process_timer=942.414179 2020-08-11 00:17:42 DEBUG: check init order needed init_order_process_timer=1042.414463 2020-08-11 00:17:43 DEBUG: check clearing time needed clearing_process_timer=943.415649 2020-08-11 00:17:43 DEBUG: check init order needed init_order_process_timer=1043.415973 2020-08-11 00:17:44 DEBUG: check clearing time needed clearing_process_timer=944.417246 2020-08-11 00:17:44 DEBUG: check init order needed init_order_process_timer=1044.41753 2020-08-11 00:17:45 DEBUG: check clearing time needed clearing_process_timer=945.418725 2020-08-11 00:17:45 DEBUG: check init order needed init_order_process_timer=1045.419004 2020-08-11 00:17:46 DEBUG: check clearing time needed clearing_process_timer=946.420219 2020-08-11 00:17:46 DEBUG: check init order needed init_order_process_timer=1046.420489 2020-08-11 00:17:47 DEBUG: check clearing time needed clearing_process_timer=947.421676 2020-08-11 00:17:47 DEBUG: check init order needed init_order_process_timer=1047.42197 2020-08-11 00:17:48 DEBUG: check clearing time needed clearing_process_timer=948.423192 2020-08-11 00:17:48 DEBUG: check init order needed init_order_process_timer=1048.423469 2020-08-11 00:17:49 DEBUG: check clearing time needed clearing_process_timer=949.424667 2020-08-11 00:17:49 DEBUG: check init order needed init_order_process_timer=1049.424967 2020-08-11 00:17:50 DEBUG: check clearing time needed clearing_process_timer=950.426244 2020-08-11 00:17:50 DEBUG: check init order needed init_order_process_timer=1050.426557 2020-08-11 00:17:51 DEBUG: check clearing time needed clearing_process_timer=951.427776 2020-08-11 00:17:51 DEBUG: check init order needed init_order_process_timer=1051.428049 2020-08-11 00:17:52 DEBUG: check clearing time needed clearing_process_timer=952.429252 2020-08-11 00:17:52 DEBUG: check init order needed init_order_process_timer=1052.429544 2020-08-11 00:17:53 DEBUG: check clearing time needed clearing_process_timer=953.430768 2020-08-11 00:17:53 DEBUG: check init order needed init_order_process_timer=1053.431066 2020-08-11 00:17:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:53.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 335, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc3aaf27-b32d-2138-164a-ecab6d377563", "grossValue": 13187275, "homeNotional": 3.954668870263251, "foreignNotional": 1556.7554007791289}, {"timestamp": "2020-08-10T21:17:53.671Z", "symbol": "ETHUSD", "side": "Buy", "size": 1165, "price": 393.65, "tickDirection": "ZeroMinusTick", "trdMatchID": "6934f8fb-0926-d210-3567-459402c9caa9", "grossValue": 45860225, "homeNotional": 13.75280368315429, "foreignNotional": 5413.791169873687}]} 2020-08-11 00:17:53 DEBUG: message ignored 2020-08-11 00:17:54 DEBUG: check clearing time needed clearing_process_timer=954.432222 2020-08-11 00:17:54 DEBUG: check init order needed init_order_process_timer=1054.432469 2020-08-11 00:17:55 DEBUG: check clearing time needed clearing_process_timer=955.433643 2020-08-11 00:17:55 DEBUG: check init order needed init_order_process_timer=1055.433957 2020-08-11 00:17:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:17:55.470Z", "symbol": "ETHUSD", "side": "Sell", "size": 920, "price": 393.6, "tickDirection": "MinusTick", "trdMatchID": "6aa472f6-db8a-2d5b-9873-7a40a3d57945", "grossValue": 36211200, "homeNotional": 10.860583166096093, "foreignNotional": 4274.725534175422}]} 2020-08-11 00:17:55 DEBUG: message ignored 2020-08-11 00:17:56 DEBUG: check clearing time needed clearing_process_timer=956.43511 2020-08-11 00:17:56 DEBUG: check init order needed init_order_process_timer=1056.435387 2020-08-11 00:17:57 DEBUG: check clearing time needed clearing_process_timer=957.436569 2020-08-11 00:17:57 DEBUG: check init order needed init_order_process_timer=1057.43687 2020-08-11 00:17:58 DEBUG: check clearing time needed clearing_process_timer=958.437254 2020-08-11 00:17:58 DEBUG: check init order needed init_order_process_timer=1058.437616 2020-08-11 00:17:59 DEBUG: check clearing time needed clearing_process_timer=959.438868 2020-08-11 00:17:59 DEBUG: check init order needed init_order_process_timer=1059.439176 2020-08-11 00:18:00 DEBUG: check clearing time needed clearing_process_timer=960.440365 2020-08-11 00:18:00 DEBUG: check init order needed init_order_process_timer=1060.440646 2020-08-11 00:18:01 DEBUG: check clearing time needed clearing_process_timer=961.441095 2020-08-11 00:18:01 DEBUG: check init order needed init_order_process_timer=1061.44143 2020-08-11 00:18:02 DEBUG: check clearing time needed clearing_process_timer=962.4435 2020-08-11 00:18:02 DEBUG: check init order needed init_order_process_timer=1062.448711 2020-08-11 00:18:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:18:02.666Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "1646e39a-be26-1768-a022-cef8a49c3527", "grossValue": 196800000, "homeNotional": 59.031877213695395, "foreignNotional": 23234.94687131051}]} 2020-08-11 00:18:02 DEBUG: message ignored 2020-08-11 00:18:03 DEBUG: check clearing time needed clearing_process_timer=963.45247 2020-08-11 00:18:03 DEBUG: check init order needed init_order_process_timer=1063.461164 2020-08-11 00:18:04 DEBUG: check clearing time needed clearing_process_timer=964.463559 2020-08-11 00:18:04 DEBUG: check init order needed init_order_process_timer=1064.467435 2020-08-11 00:18:05 DEBUG: check clearing time needed clearing_process_timer=965.469969 2020-08-11 00:18:05 DEBUG: check init order needed init_order_process_timer=1065.475669 2020-08-11 00:18:06 DEBUG: check clearing time needed clearing_process_timer=966.477882 2020-08-11 00:18:06 DEBUG: check init order needed init_order_process_timer=1066.483335 2020-08-11 00:18:07 DEBUG: check clearing time needed clearing_process_timer=967.485135 2020-08-11 00:18:07 DEBUG: check init order needed init_order_process_timer=1067.489287 2020-08-11 00:18:08 DEBUG: check clearing time needed clearing_process_timer=968.490728 2020-08-11 00:18:08 DEBUG: check init order needed init_order_process_timer=1068.49107 2020-08-11 00:18:09 DEBUG: check clearing time needed clearing_process_timer=969.492246 2020-08-11 00:18:09 DEBUG: check init order needed init_order_process_timer=1069.492557 2020-08-11 00:18:10 DEBUG: check clearing time needed clearing_process_timer=970.493743 2020-08-11 00:18:10 DEBUG: check init order needed init_order_process_timer=1070.495121 2020-08-11 00:18:11 DEBUG: check clearing time needed clearing_process_timer=971.497529 2020-08-11 00:18:11 DEBUG: check init order needed init_order_process_timer=1071.499962 2020-08-11 00:18:12 DEBUG: check clearing time needed clearing_process_timer=972.501632 2020-08-11 00:18:12 DEBUG: check init order needed init_order_process_timer=1072.502912 2020-08-11 00:18:13 DEBUG: check clearing time needed clearing_process_timer=973.505172 2020-08-11 00:18:13 DEBUG: check init order needed init_order_process_timer=1073.509214 2020-08-11 00:18:14 DEBUG: check clearing time needed clearing_process_timer=974.511275 2020-08-11 00:18:14 DEBUG: check init order needed init_order_process_timer=1074.513225 2020-08-11 00:18:15 DEBUG: check clearing time needed clearing_process_timer=975.514426 2020-08-11 00:18:15 DEBUG: check init order needed init_order_process_timer=1075.514758 2020-08-11 00:18:16 DEBUG: check clearing time needed clearing_process_timer=976.515937 2020-08-11 00:18:16 DEBUG: check init order needed init_order_process_timer=1076.516221 2020-08-11 00:18:17 DEBUG: check clearing time needed clearing_process_timer=977.517812 2020-08-11 00:18:17 DEBUG: check init order needed init_order_process_timer=1077.518166 2020-08-11 00:18:18 DEBUG: check clearing time needed clearing_process_timer=978.519372 2020-08-11 00:18:18 DEBUG: check init order needed init_order_process_timer=1078.519675 2020-08-11 00:18:19 DEBUG: check clearing time needed clearing_process_timer=979.520848 2020-08-11 00:18:19 DEBUG: check init order needed init_order_process_timer=1079.521132 2020-08-11 00:18:20 DEBUG: check clearing time needed clearing_process_timer=980.522331 2020-08-11 00:18:20 DEBUG: check init order needed init_order_process_timer=1080.522663 2020-08-11 00:18:21 DEBUG: check clearing time needed clearing_process_timer=981.523897 2020-08-11 00:18:21 DEBUG: check init order needed init_order_process_timer=1081.524163 2020-08-11 00:18:22 DEBUG: check clearing time needed clearing_process_timer=982.525452 2020-08-11 00:18:22 DEBUG: check init order needed init_order_process_timer=1082.525743 2020-08-11 00:18:23 DEBUG: check clearing time needed clearing_process_timer=983.527182 2020-08-11 00:18:23 DEBUG: check init order needed init_order_process_timer=1083.527486 2020-08-11 00:18:24 DEBUG: check clearing time needed clearing_process_timer=984.528701 2020-08-11 00:18:24 DEBUG: check init order needed init_order_process_timer=1084.529004 2020-08-11 00:18:25 DEBUG: check clearing time needed clearing_process_timer=985.530504 2020-08-11 00:18:25 DEBUG: check init order needed init_order_process_timer=1085.530823 2020-08-11 00:18:26 DEBUG: check clearing time needed clearing_process_timer=986.532048 2020-08-11 00:18:26 DEBUG: check init order needed init_order_process_timer=1086.532338 2020-08-11 00:18:27 DEBUG: check clearing time needed clearing_process_timer=987.533803 2020-08-11 00:18:27 DEBUG: check init order needed init_order_process_timer=1087.534073 2020-08-11 00:18:28 DEBUG: check clearing time needed clearing_process_timer=988.535288 2020-08-11 00:18:28 DEBUG: check init order needed init_order_process_timer=1088.535551 2020-08-11 00:18:29 DEBUG: check clearing time needed clearing_process_timer=989.536702 2020-08-11 00:18:29 DEBUG: check init order needed init_order_process_timer=1089.537066 2020-08-11 00:18:30 DEBUG: check clearing time needed clearing_process_timer=990.538504 2020-08-11 00:18:30 DEBUG: check init order needed init_order_process_timer=1090.538799 2020-08-11 00:18:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:18:30.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 393.65, "tickDirection": "PlusTick", "trdMatchID": "1c65fd38-eb42-5618-3547-6c7bf1d0066d", "grossValue": 19682500, "homeNotional": 5.903187721369539, "foreignNotional": 2323.7898465171193}]} 2020-08-11 00:18:30 DEBUG: message ignored 2020-08-11 00:18:31 DEBUG: check clearing time needed clearing_process_timer=991.540031 2020-08-11 00:18:31 DEBUG: check init order needed init_order_process_timer=1091.540308 2020-08-11 00:18:32 DEBUG: check clearing time needed clearing_process_timer=992.541752 2020-08-11 00:18:32 DEBUG: check init order needed init_order_process_timer=1092.54207 2020-08-11 00:18:33 DEBUG: check clearing time needed clearing_process_timer=993.543267 2020-08-11 00:18:33 DEBUG: check init order needed init_order_process_timer=1093.543594 2020-08-11 00:18:34 DEBUG: check clearing time needed clearing_process_timer=994.544838 2020-08-11 00:18:34 DEBUG: check init order needed init_order_process_timer=1094.545155 2020-08-11 00:18:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:18:34.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 335, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "81fcb93e-182f-d104-da8c-1bad0fadca32", "grossValue": 13187275, "homeNotional": 3.9551357733175916, "foreignNotional": 1556.93919716647}, {"timestamp": "2020-08-10T21:18:34.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5f5580d6-38d7-2617-f2a8-9657bc329559", "grossValue": 78730000, "homeNotional": 23.612750885478157, "foreignNotional": 9295.159386068477}, {"timestamp": "2020-08-10T21:18:34.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 2665, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "277185bf-1f14-1590-c4e2-a654c67a5d69", "grossValue": 104907725, "homeNotional": 31.463990554899645, "foreignNotional": 12385.799881936246}]} 2020-08-11 00:18:34 DEBUG: message ignored 2020-08-11 00:18:35 DEBUG: check clearing time needed clearing_process_timer=995.546339 2020-08-11 00:18:35 DEBUG: check init order needed init_order_process_timer=1095.546619 2020-08-11 00:18:36 DEBUG: check clearing time needed clearing_process_timer=996.547804 2020-08-11 00:18:36 DEBUG: check init order needed init_order_process_timer=1096.548093 2020-08-11 00:18:37 DEBUG: check clearing time needed clearing_process_timer=997.549438 2020-08-11 00:18:37 DEBUG: check init order needed init_order_process_timer=1097.549705 2020-08-11 00:18:38 DEBUG: check clearing time needed clearing_process_timer=998.550917 2020-08-11 00:18:38 DEBUG: check init order needed init_order_process_timer=1098.551187 2020-08-11 00:18:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:18:38.918Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.6, "tickDirection": "MinusTick", "trdMatchID": "82fe9b27-fc32-0cfe-a71c-430931acca0b", "grossValue": 393600, "homeNotional": 0.1180637544273908, "foreignNotional": 46.46989374262102}]} 2020-08-11 00:18:38 DEBUG: message ignored 2020-08-11 00:18:39 DEBUG: check clearing time needed clearing_process_timer=999.552406 2020-08-11 00:18:39 DEBUG: check init order needed init_order_process_timer=1099.552688 2020-08-11 00:18:40 DEBUG: check clearing time needed clearing_process_timer=1000.553904 2020-08-11 00:18:40 DEBUG: check init order needed init_order_process_timer=1100.554574 2020-08-11 00:18:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 114, "price": 393.65, "tickDirection": "PlusTick", "trdMatchID": "dbce571b-49b7-feaf-a075-9a1e57b47190", "grossValue": 4487610, "homeNotional": 1.345926800472255, "foreignNotional": 529.8240850059032}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 72, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e459cdf-e85c-76c8-968b-891664bc46bf", "grossValue": 2834280, "homeNotional": 0.8500590318772137, "foreignNotional": 334.62573789846516}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 95, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "965d6ce0-9e76-3138-145f-b21ad44eb532", "grossValue": 3739675, "homeNotional": 1.1216056670602126, "foreignNotional": 441.52007083825265}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "5db44cab-b6e0-c61e-692e-d75f88748b50", "grossValue": 2952375, "homeNotional": 0.885478158205431, "foreignNotional": 348.5684769775679}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 250, "price": 393.65, "tickDirection": "ZeroPlusTick", "trdMatchID": "3fa7136f-b19d-3a6c-3fdb-7242ffe8cf9d", "grossValue": 9841250, "homeNotional": 2.9515938606847696, "foreignNotional": 1161.8949232585596}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 108, "price": 393.75, "tickDirection": "PlusTick", "trdMatchID": "e7c5624f-2e42-3708-bb78-577b9dee518b", "grossValue": 4252500, "homeNotional": 1.2750885478158205, "foreignNotional": 502.06611570247935}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "38a0ccf9-09a3-4283-d194-fb8217d4fe32", "grossValue": 78750000, "homeNotional": 23.612750885478157, "foreignNotional": 9297.520661157025}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "0fba1114-f078-bde7-1a9e-d66757a57f79", "grossValue": 1575000, "homeNotional": 0.4722550177095632, "foreignNotional": 185.9504132231405}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 57, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ca0aa7f-2906-4341-ed4e-7fbcc179e7e4", "grossValue": 2244375, "homeNotional": 0.6729634002361276, "foreignNotional": 264.9793388429752}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 54, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "fde7133d-80ce-eb3d-b7c7-d7b7e7ab1c7a", "grossValue": 2126250, "homeNotional": 0.6375442739079102, "foreignNotional": 251.03305785123968}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 62, "price": 393.75, "tickDirection": "ZeroPlusTick", "trdMatchID": "0a19303d-57be-925d-104c-66a347599e99", "grossValue": 2441250, "homeNotional": 0.731995277449823, "foreignNotional": 288.22314049586777}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 381, "price": 393.8, "tickDirection": "PlusTick", "trdMatchID": "1465fa3d-c526-3262-5317-788996069c19", "grossValue": 15003780, "homeNotional": 4.4982290436835894, "foreignNotional": 1771.4025974025974}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "4819888e-4f98-3a04-a139-31ac25327b32", "grossValue": 78760000, "homeNotional": 23.612750885478157, "foreignNotional": 9298.701298701299}, {"timestamp": "2020-08-10T21:18:41.237Z", "symbol": "ETHUSD", "side": "Buy", "size": 1692, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "64d99545-0555-9776-452b-2fbbea7a2c79", "grossValue": 66630960, "homeNotional": 19.976387249114524, "foreignNotional": 7866.701298701299}]} 2020-08-11 00:18:41 DEBUG: message ignored 2020-08-11 00:18:41 DEBUG: check clearing time needed clearing_process_timer=1001.555924 2020-08-11 00:18:41 DEBUG: check init order needed init_order_process_timer=1101.556572 2020-08-11 00:18:42 DEBUG: check clearing time needed clearing_process_timer=1002.558188 2020-08-11 00:18:42 DEBUG: check init order needed init_order_process_timer=1102.558785 2020-08-11 00:18:43 DEBUG: check clearing time needed clearing_process_timer=1003.560351 2020-08-11 00:18:43 DEBUG: check init order needed init_order_process_timer=1103.560618 2020-08-11 00:18:44 DEBUG: check clearing time needed clearing_process_timer=1004.561821 2020-08-11 00:18:44 DEBUG: check init order needed init_order_process_timer=1104.562098 2020-08-11 00:18:45 DEBUG: check clearing time needed clearing_process_timer=1005.56331 2020-08-11 00:18:45 DEBUG: check init order needed init_order_process_timer=1105.563609 2020-08-11 00:18:46 DEBUG: check clearing time needed clearing_process_timer=1006.564813 2020-08-11 00:18:46 DEBUG: check init order needed init_order_process_timer=1106.565178 2020-08-11 00:18:47 DEBUG: check clearing time needed clearing_process_timer=1007.566378 2020-08-11 00:18:47 DEBUG: check init order needed init_order_process_timer=1107.56665 2020-08-11 00:18:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:18:48.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 393.75, "tickDirection": "MinusTick", "trdMatchID": "8868c516-950a-3b86-4629-0b4bc80c3b43", "grossValue": 5906250, "homeNotional": 1.770956316410862, "foreignNotional": 697.3140495867768}]} 2020-08-11 00:18:48 DEBUG: message ignored 2020-08-11 00:18:48 DEBUG: check clearing time needed clearing_process_timer=1008.567832 2020-08-11 00:18:48 DEBUG: check init order needed init_order_process_timer=1108.568119 2020-08-11 00:18:49 DEBUG: check clearing time needed clearing_process_timer=1009.569341 2020-08-11 00:18:49 DEBUG: check init order needed init_order_process_timer=1109.569637 2020-08-11 00:18:50 DEBUG: check clearing time needed clearing_process_timer=1010.570869 2020-08-11 00:18:50 DEBUG: check init order needed init_order_process_timer=1110.571118 2020-08-11 00:18:51 DEBUG: check clearing time needed clearing_process_timer=1011.572308 2020-08-11 00:18:51 DEBUG: check init order needed init_order_process_timer=1111.572615 2020-08-11 00:18:52 DEBUG: check clearing time needed clearing_process_timer=1012.573831 2020-08-11 00:18:52 DEBUG: check init order needed init_order_process_timer=1112.574168 2020-08-11 00:18:53 DEBUG: check clearing time needed clearing_process_timer=1013.575434 2020-08-11 00:18:53 DEBUG: check init order needed init_order_process_timer=1113.575709 2020-08-11 00:18:54 DEBUG: check clearing time needed clearing_process_timer=1014.576871 2020-08-11 00:18:54 DEBUG: check init order needed init_order_process_timer=1114.577154 2020-08-11 00:18:55 DEBUG: check clearing time needed clearing_process_timer=1015.578329 2020-08-11 00:18:55 DEBUG: check init order needed init_order_process_timer=1115.578565 2020-08-11 00:18:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:18:56.213Z", "symbol": "ETHUSD", "side": "Sell", "size": 276, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "fca257b4-fe13-65f2-24e0-27a1bde8bb91", "grossValue": 10867500, "homeNotional": 3.258559622195986, "foreignNotional": 1283.0578512396694}]} 2020-08-11 00:18:56 DEBUG: message ignored 2020-08-11 00:18:56 DEBUG: check clearing time needed clearing_process_timer=1016.579774 2020-08-11 00:18:56 DEBUG: check init order needed init_order_process_timer=1116.580088 2020-08-11 00:18:57 DEBUG: check clearing time needed clearing_process_timer=1017.581299 2020-08-11 00:18:57 DEBUG: check init order needed init_order_process_timer=1117.581539 2020-08-11 00:18:58 DEBUG: check clearing time needed clearing_process_timer=1018.582767 2020-08-11 00:18:58 DEBUG: check init order needed init_order_process_timer=1118.583006 2020-08-11 00:18:59 DEBUG: check clearing time needed clearing_process_timer=1019.584249 2020-08-11 00:18:59 DEBUG: check init order needed init_order_process_timer=1119.584503 2020-08-11 00:19:00 DEBUG: check clearing time needed clearing_process_timer=1020.58568 2020-08-11 00:19:00 DEBUG: check init order needed init_order_process_timer=1120.586004 2020-08-11 00:19:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:00.902Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "f6b8de99-5e14-b840-2d44-4462a8a166b2", "grossValue": 5906250, "homeNotional": 1.7707472553417543, "foreignNotional": 697.2317317908157}]} 2020-08-11 00:19:01 DEBUG: message ignored 2020-08-11 00:19:01 DEBUG: check clearing time needed clearing_process_timer=1021.587291 2020-08-11 00:19:01 DEBUG: check init order needed init_order_process_timer=1121.587582 2020-08-11 00:19:02 DEBUG: check clearing time needed clearing_process_timer=1022.591097 2020-08-11 00:19:02 DEBUG: check init order needed init_order_process_timer=1122.599568 2020-08-11 00:19:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:03.207Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "bececd1c-06c8-ca2c-a85e-190f70bb855a", "grossValue": 5906250, "homeNotional": 1.7707472553417543, "foreignNotional": 697.2317317908157}]} 2020-08-11 00:19:03 DEBUG: message ignored 2020-08-11 00:19:03 DEBUG: check clearing time needed clearing_process_timer=1023.601703 2020-08-11 00:19:03 DEBUG: check init order needed init_order_process_timer=1123.604763 2020-08-11 00:19:04 DEBUG: check clearing time needed clearing_process_timer=1024.606308 2020-08-11 00:19:04 DEBUG: check init order needed init_order_process_timer=1124.606734 2020-08-11 00:19:05 DEBUG: check clearing time needed clearing_process_timer=1025.611629 2020-08-11 00:19:05 DEBUG: check init order needed init_order_process_timer=1125.616496 2020-08-11 00:19:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:05.713Z", "symbol": "ETHUSD", "side": "Buy", "size": 170, "price": 393.8, "tickDirection": "PlusTick", "trdMatchID": "24642831-1e61-02e2-e1a8-8ceefc66e916", "grossValue": 6694600, "homeNotional": 2.0068468893873215, "foreignNotional": 790.2963050407271}]} 2020-08-11 00:19:05 DEBUG: message ignored 2020-08-11 00:19:06 DEBUG: check clearing time needed clearing_process_timer=1026.617965 2020-08-11 00:19:06 DEBUG: check init order needed init_order_process_timer=1126.618267 2020-08-11 00:19:07 DEBUG: check clearing time needed clearing_process_timer=1027.619477 2020-08-11 00:19:07 DEBUG: check init order needed init_order_process_timer=1127.621271 2020-08-11 00:19:08 DEBUG: check clearing time needed clearing_process_timer=1028.623481 2020-08-11 00:19:08 DEBUG: check init order needed init_order_process_timer=1128.626463 2020-08-11 00:19:09 DEBUG: check clearing time needed clearing_process_timer=1029.636229 2020-08-11 00:19:09 DEBUG: check init order needed init_order_process_timer=1129.654691 2020-08-11 00:19:10 DEBUG: check clearing time needed clearing_process_timer=1030.656399 2020-08-11 00:19:10 DEBUG: check init order needed init_order_process_timer=1130.660767 2020-08-11 00:19:11 DEBUG: check clearing time needed clearing_process_timer=1031.661068 2020-08-11 00:19:11 DEBUG: check init order needed init_order_process_timer=1131.661429 2020-08-11 00:19:12 DEBUG: check clearing time needed clearing_process_timer=1032.662645 2020-08-11 00:19:12 DEBUG: check init order needed init_order_process_timer=1132.662893 2020-08-11 00:19:13 DEBUG: check clearing time needed clearing_process_timer=1033.664513 2020-08-11 00:19:13 DEBUG: check init order needed init_order_process_timer=1133.666948 2020-08-11 00:19:14 DEBUG: check clearing time needed clearing_process_timer=1034.668142 2020-08-11 00:19:14 DEBUG: check init order needed init_order_process_timer=1134.668465 2020-08-11 00:19:15 DEBUG: check clearing time needed clearing_process_timer=1035.669664 2020-08-11 00:19:15 DEBUG: check init order needed init_order_process_timer=1135.670523 2020-08-11 00:19:16 DEBUG: check clearing time needed clearing_process_timer=1036.673594 2020-08-11 00:19:16 DEBUG: check init order needed init_order_process_timer=1136.680479 2020-08-11 00:19:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 1261, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "d270d2a8-aee9-7e67-5cb9-e9b1ee54f242", "grossValue": 49658180, "homeNotional": 14.886081926573015, "foreignNotional": 5862.139062684453}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "49d19ef9-2374-9167-6b16-48975663f4c6", "grossValue": 78760000, "homeNotional": 23.609963404556723, "foreignNotional": 9297.603588714437}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 25, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "08956a2f-c8dd-b582-6e27-fc864aa31767", "grossValue": 984500, "homeNotional": 0.295124542556959, "foreignNotional": 116.22004485893046}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 593, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "f44d9484-1941-dbda-3943-9c3eb1a971e9", "grossValue": 23352340, "homeNotional": 7.000354149451068, "foreignNotional": 2756.739464053831}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "c67faa72-7b40-692b-88eb-c01e35dc3db5", "grossValue": 59070000, "homeNotional": 17.707472553417542, "foreignNotional": 6973.202691535828}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 1500, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "408f5db7-7b80-61eb-c8ef-3882c9c1bf6d", "grossValue": 59070000, "homeNotional": 17.707472553417542, "foreignNotional": 6973.202691535828}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 2200, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "abc6ccbc-a90c-946d-6161-349ccaf7248f", "grossValue": 86636000, "homeNotional": 25.970959745012394, "foreignNotional": 10227.363947585882}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 393.85, "tickDirection": "PlusTick", "trdMatchID": "dec5e14d-6ecd-08d2-b87c-36d1ec81a0a5", "grossValue": 78770000, "homeNotional": 23.609963404556723, "foreignNotional": 9298.784086884665}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "0144a464-ffa9-b2e4-5dec-c725c079a1ef", "grossValue": 1181550, "homeNotional": 0.35414945106835083, "foreignNotional": 139.48176130327}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "ebcc58ee-e06c-44c9-487e-575367443890", "grossValue": 1575400, "homeNotional": 0.47219926809113444, "foreignNotional": 185.9756817376933}, {"timestamp": "2020-08-10T21:19:17.021Z", "symbol": "ETHUSD", "side": "Buy", "size": 8851, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "dfacfbd5-7912-4d45-4b0b-4a35830e72a2", "grossValue": 348596635, "homeNotional": 104.48589304686578, "foreignNotional": 41151.76897650809}]} 2020-08-11 00:19:17 DEBUG: message ignored 2020-08-11 00:19:17 DEBUG: check clearing time needed clearing_process_timer=1037.682164 2020-08-11 00:19:17 DEBUG: check init order needed init_order_process_timer=1137.683372 2020-08-11 00:19:18 DEBUG: check clearing time needed clearing_process_timer=1038.684839 2020-08-11 00:19:18 DEBUG: check init order needed init_order_process_timer=1138.685132 2020-08-11 00:19:19 DEBUG: check clearing time needed clearing_process_timer=1039.686323 2020-08-11 00:19:19 DEBUG: check init order needed init_order_process_timer=1139.686779 2020-08-11 00:19:20 DEBUG: check clearing time needed clearing_process_timer=1040.688067 2020-08-11 00:19:20 DEBUG: check init order needed init_order_process_timer=1140.688356 2020-08-11 00:19:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:21.224Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "d63c478c-7d8f-4bdf-c515-e414f9d27a4f", "grossValue": 39385, "homeNotional": 0.011804981702278361, "foreignNotional": 4.649392043442333}]} 2020-08-11 00:19:21 DEBUG: message ignored 2020-08-11 00:19:21 DEBUG: check clearing time needed clearing_process_timer=1041.689572 2020-08-11 00:19:21 DEBUG: check init order needed init_order_process_timer=1141.689883 2020-08-11 00:19:22 DEBUG: check clearing time needed clearing_process_timer=1042.691077 2020-08-11 00:19:22 DEBUG: check init order needed init_order_process_timer=1142.691336 2020-08-11 00:19:23 DEBUG: check clearing time needed clearing_process_timer=1043.692518 2020-08-11 00:19:23 DEBUG: check init order needed init_order_process_timer=1143.69279 2020-08-11 00:19:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:24.030Z", "symbol": "ETHUSD", "side": "Buy", "size": 10000, "price": 393.85, "tickDirection": "ZeroPlusTick", "trdMatchID": "a52428e9-66bb-3823-f07d-7e75782e8c24", "grossValue": 393850000, "homeNotional": 118.04981702278361, "foreignNotional": 46493.92043442333}]} 2020-08-11 00:19:24 DEBUG: message ignored 2020-08-11 00:19:24 DEBUG: check clearing time needed clearing_process_timer=1044.693972 2020-08-11 00:19:24 DEBUG: check init order needed init_order_process_timer=1144.694241 2020-08-11 00:19:25 DEBUG: check clearing time needed clearing_process_timer=1045.69543 2020-08-11 00:19:25 DEBUG: check init order needed init_order_process_timer=1145.695693 2020-08-11 00:19:26 DEBUG: check clearing time needed clearing_process_timer=1046.696914 2020-08-11 00:19:26 DEBUG: check init order needed init_order_process_timer=1146.697254 2020-08-11 00:19:27 DEBUG: check clearing time needed clearing_process_timer=1047.698431 2020-08-11 00:19:27 DEBUG: check init order needed init_order_process_timer=1147.69867 2020-08-11 00:19:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:28.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.8, "tickDirection": "MinusTick", "trdMatchID": "2f499959-7df2-8f38-2909-32d56a5569b1", "grossValue": 472560, "homeNotional": 0.14165978042734034, "foreignNotional": 55.785621532286626}]} 2020-08-11 00:19:28 DEBUG: message ignored 2020-08-11 00:19:28 DEBUG: check clearing time needed clearing_process_timer=1048.699873 2020-08-11 00:19:28 DEBUG: check init order needed init_order_process_timer=1148.700151 2020-08-11 00:19:29 DEBUG: check clearing time needed clearing_process_timer=1049.701375 2020-08-11 00:19:29 DEBUG: check init order needed init_order_process_timer=1149.701681 2020-08-11 00:19:30 DEBUG: check clearing time needed clearing_process_timer=1050.702903 2020-08-11 00:19:30 DEBUG: check init order needed init_order_process_timer=1150.703229 2020-08-11 00:19:31 DEBUG: check clearing time needed clearing_process_timer=1051.704421 2020-08-11 00:19:31 DEBUG: check init order needed init_order_process_timer=1151.704698 2020-08-11 00:19:32 DEBUG: check clearing time needed clearing_process_timer=1052.705922 2020-08-11 00:19:32 DEBUG: check init order needed init_order_process_timer=1152.706264 2020-08-11 00:19:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:33.083Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "95408843-87f5-7981-ecb5-b9502fa5ea74", "grossValue": 19690000, "homeNotional": 5.9038847561695595, "foreignNotional": 2324.9498169795725}]} 2020-08-11 00:19:33 DEBUG: message ignored 2020-08-11 00:19:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:33.113Z", "symbol": "ETHUSD", "side": "Buy", "size": 400, "price": 393.85, "tickDirection": "PlusTick", "trdMatchID": "3c747778-79e6-8cc9-bc3b-60ae0d5211f7", "grossValue": 15754000, "homeNotional": 4.723107804935648, "foreignNotional": 1860.1960089739048}]} 2020-08-11 00:19:33 DEBUG: message ignored 2020-08-11 00:19:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:33.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 13, "price": 393.8, "tickDirection": "MinusTick", "trdMatchID": "69615e25-452d-4960-511e-05a3bfab5de3", "grossValue": 511940, "homeNotional": 0.15350100366040856, "foreignNotional": 60.44869524146889}]} 2020-08-11 00:19:33 DEBUG: message ignored 2020-08-11 00:19:33 DEBUG: check clearing time needed clearing_process_timer=1053.707497 2020-08-11 00:19:33 DEBUG: check init order needed init_order_process_timer=1153.70779 2020-08-11 00:19:34 DEBUG: check clearing time needed clearing_process_timer=1054.708958 2020-08-11 00:19:34 DEBUG: check init order needed init_order_process_timer=1154.709263 2020-08-11 00:19:35 DEBUG: check clearing time needed clearing_process_timer=1055.710456 2020-08-11 00:19:35 DEBUG: check init order needed init_order_process_timer=1155.710708 2020-08-11 00:19:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:36.534Z", "symbol": "ETHUSD", "side": "Buy", "size": 51, "price": 393.85, "tickDirection": "PlusTick", "trdMatchID": "960fd7f2-8ce7-5304-07a8-08ffc8abb81c", "grossValue": 2008635, "homeNotional": 0.602196245129295, "foreignNotional": 237.17499114417288}, {"timestamp": "2020-08-10T21:19:36.534Z", "symbol": "ETHUSD", "side": "Buy", "size": 49, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "a68c55d7-0e87-1032-012f-0802681b8671", "grossValue": 1930110, "homeNotional": 0.5785807061046169, "foreignNotional": 227.90294013460857}]} 2020-08-11 00:19:36 DEBUG: message ignored 2020-08-11 00:19:36 DEBUG: check clearing time needed clearing_process_timer=1056.711925 2020-08-11 00:19:36 DEBUG: check init order needed init_order_process_timer=1156.712241 2020-08-11 00:19:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:36.934Z", "symbol": "ETHUSD", "side": "Buy", "size": 1951, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "453979ce-e2c9-36d2-5af2-9e0c928f6383", "grossValue": 76849890, "homeNotional": 23.03695831857362, "foreignNotional": 9074.25788168615}, {"timestamp": "2020-08-10T21:19:36.934Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "300cb99a-6f16-fecf-0960-7586f97e516b", "grossValue": 315120, "homeNotional": 0.09446215609871296, "foreignNotional": 37.20864328728303}, {"timestamp": "2020-08-10T21:19:36.934Z", "symbol": "ETHUSD", "side": "Buy", "size": 41, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "30de12e0-dfb1-eb43-b6cc-c989baedc1b9", "grossValue": 1614990, "homeNotional": 0.48411855000590387, "foreignNotional": 190.69429684732555}]} 2020-08-11 00:19:36 DEBUG: message ignored 2020-08-11 00:19:37 DEBUG: check clearing time needed clearing_process_timer=1057.713459 2020-08-11 00:19:37 DEBUG: check init order needed init_order_process_timer=1157.713755 2020-08-11 00:19:38 DEBUG: check clearing time needed clearing_process_timer=1058.714941 2020-08-11 00:19:38 DEBUG: check init order needed init_order_process_timer=1158.715191 2020-08-11 00:19:39 DEBUG: check clearing time needed clearing_process_timer=1059.716358 2020-08-11 00:19:39 DEBUG: check init order needed init_order_process_timer=1159.716606 2020-08-11 00:19:40 DEBUG: check clearing time needed clearing_process_timer=1060.717781 2020-08-11 00:19:40 DEBUG: check init order needed init_order_process_timer=1160.71803 2020-08-11 00:19:41 DEBUG: check clearing time needed clearing_process_timer=1061.719263 2020-08-11 00:19:41 DEBUG: check init order needed init_order_process_timer=1161.719534 2020-08-11 00:19:42 DEBUG: check clearing time needed clearing_process_timer=1062.720722 2020-08-11 00:19:42 DEBUG: check init order needed init_order_process_timer=1162.721056 2020-08-11 00:19:43 DEBUG: check clearing time needed clearing_process_timer=1063.722232 2020-08-11 00:19:43 DEBUG: check init order needed init_order_process_timer=1163.72249 2020-08-11 00:19:44 DEBUG: check clearing time needed clearing_process_timer=1064.723719 2020-08-11 00:19:44 DEBUG: check init order needed init_order_process_timer=1164.724055 2020-08-11 00:19:45 DEBUG: check clearing time needed clearing_process_timer=1065.72534 2020-08-11 00:19:45 DEBUG: check init order needed init_order_process_timer=1165.725625 2020-08-11 00:19:46 DEBUG: check clearing time needed clearing_process_timer=1066.726839 2020-08-11 00:19:46 DEBUG: check init order needed init_order_process_timer=1166.727149 2020-08-11 00:19:47 DEBUG: check clearing time needed clearing_process_timer=1067.728376 2020-08-11 00:19:47 DEBUG: check init order needed init_order_process_timer=1167.728736 2020-08-11 00:19:48 DEBUG: check clearing time needed clearing_process_timer=1068.729916 2020-08-11 00:19:48 DEBUG: check init order needed init_order_process_timer=1168.730209 2020-08-11 00:19:49 DEBUG: check clearing time needed clearing_process_timer=1069.731398 2020-08-11 00:19:49 DEBUG: check init order needed init_order_process_timer=1169.731661 2020-08-11 00:19:50 DEBUG: check clearing time needed clearing_process_timer=1070.732835 2020-08-11 00:19:50 DEBUG: check init order needed init_order_process_timer=1170.733154 2020-08-11 00:19:51 DEBUG: check clearing time needed clearing_process_timer=1071.734325 2020-08-11 00:19:51 DEBUG: check init order needed init_order_process_timer=1171.734593 2020-08-11 00:19:52 DEBUG: check clearing time needed clearing_process_timer=1072.735772 2020-08-11 00:19:52 DEBUG: check init order needed init_order_process_timer=1172.736084 2020-08-11 00:19:53 DEBUG: check clearing time needed clearing_process_timer=1073.73707 2020-08-11 00:19:53 DEBUG: check init order needed init_order_process_timer=1173.737355 2020-08-11 00:19:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:54.569Z", "symbol": "ETHUSD", "side": "Buy", "size": 525, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "f7771cc9-ae17-339a-531b-5d607142212d", "grossValue": 20679750, "homeNotional": 6.199078993978038, "foreignNotional": 2441.817215727949}, {"timestamp": "2020-08-10T21:19:54.569Z", "symbol": "ETHUSD", "side": "Buy", "size": 225, "price": 393.9, "tickDirection": "ZeroPlusTick", "trdMatchID": "d1b0e548-8f79-62cf-4047-505863e5ccad", "grossValue": 8862750, "homeNotional": 2.656748140276302, "foreignNotional": 1046.4930924548353}]} 2020-08-11 00:19:54 DEBUG: message ignored 2020-08-11 00:19:54 DEBUG: check clearing time needed clearing_process_timer=1074.738531 2020-08-11 00:19:54 DEBUG: check init order needed init_order_process_timer=1174.738781 2020-08-11 00:19:55 DEBUG: check clearing time needed clearing_process_timer=1075.739943 2020-08-11 00:19:55 DEBUG: check init order needed init_order_process_timer=1175.740212 2020-08-11 00:19:56 DEBUG: check clearing time needed clearing_process_timer=1076.741126 2020-08-11 00:19:56 DEBUG: check init order needed init_order_process_timer=1176.741434 2020-08-11 00:19:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:19:56.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 307, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "17e5f7d3-6de7-7457-fb5e-26960090eb26", "grossValue": 12091195, "homeNotional": 3.6249852402881095, "foreignNotional": 1427.700436887472}]} 2020-08-11 00:19:56 DEBUG: message ignored 2020-08-11 00:19:57 DEBUG: check clearing time needed clearing_process_timer=1077.742646 2020-08-11 00:19:57 DEBUG: check init order needed init_order_process_timer=1177.74292 2020-08-11 00:19:58 DEBUG: check clearing time needed clearing_process_timer=1078.744104 2020-08-11 00:19:58 DEBUG: check init order needed init_order_process_timer=1178.744387 2020-08-11 00:19:59 DEBUG: check clearing time needed clearing_process_timer=1079.74508 2020-08-11 00:19:59 DEBUG: check init order needed init_order_process_timer=1179.745404 2020-08-11 00:20:00 DEBUG: check clearing time needed clearing_process_timer=1080.746614 2020-08-11 00:20:00 DEBUG: check init order needed init_order_process_timer=1180.746913 2020-08-11 00:20:01 DEBUG: check clearing time needed clearing_process_timer=1081.75006 2020-08-11 00:20:01 DEBUG: check init order needed init_order_process_timer=1181.758221 2020-08-11 00:20:02 DEBUG: check clearing time needed clearing_process_timer=1082.760083 2020-08-11 00:20:02 DEBUG: check init order needed init_order_process_timer=1182.764855 2020-08-11 00:20:03 DEBUG: check clearing time needed clearing_process_timer=1083.766177 2020-08-11 00:20:03 DEBUG: check init order needed init_order_process_timer=1183.766485 2020-08-11 00:20:04 DEBUG: check clearing time needed clearing_process_timer=1084.767671 2020-08-11 00:20:04 DEBUG: check init order needed init_order_process_timer=1184.767991 2020-08-11 00:20:05 DEBUG: check clearing time needed clearing_process_timer=1085.769087 2020-08-11 00:20:05 DEBUG: check init order needed init_order_process_timer=1185.769407 2020-08-11 00:20:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 95, "price": 393.9, "tickDirection": "PlusTick", "trdMatchID": "4eef612f-af3b-2e5c-6ac2-98c984cd5763", "grossValue": 3742050, "homeNotional": 1.1216056670602126, "foreignNotional": 441.8004722550177}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "a5866720-026a-4972-9bd1-38028dff70a9", "grossValue": 78790000, "homeNotional": 23.612750885478157, "foreignNotional": 9302.24321133412}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "a1a33080-806e-44f3-f1b4-334fa98f25b5", "grossValue": 1575800, "homeNotional": 0.4722550177095632, "foreignNotional": 186.04486422668242}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "824cda48-159c-99e7-9399-d936ce5aa611", "grossValue": 39395, "homeNotional": 0.011806375442739079, "foreignNotional": 4.65112160566706}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394, "tickDirection": "PlusTick", "trdMatchID": "8ede07bc-5079-d318-2006-9c4852cbfd95", "grossValue": 3940000, "homeNotional": 1.1806375442739079, "foreignNotional": 465.1711924439197}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ef7bafd-37d4-e505-1c9f-0eca099b11c3", "grossValue": 1182000, "homeNotional": 0.3541912632821724, "foreignNotional": 139.5513577331759}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "8314f303-8565-b5bc-321d-773882e74283", "grossValue": 39400, "homeNotional": 0.011806375442739079, "foreignNotional": 4.651711924439197}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "a4ecec15-d50a-d707-8fe1-8d33a9994179", "grossValue": 39400, "homeNotional": 0.011806375442739079, "foreignNotional": 4.651711924439197}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "c378bd68-2439-eb89-6bd4-78fc21b3045b", "grossValue": 39400000, "homeNotional": 11.806375442739078, "foreignNotional": 4651.711924439197}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "a73a0f23-632f-7f04-0cf1-de5bc3a89790", "grossValue": 78800000, "homeNotional": 23.612750885478157, "foreignNotional": 9303.423848878394}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1070, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "2451c171-9a61-b989-69b2-0ccd9e919c27", "grossValue": 42158000, "homeNotional": 12.632821723730814, "foreignNotional": 4977.331759149941}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2500, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "60e6a772-fe65-d70c-a692-dc74e3537ab5", "grossValue": 98500000, "homeNotional": 29.515938606847698, "foreignNotional": 11629.279811097993}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 12999, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "3771f550-3a82-dc6a-38ad-e7c1449506b4", "grossValue": 512160600, "homeNotional": 153.47107438016528, "foreignNotional": 60467.603305785124}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 7900, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "d36cd7a3-efdc-bc88-9382-88319e3cea1d", "grossValue": 311260000, "homeNotional": 93.27036599763872, "foreignNotional": 36748.52420306966}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 7900, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "3d49eb00-b6a1-43a1-fd60-ffd47aa98e27", "grossValue": 311260000, "homeNotional": 93.27036599763872, "foreignNotional": 36748.52420306966}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 394.05, "tickDirection": "PlusTick", "trdMatchID": "c36c6591-7c7d-bd88-9f3c-89b7278e53a4", "grossValue": 1576200, "homeNotional": 0.4722550177095632, "foreignNotional": 186.09208972845337}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "d626937d-ebcd-fd8d-1aa6-9bd3ae3cab4a", "grossValue": 1576200, "homeNotional": 0.4722550177095632, "foreignNotional": 186.09208972845337}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffb78147-5a4a-080e-a90a-9e693c9fb839", "grossValue": 39405, "homeNotional": 0.011806375442739079, "foreignNotional": 4.652302243211334}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad2d0c68-ccbf-7b8d-4bc4-24721d0e9360", "grossValue": 39405, "homeNotional": 0.011806375442739079, "foreignNotional": 4.652302243211334}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "fa8cae8c-006e-d8c9-b886-f398b68787dd", "grossValue": 788100, "homeNotional": 0.2361275088547816, "foreignNotional": 93.04604486422669}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 20, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "e051a622-46fb-0d13-5cc0-e133c38908e2", "grossValue": 788100, "homeNotional": 0.2361275088547816, "foreignNotional": 93.04604486422669}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "c5938b52-6631-848a-767c-b43e7136f745", "grossValue": 78810000, "homeNotional": 23.612750885478157, "foreignNotional": 9304.604486422668}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "7f0baec5-a460-d51b-680e-e0a90b0b93bc", "grossValue": 78810000, "homeNotional": 23.612750885478157, "foreignNotional": 9304.604486422668}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 1279, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "65791e68-9890-aefe-d7e0-1990e634ebb9", "grossValue": 50398995, "homeNotional": 15.100354191263282, "foreignNotional": 5950.294569067296}, {"timestamp": "2020-08-10T21:20:06.489Z", "symbol": "ETHUSD", "side": "Buy", "size": 6962, "price": 394.05, "tickDirection": "ZeroPlusTick", "trdMatchID": "a1a9acc2-d716-6c01-c71b-1dc3761eb257", "grossValue": 274337610, "homeNotional": 82.19598583234946, "foreignNotional": 32389.328217237307}]} 2020-08-11 00:20:06 DEBUG: message ignored 2020-08-11 00:20:06 DEBUG: check clearing time needed clearing_process_timer=1086.770577 2020-08-11 00:20:06 DEBUG: check init order needed init_order_process_timer=1186.770884 2020-08-11 00:20:07 DEBUG: check clearing time needed clearing_process_timer=1087.772088 2020-08-11 00:20:07 DEBUG: check init order needed init_order_process_timer=1187.772388 2020-08-11 00:20:08 DEBUG: check clearing time needed clearing_process_timer=1088.773089 2020-08-11 00:20:08 DEBUG: check init order needed init_order_process_timer=1188.773391 2020-08-11 00:20:09 DEBUG: check clearing time needed clearing_process_timer=1089.774359 2020-08-11 00:20:09 DEBUG: check init order needed init_order_process_timer=1189.774626 2020-08-11 00:20:10 DEBUG: check clearing time needed clearing_process_timer=1090.775898 2020-08-11 00:20:10 DEBUG: check init order needed init_order_process_timer=1190.776258 2020-08-11 00:20:11 DEBUG: check clearing time needed clearing_process_timer=1091.777463 2020-08-11 00:20:11 DEBUG: check init order needed init_order_process_timer=1191.77773 2020-08-11 00:20:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:12.629Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "e1fd9df9-abe9-97e1-2a0d-bd034ed9c757", "grossValue": 7882000, "homeNotional": 2.3612750885478158, "foreignNotional": 930.5785123966942}]} 2020-08-11 00:20:12 DEBUG: message ignored 2020-08-11 00:20:12 DEBUG: check clearing time needed clearing_process_timer=1092.77896 2020-08-11 00:20:12 DEBUG: check init order needed init_order_process_timer=1192.779248 2020-08-11 00:20:13 DEBUG: check clearing time needed clearing_process_timer=1093.780403 2020-08-11 00:20:13 DEBUG: check init order needed init_order_process_timer=1193.780653 2020-08-11 00:20:14 DEBUG: check clearing time needed clearing_process_timer=1094.782693 2020-08-11 00:20:14 DEBUG: check init order needed init_order_process_timer=1194.783031 2020-08-11 00:20:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:15.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "6581da7f-2223-a086-2a6a-bf7fc6b24821", "grossValue": 3940500, "homeNotional": 1.1806375442739079, "foreignNotional": 465.2302243211334}]} 2020-08-11 00:20:15 DEBUG: message ignored 2020-08-11 00:20:15 DEBUG: check clearing time needed clearing_process_timer=1095.784252 2020-08-11 00:20:15 DEBUG: check init order needed init_order_process_timer=1195.784549 2020-08-11 00:20:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:15.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 2000, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "8004630d-5099-b878-3cca-050bdbc42699", "grossValue": 78820000, "homeNotional": 23.612750885478157, "foreignNotional": 9305.785123966942}, {"timestamp": "2020-08-10T21:20:15.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 8, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "fb9dcd36-8136-7920-b479-8b80384f54fb", "grossValue": 315280, "homeNotional": 0.09445100354191263, "foreignNotional": 37.22314049586777}, {"timestamp": "2020-08-10T21:20:15.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 48, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "ed32f69d-d2cd-acb7-9ccb-a76e47811bba", "grossValue": 1891680, "homeNotional": 0.5667060212514758, "foreignNotional": 223.3388429752066}, {"timestamp": "2020-08-10T21:20:15.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 1822, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c087ec3-4254-a977-da62-98924497d8e3", "grossValue": 71805020, "homeNotional": 21.5112160566706, "foreignNotional": 8477.570247933885}, {"timestamp": "2020-08-10T21:20:15.855Z", "symbol": "ETHUSD", "side": "Buy", "size": 2016, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "66f84946-6bad-7864-a9b7-dedc71cabaaf", "grossValue": 79450560, "homeNotional": 23.801652892561982, "foreignNotional": 9380.231404958678}]} 2020-08-11 00:20:15 DEBUG: message ignored 2020-08-11 00:20:16 DEBUG: check clearing time needed clearing_process_timer=1096.78578 2020-08-11 00:20:16 DEBUG: check init order needed init_order_process_timer=1196.786214 2020-08-11 00:20:17 DEBUG: check clearing time needed clearing_process_timer=1097.787478 2020-08-11 00:20:17 DEBUG: check init order needed init_order_process_timer=1197.787797 2020-08-11 00:20:18 DEBUG: check clearing time needed clearing_process_timer=1098.789034 2020-08-11 00:20:18 DEBUG: check init order needed init_order_process_timer=1198.789328 2020-08-11 00:20:19 DEBUG: check clearing time needed clearing_process_timer=1099.790546 2020-08-11 00:20:19 DEBUG: check init order needed init_order_process_timer=1199.790801 2020-08-11 00:20:20 DEBUG: check clearing time needed clearing_process_timer=1100.792013 2020-08-11 00:20:20 DEBUG: check init order needed init_order_process_timer=1200.792264 2020-08-11 00:20:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:21.133Z", "symbol": "ETHUSD", "side": "Sell", "size": 25, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "7e11d3a3-3303-c91e-bef6-db0c40103187", "grossValue": 985250, "homeNotional": 0.29515938606847697, "foreignNotional": 116.32231404958678}]} 2020-08-11 00:20:21 DEBUG: message ignored 2020-08-11 00:20:21 DEBUG: check clearing time needed clearing_process_timer=1101.793439 2020-08-11 00:20:21 DEBUG: check init order needed init_order_process_timer=1201.793695 2020-08-11 00:20:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:22.104Z", "symbol": "ETHUSD", "side": "Buy", "size": 30, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "38c5d8fa-5e0f-8ad9-8bb7-1a67a8616164", "grossValue": 1182450, "homeNotional": 0.3541912632821724, "foreignNotional": 139.60448642266823}, {"timestamp": "2020-08-10T21:20:22.104Z", "symbol": "ETHUSD", "side": "Buy", "size": 40, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e9a6f2f5-a2f9-e138-777c-066fc0b38c09", "grossValue": 1576600, "homeNotional": 0.4722550177095632, "foreignNotional": 186.13931523022433}, {"timestamp": "2020-08-10T21:20:22.104Z", "symbol": "ETHUSD", "side": "Buy", "size": 130, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2fce0de9-0e7a-b7eb-0131-8521d6b78514", "grossValue": 5123950, "homeNotional": 1.5348288075560803, "foreignNotional": 604.952774498229}]} 2020-08-11 00:20:22 DEBUG: message ignored 2020-08-11 00:20:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:22.678Z", "symbol": "ETHUSD", "side": "Sell", "size": 975, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "cd725d88-4709-ad75-b86f-e1e00c3caa0e", "grossValue": 38424750, "homeNotional": 11.511216056670602, "foreignNotional": 4536.570247933884}, {"timestamp": "2020-08-10T21:20:22.678Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f2a9522-2ead-6307-07be-1dcbc07b0fa3", "grossValue": 31528000, "homeNotional": 9.445100354191263, "foreignNotional": 3722.314049586777}, {"timestamp": "2020-08-10T21:20:22.678Z", "symbol": "ETHUSD", "side": "Sell", "size": 225, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "3160bac3-4d97-4543-7b70-b6d5fef1982d", "grossValue": 8867250, "homeNotional": 2.656434474616293, "foreignNotional": 1046.900826446281}, {"timestamp": "2020-08-10T21:20:22.678Z", "symbol": "ETHUSD", "side": "Sell", "size": 217, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4432e6ab-b78f-0efb-fe00-b539d9eadc08", "grossValue": 8551970, "homeNotional": 2.56198347107438, "foreignNotional": 1009.6776859504132}, {"timestamp": "2020-08-10T21:20:22.678Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "15baca82-1025-d949-1c28-c8a3ee3ab0d6", "grossValue": 3546900, "homeNotional": 1.062573789846517, "foreignNotional": 418.7603305785124}, {"timestamp": "2020-08-10T21:20:22.678Z", "symbol": "ETHUSD", "side": "Sell", "size": 3975, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6489936a-6f57-66df-6cd2-f43cc36119be", "grossValue": 156654750, "homeNotional": 46.93034238488784, "foreignNotional": 18495.247933884297}]} 2020-08-11 00:20:22 DEBUG: message ignored 2020-08-11 00:20:22 DEBUG: check clearing time needed clearing_process_timer=1102.794925 2020-08-11 00:20:22 DEBUG: check init order needed init_order_process_timer=1202.795208 2020-08-11 00:20:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:22.839Z", "symbol": "ETHUSD", "side": "Sell", "size": 1916, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "6479b5f3-bf51-5eec-07e7-075ca3323534", "grossValue": 75509560, "homeNotional": 22.621015348288076, "foreignNotional": 8914.94214876033}]} 2020-08-11 00:20:22 DEBUG: message ignored 2020-08-11 00:20:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:22.842Z", "symbol": "ETHUSD", "side": "Sell", "size": 2138, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ba7692a8-e301-dc8c-8cc9-53e54444800e", "grossValue": 84258580, "homeNotional": 25.24203069657615, "foreignNotional": 9947.88429752066}]} 2020-08-11 00:20:22 DEBUG: message ignored 2020-08-11 00:20:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:23.001Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "31c68872-8c69-9cab-2f7a-9763ad25bd29", "grossValue": 3941000, "homeNotional": 1.1806375442739079, "foreignNotional": 465.2892561983471}]} 2020-08-11 00:20:23 DEBUG: message ignored 2020-08-11 00:20:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:23.550Z", "symbol": "ETHUSD", "side": "Sell", "size": 6340, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "141a9d4e-23d8-f21d-1924-9b942d597734", "grossValue": 249859400, "homeNotional": 74.85242030696575, "foreignNotional": 29499.338842975205}]} 2020-08-11 00:20:23 DEBUG: message ignored 2020-08-11 00:20:23 DEBUG: check clearing time needed clearing_process_timer=1103.796374 2020-08-11 00:20:23 DEBUG: check init order needed init_order_process_timer=1203.79667 2020-08-11 00:20:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:24.341Z", "symbol": "ETHUSD", "side": "Sell", "size": 448, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "7041eea4-4148-f393-496c-b4bba8e04990", "grossValue": 17655680, "homeNotional": 5.289256198347108, "foreignNotional": 2084.495867768595}]} 2020-08-11 00:20:24 DEBUG: message ignored 2020-08-11 00:20:24 DEBUG: check clearing time needed clearing_process_timer=1104.797862 2020-08-11 00:20:24 DEBUG: check init order needed init_order_process_timer=1204.798126 2020-08-11 00:20:25 DEBUG: check clearing time needed clearing_process_timer=1105.799323 2020-08-11 00:20:25 DEBUG: check init order needed init_order_process_timer=1205.799585 2020-08-11 00:20:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:25.955Z", "symbol": "ETHUSD", "side": "Buy", "size": 1870, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "8fef14e0-fd35-d136-dc4e-208a94db0cc6", "grossValue": 73706050, "homeNotional": 22.07792207792208, "foreignNotional": 8702.012987012988}, {"timestamp": "2020-08-10T21:20:25.955Z", "symbol": "ETHUSD", "side": "Buy", "size": 1441, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e82bd648-cf64-7eaf-bf26-c4036071632e", "grossValue": 56797015, "homeNotional": 17.01298701298701, "foreignNotional": 6705.668831168831}]} 2020-08-11 00:20:25 DEBUG: message ignored 2020-08-11 00:20:26 DEBUG: check clearing time needed clearing_process_timer=1106.800769 2020-08-11 00:20:26 DEBUG: check init order needed init_order_process_timer=1206.801073 2020-08-11 00:20:27 DEBUG: check clearing time needed clearing_process_timer=1107.802274 2020-08-11 00:20:27 DEBUG: check init order needed init_order_process_timer=1207.802536 2020-08-11 00:20:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:27.772Z", "symbol": "ETHUSD", "side": "Sell", "size": 286, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "2dbf410b-5825-d755-02f0-882be196348b", "grossValue": 11271260, "homeNotional": 3.3766233766233764, "foreignNotional": 1330.7272727272727}]} 2020-08-11 00:20:27 DEBUG: message ignored 2020-08-11 00:20:28 DEBUG: check clearing time needed clearing_process_timer=1108.803785 2020-08-11 00:20:28 DEBUG: check init order needed init_order_process_timer=1208.804067 2020-08-11 00:20:29 DEBUG: check clearing time needed clearing_process_timer=1109.805286 2020-08-11 00:20:29 DEBUG: check init order needed init_order_process_timer=1209.805548 2020-08-11 00:20:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:30.467Z", "symbol": "ETHUSD", "side": "Sell", "size": 439, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a49b2811-bf93-6706-6f90-ed9944a5d175", "grossValue": 17300990, "homeNotional": 5.18483524270698, "foreignNotional": 2043.343569150821}]} 2020-08-11 00:20:30 DEBUG: message ignored 2020-08-11 00:20:30 DEBUG: check clearing time needed clearing_process_timer=1110.806742 2020-08-11 00:20:30 DEBUG: check init order needed init_order_process_timer=1210.80703 2020-08-11 00:20:31 DEBUG: check clearing time needed clearing_process_timer=1111.808226 2020-08-11 00:20:31 DEBUG: check init order needed init_order_process_timer=1211.808484 2020-08-11 00:20:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:31.939Z", "symbol": "ETHUSD", "side": "Sell", "size": 347, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "8dc2f8ba-6f86-36ac-1f92-9e6b9c48f364", "grossValue": 13675270, "homeNotional": 4.098263847880005, "foreignNotional": 1615.1257824495099}]} 2020-08-11 00:20:31 DEBUG: message ignored 2020-08-11 00:20:32 DEBUG: check clearing time needed clearing_process_timer=1112.809699 2020-08-11 00:20:32 DEBUG: check init order needed init_order_process_timer=1212.810097 2020-08-11 00:20:33 DEBUG: check clearing time needed clearing_process_timer=1113.811385 2020-08-11 00:20:33 DEBUG: check init order needed init_order_process_timer=1213.811735 2020-08-11 00:20:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:33.884Z", "symbol": "ETHUSD", "side": "Sell", "size": 285, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "095db18a-2fcd-82fd-3d12-8e686b993f51", "grossValue": 11231850, "homeNotional": 3.366009212235739, "foreignNotional": 1326.5442305421047}]} 2020-08-11 00:20:33 DEBUG: message ignored 2020-08-11 00:20:34 DEBUG: check clearing time needed clearing_process_timer=1114.812996 2020-08-11 00:20:34 DEBUG: check init order needed init_order_process_timer=1214.813396 2020-08-11 00:20:35 DEBUG: check clearing time needed clearing_process_timer=1115.814613 2020-08-11 00:20:35 DEBUG: check init order needed init_order_process_timer=1215.814881 2020-08-11 00:20:36 DEBUG: check clearing time needed clearing_process_timer=1116.816091 2020-08-11 00:20:36 DEBUG: check init order needed init_order_process_timer=1216.816395 2020-08-11 00:20:37 DEBUG: check clearing time needed clearing_process_timer=1117.817642 2020-08-11 00:20:37 DEBUG: check init order needed init_order_process_timer=1217.817932 2020-08-11 00:20:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:38.440Z", "symbol": "ETHUSD", "side": "Sell", "size": 447, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "21de8cbb-b8ac-b2bb-8286-cd8510c4f69a", "grossValue": 17616270, "homeNotional": 5.279319711822369, "foreignNotional": 2080.5798984291955}]} 2020-08-11 00:20:38 DEBUG: message ignored 2020-08-11 00:20:38 DEBUG: check clearing time needed clearing_process_timer=1118.819138 2020-08-11 00:20:38 DEBUG: check init order needed init_order_process_timer=1218.819413 2020-08-11 00:20:39 DEBUG: check clearing time needed clearing_process_timer=1119.820617 2020-08-11 00:20:39 DEBUG: check init order needed init_order_process_timer=1219.820912 2020-08-11 00:20:40 DEBUG: check clearing time needed clearing_process_timer=1120.822172 2020-08-11 00:20:40 DEBUG: check init order needed init_order_process_timer=1220.822531 2020-08-11 00:20:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:41.019Z", "symbol": "ETHUSD", "side": "Sell", "size": 347, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "cbccbf57-28b0-6c9b-bf34-cbb012e6ef0a", "grossValue": 13675270, "homeNotional": 4.098263847880005, "foreignNotional": 1615.1257824495099}]} 2020-08-11 00:20:41 DEBUG: message ignored 2020-08-11 00:20:41 DEBUG: check clearing time needed clearing_process_timer=1121.823772 2020-08-11 00:20:41 DEBUG: check init order needed init_order_process_timer=1221.824039 2020-08-11 00:20:42 DEBUG: check clearing time needed clearing_process_timer=1122.825237 2020-08-11 00:20:42 DEBUG: check init order needed init_order_process_timer=1222.825558 2020-08-11 00:20:43 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:43.562Z", "symbol": "ETHUSD", "side": "Sell", "size": 439, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "1840f1ac-4ea4-a1c1-fabd-975c40e72957", "grossValue": 17300990, "homeNotional": 5.18483524270698, "foreignNotional": 2043.343569150821}]} 2020-08-11 00:20:43 DEBUG: message ignored 2020-08-11 00:20:43 DEBUG: check clearing time needed clearing_process_timer=1123.826772 2020-08-11 00:20:43 DEBUG: check init order needed init_order_process_timer=1223.827056 2020-08-11 00:20:44 DEBUG: check clearing time needed clearing_process_timer=1124.828236 2020-08-11 00:20:44 DEBUG: check init order needed init_order_process_timer=1224.828527 2020-08-11 00:20:45 DEBUG: check clearing time needed clearing_process_timer=1125.829752 2020-08-11 00:20:45 DEBUG: check init order needed init_order_process_timer=1225.830011 2020-08-11 00:20:46 DEBUG: check clearing time needed clearing_process_timer=1126.831191 2020-08-11 00:20:46 DEBUG: check init order needed init_order_process_timer=1226.831473 2020-08-11 00:20:47 DEBUG: check clearing time needed clearing_process_timer=1127.832697 2020-08-11 00:20:47 DEBUG: check init order needed init_order_process_timer=1227.832977 2020-08-11 00:20:48 DEBUG: check clearing time needed clearing_process_timer=1128.834226 2020-08-11 00:20:48 DEBUG: check init order needed init_order_process_timer=1228.834509 2020-08-11 00:20:49 DEBUG: check clearing time needed clearing_process_timer=1129.835723 2020-08-11 00:20:49 DEBUG: check init order needed init_order_process_timer=1229.835981 2020-08-11 00:20:50 DEBUG: check clearing time needed clearing_process_timer=1130.837173 2020-08-11 00:20:50 DEBUG: check init order needed init_order_process_timer=1230.83752 2020-08-11 00:20:51 DEBUG: check clearing time needed clearing_process_timer=1131.838791 2020-08-11 00:20:51 DEBUG: check init order needed init_order_process_timer=1231.839059 2020-08-11 00:20:52 DEBUG: check clearing time needed clearing_process_timer=1132.84027 2020-08-11 00:20:52 DEBUG: check init order needed init_order_process_timer=1232.840532 2020-08-11 00:20:53 DEBUG: check clearing time needed clearing_process_timer=1133.841758 2020-08-11 00:20:53 DEBUG: check init order needed init_order_process_timer=1233.842114 2020-08-11 00:20:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:54.726Z", "symbol": "ETHUSD", "side": "Sell", "size": 603, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "2468e001-b894-26f9-1ae6-a491f82ccf88", "grossValue": 23764230, "homeNotional": 7.121766859572458, "foreignNotional": 2806.6883193575054}]} 2020-08-11 00:20:54 DEBUG: message ignored 2020-08-11 00:20:54 DEBUG: check clearing time needed clearing_process_timer=1134.843419 2020-08-11 00:20:54 DEBUG: check init order needed init_order_process_timer=1234.843685 2020-08-11 00:20:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:20:55.648Z", "symbol": "ETHUSD", "side": "Sell", "size": 439, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7fe1cc2-5b56-55aa-7724-5c1ae806d2ef", "grossValue": 17300990, "homeNotional": 5.18483524270698, "foreignNotional": 2043.343569150821}]} 2020-08-11 00:20:55 DEBUG: message ignored 2020-08-11 00:20:55 DEBUG: check clearing time needed clearing_process_timer=1135.844876 2020-08-11 00:20:55 DEBUG: check init order needed init_order_process_timer=1235.845197 2020-08-11 00:20:56 DEBUG: check clearing time needed clearing_process_timer=1136.846399 2020-08-11 00:20:56 DEBUG: check init order needed init_order_process_timer=1236.846679 2020-08-11 00:20:57 DEBUG: check clearing time needed clearing_process_timer=1137.84792 2020-08-11 00:20:57 DEBUG: check init order needed init_order_process_timer=1237.848189 2020-08-11 00:20:58 DEBUG: check clearing time needed clearing_process_timer=1138.849412 2020-08-11 00:20:58 DEBUG: check init order needed init_order_process_timer=1238.849675 2020-08-11 00:20:59 DEBUG: check clearing time needed clearing_process_timer=1139.850897 2020-08-11 00:20:59 DEBUG: check init order needed init_order_process_timer=1239.851224 2020-08-11 00:21:00 DEBUG: check clearing time needed clearing_process_timer=1140.852423 2020-08-11 00:21:00 DEBUG: check init order needed init_order_process_timer=1240.85267 2020-08-11 00:21:01 DEBUG: check clearing time needed clearing_process_timer=1141.85437 2020-08-11 00:21:01 DEBUG: check init order needed init_order_process_timer=1241.867578 2020-08-11 00:21:02 DEBUG: check clearing time needed clearing_process_timer=1142.871254 2020-08-11 00:21:02 DEBUG: check init order needed init_order_process_timer=1242.877532 2020-08-11 00:21:03 DEBUG: check clearing time needed clearing_process_timer=1143.878851 2020-08-11 00:21:03 DEBUG: check init order needed init_order_process_timer=1243.879121 2020-08-11 00:21:04 DEBUG: check clearing time needed clearing_process_timer=1144.880269 2020-08-11 00:21:04 DEBUG: check init order needed init_order_process_timer=1244.880514 2020-08-11 00:21:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:05.713Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "4fa93c39-cfa4-0a88-3049-638c442c5891", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:05.713Z", "symbol": "ETHUSD", "side": "Buy", "size": 312, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a81496c-4814-eecb-072a-b3c1c2117495", "grossValue": 12297480, "homeNotional": 3.684894295500177, "foreignNotional": 1452.401086571395}]} 2020-08-11 00:21:05 DEBUG: message ignored 2020-08-11 00:21:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:05.730Z", "symbol": "ETHUSD", "side": "Sell", "size": 439, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "d454cfc6-3983-b57a-1caf-6394ca84d3d1", "grossValue": 17300990, "homeNotional": 5.18483524270698, "foreignNotional": 2043.343569150821}]} 2020-08-11 00:21:05 DEBUG: message ignored 2020-08-11 00:21:05 DEBUG: check clearing time needed clearing_process_timer=1145.8817 2020-08-11 00:21:05 DEBUG: check init order needed init_order_process_timer=1245.881985 2020-08-11 00:21:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:05.970Z", "symbol": "ETHUSD", "side": "Buy", "size": 126, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "7210e6e2-8d7d-2e7c-94ce-dc4ebb28495e", "grossValue": 4966290, "homeNotional": 1.4881303885673793, "foreignNotional": 586.5465926538325}, {"timestamp": "2020-08-10T21:21:05.970Z", "symbol": "ETHUSD", "side": "Buy", "size": 88, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d156de8-40f7-e4d9-d0c9-a021e8348a45", "grossValue": 3468520, "homeNotional": 1.0393291602692807, "foreignNotional": 409.651588520137}]} 2020-08-11 00:21:06 DEBUG: message ignored 2020-08-11 00:21:06 DEBUG: check clearing time needed clearing_process_timer=1146.883156 2020-08-11 00:21:06 DEBUG: check init order needed init_order_process_timer=1246.883411 2020-08-11 00:21:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:07.216Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "52a88e31-590c-66a2-0b60-ca17d40876bd", "grossValue": 11823000, "homeNotional": 3.5431675918270935, "foreignNotional": 1396.3623479390576}]} 2020-08-11 00:21:07 DEBUG: message ignored 2020-08-11 00:21:07 DEBUG: check clearing time needed clearing_process_timer=1147.884592 2020-08-11 00:21:07 DEBUG: check init order needed init_order_process_timer=1247.884883 2020-08-11 00:21:08 DEBUG: check clearing time needed clearing_process_timer=1148.886079 2020-08-11 00:21:08 DEBUG: check init order needed init_order_process_timer=1248.886318 2020-08-11 00:21:09 DEBUG: check clearing time needed clearing_process_timer=1149.887504 2020-08-11 00:21:09 DEBUG: check init order needed init_order_process_timer=1249.887795 2020-08-11 00:21:10 DEBUG: check clearing time needed clearing_process_timer=1150.889008 2020-08-11 00:21:10 DEBUG: check init order needed init_order_process_timer=1250.889289 2020-08-11 00:21:11 DEBUG: check clearing time needed clearing_process_timer=1151.890483 2020-08-11 00:21:11 DEBUG: check init order needed init_order_process_timer=1251.890764 2020-08-11 00:21:12 DEBUG: check clearing time needed clearing_process_timer=1152.891983 2020-08-11 00:21:12 DEBUG: check init order needed init_order_process_timer=1252.89226 2020-08-11 00:21:13 DEBUG: check clearing time needed clearing_process_timer=1153.893487 2020-08-11 00:21:13 DEBUG: check init order needed init_order_process_timer=1253.893772 2020-08-11 00:21:14 DEBUG: check clearing time needed clearing_process_timer=1154.895015 2020-08-11 00:21:14 DEBUG: check init order needed init_order_process_timer=1254.895376 2020-08-11 00:21:15 DEBUG: check clearing time needed clearing_process_timer=1155.896676 2020-08-11 00:21:15 DEBUG: check init order needed init_order_process_timer=1255.89698 2020-08-11 00:21:16 DEBUG: check clearing time needed clearing_process_timer=1156.898215 2020-08-11 00:21:16 DEBUG: check init order needed init_order_process_timer=1256.898506 2020-08-11 00:21:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 350, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "f1d41581-529e-1d2e-1c20-b6823cdca916", "grossValue": 13795250, "homeNotional": 4.133695523798275, "foreignNotional": 1629.2960907050904}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "91430da5-cdff-1d0f-9e10-00e0a2ab86e8", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "30f3513d-234e-6439-bb3f-9bece621f25b", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "618dba5b-9fbd-2873-84e2-26ef54158bb7", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "77e0eafe-0bb5-8395-16d3-8792992cb65d", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "caff4e22-5f37-db26-f18d-2d3385506063", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "8cae3edf-dde9-7ca8-00b3-ca583b30e569", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9a650371-5fe9-f745-9703-0fe249a99e4f", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 438, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ccdd5307-3e46-f5dd-4b24-9eddbbec0243", "grossValue": 17263770, "homeNotional": 5.173024684067556, "foreignNotional": 2038.9476792252274}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 136, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6726d618-356b-93b5-1c09-4d37329e0265", "grossValue": 5360440, "homeNotional": 1.6062359749616157, "foreignNotional": 633.0979095311209}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 80, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "201e04ad-7355-9e6f-362e-6709584c360a", "grossValue": 3153200, "homeNotional": 0.9448446911538916, "foreignNotional": 372.41053501830635}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 15, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "31f87495-470a-5692-5be4-94b9424140b0", "grossValue": 591225, "homeNotional": 0.17715837959135466, "foreignNotional": 69.82697531593244}, {"timestamp": "2020-08-10T21:21:17.137Z", "symbol": "ETHUSD", "side": "Buy", "size": 4485, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "58afefb2-6ced-7337-e8e9-1bd3b5c95ae5", "grossValue": 176776275, "homeNotional": 52.97035549781505, "foreignNotional": 20878.2656194638}]} 2020-08-11 00:21:17 DEBUG: message ignored 2020-08-11 00:21:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:17.348Z", "symbol": "ETHUSD", "side": "Buy", "size": 44, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "b13cf021-307b-8444-abaf-496d45c99709", "grossValue": 1734260, "homeNotional": 0.5196645801346403, "foreignNotional": 204.8257942600685}]} 2020-08-11 00:21:17 DEBUG: message ignored 2020-08-11 00:21:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:17.629Z", "symbol": "ETHUSD", "side": "Buy", "size": 77, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ad7f84c0-3779-8456-410e-bd289b5b5336", "grossValue": 3034955, "homeNotional": 0.9094130152356207, "foreignNotional": 358.4451399551199}]} 2020-08-11 00:21:17 DEBUG: message ignored 2020-08-11 00:21:17 DEBUG: check clearing time needed clearing_process_timer=1157.899687 2020-08-11 00:21:17 DEBUG: check init order needed init_order_process_timer=1257.899993 2020-08-11 00:21:18 DEBUG: check clearing time needed clearing_process_timer=1158.901207 2020-08-11 00:21:18 DEBUG: check init order needed init_order_process_timer=1258.901499 2020-08-11 00:21:19 DEBUG: check clearing time needed clearing_process_timer=1159.902695 2020-08-11 00:21:19 DEBUG: check init order needed init_order_process_timer=1259.902983 2020-08-11 00:21:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:20.665Z", "symbol": "ETHUSD", "side": "Buy", "size": 642, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "131c5a31-4d29-140a-c6fd-0b7e377d32e8", "grossValue": 25304430, "homeNotional": 7.58237864650998, "foreignNotional": 2988.5945435219087}]} 2020-08-11 00:21:20 DEBUG: message ignored 2020-08-11 00:21:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:20.879Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "1d509c89-f81f-8c96-81e3-0ccd1767d82e", "grossValue": 39415, "homeNotional": 0.011810558639423645, "foreignNotional": 4.655131687728829}]} 2020-08-11 00:21:20 DEBUG: message ignored 2020-08-11 00:21:20 DEBUG: check clearing time needed clearing_process_timer=1160.904184 2020-08-11 00:21:20 DEBUG: check init order needed init_order_process_timer=1260.904359 2020-08-11 00:21:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:21.262Z", "symbol": "ETHUSD", "side": "Buy", "size": 847, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c98db576-ae52-e0fd-5191-d66305a6fce1", "grossValue": 33384505, "homeNotional": 10.003543167591827, "foreignNotional": 3942.8965395063187}]} 2020-08-11 00:21:21 DEBUG: message ignored 2020-08-11 00:21:21 DEBUG: check clearing time needed clearing_process_timer=1161.905564 2020-08-11 00:21:21 DEBUG: check init order needed init_order_process_timer=1261.90589 2020-08-11 00:21:22 DEBUG: check clearing time needed clearing_process_timer=1162.907083 2020-08-11 00:21:22 DEBUG: check init order needed init_order_process_timer=1262.90734 2020-08-11 00:21:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:23.861Z", "symbol": "ETHUSD", "side": "Buy", "size": 276, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "6620d0a2-0b3a-a34e-562e-b34cd10ec751", "grossValue": 10878540, "homeNotional": 3.259714184480926, "foreignNotional": 1284.8163458131569}]} 2020-08-11 00:21:23 DEBUG: message ignored 2020-08-11 00:21:23 DEBUG: check clearing time needed clearing_process_timer=1163.90852 2020-08-11 00:21:23 DEBUG: check init order needed init_order_process_timer=1263.908821 2020-08-11 00:21:24 DEBUG: check clearing time needed clearing_process_timer=1164.910009 2020-08-11 00:21:24 DEBUG: check init order needed init_order_process_timer=1264.91028 2020-08-11 00:21:25 DEBUG: check clearing time needed clearing_process_timer=1165.911452 2020-08-11 00:21:25 DEBUG: check init order needed init_order_process_timer=1265.911767 2020-08-11 00:21:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:25.850Z", "symbol": "ETHUSD", "side": "Buy", "size": 654, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a5b9787-ab45-49f0-87a0-6dea522740fe", "grossValue": 25777410, "homeNotional": 7.724105350183064, "foreignNotional": 3044.4561237746543}]} 2020-08-11 00:21:26 DEBUG: message ignored 2020-08-11 00:21:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:25.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 645, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "47a25f92-9b2b-a184-022f-9a489a48fbb1", "grossValue": 25422675, "homeNotional": 7.617810322428251, "foreignNotional": 3002.559938585095}]} 2020-08-11 00:21:26 DEBUG: message ignored 2020-08-11 00:21:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:25.909Z", "symbol": "ETHUSD", "side": "Buy", "size": 236, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d024e64-94e6-1c2d-e186-1179a4eb6b51", "grossValue": 9301940, "homeNotional": 2.7872918389039802, "foreignNotional": 1098.6110783040037}]} 2020-08-11 00:21:26 DEBUG: message ignored 2020-08-11 00:21:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:26.110Z", "symbol": "ETHUSD", "side": "Buy", "size": 299, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "94451add-f05f-8ed7-1cae-f7c5192be79b", "grossValue": 11785085, "homeNotional": 3.53135703318767, "foreignNotional": 1391.88437463092}]} 2020-08-11 00:21:26 DEBUG: message ignored 2020-08-11 00:21:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:26.156Z", "symbol": "ETHUSD", "side": "Buy", "size": 299, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee8109d7-c7ec-3da4-df8b-5226b8f04834", "grossValue": 11785085, "homeNotional": 3.53135703318767, "foreignNotional": 1391.88437463092}]} 2020-08-11 00:21:26 DEBUG: message ignored 2020-08-11 00:21:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:26.167Z", "symbol": "ETHUSD", "side": "Buy", "size": 37, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0d27c473-faf6-bd39-d994-d33fa51d1dfe", "grossValue": 1458355, "homeNotional": 0.43699066965867484, "foreignNotional": 172.23987244596668}]} 2020-08-11 00:21:26 DEBUG: message ignored 2020-08-11 00:21:26 DEBUG: check clearing time needed clearing_process_timer=1166.913029 2020-08-11 00:21:26 DEBUG: check init order needed init_order_process_timer=1266.913298 2020-08-11 00:21:27 DEBUG: check clearing time needed clearing_process_timer=1167.914501 2020-08-11 00:21:27 DEBUG: check init order needed init_order_process_timer=1267.914765 2020-08-11 00:21:28 DEBUG: check clearing time needed clearing_process_timer=1168.915946 2020-08-11 00:21:28 DEBUG: check init order needed init_order_process_timer=1268.91622 2020-08-11 00:21:29 DEBUG: check clearing time needed clearing_process_timer=1169.917499 2020-08-11 00:21:29 DEBUG: check init order needed init_order_process_timer=1269.917815 2020-08-11 00:21:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:30.214Z", "symbol": "ETHUSD", "side": "Buy", "size": 8453, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ef71e29d-9708-d444-7b18-04d4cc4a775c", "grossValue": 333174995, "homeNotional": 99.88183859151601, "foreignNotional": 39368.42668084604}]} 2020-08-11 00:21:30 DEBUG: message ignored 2020-08-11 00:21:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:30.724Z", "symbol": "ETHUSD", "side": "Buy", "size": 408, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b34dd2a-0183-9322-9b44-79f66bf6213b", "grossValue": 16081320, "homeNotional": 4.820985466146756, "foreignNotional": 1900.191421481744}]} 2020-08-11 00:21:30 DEBUG: message ignored 2020-08-11 00:21:30 DEBUG: check clearing time needed clearing_process_timer=1170.921115 2020-08-11 00:21:30 DEBUG: check init order needed init_order_process_timer=1270.921493 2020-08-11 00:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:30.979Z", "symbol": "ETHUSD", "side": "Buy", "size": 73, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "df3af72a-319d-5090-7b95-0c499c835407", "grossValue": 2877295, "homeNotional": 0.8625782819331207, "foreignNotional": 339.9852298239395}]} 2020-08-11 00:21:31 DEBUG: message ignored 2020-08-11 00:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:31.010Z", "symbol": "ETHUSD", "side": "Buy", "size": 128, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f171fdc-1846-220b-de7d-1e2da01c9667", "grossValue": 5045120, "homeNotional": 1.5124660285950609, "foreignNotional": 596.1384851707433}]} 2020-08-11 00:21:31 DEBUG: message ignored 2020-08-11 00:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:31.020Z", "symbol": "ETHUSD", "side": "Buy", "size": 128, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3352045-938e-0f9f-c1ce-25d47889e62c", "grossValue": 5045120, "homeNotional": 1.5124660285950609, "foreignNotional": 596.1384851707433}]} 2020-08-11 00:21:31 DEBUG: message ignored 2020-08-11 00:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:31.342Z", "symbol": "ETHUSD", "side": "Buy", "size": 101, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "23a3dc16-5dd2-b690-de57-8bc72763a459", "grossValue": 3980915, "homeNotional": 1.1934302256882903, "foreignNotional": 470.39052345503956}]} 2020-08-11 00:21:31 DEBUG: message ignored 2020-08-11 00:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:31.366Z", "symbol": "ETHUSD", "side": "Buy", "size": 82, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "95c1cfc9-517f-a3a3-7b24-b23f682b519c", "grossValue": 3232030, "homeNotional": 0.9689235495687109, "foreignNotional": 381.9012170625074}]} 2020-08-11 00:21:31 DEBUG: message ignored 2020-08-11 00:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:31.378Z", "symbol": "ETHUSD", "side": "Buy", "size": 103, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e5b68acb-870b-e6a5-6cb6-27deea8c946b", "grossValue": 4059745, "homeNotional": 1.217062507385088, "foreignNotional": 479.70518728583244}]} 2020-08-11 00:21:31 DEBUG: message ignored 2020-08-11 00:21:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:31.409Z", "symbol": "ETHUSD", "side": "Buy", "size": 82, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "bcd56034-3734-2d07-e495-015f973d758b", "grossValue": 3232030, "homeNotional": 0.9689235495687109, "foreignNotional": 381.9012170625074}]} 2020-08-11 00:21:31 DEBUG: message ignored 2020-08-11 00:21:31 DEBUG: check clearing time needed clearing_process_timer=1171.922709 2020-08-11 00:21:31 DEBUG: check init order needed init_order_process_timer=1271.923006 2020-08-11 00:21:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:32.019Z", "symbol": "ETHUSD", "side": "Buy", "size": 85, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ee787b31-a5eb-73a2-c6e2-146d9842d758", "grossValue": 3350275, "homeNotional": 1.0043719721139075, "foreignNotional": 395.8732128086967}]} 2020-08-11 00:21:32 DEBUG: message ignored 2020-08-11 00:21:32 DEBUG: check clearing time needed clearing_process_timer=1172.924194 2020-08-11 00:21:32 DEBUG: check init order needed init_order_process_timer=1272.924466 2020-08-11 00:21:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:33.861Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "90b7e3fd-7ee4-4ee0-ca0d-356fe2c945eb", "grossValue": 2364900, "homeNotional": 0.7089684509039348, "foreignNotional": 279.43991492378586}]} 2020-08-11 00:21:33 DEBUG: message ignored 2020-08-11 00:21:33 DEBUG: check clearing time needed clearing_process_timer=1173.925075 2020-08-11 00:21:33 DEBUG: check init order needed init_order_process_timer=1273.925467 2020-08-11 00:21:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:34.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 329, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d0e8db53-e8d2-c200-7198-e09e3dc34d2a", "grossValue": 12967535, "homeNotional": 3.887510339123242, "foreignNotional": 1532.262200165426}]} 2020-08-11 00:21:34 DEBUG: message ignored 2020-08-11 00:21:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:34.827Z", "symbol": "ETHUSD", "side": "Buy", "size": 644, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f226bcf6-1988-473d-8268-4e9d015a8f87", "grossValue": 25383260, "homeNotional": 7.6095947063689, "foreignNotional": 2999.3217535153017}]} 2020-08-11 00:21:34 DEBUG: message ignored 2020-08-11 00:21:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:34.910Z", "symbol": "ETHUSD", "side": "Buy", "size": 43, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "b64ff180-c8bb-2caf-6474-c8e1d3ead87d", "grossValue": 1694845, "homeNotional": 0.5080940564811532, "foreignNotional": 200.26527236204655}]} 2020-08-11 00:21:34 DEBUG: message ignored 2020-08-11 00:21:34 DEBUG: check clearing time needed clearing_process_timer=1174.92669 2020-08-11 00:21:34 DEBUG: check init order needed init_order_process_timer=1274.926842 2020-08-11 00:21:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:35.155Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca3f1594-074d-baae-b50d-d29db8dbb23d", "grossValue": 394150, "homeNotional": 0.11816140848398914, "foreignNotional": 46.57331915396431}]} 2020-08-11 00:21:35 DEBUG: message ignored 2020-08-11 00:21:35 DEBUG: check clearing time needed clearing_process_timer=1175.928016 2020-08-11 00:21:35 DEBUG: check init order needed init_order_process_timer=1275.92831 2020-08-11 00:21:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:36.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 2007, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2e2fb77-e14d-eaba-9c1a-a88d240e5803", "grossValue": 79105905, "homeNotional": 23.714994682736616, "foreignNotional": 9347.265154200639}]} 2020-08-11 00:21:36 DEBUG: message ignored 2020-08-11 00:21:36 DEBUG: check clearing time needed clearing_process_timer=1176.929089 2020-08-11 00:21:36 DEBUG: check init order needed init_order_process_timer=1276.929413 2020-08-11 00:21:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:37.007Z", "symbol": "ETHUSD", "side": "Buy", "size": 1859, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "153a05d6-0515-c4e3-84ff-1e2405f7ca30", "grossValue": 73272485, "homeNotional": 21.96620583717358, "foreignNotional": 8657.980030721967}]} 2020-08-11 00:21:37 DEBUG: message ignored 2020-08-11 00:21:37 DEBUG: check clearing time needed clearing_process_timer=1177.930626 2020-08-11 00:21:37 DEBUG: check init order needed init_order_process_timer=1277.930897 2020-08-11 00:21:38 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:37.993Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "600ed91b-7dbf-390a-0209-175138913338", "grossValue": 3941500, "homeNotional": 1.1816140848398913, "foreignNotional": 465.73319153964314}]} 2020-08-11 00:21:38 DEBUG: message ignored 2020-08-11 00:21:38 DEBUG: check clearing time needed clearing_process_timer=1178.932046 2020-08-11 00:21:38 DEBUG: check init order needed init_order_process_timer=1278.932321 2020-08-11 00:21:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:39.226Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9ee1b187-cfd5-cab7-a7a8-654ee9981a5f", "grossValue": 1970750, "homeNotional": 0.5908070424199456, "foreignNotional": 232.86659576982157}]} 2020-08-11 00:21:39 DEBUG: message ignored 2020-08-11 00:21:39 DEBUG: check clearing time needed clearing_process_timer=1179.933118 2020-08-11 00:21:39 DEBUG: check init order needed init_order_process_timer=1279.933399 2020-08-11 00:21:40 DEBUG: check clearing time needed clearing_process_timer=1180.934627 2020-08-11 00:21:40 DEBUG: check init order needed init_order_process_timer=1280.934934 2020-08-11 00:21:41 DEBUG: check clearing time needed clearing_process_timer=1181.935332 2020-08-11 00:21:41 DEBUG: check init order needed init_order_process_timer=1281.935626 2020-08-11 00:21:42 DEBUG: check clearing time needed clearing_process_timer=1182.936813 2020-08-11 00:21:42 DEBUG: check init order needed init_order_process_timer=1282.93712 2020-08-11 00:21:43 DEBUG: check clearing time needed clearing_process_timer=1183.938331 2020-08-11 00:21:43 DEBUG: check init order needed init_order_process_timer=1283.938573 2020-08-11 00:21:44 DEBUG: check clearing time needed clearing_process_timer=1184.939788 2020-08-11 00:21:44 DEBUG: check init order needed init_order_process_timer=1284.940037 2020-08-11 00:21:45 DEBUG: check clearing time needed clearing_process_timer=1185.941067 2020-08-11 00:21:45 DEBUG: check init order needed init_order_process_timer=1285.941344 2020-08-11 00:21:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:46.547Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e5dc9613-8fc1-599f-5bd3-8d769923b849", "grossValue": 394150, "homeNotional": 0.11816140848398914, "foreignNotional": 46.57331915396431}]} 2020-08-11 00:21:46 DEBUG: message ignored 2020-08-11 00:21:46 DEBUG: check clearing time needed clearing_process_timer=1186.942562 2020-08-11 00:21:46 DEBUG: check init order needed init_order_process_timer=1286.942859 2020-08-11 00:21:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:47.595Z", "symbol": "ETHUSD", "side": "Buy", "size": 318, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "0b4a99f3-394a-0f62-26dc-91314244ca1b", "grossValue": 12533970, "homeNotional": 3.7575327897908544, "foreignNotional": 1481.0315490960652}]} 2020-08-11 00:21:47 DEBUG: message ignored 2020-08-11 00:21:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:47.654Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "ffbfc964-82f5-0faf-5b79-0176de112959", "grossValue": 4217405, "homeNotional": 1.2643270707786838, "foreignNotional": 498.3345149474182}]} 2020-08-11 00:21:47 DEBUG: message ignored 2020-08-11 00:21:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:47.659Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "51a1e6c8-3baa-1cc7-be80-cfdb215e3808", "grossValue": 4217405, "homeNotional": 1.2643270707786838, "foreignNotional": 498.3345149474182}]} 2020-08-11 00:21:47 DEBUG: message ignored 2020-08-11 00:21:47 DEBUG: check clearing time needed clearing_process_timer=1187.94405 2020-08-11 00:21:47 DEBUG: check init order needed init_order_process_timer=1287.94429 2020-08-11 00:21:48 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:48.480Z", "symbol": "ETHUSD", "side": "Buy", "size": 60, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3e2939ca-3916-de72-2493-216f5ad95565", "grossValue": 2364900, "homeNotional": 0.7089684509039348, "foreignNotional": 279.43991492378586}]} 2020-08-11 00:21:48 DEBUG: message ignored 2020-08-11 00:21:48 DEBUG: check clearing time needed clearing_process_timer=1188.945446 2020-08-11 00:21:48 DEBUG: check init order needed init_order_process_timer=1288.945755 2020-08-11 00:21:49 DEBUG: check clearing time needed clearing_process_timer=1189.946809 2020-08-11 00:21:49 DEBUG: check init order needed init_order_process_timer=1289.947091 2020-08-11 00:21:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:50.286Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f6d3c193-1ac1-9066-57ae-6964397aec78", "grossValue": 1103620, "homeNotional": 0.3308519437551696, "foreignNotional": 130.40529363110008}]} 2020-08-11 00:21:50 DEBUG: message ignored 2020-08-11 00:21:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:50.631Z", "symbol": "ETHUSD", "side": "Buy", "size": 75, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "780b42c2-2d6a-ca49-367f-6f5109a22700", "grossValue": 2956125, "homeNotional": 0.8862105636299185, "foreignNotional": 349.2998936547324}]} 2020-08-11 00:21:50 DEBUG: message ignored 2020-08-11 00:21:50 DEBUG: check clearing time needed clearing_process_timer=1190.948266 2020-08-11 00:21:50 DEBUG: check init order needed init_order_process_timer=1290.948605 2020-08-11 00:21:51 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:51.546Z", "symbol": "ETHUSD", "side": "Buy", "size": 3736, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "dd08ec92-325c-c43f-0f7e-45ba0298455a", "grossValue": 147254440, "homeNotional": 44.14510220961834, "foreignNotional": 17399.79203592107}]} 2020-08-11 00:21:51 DEBUG: message ignored 2020-08-11 00:21:51 DEBUG: check clearing time needed clearing_process_timer=1191.949842 2020-08-11 00:21:51 DEBUG: check init order needed init_order_process_timer=1291.950118 2020-08-11 00:21:52 DEBUG: check clearing time needed clearing_process_timer=1192.95129 2020-08-11 00:21:52 DEBUG: check init order needed init_order_process_timer=1292.951546 2020-08-11 00:21:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:53.293Z", "symbol": "ETHUSD", "side": "Buy", "size": 2081, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c1720b02-a2c8-b123-241e-c0345b7ae2b6", "grossValue": 82022615, "homeNotional": 24.589389105518137, "foreignNotional": 9691.907715939975}]} 2020-08-11 00:21:53 DEBUG: message ignored 2020-08-11 00:21:53 DEBUG: check clearing time needed clearing_process_timer=1193.952895 2020-08-11 00:21:53 DEBUG: check init order needed init_order_process_timer=1293.953202 2020-08-11 00:21:54 DEBUG: check clearing time needed clearing_process_timer=1194.954402 2020-08-11 00:21:54 DEBUG: check init order needed init_order_process_timer=1294.954668 2020-08-11 00:21:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:55.589Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "4360cf56-95a2-3877-00a7-f096a75cb02b", "grossValue": 1182300, "homeNotional": 0.3544842254519674, "foreignNotional": 139.70223325062034}, {"timestamp": "2020-08-10T21:21:55.589Z", "symbol": "ETHUSD", "side": "Sell", "size": 253, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ecc5540-d2b1-824b-ab35-9c3c47b894c6", "grossValue": 9970730, "homeNotional": 2.989483634644925, "foreignNotional": 1178.1555004135648}]} 2020-08-11 00:21:55 DEBUG: message ignored 2020-08-11 00:21:55 DEBUG: check clearing time needed clearing_process_timer=1195.955869 2020-08-11 00:21:55 DEBUG: check init order needed init_order_process_timer=1295.956137 2020-08-11 00:21:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:56.107Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 394.15, "tickDirection": "PlusTick", "trdMatchID": "f470250f-6135-9157-5653-0483899d092e", "grossValue": 8474225, "homeNotional": 2.5404702824057663, "foreignNotional": 1001.3263618102328}]} 2020-08-11 00:21:56 DEBUG: message ignored 2020-08-11 00:21:56 DEBUG: check clearing time needed clearing_process_timer=1196.957349 2020-08-11 00:21:56 DEBUG: check init order needed init_order_process_timer=1296.957665 2020-08-11 00:21:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:57.355Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "931384e9-b093-db84-604c-8d319046c7ed", "grossValue": 8434810, "homeNotional": 2.5286541415573676, "foreignNotional": 996.6690298948364}]} 2020-08-11 00:21:57 DEBUG: message ignored 2020-08-11 00:21:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:57.687Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e803f2e1-6ad9-d72d-32ee-a43c56572039", "grossValue": 39415000, "homeNotional": 11.816140848398913, "foreignNotional": 4657.331915396431}]} 2020-08-11 00:21:57 DEBUG: message ignored 2020-08-11 00:21:57 DEBUG: check clearing time needed clearing_process_timer=1197.95888 2020-08-11 00:21:57 DEBUG: check init order needed init_order_process_timer=1297.959159 2020-08-11 00:21:58 DEBUG: check clearing time needed clearing_process_timer=1198.960345 2020-08-11 00:21:58 DEBUG: check init order needed init_order_process_timer=1298.960608 2020-08-11 00:21:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:21:59.732Z", "symbol": "ETHUSD", "side": "Buy", "size": 323, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "7bade62b-f9e9-22a1-7563-b54fd35222dc", "grossValue": 12731045, "homeNotional": 3.8166134940328487, "foreignNotional": 1504.3182086730474}]} 2020-08-11 00:21:59 DEBUG: message ignored 2020-08-11 00:21:59 DEBUG: check clearing time needed clearing_process_timer=1199.961783 2020-08-11 00:21:59 DEBUG: check init order needed init_order_process_timer=1299.962051 2020-08-11 00:22:00 DEBUG: check clearing time needed clearing_process_timer=1200.963247 2020-08-11 00:22:00 DEBUG: check init order needed init_order_process_timer=1300.963574 2020-08-11 00:22:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:00.978Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "87f788b8-4773-958a-2cb4-350f6975ea5a", "grossValue": 8434810, "homeNotional": 2.5310467179183913, "foreignNotional": 997.612063867534}]} 2020-08-11 00:22:00 DEBUG: message ignored 2020-08-11 00:22:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:00.994Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "f38ceb81-cbab-e37c-2658-64320f1f7731", "grossValue": 8434810, "homeNotional": 2.5310467179183913, "foreignNotional": 997.612063867534}]} 2020-08-11 00:22:01 DEBUG: message ignored 2020-08-11 00:22:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:01.509Z", "symbol": "ETHUSD", "side": "Buy", "size": 2858, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "57d86e5a-11a3-620e-bbd6-35393969da4e", "grossValue": 112648070, "homeNotional": 33.80248373743347, "foreignNotional": 13323.248965109402}]} 2020-08-11 00:22:01 DEBUG: message ignored 2020-08-11 00:22:01 DEBUG: check clearing time needed clearing_process_timer=1201.967658 2020-08-11 00:22:01 DEBUG: check init order needed init_order_process_timer=1301.974955 2020-08-11 00:22:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:02.370Z", "symbol": "ETHUSD", "side": "Buy", "size": 94, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "168fd937-a2db-e587-ec15-6eac139ec6e5", "grossValue": 3705010, "homeNotional": 1.1117681845062093, "foreignNotional": 438.2034299231224}]} 2020-08-11 00:22:02 DEBUG: message ignored 2020-08-11 00:22:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:02.413Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "c361430a-96f0-f755-b94d-1938e421bf42", "grossValue": 8434810, "homeNotional": 2.5310467179183913, "foreignNotional": 997.612063867534}]} 2020-08-11 00:22:02 DEBUG: message ignored 2020-08-11 00:22:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:02.422Z", "symbol": "ETHUSD", "side": "Buy", "size": 119, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d0697ab1-ca18-8ad4-3018-b730cfb5f462", "grossValue": 4690385, "homeNotional": 1.407451212300414, "foreignNotional": 554.7468953282082}]} 2020-08-11 00:22:02 DEBUG: message ignored 2020-08-11 00:22:02 DEBUG: check clearing time needed clearing_process_timer=1202.977309 2020-08-11 00:22:02 DEBUG: check init order needed init_order_process_timer=1302.977598 2020-08-11 00:22:03 DEBUG: check clearing time needed clearing_process_timer=1203.978832 2020-08-11 00:22:03 DEBUG: check init order needed init_order_process_timer=1303.979174 2020-08-11 00:22:04 DEBUG: check clearing time needed clearing_process_timer=1204.980463 2020-08-11 00:22:04 DEBUG: check init order needed init_order_process_timer=1304.980794 2020-08-11 00:22:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:05.780Z", "symbol": "ETHUSD", "side": "Buy", "size": 343, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "d25e07f0-3b46-dbb8-7b2e-3989ba3ba8c0", "grossValue": 13519345, "homeNotional": 4.056771141336487, "foreignNotional": 1598.9763453577764}]} 2020-08-11 00:22:05 DEBUG: message ignored 2020-08-11 00:22:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:05.916Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "b1d52d59-1171-f764-0136-9d8b5e4559cc", "grossValue": 8474225, "homeNotional": 2.54287403903016, "foreignNotional": 1002.2738024837374}]} 2020-08-11 00:22:05 DEBUG: message ignored 2020-08-11 00:22:05 DEBUG: check clearing time needed clearing_process_timer=1205.982038 2020-08-11 00:22:05 DEBUG: check init order needed init_order_process_timer=1305.982303 2020-08-11 00:22:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:06.677Z", "symbol": "ETHUSD", "side": "Buy", "size": 138, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "7886fd25-86d7-fe27-ce22-9c5c926f8bd2", "grossValue": 5439270, "homeNotional": 1.6321703134240095, "foreignNotional": 643.3199290360733}]} 2020-08-11 00:22:06 DEBUG: message ignored 2020-08-11 00:22:06 DEBUG: check clearing time needed clearing_process_timer=1206.983522 2020-08-11 00:22:06 DEBUG: check init order needed init_order_process_timer=1306.983822 2020-08-11 00:22:07 DEBUG: check clearing time needed clearing_process_timer=1207.985075 2020-08-11 00:22:07 DEBUG: check init order needed init_order_process_timer=1307.985354 2020-08-11 00:22:08 DEBUG: check clearing time needed clearing_process_timer=1208.98655 2020-08-11 00:22:08 DEBUG: check init order needed init_order_process_timer=1308.986847 2020-08-11 00:22:09 DEBUG: check clearing time needed clearing_process_timer=1209.988082 2020-08-11 00:22:09 DEBUG: check init order needed init_order_process_timer=1309.988344 2020-08-11 00:22:10 DEBUG: check clearing time needed clearing_process_timer=1210.989549 2020-08-11 00:22:10 DEBUG: check init order needed init_order_process_timer=1310.989829 2020-08-11 00:22:11 DEBUG: check clearing time needed clearing_process_timer=1211.991003 2020-08-11 00:22:11 DEBUG: check init order needed init_order_process_timer=1311.991264 2020-08-11 00:22:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:12.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "cf319870-8741-45c2-de71-d0bd5f5be647", "grossValue": 4887460, "homeNotional": 1.4665878178592548, "foreignNotional": 578.0555884092253}]} 2020-08-11 00:22:12 DEBUG: message ignored 2020-08-11 00:22:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:12.897Z", "symbol": "ETHUSD", "side": "Buy", "size": 166, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "26cfe55c-5333-343e-d5f4-bbf7a8cec9ee", "grossValue": 6542890, "homeNotional": 1.9633353045535187, "foreignNotional": 773.8486102897693}]} 2020-08-11 00:22:12 DEBUG: message ignored 2020-08-11 00:22:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:12.909Z", "symbol": "ETHUSD", "side": "Buy", "size": 42, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "60fdf836-c3ad-464c-87e4-b8c7e9837e95", "grossValue": 1655430, "homeNotional": 0.4967474866942638, "foreignNotional": 195.79302188054405}]} 2020-08-11 00:22:12 DEBUG: message ignored 2020-08-11 00:22:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:12.920Z", "symbol": "ETHUSD", "side": "Buy", "size": 82, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e290cd62-d32d-7d38-bb2b-01b306d9461b", "grossValue": 3232030, "homeNotional": 0.9698403311649911, "foreignNotional": 382.26256652868125}]} 2020-08-11 00:22:12 DEBUG: message ignored 2020-08-11 00:22:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:12.929Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "a2747aee-18c5-a7fc-8847-0517a2c093cf", "grossValue": 2167825, "homeNotional": 0.6505026611472502, "foreignNotional": 256.3956238911886}]} 2020-08-11 00:22:12 DEBUG: message ignored 2020-08-11 00:22:12 DEBUG: check clearing time needed clearing_process_timer=1212.992432 2020-08-11 00:22:12 DEBUG: check init order needed init_order_process_timer=1312.992725 2020-08-11 00:22:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:12.982Z", "symbol": "ETHUSD", "side": "Buy", "size": 124, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "e5b30a1d-2ce0-e7ad-2847-2054126a39e3", "grossValue": 4887460, "homeNotional": 1.4665878178592548, "foreignNotional": 578.0555884092253}]} 2020-08-11 00:22:12 DEBUG: message ignored 2020-08-11 00:22:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:13.320Z", "symbol": "ETHUSD", "side": "Buy", "size": 180, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "9fa673d6-3bbf-5017-3312-c90876d698b7", "grossValue": 7094700, "homeNotional": 2.1289178001182734, "foreignNotional": 839.1129509166174}]} 2020-08-11 00:22:13 DEBUG: message ignored 2020-08-11 00:22:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:13.776Z", "symbol": "ETHUSD", "side": "Buy", "size": 321, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3876512c-cb7e-c0ff-e841-bffe532b9b7c", "grossValue": 12652215, "homeNotional": 3.7965700768775874, "foreignNotional": 1496.418095801301}]} 2020-08-11 00:22:13 DEBUG: message ignored 2020-08-11 00:22:13 DEBUG: check clearing time needed clearing_process_timer=1213.993903 2020-08-11 00:22:13 DEBUG: check init order needed init_order_process_timer=1313.994172 2020-08-11 00:22:14 DEBUG: check clearing time needed clearing_process_timer=1214.995618 2020-08-11 00:22:14 DEBUG: check init order needed init_order_process_timer=1314.995867 2020-08-11 00:22:15 DEBUG: check clearing time needed clearing_process_timer=1215.997064 2020-08-11 00:22:15 DEBUG: check init order needed init_order_process_timer=1315.997348 2020-08-11 00:22:16 DEBUG: check clearing time needed clearing_process_timer=1216.998536 2020-08-11 00:22:16 DEBUG: check init order needed init_order_process_timer=1316.998816 2020-08-11 00:22:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:17.746Z", "symbol": "ETHUSD", "side": "Buy", "size": 64, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "3b207254-0736-72d7-0ad5-64adf65d8cd7", "grossValue": 2522560, "homeNotional": 0.7569485511531638, "foreignNotional": 298.35127143701953}]} 2020-08-11 00:22:17 DEBUG: message ignored 2020-08-11 00:22:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:17.824Z", "symbol": "ETHUSD", "side": "Buy", "size": 55, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "4d7c0667-0318-8802-1475-e6c3d814c3ba", "grossValue": 2167825, "homeNotional": 0.6505026611472502, "foreignNotional": 256.3956238911886}]} 2020-08-11 00:22:17 DEBUG: message ignored 2020-08-11 00:22:18 DEBUG: check clearing time needed clearing_process_timer=1217.999894 2020-08-11 00:22:18 DEBUG: check init order needed init_order_process_timer=1318.000253 2020-08-11 00:22:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:18.481Z", "symbol": "ETHUSD", "side": "Buy", "size": 14, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "98b66d07-88d7-c66c-a6bc-660112933230", "grossValue": 551810, "homeNotional": 0.16558249556475457, "foreignNotional": 65.26434062684802}]} 2020-08-11 00:22:18 DEBUG: message ignored 2020-08-11 00:22:19 DEBUG: check clearing time needed clearing_process_timer=1219.001519 2020-08-11 00:22:19 DEBUG: check init order needed init_order_process_timer=1319.001837 2020-08-11 00:22:20 DEBUG: check clearing time needed clearing_process_timer=1220.003062 2020-08-11 00:22:20 DEBUG: check init order needed init_order_process_timer=1320.003348 2020-08-11 00:22:21 DEBUG: check clearing time needed clearing_process_timer=1221.004585 2020-08-11 00:22:21 DEBUG: check init order needed init_order_process_timer=1321.004842 2020-08-11 00:22:22 DEBUG: check clearing time needed clearing_process_timer=1222.005085 2020-08-11 00:22:22 DEBUG: check init order needed init_order_process_timer=1322.0055 2020-08-11 00:22:23 DEBUG: check clearing time needed clearing_process_timer=1223.006752 2020-08-11 00:22:23 DEBUG: check init order needed init_order_process_timer=1323.007029 2020-08-11 00:22:24 DEBUG: check clearing time needed clearing_process_timer=1224.008258 2020-08-11 00:22:24 DEBUG: check init order needed init_order_process_timer=1324.00853 2020-08-11 00:22:25 DEBUG: check clearing time needed clearing_process_timer=1225.009701 2020-08-11 00:22:25 DEBUG: check init order needed init_order_process_timer=1325.009986 2020-08-11 00:22:26 DEBUG: check clearing time needed clearing_process_timer=1226.011162 2020-08-11 00:22:26 DEBUG: check init order needed init_order_process_timer=1326.011417 2020-08-11 00:22:27 DEBUG: check clearing time needed clearing_process_timer=1227.012577 2020-08-11 00:22:27 DEBUG: check init order needed init_order_process_timer=1327.012891 2020-08-11 00:22:28 DEBUG: check clearing time needed clearing_process_timer=1228.013074 2020-08-11 00:22:28 DEBUG: check init order needed init_order_process_timer=1328.013349 2020-08-11 00:22:29 DEBUG: check clearing time needed clearing_process_timer=1229.014531 2020-08-11 00:22:29 DEBUG: check init order needed init_order_process_timer=1329.014822 2020-08-11 00:22:30 DEBUG: check clearing time needed clearing_process_timer=1230.016086 2020-08-11 00:22:30 DEBUG: check init order needed init_order_process_timer=1330.016338 2020-08-11 00:22:31 DEBUG: check clearing time needed clearing_process_timer=1231.017508 2020-08-11 00:22:31 DEBUG: check init order needed init_order_process_timer=1331.017765 2020-08-11 00:22:32 DEBUG: check clearing time needed clearing_process_timer=1232.018924 2020-08-11 00:22:32 DEBUG: check init order needed init_order_process_timer=1332.019184 2020-08-11 00:22:33 DEBUG: check clearing time needed clearing_process_timer=1233.020414 2020-08-11 00:22:33 DEBUG: check init order needed init_order_process_timer=1333.020686 2020-08-11 00:22:34 DEBUG: check clearing time needed clearing_process_timer=1234.021882 2020-08-11 00:22:34 DEBUG: check init order needed init_order_process_timer=1334.02214 2020-08-11 00:22:35 DEBUG: check clearing time needed clearing_process_timer=1235.023325 2020-08-11 00:22:35 DEBUG: check init order needed init_order_process_timer=1335.02359 2020-08-11 00:22:36 DEBUG: check clearing time needed clearing_process_timer=1236.024779 2020-08-11 00:22:36 DEBUG: check init order needed init_order_process_timer=1336.025089 2020-08-11 00:22:37 DEBUG: check clearing time needed clearing_process_timer=1237.026272 2020-08-11 00:22:37 DEBUG: check init order needed init_order_process_timer=1337.02654 2020-08-11 00:22:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:37.637Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "8f6e133f-cecd-f7ad-bdc2-e36d96c13d24", "grossValue": 472980, "homeNotional": 0.14204545454545456, "foreignNotional": 55.98721590909091}]} 2020-08-11 00:22:37 DEBUG: message ignored 2020-08-11 00:22:38 DEBUG: check clearing time needed clearing_process_timer=1238.027717 2020-08-11 00:22:38 DEBUG: check init order needed init_order_process_timer=1338.027993 2020-08-11 00:22:39 DEBUG: check clearing time needed clearing_process_timer=1239.029187 2020-08-11 00:22:39 DEBUG: check init order needed init_order_process_timer=1339.029457 2020-08-11 00:22:40 DEBUG: check clearing time needed clearing_process_timer=1240.03067 2020-08-11 00:22:40 DEBUG: check init order needed init_order_process_timer=1340.030996 2020-08-11 00:22:41 DEBUG: check clearing time needed clearing_process_timer=1241.032242 2020-08-11 00:22:41 DEBUG: check init order needed init_order_process_timer=1341.032565 2020-08-11 00:22:42 DEBUG: check clearing time needed clearing_process_timer=1242.033795 2020-08-11 00:22:42 DEBUG: check init order needed init_order_process_timer=1342.03406 2020-08-11 00:22:43 DEBUG: check clearing time needed clearing_process_timer=1243.035259 2020-08-11 00:22:43 DEBUG: check init order needed init_order_process_timer=1343.035635 2020-08-11 00:22:44 DEBUG: check clearing time needed clearing_process_timer=1244.036862 2020-08-11 00:22:44 DEBUG: check init order needed init_order_process_timer=1344.037186 2020-08-11 00:22:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:44.111Z", "symbol": "ETHUSD", "side": "Buy", "size": 20000, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "7a5839d6-0c39-391b-0d34-39b3bbe1bca1", "grossValue": 788300000, "homeNotional": 236.74242424242425, "foreignNotional": 93312.02651515152}]} 2020-08-11 00:22:44 DEBUG: message ignored 2020-08-11 00:22:45 DEBUG: check clearing time needed clearing_process_timer=1245.038367 2020-08-11 00:22:45 DEBUG: check init order needed init_order_process_timer=1345.038629 2020-08-11 00:22:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:45.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 20000, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "5233df90-d67a-fbf9-f8f4-ab093c7f27b4", "grossValue": 788300000, "homeNotional": 236.74242424242425, "foreignNotional": 93312.02651515152}]} 2020-08-11 00:22:45 DEBUG: message ignored 2020-08-11 00:22:46 DEBUG: check clearing time needed clearing_process_timer=1246.039827 2020-08-11 00:22:46 DEBUG: check init order needed init_order_process_timer=1346.040107 2020-08-11 00:22:47 DEBUG: check clearing time needed clearing_process_timer=1247.041362 2020-08-11 00:22:47 DEBUG: check init order needed init_order_process_timer=1347.041653 2020-08-11 00:22:48 DEBUG: check clearing time needed clearing_process_timer=1248.042887 2020-08-11 00:22:48 DEBUG: check init order needed init_order_process_timer=1348.043172 2020-08-11 00:22:49 DEBUG: check clearing time needed clearing_process_timer=1249.044401 2020-08-11 00:22:49 DEBUG: check init order needed init_order_process_timer=1349.044731 2020-08-11 00:22:50 DEBUG: check clearing time needed clearing_process_timer=1250.045979 2020-08-11 00:22:50 DEBUG: check init order needed init_order_process_timer=1350.046296 2020-08-11 00:22:51 DEBUG: check clearing time needed clearing_process_timer=1251.04753 2020-08-11 00:22:51 DEBUG: check init order needed init_order_process_timer=1351.047866 2020-08-11 00:22:52 DEBUG: check clearing time needed clearing_process_timer=1252.049093 2020-08-11 00:22:52 DEBUG: check init order needed init_order_process_timer=1352.04936 2020-08-11 00:22:52 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:52.635Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 394.15, "tickDirection": "ZeroPlusTick", "trdMatchID": "bb17fed8-a89c-1c5e-04eb-e4d346b49a5d", "grossValue": 39415, "homeNotional": 0.011837121212121212, "foreignNotional": 4.665601325757576}]} 2020-08-11 00:22:52 DEBUG: message ignored 2020-08-11 00:22:53 DEBUG: check clearing time needed clearing_process_timer=1253.050545 2020-08-11 00:22:53 DEBUG: check init order needed init_order_process_timer=1353.050816 2020-08-11 00:22:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:22:53.265Z", "symbol": "ETHUSD", "side": "Sell", "size": 181, "price": 394.1, "tickDirection": "MinusTick", "trdMatchID": "4ae100b7-ace2-4374-a01b-b6c642a03b22", "grossValue": 7133210, "homeNotional": 2.1425189393939394, "foreignNotional": 844.3667140151515}]} 2020-08-11 00:22:53 DEBUG: message ignored 2020-08-11 00:22:54 DEBUG: check clearing time needed clearing_process_timer=1254.051997 2020-08-11 00:22:54 DEBUG: check init order needed init_order_process_timer=1354.05226 2020-08-11 00:22:55 DEBUG: check clearing time needed clearing_process_timer=1255.053585 2020-08-11 00:22:55 DEBUG: check init order needed init_order_process_timer=1355.05391 2020-08-11 00:22:56 DEBUG: check clearing time needed clearing_process_timer=1256.055094 2020-08-11 00:22:56 DEBUG: check init order needed init_order_process_timer=1356.055381 2020-08-11 00:22:57 DEBUG: check clearing time needed clearing_process_timer=1257.05659 2020-08-11 00:22:57 DEBUG: check init order needed init_order_process_timer=1357.056846 2020-08-11 00:22:58 DEBUG: check clearing time needed clearing_process_timer=1258.058037 2020-08-11 00:22:58 DEBUG: check init order needed init_order_process_timer=1358.058315 2020-08-11 00:22:59 DEBUG: check clearing time needed clearing_process_timer=1259.059492 2020-08-11 00:22:59 DEBUG: check init order needed init_order_process_timer=1359.05995 2020-08-11 00:23:00 DEBUG: check clearing time needed clearing_process_timer=1260.061179 2020-08-11 00:23:00 DEBUG: check init order needed init_order_process_timer=1360.061494 2020-08-11 00:23:01 DEBUG: check clearing time needed clearing_process_timer=1261.062671 2020-08-11 00:23:01 DEBUG: check init order needed init_order_process_timer=1361.062928 2020-08-11 00:23:02 DEBUG: check clearing time needed clearing_process_timer=1262.065524 2020-08-11 00:23:02 DEBUG: check init order needed init_order_process_timer=1362.072112 2020-08-11 00:23:03 DEBUG: check clearing time needed clearing_process_timer=1263.075479 2020-08-11 00:23:03 DEBUG: check init order needed init_order_process_timer=1363.0816 2020-08-11 00:23:04 DEBUG: check clearing time needed clearing_process_timer=1264.082875 2020-08-11 00:23:04 DEBUG: check init order needed init_order_process_timer=1364.083269 2020-08-11 00:23:05 DEBUG: check clearing time needed clearing_process_timer=1265.084491 2020-08-11 00:23:05 DEBUG: check init order needed init_order_process_timer=1365.084805 2020-08-11 00:23:05 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:05.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 3662, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "0b975e68-586b-43d3-fcc4-5a913b9416b5", "grossValue": 144319420, "homeNotional": 43.33215004141522, "foreignNotional": 17077.200331321736}, {"timestamp": "2020-08-10T21:23:05.649Z", "symbol": "ETHUSD", "side": "Sell", "size": 1338, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "8aaa04f8-d62f-ca5f-b7a5-c27553e09ba2", "grossValue": 52730580, "homeNotional": 15.832445864394746, "foreignNotional": 6239.56691515797}]} 2020-08-11 00:23:05 DEBUG: message ignored 2020-08-11 00:23:06 DEBUG: check clearing time needed clearing_process_timer=1266.086031 2020-08-11 00:23:06 DEBUG: check init order needed init_order_process_timer=1366.086295 2020-08-11 00:23:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:06.667Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a07ecf8-4603-9344-cf2b-b65c964b558d", "grossValue": 3152800, "homeNotional": 0.9466335344929594, "foreignNotional": 373.0682759436753}]} 2020-08-11 00:23:06 DEBUG: message ignored 2020-08-11 00:23:07 DEBUG: check clearing time needed clearing_process_timer=1267.08748 2020-08-11 00:23:07 DEBUG: check init order needed init_order_process_timer=1367.087744 2020-08-11 00:23:08 DEBUG: check clearing time needed clearing_process_timer=1268.088965 2020-08-11 00:23:08 DEBUG: check init order needed init_order_process_timer=1368.089256 2020-08-11 00:23:09 DEBUG: check clearing time needed clearing_process_timer=1269.090457 2020-08-11 00:23:09 DEBUG: check init order needed init_order_process_timer=1369.090725 2020-08-11 00:23:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 96, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6aa563f-e8b9-c197-5eb7-e3f16f34b53b", "grossValue": 3783360, "homeNotional": 1.1359602413915513, "foreignNotional": 447.68193113241034}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "0defb0d5-7650-dec6-88aa-98e9999086bf", "grossValue": 1261120, "homeNotional": 0.37865341379718376, "foreignNotional": 149.22731037747013}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a634bb71-97ff-bd41-a537-ad86c3c70ab2", "grossValue": 19705000, "homeNotional": 5.916459590580996, "foreignNotional": 2331.676724647971}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "38ce12f2-5df8-d0cd-b343-ddf2275ebe60", "grossValue": 1497580, "homeNotional": 0.4496509288841557, "foreignNotional": 177.20743107324577}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "c828ee16-5c88-317e-f3cf-085f639377c1", "grossValue": 1379350, "homeNotional": 0.41415217134066973, "foreignNotional": 163.21737072535794}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 129, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "0d5a6a7f-8bda-9c4f-2b66-dcae76eb24a5", "grossValue": 5083890, "homeNotional": 1.526446574369897, "foreignNotional": 601.5725949591764}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 63, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "eff4675e-5b25-6705-b6d1-805c22578cf3", "grossValue": 2482830, "homeNotional": 0.7454739084132055, "foreignNotional": 293.7912673056443}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 197, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "39c099d8-bebf-2370-2b14-8a281a44dc7f", "grossValue": 7763770, "homeNotional": 2.3310850786889126, "foreignNotional": 918.6806295113005}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa691a48-d493-ca7a-4547-86252a4c3a09", "grossValue": 1576400, "homeNotional": 0.4733167672464797, "foreignNotional": 186.53413797183765}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "b35cf57d-dbfe-b17e-e59f-a6cd8fdb8d00", "grossValue": 1142890, "homeNotional": 0.3431546562536978, "foreignNotional": 135.2372500295823}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "9ae2d7fd-6d28-7e0d-4dae-dff72a911322", "grossValue": 19705000, "homeNotional": 5.916459590580996, "foreignNotional": 2331.676724647971}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff089e35-8fb1-07f1-2899-1dea44fddbdd", "grossValue": 39410000, "homeNotional": 11.832919181161992, "foreignNotional": 4663.353449295942}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "50e7e3b2-8f6e-418c-38e6-927bdd5f001e", "grossValue": 78820, "homeNotional": 0.023665838362323985, "foreignNotional": 9.326706898591883}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4ba2b593-c453-2976-d3f1-23daf15a026b", "grossValue": 19705000, "homeNotional": 5.916459590580996, "foreignNotional": 2331.676724647971}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 3956, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "bb93df7e-6a65-d4b5-b3d5-851bcad51f80", "grossValue": 155905960, "homeNotional": 46.811028280676844, "foreignNotional": 18448.226245414742}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "d1453d0c-0832-4b9d-ade5-aabacd217488", "grossValue": 1497580, "homeNotional": 0.4496509288841557, "foreignNotional": 177.20743107324577}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 617, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "25dde0a0-d842-d948-3d30-c14b6cd341cb", "grossValue": 24315970, "homeNotional": 7.30091113477695, "foreignNotional": 2877.289078215596}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 10000, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "ffa66418-c123-acb3-2e20-4e7f32ac587c", "grossValue": 394100000, "homeNotional": 118.32919181161992, "foreignNotional": 46633.534492959414}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "7684e8c7-2bd8-4cc4-d173-f0b3af922b3c", "grossValue": 1970500, "homeNotional": 0.5916459590580996, "foreignNotional": 233.16767246479708}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "7fd02443-f909-b5eb-146d-1ca3fd90722b", "grossValue": 1182300, "homeNotional": 0.35498757543485976, "foreignNotional": 139.90060347887825}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "059bc54d-62f7-4fce-3345-453ae2d5ae2a", "grossValue": 39410, "homeNotional": 0.011832919181161992, "foreignNotional": 4.663353449295942}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1b53d82-0e03-18d3-43fa-4f5ec6877b95", "grossValue": 39410, "homeNotional": 0.011832919181161992, "foreignNotional": 4.663353449295942}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cd6a6b4-0ade-68cc-115a-8fbc4c08f539", "grossValue": 39410, "homeNotional": 0.011832919181161992, "foreignNotional": 4.663353449295942}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 4863, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "7d78dbff-57d7-8441-4736-78af559b2d9d", "grossValue": 191650830, "homeNotional": 57.54348597799077, "foreignNotional": 22677.88782392616}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 409, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "78d7702a-2950-9ac0-fe7d-1ab764e94f26", "grossValue": 16118690, "homeNotional": 4.839663945095255, "foreignNotional": 1907.31156076204}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "da69b18d-3af0-35c3-320b-aa309b6dd803", "grossValue": 118230000, "homeNotional": 35.49875754348598, "foreignNotional": 13990.060347887824}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 185, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "83a50c2f-0aa9-170e-95bc-f9d1fdda1337", "grossValue": 7290850, "homeNotional": 2.1890900485149687, "foreignNotional": 862.7203881197491}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "dbd03dbd-9562-160d-edc5-c62823c39820", "grossValue": 19705000, "homeNotional": 5.916459590580996, "foreignNotional": 2331.676724647971}, {"timestamp": "2020-08-10T21:23:09.971Z", "symbol": "ETHUSD", "side": "Sell", "size": 46, "price": 394.1, "tickDirection": "ZeroMinusTick", "trdMatchID": "4cc358f5-5805-7a33-24f1-7047b734fa69", "grossValue": 1812860, "homeNotional": 0.5443142823334517, "foreignNotional": 214.5142586676133}]} 2020-08-11 00:23:09 DEBUG: message ignored 2020-08-11 00:23:10 DEBUG: check clearing time needed clearing_process_timer=1270.091911 2020-08-11 00:23:10 DEBUG: check init order needed init_order_process_timer=1370.092217 2020-08-11 00:23:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:10.245Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "c6ee491b-54ed-4dbe-d463-f96c6f6b7a2d", "grossValue": 16904745, "homeNotional": 5.076322328718494, "foreignNotional": 2000.3248136315228}, {"timestamp": "2020-08-10T21:23:10.245Z", "symbol": "ETHUSD", "side": "Sell", "size": 81, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "1b088384-f207-6223-daa9-f2ed4eb237cc", "grossValue": 3191805, "homeNotional": 0.9584664536741214, "foreignNotional": 377.68370607028754}, {"timestamp": "2020-08-10T21:23:10.245Z", "symbol": "ETHUSD", "side": "Sell", "size": 2990, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "063bc838-d946-3b3d-068a-3b6d55d9bd1f", "grossValue": 117820950, "homeNotional": 35.38042835167436, "foreignNotional": 13941.65779197728}]} 2020-08-11 00:23:10 DEBUG: message ignored 2020-08-11 00:23:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:10.284Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "0f4c613b-580d-2c1d-6450-8bd8ea7a7711", "grossValue": 433510, "homeNotional": 0.1301621109927819, "foreignNotional": 51.29688794225535}]} 2020-08-11 00:23:10 DEBUG: message ignored 2020-08-11 00:23:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:10.287Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "3ea0efc1-3c1d-5e1a-c3b6-f41df776f497", "grossValue": 472920, "homeNotional": 0.1419950301739439, "foreignNotional": 55.96024139155129}]} 2020-08-11 00:23:10 DEBUG: message ignored 2020-08-11 00:23:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:10.291Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "34704eb1-fc5b-bfe0-91c5-5b02937c1ba6", "grossValue": 433510, "homeNotional": 0.1301621109927819, "foreignNotional": 51.29688794225535}]} 2020-08-11 00:23:10 DEBUG: message ignored 2020-08-11 00:23:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:10.302Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "5aea259c-1f0f-6331-0e74-b049871c0c55", "grossValue": 512330, "homeNotional": 0.1538279493551059, "foreignNotional": 60.62359484084724}]} 2020-08-11 00:23:10 DEBUG: message ignored 2020-08-11 00:23:11 DEBUG: check clearing time needed clearing_process_timer=1271.093476 2020-08-11 00:23:11 DEBUG: check init order needed init_order_process_timer=1371.093851 2020-08-11 00:23:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:11.469Z", "symbol": "ETHUSD", "side": "Buy", "size": 300, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d616902e-26a9-c56e-2546-115905387556", "grossValue": 11823000, "homeNotional": 3.549875754348598, "foreignNotional": 1399.0060347887825}]} 2020-08-11 00:23:11 DEBUG: message ignored 2020-08-11 00:23:12 DEBUG: check clearing time needed clearing_process_timer=1272.095086 2020-08-11 00:23:12 DEBUG: check init order needed init_order_process_timer=1372.095455 2020-08-11 00:23:13 DEBUG: check clearing time needed clearing_process_timer=1273.096641 2020-08-11 00:23:13 DEBUG: check init order needed init_order_process_timer=1373.096921 2020-08-11 00:23:14 DEBUG: check clearing time needed clearing_process_timer=1274.098117 2020-08-11 00:23:14 DEBUG: check init order needed init_order_process_timer=1374.098359 2020-08-11 00:23:15 DEBUG: check clearing time needed clearing_process_timer=1275.099527 2020-08-11 00:23:15 DEBUG: check init order needed init_order_process_timer=1375.099781 2020-08-11 00:23:16 DEBUG: check clearing time needed clearing_process_timer=1276.100993 2020-08-11 00:23:16 DEBUG: check init order needed init_order_process_timer=1376.101287 2020-08-11 00:23:17 DEBUG: check clearing time needed clearing_process_timer=1277.102504 2020-08-11 00:23:17 DEBUG: check init order needed init_order_process_timer=1377.102787 2020-08-11 00:23:18 DEBUG: check clearing time needed clearing_process_timer=1278.104203 2020-08-11 00:23:18 DEBUG: check init order needed init_order_process_timer=1378.104498 2020-08-11 00:23:19 DEBUG: check clearing time needed clearing_process_timer=1279.105747 2020-08-11 00:23:19 DEBUG: check init order needed init_order_process_timer=1379.106013 2020-08-11 00:23:20 DEBUG: check clearing time needed clearing_process_timer=1280.107408 2020-08-11 00:23:20 DEBUG: check init order needed init_order_process_timer=1380.107663 2020-08-11 00:23:21 DEBUG: check clearing time needed clearing_process_timer=1281.108849 2020-08-11 00:23:21 DEBUG: check init order needed init_order_process_timer=1381.109207 2020-08-11 00:23:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:22.043Z", "symbol": "ETHUSD", "side": "Sell", "size": 196, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "2bb02bc2-9a14-081f-83bc-d0a798c0d1e5", "grossValue": 7723380, "homeNotional": 2.3192521595077507, "foreignNotional": 913.9013134540292}, {"timestamp": "2020-08-10T21:23:22.043Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "46f36231-c55e-d6e2-61be-a185571efede", "grossValue": 2127870, "homeNotional": 0.6389776357827476, "foreignNotional": 251.7891373801917}]} 2020-08-11 00:23:22 DEBUG: message ignored 2020-08-11 00:23:22 DEBUG: check clearing time needed clearing_process_timer=1282.110406 2020-08-11 00:23:22 DEBUG: check init order needed init_order_process_timer=1382.111071 2020-08-11 00:23:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:22.120Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394.1, "tickDirection": "PlusTick", "trdMatchID": "86410551-835b-7d53-ef7c-f9bbd27d3958", "grossValue": 512330, "homeNotional": 0.1538279493551059, "foreignNotional": 60.62359484084724}]} 2020-08-11 00:23:22 DEBUG: message ignored 2020-08-11 00:23:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:22.123Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "2306d5e8-11ac-bfcc-ff6c-aeedf2f8ddcf", "grossValue": 433510, "homeNotional": 0.1301621109927819, "foreignNotional": 51.29688794225535}]} 2020-08-11 00:23:22 DEBUG: message ignored 2020-08-11 00:23:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:22.126Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7bdc3af-3c20-29d3-e4ae-f60e1a0804fa", "grossValue": 433510, "homeNotional": 0.1301621109927819, "foreignNotional": 51.29688794225535}]} 2020-08-11 00:23:22 DEBUG: message ignored 2020-08-11 00:23:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:22.129Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "6f0af42e-d8cf-11d0-5d06-750126a45cde", "grossValue": 472920, "homeNotional": 0.1419950301739439, "foreignNotional": 55.96024139155129}]} 2020-08-11 00:23:22 DEBUG: message ignored 2020-08-11 00:23:23 DEBUG: check clearing time needed clearing_process_timer=1283.112285 2020-08-11 00:23:23 DEBUG: check init order needed init_order_process_timer=1383.11257 2020-08-11 00:23:24 DEBUG: check clearing time needed clearing_process_timer=1284.113768 2020-08-11 00:23:24 DEBUG: check init order needed init_order_process_timer=1384.114094 2020-08-11 00:23:25 DEBUG: check clearing time needed clearing_process_timer=1285.115519 2020-08-11 00:23:25 DEBUG: check init order needed init_order_process_timer=1385.115816 2020-08-11 00:23:26 DEBUG: check clearing time needed clearing_process_timer=1286.117276 2020-08-11 00:23:26 DEBUG: check init order needed init_order_process_timer=1386.117539 2020-08-11 00:23:27 DEBUG: check clearing time needed clearing_process_timer=1287.118747 2020-08-11 00:23:27 DEBUG: check init order needed init_order_process_timer=1387.119095 2020-08-11 00:23:28 DEBUG: check clearing time needed clearing_process_timer=1288.120323 2020-08-11 00:23:28 DEBUG: check init order needed init_order_process_timer=1388.120576 2020-08-11 00:23:29 DEBUG: check clearing time needed clearing_process_timer=1289.121794 2020-08-11 00:23:29 DEBUG: check init order needed init_order_process_timer=1389.122075 2020-08-11 00:23:30 DEBUG: check clearing time needed clearing_process_timer=1290.12329 2020-08-11 00:23:30 DEBUG: check init order needed init_order_process_timer=1390.123553 2020-08-11 00:23:31 DEBUG: check clearing time needed clearing_process_timer=1291.124749 2020-08-11 00:23:31 DEBUG: check init order needed init_order_process_timer=1391.12512 2020-08-11 00:23:32 DEBUG: check clearing time needed clearing_process_timer=1292.126597 2020-08-11 00:23:32 DEBUG: check init order needed init_order_process_timer=1392.126887 2020-08-11 00:23:33 DEBUG: check clearing time needed clearing_process_timer=1293.128096 2020-08-11 00:23:33 DEBUG: check init order needed init_order_process_timer=1393.128358 2020-08-11 00:23:34 DEBUG: check clearing time needed clearing_process_timer=1294.129568 2020-08-11 00:23:34 DEBUG: check init order needed init_order_process_timer=1394.129917 2020-08-11 00:23:35 DEBUG: check clearing time needed clearing_process_timer=1295.131381 2020-08-11 00:23:35 DEBUG: check init order needed init_order_process_timer=1395.13172 2020-08-11 00:23:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:35.601Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 394.1, "tickDirection": "ZeroPlusTick", "trdMatchID": "f65835b6-d017-6ae9-6f69-42c33a53bdb9", "grossValue": 7882000, "homeNotional": 2.36630383341221, "foreignNotional": 932.560340747752}]} 2020-08-11 00:23:35 DEBUG: message ignored 2020-08-11 00:23:36 DEBUG: check clearing time needed clearing_process_timer=1296.132983 2020-08-11 00:23:36 DEBUG: check init order needed init_order_process_timer=1396.133345 2020-08-11 00:23:37 DEBUG: check clearing time needed clearing_process_timer=1297.1346 2020-08-11 00:23:37 DEBUG: check init order needed init_order_process_timer=1397.134887 2020-08-11 00:23:38 DEBUG: check clearing time needed clearing_process_timer=1298.136117 2020-08-11 00:23:38 DEBUG: check init order needed init_order_process_timer=1398.136391 2020-08-11 00:23:39 DEBUG: check clearing time needed clearing_process_timer=1299.13762 2020-08-11 00:23:39 DEBUG: check init order needed init_order_process_timer=1399.137933 2020-08-11 00:23:40 DEBUG: check clearing time needed clearing_process_timer=1300.139188 2020-08-11 00:23:40 DEBUG: check init order needed init_order_process_timer=1400.139517 2020-08-11 00:23:41 DEBUG: check clearing time needed clearing_process_timer=1301.140807 2020-08-11 00:23:41 DEBUG: check init order needed init_order_process_timer=1401.141128 2020-08-11 00:23:42 DEBUG: check clearing time needed clearing_process_timer=1302.142336 2020-08-11 00:23:42 DEBUG: check init order needed init_order_process_timer=1402.142594 2020-08-11 00:23:43 DEBUG: check clearing time needed clearing_process_timer=1303.143788 2020-08-11 00:23:43 DEBUG: check init order needed init_order_process_timer=1403.144067 2020-08-11 00:23:44 DEBUG: check clearing time needed clearing_process_timer=1304.145468 2020-08-11 00:23:44 DEBUG: check init order needed init_order_process_timer=1404.145771 2020-08-11 00:23:45 DEBUG: check clearing time needed clearing_process_timer=1305.147185 2020-08-11 00:23:45 DEBUG: check init order needed init_order_process_timer=1405.14746 2020-08-11 00:23:46 DEBUG: check clearing time needed clearing_process_timer=1306.148665 2020-08-11 00:23:46 DEBUG: check init order needed init_order_process_timer=1406.148925 2020-08-11 00:23:47 DEBUG: check clearing time needed clearing_process_timer=1307.150381 2020-08-11 00:23:47 DEBUG: check init order needed init_order_process_timer=1407.150657 2020-08-11 00:23:48 DEBUG: check clearing time needed clearing_process_timer=1308.151879 2020-08-11 00:23:48 DEBUG: check init order needed init_order_process_timer=1408.152146 2020-08-11 00:23:49 DEBUG: check clearing time needed clearing_process_timer=1309.15333 2020-08-11 00:23:49 DEBUG: check init order needed init_order_process_timer=1409.153584 2020-08-11 00:23:50 DEBUG: check clearing time needed clearing_process_timer=1310.154785 2020-08-11 00:23:50 DEBUG: check init order needed init_order_process_timer=1410.155049 2020-08-11 00:23:51 DEBUG: check clearing time needed clearing_process_timer=1311.15625 2020-08-11 00:23:51 DEBUG: check init order needed init_order_process_timer=1411.156513 2020-08-11 00:23:52 DEBUG: check clearing time needed clearing_process_timer=1312.157084 2020-08-11 00:23:52 DEBUG: check init order needed init_order_process_timer=1412.15735 2020-08-11 00:23:53 DEBUG: check clearing time needed clearing_process_timer=1313.15854 2020-08-11 00:23:53 DEBUG: check init order needed init_order_process_timer=1413.158796 2020-08-11 00:23:54 DEBUG: check clearing time needed clearing_process_timer=1314.159961 2020-08-11 00:23:54 DEBUG: check init order needed init_order_process_timer=1414.160191 2020-08-11 00:23:55 DEBUG: check clearing time needed clearing_process_timer=1315.161369 2020-08-11 00:23:55 DEBUG: check init order needed init_order_process_timer=1415.161657 2020-08-11 00:23:56 DEBUG: check clearing time needed clearing_process_timer=1316.16289 2020-08-11 00:23:56 DEBUG: check init order needed init_order_process_timer=1416.16313 2020-08-11 00:23:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:23:56.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 35, "price": 394.05, "tickDirection": "MinusTick", "trdMatchID": "d80a0815-b180-d35a-4aa0-68fc7876e339", "grossValue": 1379175, "homeNotional": 0.41410317084713677, "foreignNotional": 163.17735447231425}, {"timestamp": "2020-08-10T21:23:56.951Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "86017dfc-6a3e-ecff-8b7d-3946944ebf6d", "grossValue": 1260960, "homeNotional": 0.37860861334595364, "foreignNotional": 149.190724088973}]} 2020-08-11 00:23:56 DEBUG: message ignored 2020-08-11 00:23:57 DEBUG: check clearing time needed clearing_process_timer=1317.164359 2020-08-11 00:23:57 DEBUG: check init order needed init_order_process_timer=1417.164712 2020-08-11 00:23:58 DEBUG: check clearing time needed clearing_process_timer=1318.166028 2020-08-11 00:23:58 DEBUG: check init order needed init_order_process_timer=1418.166333 2020-08-11 00:23:59 DEBUG: check clearing time needed clearing_process_timer=1319.167536 2020-08-11 00:23:59 DEBUG: check init order needed init_order_process_timer=1419.167858 2020-08-11 00:24:00 DEBUG: check clearing time needed clearing_process_timer=1320.169059 2020-08-11 00:24:00 DEBUG: check init order needed init_order_process_timer=1420.169338 2020-08-11 00:24:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:01.028Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "44259ca0-9878-57bd-bc49-48f3df9356b3", "grossValue": 39405000, "homeNotional": 11.831519167061051, "foreignNotional": 4662.210127780407}]} 2020-08-11 00:24:01 DEBUG: message ignored 2020-08-11 00:24:01 DEBUG: check clearing time needed clearing_process_timer=1321.170517 2020-08-11 00:24:01 DEBUG: check init order needed init_order_process_timer=1421.170792 2020-08-11 00:24:02 DEBUG: check clearing time needed clearing_process_timer=1322.176642 2020-08-11 00:24:02 DEBUG: check init order needed init_order_process_timer=1422.184164 2020-08-11 00:24:03 DEBUG: check clearing time needed clearing_process_timer=1323.185645 2020-08-11 00:24:03 DEBUG: check init order needed init_order_process_timer=1423.188139 2020-08-11 00:24:04 DEBUG: check clearing time needed clearing_process_timer=1324.189069 2020-08-11 00:24:04 DEBUG: check init order needed init_order_process_timer=1424.189373 2020-08-11 00:24:05 DEBUG: check clearing time needed clearing_process_timer=1325.19053 2020-08-11 00:24:05 DEBUG: check init order needed init_order_process_timer=1425.190814 2020-08-11 00:24:06 DEBUG: check clearing time needed clearing_process_timer=1326.191978 2020-08-11 00:24:06 DEBUG: check init order needed init_order_process_timer=1426.192305 2020-08-11 00:24:07 DEBUG: check clearing time needed clearing_process_timer=1327.193459 2020-08-11 00:24:07 DEBUG: check init order needed init_order_process_timer=1427.193747 2020-08-11 00:24:08 DEBUG: check clearing time needed clearing_process_timer=1328.19491 2020-08-11 00:24:08 DEBUG: check init order needed init_order_process_timer=1428.195261 2020-08-11 00:24:09 DEBUG: check clearing time needed clearing_process_timer=1329.196447 2020-08-11 00:24:09 DEBUG: check init order needed init_order_process_timer=1429.197144 2020-08-11 00:24:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:09.302Z", "symbol": "ETHUSD", "side": "Sell", "size": 206, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f3bc2972-8882-3f10-652e-3d5a6a412f5c", "grossValue": 8117430, "homeNotional": 2.4372929484145764, "foreignNotional": 960.4152863227638}, {"timestamp": "2020-08-10T21:24:09.302Z", "symbol": "ETHUSD", "side": "Sell", "size": 1215, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "de792e72-57db-dee8-a876-76a3be40c2ee", "grossValue": 47877075, "homeNotional": 14.375295787979177, "foreignNotional": 5664.585305253195}, {"timestamp": "2020-08-10T21:24:09.302Z", "symbol": "ETHUSD", "side": "Sell", "size": 134, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f74fc769-f898-4ed9-76b3-a93ce382e66b", "grossValue": 5280270, "homeNotional": 1.5854235683861808, "foreignNotional": 624.7361571225746}, {"timestamp": "2020-08-10T21:24:09.302Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "3a2a8ec3-1332-1b52-89e3-634b909eecc9", "grossValue": 2521920, "homeNotional": 0.7572172266919073, "foreignNotional": 298.381448177946}, {"timestamp": "2020-08-10T21:24:09.302Z", "symbol": "ETHUSD", "side": "Sell", "size": 37, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e2b52bc-ed36-89cf-0204-6c99b6db5e22", "grossValue": 1457985, "homeNotional": 0.43776620918125886, "foreignNotional": 172.50177472787507}, {"timestamp": "2020-08-10T21:24:09.302Z", "symbol": "ETHUSD", "side": "Sell", "size": 1344, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f96d1a4f-28b0-0d25-b41a-f4aea2c0fa16", "grossValue": 52960320, "homeNotional": 15.901561760530052, "foreignNotional": 6266.010411736867}]} 2020-08-11 00:24:09 DEBUG: message ignored 2020-08-11 00:24:10 DEBUG: check clearing time needed clearing_process_timer=1330.19833 2020-08-11 00:24:10 DEBUG: check init order needed init_order_process_timer=1430.198619 2020-08-11 00:24:11 DEBUG: check clearing time needed clearing_process_timer=1331.199821 2020-08-11 00:24:11 DEBUG: check init order needed init_order_process_timer=1431.200172 2020-08-11 00:24:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:12.055Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd77b7d2-a6ad-908d-d4c8-ed86f1e910f7", "grossValue": 59107500, "homeNotional": 17.747278750591576, "foreignNotional": 6993.31519167061}]} 2020-08-11 00:24:12 DEBUG: message ignored 2020-08-11 00:24:12 DEBUG: check clearing time needed clearing_process_timer=1332.201422 2020-08-11 00:24:12 DEBUG: check init order needed init_order_process_timer=1432.202185 2020-08-11 00:24:13 DEBUG: check clearing time needed clearing_process_timer=1333.203576 2020-08-11 00:24:13 DEBUG: check init order needed init_order_process_timer=1433.204467 2020-08-11 00:24:14 DEBUG: check clearing time needed clearing_process_timer=1334.206127 2020-08-11 00:24:14 DEBUG: check init order needed init_order_process_timer=1434.20679 2020-08-11 00:24:15 DEBUG: check clearing time needed clearing_process_timer=1335.208406 2020-08-11 00:24:15 DEBUG: check init order needed init_order_process_timer=1435.208941 2020-08-11 00:24:16 DEBUG: check clearing time needed clearing_process_timer=1336.210029 2020-08-11 00:24:16 DEBUG: check init order needed init_order_process_timer=1436.210589 2020-08-11 00:24:17 DEBUG: check clearing time needed clearing_process_timer=1337.212137 2020-08-11 00:24:17 DEBUG: check init order needed init_order_process_timer=1437.212785 2020-08-11 00:24:18 DEBUG: check clearing time needed clearing_process_timer=1338.214225 2020-08-11 00:24:18 DEBUG: check init order needed init_order_process_timer=1438.214802 2020-08-11 00:24:19 DEBUG: check clearing time needed clearing_process_timer=1339.216334 2020-08-11 00:24:19 DEBUG: check init order needed init_order_process_timer=1439.216901 2020-08-11 00:24:20 DEBUG: check clearing time needed clearing_process_timer=1340.218478 2020-08-11 00:24:20 DEBUG: check init order needed init_order_process_timer=1440.218998 2020-08-11 00:24:21 DEBUG: check clearing time needed clearing_process_timer=1341.220493 2020-08-11 00:24:21 DEBUG: check init order needed init_order_process_timer=1441.221094 2020-08-11 00:24:22 DEBUG: check clearing time needed clearing_process_timer=1342.222669 2020-08-11 00:24:22 DEBUG: check init order needed init_order_process_timer=1442.223245 2020-08-11 00:24:23 DEBUG: check clearing time needed clearing_process_timer=1343.224822 2020-08-11 00:24:23 DEBUG: check init order needed init_order_process_timer=1443.225625 2020-08-11 00:24:24 DEBUG: check clearing time needed clearing_process_timer=1344.227042 2020-08-11 00:24:24 DEBUG: check init order needed init_order_process_timer=1444.227595 2020-08-11 00:24:25 DEBUG: check clearing time needed clearing_process_timer=1345.22915 2020-08-11 00:24:25 DEBUG: check init order needed init_order_process_timer=1445.229402 2020-08-11 00:24:26 DEBUG: check clearing time needed clearing_process_timer=1346.230772 2020-08-11 00:24:26 DEBUG: check init order needed init_order_process_timer=1446.231045 2020-08-11 00:24:27 DEBUG: check clearing time needed clearing_process_timer=1347.232464 2020-08-11 00:24:27 DEBUG: check init order needed init_order_process_timer=1447.232727 2020-08-11 00:24:28 DEBUG: check clearing time needed clearing_process_timer=1348.234083 2020-08-11 00:24:28 DEBUG: check init order needed init_order_process_timer=1448.234347 2020-08-11 00:24:28 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:28.604Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "31e243ab-f632-fef3-006f-c953ffbd14f7", "grossValue": 39405, "homeNotional": 0.011831519167061051, "foreignNotional": 4.662210127780407}]} 2020-08-11 00:24:28 DEBUG: message ignored 2020-08-11 00:24:29 DEBUG: check clearing time needed clearing_process_timer=1349.235517 2020-08-11 00:24:29 DEBUG: check init order needed init_order_process_timer=1449.236245 2020-08-11 00:24:30 DEBUG: check clearing time needed clearing_process_timer=1350.237887 2020-08-11 00:24:30 DEBUG: check init order needed init_order_process_timer=1450.238502 2020-08-11 00:24:31 DEBUG: check clearing time needed clearing_process_timer=1351.240089 2020-08-11 00:24:31 DEBUG: check init order needed init_order_process_timer=1451.24074 2020-08-11 00:24:32 DEBUG: check clearing time needed clearing_process_timer=1352.24218 2020-08-11 00:24:32 DEBUG: check init order needed init_order_process_timer=1452.242465 2020-08-11 00:24:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:32.791Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "adbc6441-8c48-567d-9227-29ed8d5d849c", "grossValue": 19702500, "homeNotional": 5.915759583530526, "foreignNotional": 2331.1050638902034}]} 2020-08-11 00:24:32 DEBUG: message ignored 2020-08-11 00:24:33 DEBUG: check clearing time needed clearing_process_timer=1353.243638 2020-08-11 00:24:33 DEBUG: check init order needed init_order_process_timer=1453.244287 2020-08-11 00:24:34 DEBUG: check clearing time needed clearing_process_timer=1354.245691 2020-08-11 00:24:34 DEBUG: check init order needed init_order_process_timer=1454.245953 2020-08-11 00:24:35 DEBUG: check clearing time needed clearing_process_timer=1355.247386 2020-08-11 00:24:35 DEBUG: check init order needed init_order_process_timer=1455.247696 2020-08-11 00:24:36 DEBUG: check clearing time needed clearing_process_timer=1356.249103 2020-08-11 00:24:36 DEBUG: check init order needed init_order_process_timer=1456.249367 2020-08-11 00:24:37 DEBUG: check clearing time needed clearing_process_timer=1357.250733 2020-08-11 00:24:37 DEBUG: check init order needed init_order_process_timer=1457.251004 2020-08-11 00:24:38 DEBUG: check clearing time needed clearing_process_timer=1358.252399 2020-08-11 00:24:38 DEBUG: check init order needed init_order_process_timer=1458.252697 2020-08-11 00:24:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 6655, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "87538ba7-a325-1f51-e16b-3a14a6468d19", "grossValue": 262240275, "homeNotional": 78.73876005679129, "foreignNotional": 31027.008400378607}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 193, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "81953ed6-b711-d7cd-40bc-09d6dd58ce4d", "grossValue": 7605165, "homeNotional": 2.2834831992427826, "foreignNotional": 899.8065546616185}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 58, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "c4663b42-a8cd-1786-b950-cb144c08e702", "grossValue": 2285490, "homeNotional": 0.6862281116895409, "foreignNotional": 270.4081874112636}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 102, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec757a2c-0764-addf-934c-0b27693bb0b1", "grossValue": 4019310, "homeNotional": 1.2068149550402272, "foreignNotional": 475.5454330336015}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 34, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "d85b36f7-d1d3-6129-8970-3d14fdda5db4", "grossValue": 1339770, "homeNotional": 0.4022716516800757, "foreignNotional": 158.51514434453384}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 296, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8bb8f55-a5c9-65ed-3055-b05e62f61a5c", "grossValue": 11663880, "homeNotional": 3.502129673450071, "foreignNotional": 1380.0141978230006}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "05e2149c-3b43-2878-8462-7320b7f3f342", "grossValue": 1182150, "homeNotional": 0.3549455750118315, "foreignNotional": 139.86630383341222}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 304, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "3e4ef937-50aa-e52a-7d2e-8087d7e3b2ab", "grossValue": 11979120, "homeNotional": 3.596781826786559, "foreignNotional": 1417.3118788452437}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 51, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "f40971d8-d412-33b7-fcdc-034eebfb9316", "grossValue": 2009655, "homeNotional": 0.6034074775201136, "foreignNotional": 237.77271651680076}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 33, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "21384d1e-81d5-51ca-ba0d-509cc460f08e", "grossValue": 1300365, "homeNotional": 0.3904401325130147, "foreignNotional": 153.85293421675343}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 450, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "05d99df8-234a-0699-8bf8-b4afccc126a7", "grossValue": 17732250, "homeNotional": 5.324183625177473, "foreignNotional": 2097.994557501183}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "039cb351-2ac8-b590-f933-5358ca8aac3b", "grossValue": 39405, "homeNotional": 0.011831519167061051, "foreignNotional": 4.662210127780407}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "66a95f6b-fef9-a09b-e6c1-311189c0e3f4", "grossValue": 39405, "homeNotional": 0.011831519167061051, "foreignNotional": 4.662210127780407}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "11d6cd2a-31c0-3968-1bb0-86e7399fc090", "grossValue": 39405, "homeNotional": 0.011831519167061051, "foreignNotional": 4.662210127780407}, {"timestamp": "2020-08-10T21:24:39.210Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 394.05, "tickDirection": "ZeroMinusTick", "trdMatchID": "2e885ae1-1b4e-915f-d7ef-9841a3d2419d", "grossValue": 19702500, "homeNotional": 5.915759583530526, "foreignNotional": 2331.1050638902034}]} 2020-08-11 00:24:39 DEBUG: message ignored 2020-08-11 00:24:39 DEBUG: check clearing time needed clearing_process_timer=1359.253065 2020-08-11 00:24:39 DEBUG: check init order needed init_order_process_timer=1459.253319 2020-08-11 00:24:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:39.255Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 394, "tickDirection": "MinusTick", "trdMatchID": "dc70aac8-886e-771e-7fd9-01e00bd09881", "grossValue": 1970000, "homeNotional": 0.5915759583530525, "foreignNotional": 233.0809275911027}, {"timestamp": "2020-08-10T21:24:39.255Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "2c41b425-e49e-efff-2611-4b7e84eb228d", "grossValue": 1182000, "homeNotional": 0.3549455750118315, "foreignNotional": 139.84855655466163}, {"timestamp": "2020-08-10T21:24:39.255Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "f5b5304a-3f1b-4dbd-aaef-6e1e9b68e7c5", "grossValue": 315200, "homeNotional": 0.09465215333648841, "foreignNotional": 37.29294841457643}, {"timestamp": "2020-08-10T21:24:39.255Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "4354e92c-abc3-34eb-94fe-a9d1fd3bfe92", "grossValue": 2521600, "homeNotional": 0.7572172266919073, "foreignNotional": 298.34358731661143}]} 2020-08-11 00:24:39 DEBUG: message ignored 2020-08-11 00:24:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:39.276Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 394, "tickDirection": "ZeroMinusTick", "trdMatchID": "f6fb6435-d332-0c33-24d9-0ace35c1e53e", "grossValue": 1182000, "homeNotional": 0.3549455750118315, "foreignNotional": 139.84855655466163}]} 2020-08-11 00:24:39 DEBUG: message ignored 2020-08-11 00:24:40 DEBUG: check clearing time needed clearing_process_timer=1360.254503 2020-08-11 00:24:40 DEBUG: check init order needed init_order_process_timer=1460.254782 2020-08-11 00:24:41 DEBUG: check clearing time needed clearing_process_timer=1361.255958 2020-08-11 00:24:41 DEBUG: check init order needed init_order_process_timer=1461.256219 2020-08-11 00:24:42 DEBUG: check clearing time needed clearing_process_timer=1362.257085 2020-08-11 00:24:42 DEBUG: check init order needed init_order_process_timer=1462.257406 2020-08-11 00:24:43 DEBUG: check clearing time needed clearing_process_timer=1363.258628 2020-08-11 00:24:43 DEBUG: check init order needed init_order_process_timer=1463.258906 2020-08-11 00:24:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:43.990Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.95, "tickDirection": "MinusTick", "trdMatchID": "8c6e397c-0e10-6743-bdf6-52db78cda73a", "grossValue": 3939500, "homeNotional": 1.183151916706105, "foreignNotional": 466.1026975863701}]} 2020-08-11 00:24:44 DEBUG: message ignored 2020-08-11 00:24:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:44.011Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 394, "tickDirection": "PlusTick", "trdMatchID": "6abace3f-b37b-d919-23cd-ffcde9ce2bfc", "grossValue": 394000, "homeNotional": 0.11831519167061051, "foreignNotional": 46.61618551822054}]} 2020-08-11 00:24:44 DEBUG: message ignored 2020-08-11 00:24:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:44.017Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "b1dc09ea-048f-e43f-dd05-89f8586a3b24", "grossValue": 472800, "homeNotional": 0.14197823000473261, "foreignNotional": 55.93942262186465}]} 2020-08-11 00:24:44 DEBUG: message ignored 2020-08-11 00:24:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:44.027Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "e562c868-96c2-b07a-09ee-4b8d410ef868", "grossValue": 512200, "homeNotional": 0.15380974917179366, "foreignNotional": 60.6010411736867}]} 2020-08-11 00:24:44 DEBUG: message ignored 2020-08-11 00:24:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:44.037Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 394, "tickDirection": "ZeroPlusTick", "trdMatchID": "114e92cf-1d43-0e4e-81fc-d558be40656b", "grossValue": 472800, "homeNotional": 0.14197823000473261, "foreignNotional": 55.93942262186465}]} 2020-08-11 00:24:44 DEBUG: message ignored 2020-08-11 00:24:44 DEBUG: check clearing time needed clearing_process_timer=1364.260077 2020-08-11 00:24:44 DEBUG: check init order needed init_order_process_timer=1464.260355 2020-08-11 00:24:45 DEBUG: check clearing time needed clearing_process_timer=1365.261115 2020-08-11 00:24:45 DEBUG: check init order needed init_order_process_timer=1465.261416 2020-08-11 00:24:46 DEBUG: check clearing time needed clearing_process_timer=1366.2626 2020-08-11 00:24:46 DEBUG: check init order needed init_order_process_timer=1466.262945 2020-08-11 00:24:47 DEBUG: check clearing time needed clearing_process_timer=1367.264135 2020-08-11 00:24:47 DEBUG: check init order needed init_order_process_timer=1467.264382 2020-08-11 00:24:48 DEBUG: check clearing time needed clearing_process_timer=1368.265567 2020-08-11 00:24:48 DEBUG: check init order needed init_order_process_timer=1468.265856 2020-08-11 00:24:49 DEBUG: check clearing time needed clearing_process_timer=1369.267052 2020-08-11 00:24:49 DEBUG: check init order needed init_order_process_timer=1469.267308 2020-08-11 00:24:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:49.326Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.95, "tickDirection": "MinusTick", "trdMatchID": "d8d5e176-53ef-4b6a-abb6-d20b2b191835", "grossValue": 3939500, "homeNotional": 1.183151916706105, "foreignNotional": 466.1026975863701}, {"timestamp": "2020-08-10T21:24:49.326Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "9cd1834d-a92f-ae98-6254-17abb7378f72", "grossValue": 2521280, "homeNotional": 0.7572172266919073, "foreignNotional": 298.30572645527684}, {"timestamp": "2020-08-10T21:24:49.326Z", "symbol": "ETHUSD", "side": "Sell", "size": 76, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "5d8a2acd-5dba-d906-10d1-bd522fe86243", "grossValue": 2994020, "homeNotional": 0.8991954566966398, "foreignNotional": 354.23805016564125}, {"timestamp": "2020-08-10T21:24:49.326Z", "symbol": "ETHUSD", "side": "Sell", "size": 54, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "1ba2def1-354a-103a-16db-0059418fc1a1", "grossValue": 2127330, "homeNotional": 0.6389020350212967, "foreignNotional": 251.69545669663984}, {"timestamp": "2020-08-10T21:24:49.326Z", "symbol": "ETHUSD", "side": "Sell", "size": 74, "price": 393.95, "tickDirection": "ZeroMinusTick", "trdMatchID": "7cc65d1a-1816-647b-04ae-e3ea517fb54c", "grossValue": 2915230, "homeNotional": 0.8755324183625177, "foreignNotional": 344.91599621391384}, {"timestamp": "2020-08-10T21:24:49.326Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "1b1fbdca-683d-caa2-0ba9-37d74de66391", "grossValue": 1260480, "homeNotional": 0.37860861334595364, "foreignNotional": 149.13393279697112}]} 2020-08-11 00:24:49 DEBUG: message ignored 2020-08-11 00:24:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:49.349Z", "symbol": "ETHUSD", "side": "Sell", "size": 18, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "a7d3ed08-ced0-3e0e-81ce-77bca907d744", "grossValue": 709020, "homeNotional": 0.2129673450070989, "foreignNotional": 83.88783719829627}, {"timestamp": "2020-08-10T21:24:49.349Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "88d37f96-9a4c-ec50-3946-b145da9c3f53", "grossValue": 1260480, "homeNotional": 0.37860861334595364, "foreignNotional": 149.13393279697112}]} 2020-08-11 00:24:49 DEBUG: message ignored 2020-08-11 00:24:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:49.409Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "bb4a997c-9a85-745d-a6f0-ddda91bc5c49", "grossValue": 433345, "homeNotional": 0.13014671083767157, "foreignNotional": 51.27129673450071}]} 2020-08-11 00:24:49 DEBUG: message ignored 2020-08-11 00:24:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:49.419Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "37755fea-bedc-9516-910f-5397f1bfc8cd", "grossValue": 512135, "homeNotional": 0.15380974917179366, "foreignNotional": 60.59335068622811}]} 2020-08-11 00:24:49 DEBUG: message ignored 2020-08-11 00:24:50 DEBUG: check clearing time needed clearing_process_timer=1370.268481 2020-08-11 00:24:50 DEBUG: check init order needed init_order_process_timer=1470.268805 2020-08-11 00:24:51 DEBUG: check clearing time needed clearing_process_timer=1371.270012 2020-08-11 00:24:51 DEBUG: check init order needed init_order_process_timer=1471.270295 2020-08-11 00:24:52 DEBUG: check clearing time needed clearing_process_timer=1372.271498 2020-08-11 00:24:52 DEBUG: check init order needed init_order_process_timer=1472.271815 2020-08-11 00:24:53 DEBUG: check clearing time needed clearing_process_timer=1373.273069 2020-08-11 00:24:53 DEBUG: check init order needed init_order_process_timer=1473.273337 2020-08-11 00:24:54 DEBUG: check clearing time needed clearing_process_timer=1374.274539 2020-08-11 00:24:54 DEBUG: check init order needed init_order_process_timer=1474.274844 2020-08-11 00:24:55 DEBUG: check clearing time needed clearing_process_timer=1375.276051 2020-08-11 00:24:55 DEBUG: check init order needed init_order_process_timer=1475.27634 2020-08-11 00:24:56 DEBUG: check clearing time needed clearing_process_timer=1376.277541 2020-08-11 00:24:56 DEBUG: check init order needed init_order_process_timer=1476.277834 2020-08-11 00:24:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:57.122Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "dd747f9e-59fd-12b0-e8a1-cab0154e2c86", "grossValue": 1260480, "homeNotional": 0.37860861334595364, "foreignNotional": 149.13393279697112}, {"timestamp": "2020-08-10T21:24:57.122Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "0851c62b-f297-e69f-e1bd-070e0b06120b", "grossValue": 19695000, "homeNotional": 5.915759583530526, "foreignNotional": 2330.217699952674}, {"timestamp": "2020-08-10T21:24:57.122Z", "symbol": "ETHUSD", "side": "Sell", "size": 268, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "97194cb2-d94a-6ae7-d7c0-0defbe21dfde", "grossValue": 10556520, "homeNotional": 3.1708471367723616, "foreignNotional": 1248.9966871746333}]} 2020-08-11 00:24:57 DEBUG: message ignored 2020-08-11 00:24:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:57.241Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.95, "tickDirection": "PlusTick", "trdMatchID": "4c7f96a6-ab9d-65ba-662a-65a12e4f926b", "grossValue": 393950, "homeNotional": 0.11831519167061051, "foreignNotional": 46.61026975863701}]} 2020-08-11 00:24:57 DEBUG: message ignored 2020-08-11 00:24:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:57.245Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "f2f66814-315b-e93e-2329-14e9fc85b0fc", "grossValue": 393950, "homeNotional": 0.11831519167061051, "foreignNotional": 46.61026975863701}]} 2020-08-11 00:24:57 DEBUG: message ignored 2020-08-11 00:24:57 DEBUG: check clearing time needed clearing_process_timer=1377.279021 2020-08-11 00:24:57 DEBUG: check init order needed init_order_process_timer=1477.27929 2020-08-11 00:24:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:24:57.721Z", "symbol": "ETHUSD", "side": "Buy", "size": 65, "price": 393.95, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a219c5d-923c-505f-c9e2-9e4c72e59282", "grossValue": 2560675, "homeNotional": 0.7690487458589683, "foreignNotional": 302.96675343114055}]} 2020-08-11 00:24:57 DEBUG: message ignored 2020-08-11 00:24:58 DEBUG: check clearing time needed clearing_process_timer=1378.280497 2020-08-11 00:24:58 DEBUG: check init order needed init_order_process_timer=1478.280796 2020-08-11 00:24:59 DEBUG: check clearing time needed clearing_process_timer=1379.282003 2020-08-11 00:24:59 DEBUG: check init order needed init_order_process_timer=1479.28227 2020-08-11 00:25:00 DEBUG: check clearing time needed clearing_process_timer=1380.283416 2020-08-11 00:25:00 DEBUG: check init order needed init_order_process_timer=1480.283679 2020-08-11 00:25:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:01.046Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.9, "tickDirection": "MinusTick", "trdMatchID": "fed448bd-1343-579d-7062-75e36c75be73", "grossValue": 1575600, "homeNotional": 0.4733167672464797, "foreignNotional": 186.43947461838835}, {"timestamp": "2020-08-10T21:25:01.046Z", "symbol": "ETHUSD", "side": "Sell", "size": 66, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "c9543dd9-1095-4fab-490c-f22dc1f5e558", "grossValue": 2599740, "homeNotional": 0.7809726659566916, "foreignNotional": 307.62513312034076}, {"timestamp": "2020-08-10T21:25:01.046Z", "symbol": "ETHUSD", "side": "Sell", "size": 99, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "af95d85f-2fe4-bd01-cc51-963c6c96813a", "grossValue": 3899610, "homeNotional": 1.1714589989350372, "foreignNotional": 461.4376996805112}, {"timestamp": "2020-08-10T21:25:01.046Z", "symbol": "ETHUSD", "side": "Sell", "size": 112, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "37a016b1-8044-0623-0194-5b21209915f2", "grossValue": 4411680, "homeNotional": 1.3252869482901433, "foreignNotional": 522.0305289314874}, {"timestamp": "2020-08-10T21:25:01.046Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.9, "tickDirection": "ZeroMinusTick", "trdMatchID": "a6c26d2d-ee61-447a-d6e3-847fc5d11cd2", "grossValue": 19695000, "homeNotional": 5.916459590580996, "foreignNotional": 2330.4934327298542}]} 2020-08-11 00:25:01 DEBUG: message ignored 2020-08-11 00:25:01 DEBUG: check clearing time needed clearing_process_timer=1381.284852 2020-08-11 00:25:01 DEBUG: check init order needed init_order_process_timer=1481.285243 2020-08-11 00:25:02 DEBUG: check clearing time needed clearing_process_timer=1382.287255 2020-08-11 00:25:02 DEBUG: check init order needed init_order_process_timer=1482.299412 2020-08-11 00:25:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:02.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.85, "tickDirection": "MinusTick", "trdMatchID": "7d53149c-d779-a383-1ef4-e605d69e9815", "grossValue": 1181550, "homeNotional": 0.35498757543485976, "foreignNotional": 139.8118565850195}, {"timestamp": "2020-08-10T21:25:02.645Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.85, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec69ac5e-60cd-baa0-178b-b1c198f9435c", "grossValue": 2520640, "homeNotional": 0.7573068275943675, "foreignNotional": 298.26529404804165}]} 2020-08-11 00:25:02 DEBUG: message ignored 2020-08-11 00:25:03 DEBUG: check clearing time needed clearing_process_timer=1383.301073 2020-08-11 00:25:03 DEBUG: check init order needed init_order_process_timer=1483.301418 2020-08-11 00:25:04 DEBUG: check clearing time needed clearing_process_timer=1384.302635 2020-08-11 00:25:04 DEBUG: check init order needed init_order_process_timer=1484.302953 2020-08-11 00:25:05 DEBUG: check clearing time needed clearing_process_timer=1385.304195 2020-08-11 00:25:05 DEBUG: check init order needed init_order_process_timer=1485.304467 2020-08-11 00:25:06 DEBUG: check clearing time needed clearing_process_timer=1386.305653 2020-08-11 00:25:06 DEBUG: check init order needed init_order_process_timer=1486.305953 2020-08-11 00:25:07 DEBUG: check clearing time needed clearing_process_timer=1387.307131 2020-08-11 00:25:07 DEBUG: check init order needed init_order_process_timer=1487.307466 2020-08-11 00:25:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.8, "tickDirection": "MinusTick", "trdMatchID": "547d1b11-8254-8341-0c17-6198f692bd34", "grossValue": 1969000, "homeNotional": 0.5916459590580996, "foreignNotional": 232.99017867707963}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 2000, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "34377a47-9da0-ca0e-392e-2cd9ed3363db", "grossValue": 78760000, "homeNotional": 23.665838362323985, "foreignNotional": 9319.607147083185}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "c2141c26-e396-3edd-a33e-edb3614e0299", "grossValue": 787600, "homeNotional": 0.23665838362323985, "foreignNotional": 93.19607147083185}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "84155147-c7e6-8926-188e-6c06e2360978", "grossValue": 787600, "homeNotional": 0.23665838362323985, "foreignNotional": 93.19607147083185}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 3, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "a719504f-43bd-86cb-fb7d-b3066b343ae2", "grossValue": 118140, "homeNotional": 0.03549875754348598, "foreignNotional": 13.979410720624777}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ac6916d-85ad-1600-f4cd-d5a6e843693d", "grossValue": 2520320, "homeNotional": 0.7573068275943675, "foreignNotional": 298.22742870666195}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "11e12d9e-f60d-1953-b1de-7b7e2501533f", "grossValue": 315040, "homeNotional": 0.09466335344929594, "foreignNotional": 37.278428588332744}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "bab664f0-70f6-bcfc-2fd5-b6f05fbc37a9", "grossValue": 16894020, "homeNotional": 5.076322328718494, "foreignNotional": 1999.0557330493432}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "3d1258df-cd94-8c7a-1293-69817e0a3269", "grossValue": 118140000, "homeNotional": 35.49875754348598, "foreignNotional": 13979.410720624777}, {"timestamp": "2020-08-10T21:25:07.364Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.8, "tickDirection": "ZeroMinusTick", "trdMatchID": "c5e3828e-710e-a9ce-dfa7-b423a7736859", "grossValue": 196900, "homeNotional": 0.05916459590580996, "foreignNotional": 23.299017867707963}]} 2020-08-11 00:25:07 DEBUG: message ignored 2020-08-11 00:25:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:07.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.75, "tickDirection": "MinusTick", "trdMatchID": "0ef23ba9-aaa3-ebd6-9be3-d9b563af3d1f", "grossValue": 196875, "homeNotional": 0.05916459590580996, "foreignNotional": 23.296059637912673}, {"timestamp": "2020-08-10T21:25:07.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "731f9a86-1c76-c9e6-6399-5e046021be2c", "grossValue": 2520000, "homeNotional": 0.7573068275943675, "foreignNotional": 298.1895633652822}, {"timestamp": "2020-08-10T21:25:07.371Z", "symbol": "ETHUSD", "side": "Sell", "size": 1931, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "21d8653c-7a99-aaae-7c8d-cb65e748ca52", "grossValue": 76033125, "homeNotional": 22.849366938823806, "foreignNotional": 8996.938232161874}]} 2020-08-11 00:25:07 DEBUG: message ignored 2020-08-11 00:25:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:07.375Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "72ceba3b-22bc-da37-534f-1baa9caf9414", "grossValue": 2362500, "homeNotional": 0.7099751508697195, "foreignNotional": 279.55271565495207}]} 2020-08-11 00:25:07 DEBUG: message ignored 2020-08-11 00:25:08 DEBUG: check clearing time needed clearing_process_timer=1388.30867 2020-08-11 00:25:08 DEBUG: check init order needed init_order_process_timer=1488.309164 2020-08-11 00:25:09 DEBUG: check clearing time needed clearing_process_timer=1389.31044 2020-08-11 00:25:09 DEBUG: check init order needed init_order_process_timer=1489.310781 2020-08-11 00:25:10 DEBUG: check clearing time needed clearing_process_timer=1390.311989 2020-08-11 00:25:10 DEBUG: check init order needed init_order_process_timer=1490.312405 2020-08-11 00:25:11 DEBUG: check clearing time needed clearing_process_timer=1391.313709 2020-08-11 00:25:11 DEBUG: check init order needed init_order_process_timer=1491.313984 2020-08-11 00:25:12 DEBUG: check clearing time needed clearing_process_timer=1392.315149 2020-08-11 00:25:12 DEBUG: check init order needed init_order_process_timer=1492.315418 2020-08-11 00:25:13 DEBUG: check clearing time needed clearing_process_timer=1393.316633 2020-08-11 00:25:13 DEBUG: check init order needed init_order_process_timer=1493.317064 2020-08-11 00:25:14 DEBUG: check clearing time needed clearing_process_timer=1394.318294 2020-08-11 00:25:14 DEBUG: check init order needed init_order_process_timer=1494.318541 2020-08-11 00:25:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:15.025Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.8, "tickDirection": "PlusTick", "trdMatchID": "fb52aa17-01c8-e660-1add-af2b0e6b7091", "grossValue": 433180, "homeNotional": 0.1301621109927819, "foreignNotional": 51.25783930895752}]} 2020-08-11 00:25:15 DEBUG: message ignored 2020-08-11 00:25:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:15.029Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "02674b75-3cc2-0fcd-0a37-51cd7924e539", "grossValue": 393800, "homeNotional": 0.11832919181161992, "foreignNotional": 46.59803573541593}]} 2020-08-11 00:25:15 DEBUG: message ignored 2020-08-11 00:25:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:15.032Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "beb14452-be8e-b686-31c0-0ecf849cbb18", "grossValue": 393800, "homeNotional": 0.11832919181161992, "foreignNotional": 46.59803573541593}]} 2020-08-11 00:25:15 DEBUG: message ignored 2020-08-11 00:25:15 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:15.039Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "01a71d18-4589-6081-6ef1-fa1d13ac8534", "grossValue": 472560, "homeNotional": 0.1419950301739439, "foreignNotional": 55.91764288249911}]} 2020-08-11 00:25:15 DEBUG: message ignored 2020-08-11 00:25:15 DEBUG: check clearing time needed clearing_process_timer=1395.319742 2020-08-11 00:25:15 DEBUG: check init order needed init_order_process_timer=1495.320068 2020-08-11 00:25:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:15.949Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.75, "tickDirection": "MinusTick", "trdMatchID": "836940d9-4ef7-3f55-5ab9-64e10ccc1ae2", "grossValue": 1968750, "homeNotional": 0.5916459590580996, "foreignNotional": 232.96059637912674}]} 2020-08-11 00:25:16 DEBUG: message ignored 2020-08-11 00:25:16 DEBUG: check clearing time needed clearing_process_timer=1396.321264 2020-08-11 00:25:16 DEBUG: check init order needed init_order_process_timer=1496.321508 2020-08-11 00:25:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:16.309Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.8, "tickDirection": "PlusTick", "trdMatchID": "f831e521-388c-d525-392f-7c67537e3347", "grossValue": 393800, "homeNotional": 0.11832919181161992, "foreignNotional": 46.59803573541593}]} 2020-08-11 00:25:16 DEBUG: message ignored 2020-08-11 00:25:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:16.320Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "06d614e7-27ac-5354-f8b0-65c8c84cfe30", "grossValue": 393800, "homeNotional": 0.11832919181161992, "foreignNotional": 46.59803573541593}]} 2020-08-11 00:25:16 DEBUG: message ignored 2020-08-11 00:25:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:16.349Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.8, "tickDirection": "ZeroPlusTick", "trdMatchID": "de504e46-cd3d-0cf4-4674-9400d98a5f06", "grossValue": 393800, "homeNotional": 0.11832919181161992, "foreignNotional": 46.59803573541593}]} 2020-08-11 00:25:16 DEBUG: message ignored 2020-08-11 00:25:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:16.416Z", "symbol": "ETHUSD", "side": "Sell", "size": 379, "price": 393.75, "tickDirection": "MinusTick", "trdMatchID": "38ea8570-cd91-8c4c-64de-e5644bff1b5d", "grossValue": 14923125, "homeNotional": 4.484676369660395, "foreignNotional": 1765.8413205537806}, {"timestamp": "2020-08-10T21:25:16.416Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.75, "tickDirection": "ZeroMinusTick", "trdMatchID": "8486fd98-5e67-4a44-5226-a7f804820413", "grossValue": 3307500, "homeNotional": 0.9939652112176074, "foreignNotional": 391.3738019169329}]} 2020-08-11 00:25:16 DEBUG: message ignored 2020-08-11 00:25:17 DEBUG: check clearing time needed clearing_process_timer=1397.322689 2020-08-11 00:25:17 DEBUG: check init order needed init_order_process_timer=1497.322983 2020-08-11 00:25:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:17.893Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.7, "tickDirection": "MinusTick", "trdMatchID": "30e22d1b-e913-f7a3-f02c-a33f78b05926", "grossValue": 1968500, "homeNotional": 0.5916459590580996, "foreignNotional": 232.93101408117383}, {"timestamp": "2020-08-10T21:25:17.893Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "d70167ee-a88d-e0cd-0135-5bf738fd7518", "grossValue": 1181100, "homeNotional": 0.35498757543485976, "foreignNotional": 139.7586084487043}, {"timestamp": "2020-08-10T21:25:17.893Z", "symbol": "ETHUSD", "side": "Sell", "size": 1831, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e808663-ec1d-c23f-ec04-b67ef8199d7c", "grossValue": 72086470, "homeNotional": 21.66607502070761, "foreignNotional": 8529.933735652585}]} 2020-08-11 00:25:17 DEBUG: message ignored 2020-08-11 00:25:18 DEBUG: check clearing time needed clearing_process_timer=1398.324192 2020-08-11 00:25:18 DEBUG: check init order needed init_order_process_timer=1498.324534 2020-08-11 00:25:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:18.478Z", "symbol": "ETHUSD", "side": "Sell", "size": 2129, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "cf2b184f-6268-1849-a876-76a72b21a138", "grossValue": 83818730, "homeNotional": 25.192284936693884, "foreignNotional": 9918.202579576382}]} 2020-08-11 00:25:18 DEBUG: message ignored 2020-08-11 00:25:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:18.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 6040, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "23bfab66-436d-0a53-6fab-04e9b20a7b01", "grossValue": 237794800, "homeNotional": 71.47083185421843, "foreignNotional": 28138.066501005796}, {"timestamp": "2020-08-10T21:25:18.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "b632e54e-d09f-c32c-edde-7c38f4a31c04", "grossValue": 2519680, "homeNotional": 0.7573068275943675, "foreignNotional": 298.1516980239025}, {"timestamp": "2020-08-10T21:25:18.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.7, "tickDirection": "ZeroMinusTick", "trdMatchID": "7a31598f-28ff-d2dd-16ba-fe6bf4704fa8", "grossValue": 16889730, "homeNotional": 5.076322328718494, "foreignNotional": 1998.5481008164713}, {"timestamp": "2020-08-10T21:25:18.696Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.65, "tickDirection": "MinusTick", "trdMatchID": "5c3752b5-c693-93dd-1461-93f7d6f648b8", "grossValue": 2519360, "homeNotional": 0.7573068275943675, "foreignNotional": 298.1138326825228}]} 2020-08-11 00:25:18 DEBUG: message ignored 2020-08-11 00:25:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.6, "tickDirection": "MinusTick", "trdMatchID": "fb128703-8ac2-d1a1-568c-b6f04e94ed75", "grossValue": 1968000, "homeNotional": 0.5916459590580996, "foreignNotional": 232.87184948526803}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "ebd2fe35-2b54-b447-5e49-49c77eb863f5", "grossValue": 472320, "homeNotional": 0.1419950301739439, "foreignNotional": 55.88924387646432}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "862f05c6-8cb0-7992-cd80-55938d7e7d90", "grossValue": 2519040, "homeNotional": 0.7573068275943675, "foreignNotional": 298.07596734114304}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 150, "price": 393.6, "tickDirection": "ZeroMinusTick", "trdMatchID": "703d61e6-c2f5-4a5f-7fe9-4f372ff52855", "grossValue": 5904000, "homeNotional": 1.774937877174299, "foreignNotional": 698.6155484558041}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.55, "tickDirection": "MinusTick", "trdMatchID": "d1b89b8c-a72a-9c0b-f330-4dd2a7c92198", "grossValue": 1967750, "homeNotional": 0.5916459590580996, "foreignNotional": 232.84226718731512}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1bb2a6c-b2df-0b53-28c7-877cf0693732", "grossValue": 1180650, "homeNotional": 0.35498757543485976, "foreignNotional": 139.70536031238908}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3f1cece-0897-d1ce-e2a4-61d81b7c73c4", "grossValue": 2518720, "homeNotional": 0.7573068275943675, "foreignNotional": 298.03810199976334}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b9573abd-e621-9bab-f893-51fdcf1606d7", "grossValue": 15742000, "homeNotional": 4.733167672464797, "foreignNotional": 1862.738137498521}, {"timestamp": "2020-08-10T21:25:18.713Z", "symbol": "ETHUSD", "side": "Sell", "size": 5445, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "54e35b20-8308-9fee-60b9-776156306a70", "grossValue": 214287975, "homeNotional": 64.43024494142705, "foreignNotional": 25356.522896698614}]} 2020-08-11 00:25:18 DEBUG: message ignored 2020-08-11 00:25:19 DEBUG: check clearing time needed clearing_process_timer=1399.32576 2020-08-11 00:25:19 DEBUG: check init order needed init_order_process_timer=1499.326014 2020-08-11 00:25:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:19.528Z", "symbol": "ETHUSD", "side": "Sell", "size": 6323, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a32ae0e9-fa01-4709-d605-0d426b57916c", "grossValue": 248841665, "homeNotional": 74.81954798248728, "foreignNotional": 29445.23310850787}]} 2020-08-11 00:25:19 DEBUG: message ignored 2020-08-11 00:25:20 DEBUG: check clearing time needed clearing_process_timer=1400.327191 2020-08-11 00:25:20 DEBUG: check init order needed init_order_process_timer=1500.327451 2020-08-11 00:25:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:21.122Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c182a1c-a61d-905e-88ae-f3d8a4c202e1", "grossValue": 15742000, "homeNotional": 4.733167672464797, "foreignNotional": 1862.738137498521}]} 2020-08-11 00:25:21 DEBUG: message ignored 2020-08-11 00:25:21 DEBUG: check clearing time needed clearing_process_timer=1401.328679 2020-08-11 00:25:21 DEBUG: check init order needed init_order_process_timer=1501.329113 2020-08-11 00:25:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:21.856Z", "symbol": "ETHUSD", "side": "Sell", "size": 94, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5dc0e977-f5b9-c9a8-654f-158ea3a0d375", "grossValue": 3699370, "homeNotional": 1.1122944030292272, "foreignNotional": 437.7434623121524}, {"timestamp": "2020-08-10T21:25:21.856Z", "symbol": "ETHUSD", "side": "Sell", "size": 345, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "bedab153-7e7b-1026-7447-c6cb2b2eae09", "grossValue": 13577475, "homeNotional": 4.082357117500887, "foreignNotional": 1606.6116435924744}]} 2020-08-11 00:25:21 DEBUG: message ignored 2020-08-11 00:25:22 DEBUG: check clearing time needed clearing_process_timer=1402.330372 2020-08-11 00:25:22 DEBUG: check init order needed init_order_process_timer=1502.33065 2020-08-11 00:25:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:22.444Z", "symbol": "ETHUSD", "side": "Sell", "size": 286, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c47ceb7-1003-169e-9e68-b59e37e66a41", "grossValue": 11255530, "homeNotional": 3.3842148858123298, "foreignNotional": 1331.8577683114424}]} 2020-08-11 00:25:22 DEBUG: message ignored 2020-08-11 00:25:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "38a2b7e4-3629-1edc-6ed1-52a9b191cd0e", "grossValue": 118065000, "homeNotional": 35.49875754348598, "foreignNotional": 13970.536031238908}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "d52699c1-9488-1a80-ea30-df97a36aba02", "grossValue": 1180650, "homeNotional": 0.35498757543485976, "foreignNotional": 139.70536031238908}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 12999, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ff2f613-f9d4-7091-61e6-32b2cebe8c88", "grossValue": 511575645, "homeNotional": 153.81611643592476, "foreignNotional": 60534.33262335818}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a633f125-48bc-e06c-af94-47bd668489cf", "grossValue": 393550, "homeNotional": 0.11832919181161992, "foreignNotional": 46.56845343746302}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "b66cf699-3de1-f8fa-eb2e-91c64d290b8f", "grossValue": 1574200, "homeNotional": 0.4733167672464797, "foreignNotional": 186.27381374985208}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 179, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "f302864b-4869-a7aa-4f97-19199aff85bb", "grossValue": 7044545, "homeNotional": 2.1180925334279967, "foreignNotional": 833.5753165305881}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "ae25b5c7-94a0-0423-99b0-4c0dea31ed47", "grossValue": 16883295, "homeNotional": 5.076322328718494, "foreignNotional": 1997.7866524671635}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1c5b5d7-05d6-cf71-d775-9597f8d7503c", "grossValue": 39355000, "homeNotional": 11.832919181161992, "foreignNotional": 4656.845343746302}, {"timestamp": "2020-08-10T21:25:22.578Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.55, "tickDirection": "ZeroMinusTick", "trdMatchID": "dd6d5212-61fe-a8c5-7c22-3d9c9ef484d4", "grossValue": 1967750, "homeNotional": 0.5916459590580996, "foreignNotional": 232.84226718731512}]} 2020-08-11 00:25:22 DEBUG: message ignored 2020-08-11 00:25:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:22.976Z", "symbol": "ETHUSD", "side": "Sell", "size": 347, "price": 393.5, "tickDirection": "MinusTick", "trdMatchID": "57f983da-12d6-77ba-1b16-12e63c8591e6", "grossValue": 13654450, "homeNotional": 4.106022955863211, "foreignNotional": 1615.7200331321737}]} 2020-08-11 00:25:22 DEBUG: message ignored 2020-08-11 00:25:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 653, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b3b6cea8-f430-4035-6e36-7936d223ab85", "grossValue": 25695550, "homeNotional": 7.726896225298781, "foreignNotional": 3040.5336646550704}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "93acdd21-c629-0c7f-4661-06ef599520b1", "grossValue": 2361000, "homeNotional": 0.7099751508697195, "foreignNotional": 279.37522186723464}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "871cf52c-35fd-68a4-65a6-04081be362e6", "grossValue": 3935000, "homeNotional": 1.1832919181161992, "foreignNotional": 465.6253697787244}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 360, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "2388b7a2-505b-042f-648e-6ee454f0a3ab", "grossValue": 14166000, "homeNotional": 4.259850905218317, "foreignNotional": 1676.251331203408}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "5b39b696-7210-7891-615f-3c7fd458ab41", "grossValue": 118050000, "homeNotional": 35.49875754348598, "foreignNotional": 13968.761093361732}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "72d4e966-05a8-9c6a-e919-09b4f6fcd423", "grossValue": 7870000, "homeNotional": 2.3665838362323983, "foreignNotional": 931.2507395574488}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "fd578357-8af2-f1a8-4a9f-360cbd4573c1", "grossValue": 1967500, "homeNotional": 0.5916459590580996, "foreignNotional": 232.8126848893622}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d0a40e0f-2774-de79-7423-8ce427ec2ac2", "grossValue": 1180500, "homeNotional": 0.35498757543485976, "foreignNotional": 139.68761093361732}, {"timestamp": "2020-08-10T21:25:22.980Z", "symbol": "ETHUSD", "side": "Sell", "size": 547, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "ec7f26c4-9cc2-1d41-e29b-8b7313b8beb8", "grossValue": 21524450, "homeNotional": 6.47260679209561, "foreignNotional": 2546.9707726896227}]} 2020-08-11 00:25:22 DEBUG: message ignored 2020-08-11 00:25:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:22.985Z", "symbol": "ETHUSD", "side": "Sell", "size": 225, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "1fbaead3-74e7-d7af-5e3f-b986f2c012b5", "grossValue": 8853750, "homeNotional": 2.6624068157614484, "foreignNotional": 1047.65708200213}]} 2020-08-11 00:25:23 DEBUG: message ignored 2020-08-11 00:25:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:22.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 428, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "52693f14-bb71-3810-5dc9-64324c7a2af4", "grossValue": 16841800, "homeNotional": 5.064489409537333, "foreignNotional": 1992.8765826529404}, {"timestamp": "2020-08-10T21:25:22.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "0e37a6e1-f729-d176-4fb6-03cb369e4137", "grossValue": 19675000, "homeNotional": 5.916459590580996, "foreignNotional": 2328.126848893622}, {"timestamp": "2020-08-10T21:25:22.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f2662eac-1483-099e-868a-d142e011df50", "grossValue": 2518400, "homeNotional": 0.7573068275943675, "foreignNotional": 298.00023665838364}, {"timestamp": "2020-08-10T21:25:22.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 1200, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "0cfc28c1-a810-06e7-ba69-6b8eb3ea351c", "grossValue": 47220000, "homeNotional": 14.199503017394392, "foreignNotional": 5587.504437344693}, {"timestamp": "2020-08-10T21:25:22.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 7900, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f96614b2-4684-1d5a-2896-59aad4005621", "grossValue": 310865000, "homeNotional": 93.48006153117974, "foreignNotional": 36784.40421251923}, {"timestamp": "2020-08-10T21:25:22.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 296, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "7e635e6c-9a8b-5c65-73d7-dd8f47ecd28a", "grossValue": 11647600, "homeNotional": 3.50254407762395, "foreignNotional": 1378.2510945450242}, {"timestamp": "2020-08-10T21:25:22.989Z", "symbol": "ETHUSD", "side": "Sell", "size": 19612, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "5c7b4961-a5f5-4045-7103-219ec83c9992", "grossValue": 771732200, "homeNotional": 232.067210980949, "foreignNotional": 91318.44752100343}]} 2020-08-11 00:25:23 DEBUG: message ignored 2020-08-11 00:25:23 DEBUG: check clearing time needed clearing_process_timer=1403.331859 2020-08-11 00:25:23 DEBUG: check init order needed init_order_process_timer=1503.332131 2020-08-11 00:25:24 DEBUG: check clearing time needed clearing_process_timer=1404.333329 2020-08-11 00:25:24 DEBUG: check init order needed init_order_process_timer=1504.333648 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.596Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.55, "tickDirection": "PlusTick", "trdMatchID": "8b58521d-10d9-397f-514d-eb4eee8a27d6", "grossValue": 432905, "homeNotional": 0.1301621109927819, "foreignNotional": 51.225298781209325}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.600Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "3331bff4-566a-5835-63cc-28eb240e7f11", "grossValue": 432905, "homeNotional": 0.1301621109927819, "foreignNotional": 51.225298781209325}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.603Z", "symbol": "ETHUSD", "side": "Buy", "size": 12, "price": 393.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "a9483867-600f-4050-f521-7a24c99e4fc3", "grossValue": 472260, "homeNotional": 0.1419950301739439, "foreignNotional": 55.88214412495563}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e791cc69-cdcb-c932-22e6-1f20996e5db9", "grossValue": 511615, "homeNotional": 0.1538279493551059, "foreignNotional": 60.53898946870193}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.5, "tickDirection": "MinusTick", "trdMatchID": "f94267b5-222a-f7a8-0589-a3a3223b2b2d", "grossValue": 393500, "homeNotional": 0.11832919181161992, "foreignNotional": 46.56253697787244}, {"timestamp": "2020-08-10T21:25:24.871Z", "symbol": "ETHUSD", "side": "Sell", "size": 390, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "42ecf212-ddf0-bdfe-f3f3-34d617f006ab", "grossValue": 15346500, "homeNotional": 4.6148384806531775, "foreignNotional": 1815.9389421370252}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.907Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.55, "tickDirection": "PlusTick", "trdMatchID": "c88000f7-dc0a-9ac7-1fb0-7f09ab86b0c5", "grossValue": 432905, "homeNotional": 0.1301621109927819, "foreignNotional": 51.225298781209325}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.910Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "ae4de782-36f1-6cc4-353a-239ad0f02857", "grossValue": 393550, "homeNotional": 0.11832919181161992, "foreignNotional": 46.56845343746302}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.914Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "9dba8b2e-587d-6a94-c16e-bb99bd846b91", "grossValue": 511615, "homeNotional": 0.1538279493551059, "foreignNotional": 60.53898946870193}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:24.917Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.55, "tickDirection": "ZeroPlusTick", "trdMatchID": "e0fa0e33-76aa-7415-c7cd-612901e7e394", "grossValue": 393550, "homeNotional": 0.11832919181161992, "foreignNotional": 46.56845343746302}]} 2020-08-11 00:25:24 DEBUG: message ignored 2020-08-11 00:25:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.5, "tickDirection": "MinusTick", "trdMatchID": "8e9b319e-cc81-d6fe-7982-023f76ff9387", "grossValue": 1574000, "homeNotional": 0.4733167672464797, "foreignNotional": 186.25014791148976}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 644, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "b53cd66e-babc-4022-cce6-c64a951b881e", "grossValue": 25341400, "homeNotional": 7.620399952668324, "foreignNotional": 2998.6273813749854}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "f49bf62f-d37b-1f1d-c58e-c57c929d3a0d", "grossValue": 118050000, "homeNotional": 35.49875754348598, "foreignNotional": 13968.761093361732}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.5, "tickDirection": "ZeroMinusTick", "trdMatchID": "d6502c53-27f2-82e4-636c-3c08723383a1", "grossValue": 16881150, "homeNotional": 5.076322328718494, "foreignNotional": 1997.5328363507276}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 393.45, "tickDirection": "MinusTick", "trdMatchID": "655d60f3-b1db-7b2d-f626-bd6037ad2d17", "grossValue": 15738000, "homeNotional": 4.733167672464797, "foreignNotional": 1862.2648207312743}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "e3350708-8318-f247-bd89-c9a6cbbf06a1", "grossValue": 78690, "homeNotional": 0.023665838362323985, "foreignNotional": 9.311324103656371}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "44978bc9-ed11-d834-9c91-499eac2dc019", "grossValue": 78690, "homeNotional": 0.023665838362323985, "foreignNotional": 9.311324103656371}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "be750ae9-ebcb-a043-c61b-1540e209c33e", "grossValue": 1967250, "homeNotional": 0.5916459590580996, "foreignNotional": 232.7831025914093}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 117, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "41ea2192-06fd-f0a2-36f6-de265efaf82c", "grossValue": 4603365, "homeNotional": 1.384451544195953, "foreignNotional": 544.7124600638978}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff34a507-748e-0b0c-ce4a-d32480db56d1", "grossValue": 39345, "homeNotional": 0.011832919181161992, "foreignNotional": 4.655662051828186}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "8bac0b51-b929-99e3-34cf-7897b5039b20", "grossValue": 2518080, "homeNotional": 0.7573068275943675, "foreignNotional": 297.9623713170039}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "79df05e5-d4ec-71d1-a037-89f80c635676", "grossValue": 7869000, "homeNotional": 2.3665838362323983, "foreignNotional": 931.1324103656372}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "074b7975-6477-6281-dbbb-76733ab76204", "grossValue": 7869000, "homeNotional": 2.3665838362323983, "foreignNotional": 931.1324103656372}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 400, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "b851542d-d30b-edd9-627a-c6cbdf0d246f", "grossValue": 15738000, "homeNotional": 4.733167672464797, "foreignNotional": 1862.2648207312743}, {"timestamp": "2020-08-10T21:25:25.300Z", "symbol": "ETHUSD", "side": "Sell", "size": 4451, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "4d71b748-df79-c101-ce2e-2e71d915db4c", "grossValue": 175124595, "homeNotional": 52.66832327535203, "foreignNotional": 20722.351792687256}]} 2020-08-11 00:25:25 DEBUG: message ignored 2020-08-11 00:25:25 DEBUG: check clearing time needed clearing_process_timer=1405.334847 2020-08-11 00:25:25 DEBUG: check init order needed init_order_process_timer=1505.33507 2020-08-11 00:25:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:25.631Z", "symbol": "ETHUSD", "side": "Sell", "size": 6666, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "57922e98-c1ad-5ed1-813a-661509bef19c", "grossValue": 262273770, "homeNotional": 78.87823926162584, "foreignNotional": 31034.64323748669}]} 2020-08-11 00:25:25 DEBUG: message ignored 2020-08-11 00:25:26 DEBUG: check clearing time needed clearing_process_timer=1406.33627 2020-08-11 00:25:26 DEBUG: check init order needed init_order_process_timer=1506.336613 2020-08-11 00:25:27 DEBUG: check clearing time needed clearing_process_timer=1407.33791 2020-08-11 00:25:27 DEBUG: check init order needed init_order_process_timer=1507.338295 2020-08-11 00:25:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:27.525Z", "symbol": "ETHUSD", "side": "Sell", "size": 285, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "6c8d311b-8fd5-57d9-87fd-0524d75ea710", "grossValue": 11213325, "homeNotional": 3.372381966631168, "foreignNotional": 1326.863684771033}]} 2020-08-11 00:25:27 DEBUG: message ignored 2020-08-11 00:25:28 DEBUG: check clearing time needed clearing_process_timer=1408.339538 2020-08-11 00:25:28 DEBUG: check init order needed init_order_process_timer=1508.339963 2020-08-11 00:25:29 DEBUG: check clearing time needed clearing_process_timer=1409.341073 2020-08-11 00:25:29 DEBUG: check init order needed init_order_process_timer=1509.341414 2020-08-11 00:25:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 16599, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "20a82b0f-a281-39d5-cdfc-ef8caa314eb6", "grossValue": 653087655, "homeNotional": 196.41462548810793, "foreignNotional": 77279.33439829607}, {"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 7900, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f467ef5-5434-84f7-a165-9f4fafd6d7a3", "grossValue": 310825500, "homeNotional": 93.48006153117974, "foreignNotional": 36779.73020944267}, {"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 149, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "990c1950-c700-ad46-a6ab-247a1608a280", "grossValue": 5862405, "homeNotional": 1.7631049579931368, "foreignNotional": 693.6936457223998}, {"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "05ba5827-c881-a8eb-9771-193ed5ec300d", "grossValue": 59017500, "homeNotional": 17.74937877174299, "foreignNotional": 6983.493077742279}, {"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "c25fb88b-ac39-e8d5-0d28-f88ae72162f8", "grossValue": 59017500, "homeNotional": 17.74937877174299, "foreignNotional": 6983.493077742279}, {"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "30cd964e-4f48-a327-0b6b-301e4c890c78", "grossValue": 1573800, "homeNotional": 0.4733167672464797, "foreignNotional": 186.22648207312744}, {"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "26cdf30d-95a5-63ac-e8b4-796cfa25dfee", "grossValue": 16879005, "homeNotional": 5.076322328718494, "foreignNotional": 1997.2790202342917}, {"timestamp": "2020-08-10T21:25:29.430Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.45, "tickDirection": "ZeroMinusTick", "trdMatchID": "d06ba7a6-6e9b-3ed1-fcc3-70107051f933", "grossValue": 118035000, "homeNotional": 35.49875754348598, "foreignNotional": 13966.986155484557}]} 2020-08-11 00:25:29 DEBUG: message ignored 2020-08-11 00:25:30 DEBUG: check clearing time needed clearing_process_timer=1410.342623 2020-08-11 00:25:30 DEBUG: check init order needed init_order_process_timer=1510.342922 2020-08-11 00:25:31 DEBUG: check clearing time needed clearing_process_timer=1411.34415 2020-08-11 00:25:31 DEBUG: check init order needed init_order_process_timer=1511.344602 2020-08-11 00:25:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:31.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "2dc38e39-1e59-61ff-fb42-406feaa84f31", "grossValue": 1180200, "homeNotional": 0.3547776726584674, "foreignNotional": 139.56953642384107}, {"timestamp": "2020-08-10T21:25:31.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "85d729e8-f4e5-a164-71cf-ff5878f85b29", "grossValue": 2360400, "homeNotional": 0.7095553453169348, "foreignNotional": 279.13907284768214}, {"timestamp": "2020-08-10T21:25:31.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "79ae8758-0ee0-b356-4b08-5b71fa563bdf", "grossValue": 2517760, "homeNotional": 0.7568590350047304, "foreignNotional": 297.74834437086093}, {"timestamp": "2020-08-10T21:25:31.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "678c24ff-1322-b063-80fe-1d735b9121bf", "grossValue": 1770300, "homeNotional": 0.532166508987701, "foreignNotional": 209.3543046357616}, {"timestamp": "2020-08-10T21:25:31.351Z", "symbol": "ETHUSD", "side": "Sell", "size": 249, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "56947835-cc06-09da-7e10-da9b3e9d6807", "grossValue": 9795660, "homeNotional": 2.944654683065279, "foreignNotional": 1158.4271523178809}]} 2020-08-11 00:25:31 DEBUG: message ignored 2020-08-11 00:25:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:31.847Z", "symbol": "ETHUSD", "side": "Sell", "size": 110, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "0cfd1106-4867-7e37-003c-1aa65edcf7df", "grossValue": 4327400, "homeNotional": 1.3008514664143804, "foreignNotional": 511.7549668874172}]} 2020-08-11 00:25:31 DEBUG: message ignored 2020-08-11 00:25:32 DEBUG: check clearing time needed clearing_process_timer=1412.345814 2020-08-11 00:25:32 DEBUG: check init order needed init_order_process_timer=1512.346114 2020-08-11 00:25:33 DEBUG: check clearing time needed clearing_process_timer=1413.347285 2020-08-11 00:25:33 DEBUG: check init order needed init_order_process_timer=1513.347543 2020-08-11 00:25:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:33.427Z", "symbol": "ETHUSD", "side": "Sell", "size": 447, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ed826d22-63eb-afa8-e5c4-32b33666a9fe", "grossValue": 17584980, "homeNotional": 5.2861873226111635, "foreignNotional": 2079.5860927152316}]} 2020-08-11 00:25:33 DEBUG: message ignored 2020-08-11 00:25:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:33.954Z", "symbol": "ETHUSD", "side": "Sell", "size": 439, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "1fc6a462-c37a-63d1-5ae5-3fc9d769f470", "grossValue": 17270260, "homeNotional": 5.191579943235572, "foreignNotional": 2042.367549668874}]} 2020-08-11 00:25:33 DEBUG: message ignored 2020-08-11 00:25:34 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:34.066Z", "symbol": "ETHUSD", "side": "Sell", "size": 346, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "74141b85-1342-29f4-8edd-e67f8522115f", "grossValue": 13611640, "homeNotional": 4.091769157994324, "foreignNotional": 1609.7019867549668}]} 2020-08-11 00:25:34 DEBUG: message ignored 2020-08-11 00:25:34 DEBUG: check clearing time needed clearing_process_timer=1414.348713 2020-08-11 00:25:34 DEBUG: check init order needed init_order_process_timer=1514.349125 2020-08-11 00:25:35 DEBUG: check clearing time needed clearing_process_timer=1415.350422 2020-08-11 00:25:35 DEBUG: check init order needed init_order_process_timer=1515.35079 2020-08-11 00:25:36 DEBUG: check clearing time needed clearing_process_timer=1416.351991 2020-08-11 00:25:36 DEBUG: check init order needed init_order_process_timer=1516.352246 2020-08-11 00:25:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:37.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 439, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "63e886d0-b2b4-fa1c-7363-2bf891b7fb09", "grossValue": 17270260, "homeNotional": 5.191579943235572, "foreignNotional": 2042.367549668874}]} 2020-08-11 00:25:37 DEBUG: message ignored 2020-08-11 00:25:37 DEBUG: check clearing time needed clearing_process_timer=1417.353428 2020-08-11 00:25:37 DEBUG: check init order needed init_order_process_timer=1517.353729 2020-08-11 00:25:38 DEBUG: check clearing time needed clearing_process_timer=1418.354937 2020-08-11 00:25:38 DEBUG: check init order needed init_order_process_timer=1518.355216 2020-08-11 00:25:39 DEBUG: check clearing time needed clearing_process_timer=1419.356425 2020-08-11 00:25:39 DEBUG: check init order needed init_order_process_timer=1519.356759 2020-08-11 00:25:40 DEBUG: check clearing time needed clearing_process_timer=1420.358015 2020-08-11 00:25:40 DEBUG: check init order needed init_order_process_timer=1520.358325 2020-08-11 00:25:41 DEBUG: check clearing time needed clearing_process_timer=1421.359547 2020-08-11 00:25:41 DEBUG: check init order needed init_order_process_timer=1521.359838 2020-08-11 00:25:42 DEBUG: check clearing time needed clearing_process_timer=1422.361041 2020-08-11 00:25:42 DEBUG: check init order needed init_order_process_timer=1522.361328 2020-08-11 00:25:43 DEBUG: check clearing time needed clearing_process_timer=1423.362516 2020-08-11 00:25:43 DEBUG: check init order needed init_order_process_timer=1523.362768 2020-08-11 00:25:44 DEBUG: check clearing time needed clearing_process_timer=1424.363989 2020-08-11 00:25:44 DEBUG: check init order needed init_order_process_timer=1524.364276 2020-08-11 00:25:45 DEBUG: check clearing time needed clearing_process_timer=1425.365513 2020-08-11 00:25:45 DEBUG: check init order needed init_order_process_timer=1525.365965 2020-08-11 00:25:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:46.109Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa771ec0-8813-a70d-5e6b-dff5bd462a50", "grossValue": 1967000, "homeNotional": 0.5912961210974456, "foreignNotional": 232.6158940397351}]} 2020-08-11 00:25:46 DEBUG: message ignored 2020-08-11 00:25:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:46.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 420, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f8e142a0-8390-f2dc-0039-a819b1f78b82", "grossValue": 16522800, "homeNotional": 4.966887417218543, "foreignNotional": 1953.9735099337747}, {"timestamp": "2020-08-10T21:25:46.145Z", "symbol": "ETHUSD", "side": "Sell", "size": 19, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f7dc7cc9-37db-7fad-e0c7-bf0a35f2363a", "grossValue": 747460, "homeNotional": 0.22469252601702933, "foreignNotional": 88.39403973509934}]} 2020-08-11 00:25:46 DEBUG: message ignored 2020-08-11 00:25:46 DEBUG: check clearing time needed clearing_process_timer=1426.367259 2020-08-11 00:25:46 DEBUG: check init order needed init_order_process_timer=1526.367634 2020-08-11 00:25:47 DEBUG: check clearing time needed clearing_process_timer=1427.36884 2020-08-11 00:25:47 DEBUG: check init order needed init_order_process_timer=1527.369201 2020-08-11 00:25:48 DEBUG: check clearing time needed clearing_process_timer=1428.370397 2020-08-11 00:25:48 DEBUG: check init order needed init_order_process_timer=1528.37069 2020-08-11 00:25:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 341, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "6465cbad-354a-d8fc-69ca-a196310baae6", "grossValue": 13414940, "homeNotional": 4.032639545884579, "foreignNotional": 1586.4403973509934}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e81cb290-937b-20fb-e0d7-bf51f0d70085", "grossValue": 78680, "homeNotional": 0.023651844843897825, "foreignNotional": 9.304635761589404}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "4a561dbb-6f6e-eb59-63f4-f07a448f299f", "grossValue": 236040, "homeNotional": 0.07095553453169347, "foreignNotional": 27.91390728476821}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "5fa02a9d-093f-0270-dc54-7a6910be3922", "grossValue": 78680, "homeNotional": 0.023651844843897825, "foreignNotional": 9.304635761589404}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "4edce154-9360-9773-729c-d088262a845e", "grossValue": 39340, "homeNotional": 0.011825922421948912, "foreignNotional": 4.652317880794702}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "d8ba5151-137f-8a1f-411b-79bd376d6bd8", "grossValue": 39340, "homeNotional": 0.011825922421948912, "foreignNotional": 4.652317880794702}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ac32c45e-bffb-7998-9af3-16cf448108a6", "grossValue": 39340, "homeNotional": 0.011825922421948912, "foreignNotional": 4.652317880794702}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2840190e-0120-ea35-ef57-eec47add07c4", "grossValue": 2517760, "homeNotional": 0.7568590350047304, "foreignNotional": 297.74834437086093}, {"timestamp": "2020-08-10T21:25:49.238Z", "symbol": "ETHUSD", "side": "Sell", "size": 20, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "46aaf5c5-b496-1170-047f-a4f6a4f27ba8", "grossValue": 786800, "homeNotional": 0.23651844843897823, "foreignNotional": 93.04635761589404}]} 2020-08-11 00:25:49 DEBUG: message ignored 2020-08-11 00:25:49 DEBUG: check clearing time needed clearing_process_timer=1429.371879 2020-08-11 00:25:49 DEBUG: check init order needed init_order_process_timer=1529.372314 2020-08-11 00:25:50 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:50.081Z", "symbol": "ETHUSD", "side": "Sell", "size": 80, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f9bd1654-0b8b-3412-9da9-c3e640153f60", "grossValue": 3147200, "homeNotional": 0.9460737937559129, "foreignNotional": 372.18543046357615}]} 2020-08-11 00:25:50 DEBUG: message ignored 2020-08-11 00:25:50 DEBUG: check clearing time needed clearing_process_timer=1430.373568 2020-08-11 00:25:50 DEBUG: check init order needed init_order_process_timer=1530.373936 2020-08-11 00:25:51 DEBUG: check clearing time needed clearing_process_timer=1431.375136 2020-08-11 00:25:51 DEBUG: check init order needed init_order_process_timer=1531.375384 2020-08-11 00:25:52 DEBUG: check clearing time needed clearing_process_timer=1432.376567 2020-08-11 00:25:52 DEBUG: check init order needed init_order_process_timer=1532.376833 2020-08-11 00:25:53 DEBUG: check clearing time needed clearing_process_timer=1433.378004 2020-08-11 00:25:53 DEBUG: check init order needed init_order_process_timer=1533.378279 2020-08-11 00:25:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:53.679Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "429640b6-2f15-9006-f5a1-df1761a02b3e", "grossValue": 3934500, "homeNotional": 1.1825922421948911, "foreignNotional": 465.2909176915799}]} 2020-08-11 00:25:53 DEBUG: message ignored 2020-08-11 00:25:54 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:54.072Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "3ac8b3b5-8eae-b5a4-5e97-bcc4513105ce", "grossValue": 393400, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52317880794702}]} 2020-08-11 00:25:54 DEBUG: message ignored 2020-08-11 00:25:54 DEBUG: check clearing time needed clearing_process_timer=1434.37945 2020-08-11 00:25:54 DEBUG: check init order needed init_order_process_timer=1534.379697 2020-08-11 00:25:55 DEBUG: check clearing time needed clearing_process_timer=1435.380877 2020-08-11 00:25:55 DEBUG: check init order needed init_order_process_timer=1535.381177 2020-08-11 00:25:55 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:55.585Z", "symbol": "ETHUSD", "side": "Sell", "size": 90, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a0bd46a1-e047-ab04-15ea-1d754df8875b", "grossValue": 3540600, "homeNotional": 1.064333017975402, "foreignNotional": 418.7086092715232}, {"timestamp": "2020-08-10T21:25:55.585Z", "symbol": "ETHUSD", "side": "Sell", "size": 31, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "5ae66fbc-52dc-28ed-e484-b32fc31b33c6", "grossValue": 1219540, "homeNotional": 0.3666035950804163, "foreignNotional": 144.22185430463577}]} 2020-08-11 00:25:55 DEBUG: message ignored 2020-08-11 00:25:56 DEBUG: check clearing time needed clearing_process_timer=1436.382352 2020-08-11 00:25:56 DEBUG: check init order needed init_order_process_timer=1536.382607 2020-08-11 00:25:57 DEBUG: check clearing time needed clearing_process_timer=1437.383789 2020-08-11 00:25:57 DEBUG: check init order needed init_order_process_timer=1537.384056 2020-08-11 00:25:58 DEBUG: check clearing time needed clearing_process_timer=1438.385086 2020-08-11 00:25:58 DEBUG: check init order needed init_order_process_timer=1538.385368 2020-08-11 00:25:59 DEBUG: check clearing time needed clearing_process_timer=1439.386537 2020-08-11 00:25:59 DEBUG: check init order needed init_order_process_timer=1539.386836 2020-08-11 00:25:59 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:25:59.752Z", "symbol": "ETHUSD", "side": "Buy", "size": 386, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "ef165207-59c0-9a98-1c78-4b3b9465d8d7", "grossValue": 15187170, "homeNotional": 4.56480605487228, "foreignNotional": 1796.0229422894986}]} 2020-08-11 00:25:59 DEBUG: message ignored 2020-08-11 00:26:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:00.278Z", "symbol": "ETHUSD", "side": "Buy", "size": 276, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "fed81f53-787c-67a9-19f1-229aff4f81b7", "grossValue": 10859220, "homeNotional": 3.2639545884578998, "foreignNotional": 1284.2029328287606}]} 2020-08-11 00:26:00 DEBUG: message ignored 2020-08-11 00:26:00 DEBUG: check clearing time needed clearing_process_timer=1440.38806 2020-08-11 00:26:00 DEBUG: check init order needed init_order_process_timer=1540.388327 2020-08-11 00:26:00 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:00.750Z", "symbol": "ETHUSD", "side": "Buy", "size": 262, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "210fe909-26dc-4e71-0734-955ea76807db", "grossValue": 10308390, "homeNotional": 3.098391674550615, "foreignNotional": 1219.0622043519395}]} 2020-08-11 00:26:00 DEBUG: message ignored 2020-08-11 00:26:01 DEBUG: check clearing time needed clearing_process_timer=1441.389087 2020-08-11 00:26:01 DEBUG: check init order needed init_order_process_timer=1541.389429 2020-08-11 00:26:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:01.835Z", "symbol": "ETHUSD", "side": "Buy", "size": 83, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "689afe9c-14c8-bfa0-a828-e6b674db03bf", "grossValue": 3265635, "homeNotional": 0.9815515610217597, "foreignNotional": 386.19146168401136}]} 2020-08-11 00:26:01 DEBUG: message ignored 2020-08-11 00:26:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:02.074Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "1065c332-6307-4e97-b27c-a00ba7a5fa19", "grossValue": 196700, "homeNotional": 0.05912961210974456, "foreignNotional": 23.26158940397351}]} 2020-08-11 00:26:02 DEBUG: message ignored 2020-08-11 00:26:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:02.321Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "1efe3688-f1e0-f7a7-1b77-252138d8edc6", "grossValue": 17230920, "homeNotional": 5.179754020813624, "foreignNotional": 2037.7152317880796}]} 2020-08-11 00:26:02 DEBUG: message ignored 2020-08-11 00:26:02 DEBUG: check clearing time needed clearing_process_timer=1442.391507 2020-08-11 00:26:02 DEBUG: check init order needed init_order_process_timer=1542.391785 2020-08-11 00:26:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:02.380Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "45a0b293-c0fd-45c0-04f8-9dfff1deda93", "grossValue": 196700, "homeNotional": 0.05912961210974456, "foreignNotional": 23.26158940397351}]} 2020-08-11 00:26:02 DEBUG: message ignored 2020-08-11 00:26:03 DEBUG: check clearing time needed clearing_process_timer=1443.393065 2020-08-11 00:26:03 DEBUG: check init order needed init_order_process_timer=1543.393321 2020-08-11 00:26:04 DEBUG: check clearing time needed clearing_process_timer=1444.394474 2020-08-11 00:26:04 DEBUG: check init order needed init_order_process_timer=1544.394799 2020-08-11 00:26:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:04.436Z", "symbol": "ETHUSD", "side": "Buy", "size": 345, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "e50aade0-a52d-11a1-8e64-b61ee94c8253", "grossValue": 13574025, "homeNotional": 4.079943235572375, "foreignNotional": 1605.2536660359508}]} 2020-08-11 00:26:04 DEBUG: message ignored 2020-08-11 00:26:04 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:04.699Z", "symbol": "ETHUSD", "side": "Buy", "size": 92, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4eeed1e3-6a00-a445-945e-c7505d06e838", "grossValue": 3619740, "homeNotional": 1.0879848628192998, "foreignNotional": 428.06764427625353}]} 2020-08-11 00:26:04 DEBUG: message ignored 2020-08-11 00:26:05 DEBUG: check clearing time needed clearing_process_timer=1445.396096 2020-08-11 00:26:05 DEBUG: check init order needed init_order_process_timer=1545.396437 2020-08-11 00:26:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:05.899Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d9a62c7e-d084-bfa8-d38e-83ed6a78eb79", "grossValue": 3934500, "homeNotional": 1.1825922421948911, "foreignNotional": 465.2909176915799}]} 2020-08-11 00:26:06 DEBUG: message ignored 2020-08-11 00:26:06 DEBUG: check clearing time needed clearing_process_timer=1446.397065 2020-08-11 00:26:06 DEBUG: check init order needed init_order_process_timer=1546.397335 2020-08-11 00:26:06 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:06.780Z", "symbol": "ETHUSD", "side": "Buy", "size": 150, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "68da2ecf-9fc2-93f8-ac87-291934a30aee", "grossValue": 5901750, "homeNotional": 1.7738883632923368, "foreignNotional": 697.9363765373699}]} 2020-08-11 00:26:06 DEBUG: message ignored 2020-08-11 00:26:07 DEBUG: check clearing time needed clearing_process_timer=1447.398551 2020-08-11 00:26:07 DEBUG: check init order needed init_order_process_timer=1547.398829 2020-08-11 00:26:07 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:07.411Z", "symbol": "ETHUSD", "side": "Sell", "size": 424, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "e63f31c5-01eb-549b-dcc7-b0644bddcfa3", "grossValue": 16680160, "homeNotional": 5.014191106906338, "foreignNotional": 1972.5827814569536}, {"timestamp": "2020-08-10T21:26:07.411Z", "symbol": "ETHUSD", "side": "Sell", "size": 14, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "54e0b3d8-074f-d2ed-cdd9-5f25c4331f4a", "grossValue": 550760, "homeNotional": 0.16556291390728478, "foreignNotional": 65.13245033112582}]} 2020-08-11 00:26:07 DEBUG: message ignored 2020-08-11 00:26:08 DEBUG: check clearing time needed clearing_process_timer=1448.400038 2020-08-11 00:26:08 DEBUG: check init order needed init_order_process_timer=1548.400342 2020-08-11 00:26:09 DEBUG: check clearing time needed clearing_process_timer=1449.401564 2020-08-11 00:26:09 DEBUG: check init order needed init_order_process_timer=1549.401883 2020-08-11 00:26:09 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:09.730Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "2ae7e67c-87e5-190f-ade3-b6871ab32a12", "grossValue": 3934500, "homeNotional": 1.1825922421948911, "foreignNotional": 465.2909176915799}]} 2020-08-11 00:26:09 DEBUG: message ignored 2020-08-11 00:26:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:10.122Z", "symbol": "ETHUSD", "side": "Buy", "size": 2, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "221d619c-3c6d-4136-c092-e028007a7be2", "grossValue": 78690, "homeNotional": 0.023651844843897825, "foreignNotional": 9.305818353831599}]} 2020-08-11 00:26:10 DEBUG: message ignored 2020-08-11 00:26:10 DEBUG: check clearing time needed clearing_process_timer=1450.403047 2020-08-11 00:26:10 DEBUG: check init order needed init_order_process_timer=1550.403325 2020-08-11 00:26:11 DEBUG: check clearing time needed clearing_process_timer=1451.403767 2020-08-11 00:26:11 DEBUG: check init order needed init_order_process_timer=1551.404059 2020-08-11 00:26:11 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:11.702Z", "symbol": "ETHUSD", "side": "Buy", "size": 3000, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1c090ba4-d2bf-799c-2060-2a9aaffe7e33", "grossValue": 118035000, "homeNotional": 35.47776726584674, "foreignNotional": 13958.727530747397}]} 2020-08-11 00:26:11 DEBUG: message ignored 2020-08-11 00:26:12 DEBUG: check clearing time needed clearing_process_timer=1452.405256 2020-08-11 00:26:12 DEBUG: check init order needed init_order_process_timer=1552.405549 2020-08-11 00:26:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:12.674Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ff373942-895f-2ba4-3160-feaa8d8fc95e", "grossValue": 196725000, "homeNotional": 59.12961210974456, "foreignNotional": 23264.545884578998}]} 2020-08-11 00:26:12 DEBUG: message ignored 2020-08-11 00:26:13 DEBUG: check clearing time needed clearing_process_timer=1453.406733 2020-08-11 00:26:13 DEBUG: check init order needed init_order_process_timer=1553.407 2020-08-11 00:26:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:13.563Z", "symbol": "ETHUSD", "side": "Buy", "size": 200, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f8633091-551a-bcbb-0594-0212cba6b9ec", "grossValue": 7869000, "homeNotional": 2.3651844843897822, "foreignNotional": 930.5818353831598}]} 2020-08-11 00:26:13 DEBUG: message ignored 2020-08-11 00:26:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:13.601Z", "symbol": "ETHUSD", "side": "Buy", "size": 425, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e0d38be3-6783-40af-6174-9b6167086f9b", "grossValue": 16721625, "homeNotional": 5.026017029328288, "foreignNotional": 1977.4864001892147}]} 2020-08-11 00:26:13 DEBUG: message ignored 2020-08-11 00:26:14 DEBUG: check clearing time needed clearing_process_timer=1454.408179 2020-08-11 00:26:14 DEBUG: check init order needed init_order_process_timer=1554.408446 2020-08-11 00:26:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:14.501Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "e97e5e2e-2b77-ff22-4b22-bfe42b5a1456", "grossValue": 1967000, "homeNotional": 0.5912961210974456, "foreignNotional": 232.6158940397351}, {"timestamp": "2020-08-10T21:26:14.501Z", "symbol": "ETHUSD", "side": "Sell", "size": 388, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "dbf83d0f-33bf-94c0-49f6-4c455321ce98", "grossValue": 15263920, "homeNotional": 4.588457899716178, "foreignNotional": 1805.0993377483444}]} 2020-08-11 00:26:14 DEBUG: message ignored 2020-08-11 00:26:15 DEBUG: check clearing time needed clearing_process_timer=1455.409086 2020-08-11 00:26:15 DEBUG: check init order needed init_order_process_timer=1555.409351 2020-08-11 00:26:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:16.253Z", "symbol": "ETHUSD", "side": "Sell", "size": 315, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a367b8e6-9af5-423f-96f8-389454f6a76e", "grossValue": 12392100, "homeNotional": 3.725165562913907, "foreignNotional": 1465.4801324503312}]} 2020-08-11 00:26:16 DEBUG: message ignored 2020-08-11 00:26:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:16.326Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "2438c2cd-e881-c7c9-eb17-b0261edf0350", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:16 DEBUG: message ignored 2020-08-11 00:26:16 DEBUG: check clearing time needed clearing_process_timer=1456.410538 2020-08-11 00:26:16 DEBUG: check init order needed init_order_process_timer=1556.410841 2020-08-11 00:26:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:16.656Z", "symbol": "ETHUSD", "side": "Sell", "size": 232, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "cb4b6fe2-0952-47dc-a12d-dac8d85eac7d", "grossValue": 9126880, "homeNotional": 2.7436140018921478, "foreignNotional": 1079.3377483443708}]} 2020-08-11 00:26:16 DEBUG: message ignored 2020-08-11 00:26:17 DEBUG: check clearing time needed clearing_process_timer=1457.412042 2020-08-11 00:26:17 DEBUG: check init order needed init_order_process_timer=1557.412342 2020-08-11 00:26:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:17.587Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "7ed502bb-e533-711e-3310-d77531105b56", "grossValue": 17230920, "homeNotional": 5.179754020813624, "foreignNotional": 2037.7152317880796}]} 2020-08-11 00:26:17 DEBUG: message ignored 2020-08-11 00:26:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:17.619Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "be050049-5cd9-ebf6-5316-909fa3e759fd", "grossValue": 39340, "homeNotional": 0.011825922421948912, "foreignNotional": 4.652317880794702}]} 2020-08-11 00:26:17 DEBUG: message ignored 2020-08-11 00:26:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:17.667Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "9260b404-304a-2a9e-8669-e18140b2812e", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:17 DEBUG: message ignored 2020-08-11 00:26:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:17.900Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "4b513ce5-331b-f1ea-4488-286eb834f032", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:17 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.003Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "c03d6a30-d6f8-c2f0-d557-e1fae8f418fe", "grossValue": 39340, "homeNotional": 0.011825922421948912, "foreignNotional": 4.652317880794702}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: check clearing time needed clearing_process_timer=1458.413542 2020-08-11 00:26:18 DEBUG: check init order needed init_order_process_timer=1558.413834 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.740Z", "symbol": "ETHUSD", "side": "Buy", "size": 628, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "e7e61627-8a94-f68c-8b66-f2463c36c688", "grossValue": 24708660, "homeNotional": 7.426679280983917, "foreignNotional": 2922.026963103122}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.765Z", "symbol": "ETHUSD", "side": "Buy", "size": 339, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "56002e00-65a0-3257-a7bd-9ce33d1a2b4c", "grossValue": 13337955, "homeNotional": 4.008987701040681, "foreignNotional": 1577.336210974456}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.786Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5306e8fe-cdb9-d27f-cc1f-ed1cc8ea5075", "grossValue": 8459175, "homeNotional": 2.542573320719016, "foreignNotional": 1000.3754730368969}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.797Z", "symbol": "ETHUSD", "side": "Buy", "size": 366, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "75de1c2b-069e-df82-f942-c835372fdbd8", "grossValue": 14400270, "homeNotional": 4.328287606433302, "foreignNotional": 1702.9647587511827}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.800Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d7dcf845-aa07-0593-c81d-85449b007c3d", "grossValue": 8419830, "homeNotional": 2.530747398297067, "foreignNotional": 995.722563859981}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.804Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "0e0c5f22-98c3-2007-cfb2-84ff68b02811", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.811Z", "symbol": "ETHUSD", "side": "Buy", "size": 322, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "c6cbb717-82da-94d8-970c-1422347560b4", "grossValue": 12669090, "homeNotional": 3.80794701986755, "foreignNotional": 1498.2367549668875}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.817Z", "symbol": "ETHUSD", "side": "Buy", "size": 212, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "eaf421b5-edbf-bb1a-540b-e08cf7b6f4d6", "grossValue": 8341140, "homeNotional": 2.507095553453169, "foreignNotional": 986.4167455061495}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.860Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "7ac6b39e-8a83-66ee-a30d-5b8111f9cec4", "grossValue": 8419830, "homeNotional": 2.530747398297067, "foreignNotional": 995.722563859981}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.864Z", "symbol": "ETHUSD", "side": "Buy", "size": 213, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "493327a9-2225-55ad-b6f4-484712474f1e", "grossValue": 8380485, "homeNotional": 2.518921475875118, "foreignNotional": 991.0696546830653}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.869Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1f0fb410-e65b-9f43-07a0-a3356d0500d6", "grossValue": 8419830, "homeNotional": 2.530747398297067, "foreignNotional": 995.722563859981}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.881Z", "symbol": "ETHUSD", "side": "Buy", "size": 1145, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "11b68e47-9299-ef58-a11b-64127ed22ffd", "grossValue": 45050025, "homeNotional": 13.540681173131505, "foreignNotional": 5327.58100756859}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.886Z", "symbol": "ETHUSD", "side": "Buy", "size": 215, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca43ef77-d37d-60ff-8e16-0702ef02ee54", "grossValue": 8459175, "homeNotional": 2.542573320719016, "foreignNotional": 1000.3754730368969}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.897Z", "symbol": "ETHUSD", "side": "Buy", "size": 38, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "092873cf-b325-5f02-efc4-fddd0aef1b5e", "grossValue": 1495110, "homeNotional": 0.44938505203405865, "foreignNotional": 176.81054872280038}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.901Z", "symbol": "ETHUSD", "side": "Buy", "size": 151, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e6b658b7-fc10-6e00-fc68-8b746abb41fd", "grossValue": 5941095, "homeNotional": 1.7857142857142858, "foreignNotional": 702.5892857142857}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.904Z", "symbol": "ETHUSD", "side": "Buy", "size": 468, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b621fb9-8f0c-3b7d-c121-a0f5c3554405", "grossValue": 18413460, "homeNotional": 5.534531693472091, "foreignNotional": 2177.561494796594}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.910Z", "symbol": "ETHUSD", "side": "Buy", "size": 187, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4bea49f6-45cb-bc61-e9a3-0a61a4263ca4", "grossValue": 7357515, "homeNotional": 2.2114474929044468, "foreignNotional": 870.0940160832545}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.915Z", "symbol": "ETHUSD", "side": "Buy", "size": 26, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "8b302f31-1441-b808-95db-372f6f6e7a52", "grossValue": 1022970, "homeNotional": 0.3074739829706717, "foreignNotional": 120.97563859981078}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.919Z", "symbol": "ETHUSD", "side": "Buy", "size": 154, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "828158ee-2e19-b543-f295-b01b8a0e6281", "grossValue": 6059130, "homeNotional": 1.8211920529801324, "foreignNotional": 716.5480132450331}]} 2020-08-11 00:26:18 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.990Z", "symbol": "ETHUSD", "side": "Buy", "size": 216, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "0c7129e0-55b1-6456-9cc7-772d74398bc6", "grossValue": 8498520, "homeNotional": 2.554399243140965, "foreignNotional": 1005.0283822138127}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:18.993Z", "symbol": "ETHUSD", "side": "Buy", "size": 427, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f3aa07f3-48df-9b1b-73a5-ab0b4363b608", "grossValue": 16800315, "homeNotional": 5.049668874172186, "foreignNotional": 1986.7922185430464}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.006Z", "symbol": "ETHUSD", "side": "Buy", "size": 172, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d72eb4dc-639f-a419-cded-c440d689dbde", "grossValue": 6767340, "homeNotional": 2.034058656575213, "foreignNotional": 800.3003784295175}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.009Z", "symbol": "ETHUSD", "side": "Buy", "size": 428, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "ca8dbc4f-f8af-54c3-71f4-6e8aa4794d15", "grossValue": 16839660, "homeNotional": 5.061494796594134, "foreignNotional": 1991.445127719962}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.023Z", "symbol": "ETHUSD", "side": "Buy", "size": 21, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4ad46014-9ab7-52b1-6eb6-20e6cd4826c7", "grossValue": 826245, "homeNotional": 0.24834437086092714, "foreignNotional": 97.71109271523179}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.064Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "e91257a4-13a1-8262-218d-06e48d4c071e", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.075Z", "symbol": "ETHUSD", "side": "Buy", "size": 323, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "7653ffc4-667e-6852-cc7a-c8bb774a84b3", "grossValue": 12708435, "homeNotional": 3.8197729422894984, "foreignNotional": 1502.8896641438032}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.126Z", "symbol": "ETHUSD", "side": "Buy", "size": 192, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "6a3e3e6a-0c86-239a-e43c-49241184e448", "grossValue": 7554240, "homeNotional": 2.270577105014191, "foreignNotional": 893.3585619678335}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.132Z", "symbol": "ETHUSD", "side": "Buy", "size": 193, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d87a256a-899b-0da3-8d32-356cc884b78d", "grossValue": 7593585, "homeNotional": 2.28240302743614, "foreignNotional": 898.0114711447493}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:19 DEBUG: check clearing time needed clearing_process_timer=1459.415043 2020-08-11 00:26:19 DEBUG: check init order needed init_order_process_timer=1559.415385 2020-08-11 00:26:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:19.682Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f779d34-78dc-2249-5ad6-a03cadd4e106", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:19 DEBUG: message ignored 2020-08-11 00:26:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:20.237Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "7822b196-36b3-1ced-57ce-7d55687606e6", "grossValue": 157360, "homeNotional": 0.04730368968779565, "foreignNotional": 18.60927152317881}]} 2020-08-11 00:26:20 DEBUG: message ignored 2020-08-11 00:26:20 DEBUG: check clearing time needed clearing_process_timer=1460.416606 2020-08-11 00:26:20 DEBUG: check init order needed init_order_process_timer=1560.416924 2020-08-11 00:26:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:20.635Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f818745-e5b0-f7c6-2509-87b2262a9b99", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:20 DEBUG: message ignored 2020-08-11 00:26:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:20.639Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "7e6a978c-c4c7-1fcf-7f22-05b38eb8e3b1", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:20 DEBUG: message ignored 2020-08-11 00:26:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:20.643Z", "symbol": "ETHUSD", "side": "Buy", "size": 322, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "73bfcabb-9a64-ccad-b5c0-9a7231d23403", "grossValue": 12669090, "homeNotional": 3.80794701986755, "foreignNotional": 1498.2367549668875}]} 2020-08-11 00:26:20 DEBUG: message ignored 2020-08-11 00:26:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:20.649Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5a10679c-cbe6-f31f-eda5-e52273e7f331", "grossValue": 4209915, "homeNotional": 1.2653736991485336, "foreignNotional": 497.8612819299905}]} 2020-08-11 00:26:20 DEBUG: message ignored 2020-08-11 00:26:20 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:20.655Z", "symbol": "ETHUSD", "side": "Buy", "size": 214, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "9c684f75-595a-60c2-8bae-8cfb40a6115a", "grossValue": 8419830, "homeNotional": 2.530747398297067, "foreignNotional": 995.722563859981}]} 2020-08-11 00:26:20 DEBUG: message ignored 2020-08-11 00:26:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:21.202Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "972f6545-5d2b-e96e-2208-b6b489e236bd", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:21 DEBUG: message ignored 2020-08-11 00:26:21 DEBUG: check clearing time needed clearing_process_timer=1461.418228 2020-08-11 00:26:21 DEBUG: check init order needed init_order_process_timer=1561.418539 2020-08-11 00:26:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:22.048Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "39ad8dc1-53ce-3404-835b-83669ba31abe", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:22 DEBUG: message ignored 2020-08-11 00:26:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:22.245Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "b78e4179-e6af-d3cf-1203-f131f0111581", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:22 DEBUG: message ignored 2020-08-11 00:26:22 DEBUG: check clearing time needed clearing_process_timer=1462.419749 2020-08-11 00:26:22 DEBUG: check init order needed init_order_process_timer=1562.420058 2020-08-11 00:26:22 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:22.983Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "dd4928ae-238c-7856-3971-76594d1e2d42", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:22 DEBUG: message ignored 2020-08-11 00:26:23 DEBUG: check clearing time needed clearing_process_timer=1463.421263 2020-08-11 00:26:23 DEBUG: check init order needed init_order_process_timer=1563.421546 2020-08-11 00:26:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:23.592Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "9357b4c1-89a5-8a1e-dd48-df938760b127", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:23 DEBUG: message ignored 2020-08-11 00:26:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:23.813Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "6b0df2a3-3774-e8c5-df5e-a3089bbf7faa", "grossValue": 39345, "homeNotional": 0.011825922421948912, "foreignNotional": 4.6529091769157995}]} 2020-08-11 00:26:23 DEBUG: message ignored 2020-08-11 00:26:23 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:23.979Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "97847958-1fe5-d0d8-1a38-381f0ee346c8", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:23 DEBUG: message ignored 2020-08-11 00:26:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:23.999Z", "symbol": "ETHUSD", "side": "Buy", "size": 430, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "98d1ed72-0436-8e80-d132-12db2616e642", "grossValue": 16918350, "homeNotional": 5.085146641438032, "foreignNotional": 2000.7509460737938}]} 2020-08-11 00:26:24 DEBUG: message ignored 2020-08-11 00:26:24 DEBUG: check clearing time needed clearing_process_timer=1464.422782 2020-08-11 00:26:24 DEBUG: check init order needed init_order_process_timer=1564.423117 2020-08-11 00:26:24 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:24.973Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "d4c3b86f-263f-b37b-a955-70ab280cb796", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:24 DEBUG: message ignored 2020-08-11 00:26:25 DEBUG: check clearing time needed clearing_process_timer=1465.424326 2020-08-11 00:26:25 DEBUG: check init order needed init_order_process_timer=1565.424595 2020-08-11 00:26:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:25.638Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "13f9dafa-4741-92fe-9914-6317be5736d7", "grossValue": 393450, "homeNotional": 0.11825922421948912, "foreignNotional": 46.52909176915799}]} 2020-08-11 00:26:25 DEBUG: message ignored 2020-08-11 00:26:25 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:25.734Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "0fc429eb-9091-91ec-d912-201ccb61930e", "grossValue": 17230920, "homeNotional": 5.179754020813624, "foreignNotional": 2037.7152317880796}]} 2020-08-11 00:26:25 DEBUG: message ignored 2020-08-11 00:26:26 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:26.304Z", "symbol": "ETHUSD", "side": "Sell", "size": 1163, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "14369777-8392-5885-caa9-8e745d7376f9", "grossValue": 45752420, "homeNotional": 13.753547776726585, "foreignNotional": 5410.645695364238}]} 2020-08-11 00:26:26 DEBUG: message ignored 2020-08-11 00:26:26 DEBUG: check clearing time needed clearing_process_timer=1466.425775 2020-08-11 00:26:26 DEBUG: check init order needed init_order_process_timer=1566.426162 2020-08-11 00:26:27 DEBUG: check clearing time needed clearing_process_timer=1467.42735 2020-08-11 00:26:27 DEBUG: check init order needed init_order_process_timer=1567.427599 2020-08-11 00:26:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:27.637Z", "symbol": "ETHUSD", "side": "Sell", "size": 7, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a17c4c53-7819-e900-bbe7-8e9e6e93c1e8", "grossValue": 275380, "homeNotional": 0.08278145695364239, "foreignNotional": 32.56622516556291}]} 2020-08-11 00:26:27 DEBUG: message ignored 2020-08-11 00:26:28 DEBUG: check clearing time needed clearing_process_timer=1468.428789 2020-08-11 00:26:28 DEBUG: check init order needed init_order_process_timer=1568.429143 2020-08-11 00:26:29 DEBUG: check clearing time needed clearing_process_timer=1469.430329 2020-08-11 00:26:29 DEBUG: check init order needed init_order_process_timer=1569.430652 2020-08-11 00:26:30 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:30.178Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "79b2f52b-6121-10f4-5525-5b33bbf100ca", "grossValue": 393450, "homeNotional": 0.11832919181161992, "foreignNotional": 46.55662051828186}]} 2020-08-11 00:26:30 DEBUG: message ignored 2020-08-11 00:26:30 DEBUG: check clearing time needed clearing_process_timer=1470.431876 2020-08-11 00:26:30 DEBUG: check init order needed init_order_process_timer=1570.432137 2020-08-11 00:26:31 DEBUG: check clearing time needed clearing_process_timer=1471.433351 2020-08-11 00:26:31 DEBUG: check init order needed init_order_process_timer=1571.433653 2020-08-11 00:26:31 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:31.820Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "418a7be7-4b1a-284a-69df-fc6c088e319d", "grossValue": 17230920, "homeNotional": 5.182818601348953, "foreignNotional": 2038.920837770678}]} 2020-08-11 00:26:31 DEBUG: message ignored 2020-08-11 00:26:32 DEBUG: check clearing time needed clearing_process_timer=1472.434897 2020-08-11 00:26:32 DEBUG: check init order needed init_order_process_timer=1572.435186 2020-08-11 00:26:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:32.876Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "40e4bb44-361a-2a82-9133-ff2983ca04f3", "grossValue": 19672500, "homeNotional": 5.916459590580996, "foreignNotional": 2327.831025914093}]} 2020-08-11 00:26:32 DEBUG: message ignored 2020-08-11 00:26:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:33.036Z", "symbol": "ETHUSD", "side": "Buy", "size": 135, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "36a17004-f552-7457-d716-1521f903f292", "grossValue": 5311575, "homeNotional": 1.597444089456869, "foreignNotional": 628.5143769968051}]} 2020-08-11 00:26:33 DEBUG: message ignored 2020-08-11 00:26:33 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:33.353Z", "symbol": "ETHUSD", "side": "Buy", "size": 402, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "964fbebf-c2f7-e0a0-7b8e-09687c6c7116", "grossValue": 15816690, "homeNotional": 4.756833510827121, "foreignNotional": 1871.5761448349308}]} 2020-08-11 00:26:33 DEBUG: message ignored 2020-08-11 00:26:33 DEBUG: check clearing time needed clearing_process_timer=1473.436377 2020-08-11 00:26:33 DEBUG: check init order needed init_order_process_timer=1573.436656 2020-08-11 00:26:34 DEBUG: check clearing time needed clearing_process_timer=1474.43786 2020-08-11 00:26:34 DEBUG: check init order needed init_order_process_timer=1574.438118 2020-08-11 00:26:35 DEBUG: check clearing time needed clearing_process_timer=1475.439294 2020-08-11 00:26:35 DEBUG: check init order needed init_order_process_timer=1575.439536 2020-08-11 00:26:36 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:36.124Z", "symbol": "ETHUSD", "side": "Buy", "size": 12000, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5577c3ed-40bc-2c4a-c674-2bb294d57a6d", "grossValue": 472140000, "homeNotional": 141.99503017394392, "foreignNotional": 55867.94462193823}]} 2020-08-11 00:26:36 DEBUG: message ignored 2020-08-11 00:26:36 DEBUG: check clearing time needed clearing_process_timer=1476.440743 2020-08-11 00:26:36 DEBUG: check init order needed init_order_process_timer=1576.441064 2020-08-11 00:26:37 DEBUG: check clearing time needed clearing_process_timer=1477.442246 2020-08-11 00:26:37 DEBUG: check init order needed init_order_process_timer=1577.442516 2020-08-11 00:26:37 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:37.616Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "fcdb9980-c4b9-6df6-abe1-3fab757ad937", "grossValue": 314720, "homeNotional": 0.09466335344929594, "foreignNotional": 37.24056324695302}]} 2020-08-11 00:26:37 DEBUG: message ignored 2020-08-11 00:26:38 DEBUG: check clearing time needed clearing_process_timer=1478.443719 2020-08-11 00:26:38 DEBUG: check init order needed init_order_process_timer=1578.443986 2020-08-11 00:26:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:39.008Z", "symbol": "ETHUSD", "side": "Buy", "size": 5000, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "f490f130-5018-80f9-d0a0-1b71ad27d120", "grossValue": 196725000, "homeNotional": 59.16459590580996, "foreignNotional": 23278.31025914093}]} 2020-08-11 00:26:39 DEBUG: message ignored 2020-08-11 00:26:39 DEBUG: check clearing time needed clearing_process_timer=1479.445072 2020-08-11 00:26:39 DEBUG: check init order needed init_order_process_timer=1579.445375 2020-08-11 00:26:39 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:39.747Z", "symbol": "ETHUSD", "side": "Buy", "size": 125, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "24179373-3843-fd58-db57-f710e6688217", "grossValue": 4918125, "homeNotional": 1.479114897645249, "foreignNotional": 581.9577564785233}]} 2020-08-11 00:26:39 DEBUG: message ignored 2020-08-11 00:26:40 DEBUG: check clearing time needed clearing_process_timer=1480.446599 2020-08-11 00:26:40 DEBUG: check init order needed init_order_process_timer=1580.446956 2020-08-11 00:26:40 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:40.795Z", "symbol": "ETHUSD", "side": "Buy", "size": 46, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "1edde613-1272-e8d9-5bce-61ebc47db495", "grossValue": 1809870, "homeNotional": 0.5443142823334517, "foreignNotional": 214.16045438409657}]} 2020-08-11 00:26:40 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:40.996Z", "symbol": "ETHUSD", "side": "Buy", "size": 157, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "bd44fd0d-165a-f891-c13d-9c660e2b5328", "grossValue": 6177165, "homeNotional": 1.8577683114424328, "foreignNotional": 730.9389421370252}]} 2020-08-11 00:26:41 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:40.999Z", "symbol": "ETHUSD", "side": "Buy", "size": 149, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b3e698b4-e519-a5ab-edf4-8c9c2c5f3f56", "grossValue": 5862405, "homeNotional": 1.7631049579931368, "foreignNotional": 693.6936457223998}]} 2020-08-11 00:26:41 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:41.022Z", "symbol": "ETHUSD", "side": "Buy", "size": 113, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "3baa189f-7093-5947-c1e1-40adce7a7f37", "grossValue": 4445985, "homeNotional": 1.3371198674713052, "foreignNotional": 526.089811856585}]} 2020-08-11 00:26:41 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:41.099Z", "symbol": "ETHUSD", "side": "Buy", "size": 221, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "82f2cfe8-348e-1739-dbea-c3dd7e6d2fc5", "grossValue": 8695245, "homeNotional": 2.6150751390368003, "foreignNotional": 1028.9013134540292}]} 2020-08-11 00:26:41 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:41.102Z", "symbol": "ETHUSD", "side": "Buy", "size": 128, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "8c2ceade-ce75-4c8b-9c30-eb5f1bf9f7d5", "grossValue": 5036160, "homeNotional": 1.514613655188735, "foreignNotional": 595.9247426340078}]} 2020-08-11 00:26:41 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:41.117Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "9f78ca77-5265-e8ce-c136-baa024fe0101", "grossValue": 2045940, "homeNotional": 0.6153117974204236, "foreignNotional": 242.09442669506566}]} 2020-08-11 00:26:41 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:41.149Z", "symbol": "ETHUSD", "side": "Buy", "size": 52, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "0a91cff2-5816-300e-5633-a85a0395e9b6", "grossValue": 2045940, "homeNotional": 0.6153117974204236, "foreignNotional": 242.09442669506566}]} 2020-08-11 00:26:41 DEBUG: message ignored 2020-08-11 00:26:41 DEBUG: check clearing time needed clearing_process_timer=1481.448212 2020-08-11 00:26:41 DEBUG: check init order needed init_order_process_timer=1581.448552 2020-08-11 00:26:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:42.373Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "b0102b43-778c-bb33-c573-978d24321d20", "grossValue": 19672500, "homeNotional": 5.916459590580996, "foreignNotional": 2327.831025914093}]} 2020-08-11 00:26:42 DEBUG: message ignored 2020-08-11 00:26:42 DEBUG: check clearing time needed clearing_process_timer=1482.449824 2020-08-11 00:26:42 DEBUG: check init order needed init_order_process_timer=1582.450099 2020-08-11 00:26:42 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:42.606Z", "symbol": "ETHUSD", "side": "Buy", "size": 1104, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "f0a526e6-9ba5-22c9-0350-c5206c0043b2", "grossValue": 43436880, "homeNotional": 13.06354277600284, "foreignNotional": 5139.850905218317}]} 2020-08-11 00:26:42 DEBUG: message ignored 2020-08-11 00:26:43 DEBUG: check clearing time needed clearing_process_timer=1483.451279 2020-08-11 00:26:43 DEBUG: check init order needed init_order_process_timer=1583.451629 2020-08-11 00:26:44 DEBUG: check clearing time needed clearing_process_timer=1484.452834 2020-08-11 00:26:44 DEBUG: check init order needed init_order_process_timer=1584.453137 2020-08-11 00:26:44 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:44.870Z", "symbol": "ETHUSD", "side": "Buy", "size": 50, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5fcd6ff8-4153-c278-b802-b6335e40c5d9", "grossValue": 1967250, "homeNotional": 0.5916459590580996, "foreignNotional": 232.7831025914093}]} 2020-08-11 00:26:44 DEBUG: message ignored 2020-08-11 00:26:45 DEBUG: check clearing time needed clearing_process_timer=1485.454346 2020-08-11 00:26:45 DEBUG: check init order needed init_order_process_timer=1585.454616 2020-08-11 00:26:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:45.924Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "dd41fb71-2c1b-0115-d797-b56da64416db", "grossValue": 17230920, "homeNotional": 5.182818601348953, "foreignNotional": 2038.920837770678}]} 2020-08-11 00:26:46 DEBUG: message ignored 2020-08-11 00:26:46 DEBUG: check clearing time needed clearing_process_timer=1486.455772 2020-08-11 00:26:46 DEBUG: check init order needed init_order_process_timer=1586.456059 2020-08-11 00:26:46 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:46.621Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "9655f2f9-39d7-1b1e-51ef-12166c2a5e3e", "grossValue": 11802000, "homeNotional": 3.549875754348598, "foreignNotional": 1396.5211217607384}]} 2020-08-11 00:26:46 DEBUG: message ignored 2020-08-11 00:26:47 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:47.295Z", "symbol": "ETHUSD", "side": "Buy", "size": 500, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "0d8a9457-bdb4-40ad-fa4e-a740c43b3ad6", "grossValue": 19672500, "homeNotional": 5.916459590580996, "foreignNotional": 2327.831025914093}]} 2020-08-11 00:26:47 DEBUG: message ignored 2020-08-11 00:26:47 DEBUG: check clearing time needed clearing_process_timer=1487.457253 2020-08-11 00:26:47 DEBUG: check init order needed init_order_process_timer=1587.457545 2020-08-11 00:26:48 DEBUG: check clearing time needed clearing_process_timer=1488.458745 2020-08-11 00:26:48 DEBUG: check init order needed init_order_process_timer=1588.459023 2020-08-11 00:26:49 DEBUG: check clearing time needed clearing_process_timer=1489.460235 2020-08-11 00:26:49 DEBUG: check init order needed init_order_process_timer=1589.460516 2020-08-11 00:26:50 DEBUG: check clearing time needed clearing_process_timer=1490.461727 2020-08-11 00:26:50 DEBUG: check init order needed init_order_process_timer=1590.461994 2020-08-11 00:26:51 DEBUG: check clearing time needed clearing_process_timer=1491.46321 2020-08-11 00:26:51 DEBUG: check init order needed init_order_process_timer=1591.46352 2020-08-11 00:26:52 DEBUG: check clearing time needed clearing_process_timer=1492.46482 2020-08-11 00:26:52 DEBUG: check init order needed init_order_process_timer=1592.46522 2020-08-11 00:26:53 DEBUG: check clearing time needed clearing_process_timer=1493.466463 2020-08-11 00:26:53 DEBUG: check init order needed init_order_process_timer=1593.466792 2020-08-11 00:26:54 DEBUG: check clearing time needed clearing_process_timer=1494.468 2020-08-11 00:26:54 DEBUG: check init order needed init_order_process_timer=1594.468275 2020-08-11 00:26:55 DEBUG: check clearing time needed clearing_process_timer=1495.469467 2020-08-11 00:26:55 DEBUG: check init order needed init_order_process_timer=1595.469758 2020-08-11 00:26:56 DEBUG: check clearing time needed clearing_process_timer=1496.470948 2020-08-11 00:26:56 DEBUG: check init order needed init_order_process_timer=1596.471219 2020-08-11 00:26:56 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:56.572Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "eb125bc6-0a2c-6ad0-5284-5e8bb8d11f7f", "grossValue": 1101660, "homeNotional": 0.3313217370725358, "foreignNotional": 130.35853745118922}]} 2020-08-11 00:26:56 DEBUG: message ignored 2020-08-11 00:26:57 DEBUG: check clearing time needed clearing_process_timer=1497.472439 2020-08-11 00:26:57 DEBUG: check init order needed init_order_process_timer=1597.472729 2020-08-11 00:26:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:57.983Z", "symbol": "ETHUSD", "side": "Buy", "size": 100, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "5341ff76-7f1d-a570-a103-cd466a30a099", "grossValue": 3934500, "homeNotional": 1.1832919181161992, "foreignNotional": 465.5662051828186}]} 2020-08-11 00:26:57 DEBUG: message ignored 2020-08-11 00:26:58 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:26:58.015Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "933cb431-5037-f2b3-a339-4b0a21a445ce", "grossValue": 17230920, "homeNotional": 5.182818601348953, "foreignNotional": 2038.920837770678}]} 2020-08-11 00:26:58 DEBUG: message ignored 2020-08-11 00:26:58 DEBUG: check clearing time needed clearing_process_timer=1498.473929 2020-08-11 00:26:58 DEBUG: check init order needed init_order_process_timer=1598.474224 2020-08-11 00:26:59 DEBUG: check clearing time needed clearing_process_timer=1499.475473 2020-08-11 00:26:59 DEBUG: check init order needed init_order_process_timer=1599.475727 2020-08-11 00:27:00 DEBUG: check clearing time needed clearing_process_timer=1500.476917 2020-08-11 00:27:00 DEBUG: check init order needed init_order_process_timer=1600.477241 2020-08-11 00:27:01 DEBUG: check clearing time needed clearing_process_timer=1501.478431 2020-08-11 00:27:01 DEBUG: check init order needed init_order_process_timer=1601.483119 2020-08-11 00:27:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:02.458Z", "symbol": "ETHUSD", "side": "Buy", "size": 169, "price": 393.45, "tickDirection": "PlusTick", "trdMatchID": "da378c0e-9531-2825-e74b-9dc5ceef5a72", "grossValue": 6649305, "homeNotional": 1.9995267392333176, "foreignNotional": 786.7137955513488}]} 2020-08-11 00:27:02 DEBUG: message ignored 2020-08-11 00:27:02 DEBUG: check clearing time needed clearing_process_timer=1502.485203 2020-08-11 00:27:02 DEBUG: check init order needed init_order_process_timer=1602.485436 2020-08-11 00:27:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:03.045Z", "symbol": "ETHUSD", "side": "Buy", "size": 228, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "7eaea273-e2fd-9ee5-8c52-084f7b59cf6b", "grossValue": 8970660, "homeNotional": 2.6975863700899194, "foreignNotional": 1061.3653573118788}]} 2020-08-11 00:27:03 DEBUG: message ignored 2020-08-11 00:27:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:03.124Z", "symbol": "ETHUSD", "side": "Buy", "size": 92, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "e6ede201-0b3d-6b00-c756-f35cf498e7cf", "grossValue": 3619740, "homeNotional": 1.0884997633696167, "foreignNotional": 428.27023189777566}]} 2020-08-11 00:27:03 DEBUG: message ignored 2020-08-11 00:27:03 DEBUG: check clearing time needed clearing_process_timer=1503.486599 2020-08-11 00:27:03 DEBUG: check init order needed init_order_process_timer=1603.48687 2020-08-11 00:27:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:03.524Z", "symbol": "ETHUSD", "side": "Buy", "size": 28, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "d2f4bd12-cd21-9f60-4ee1-c91ba8c5f2ab", "grossValue": 1101660, "homeNotional": 0.3312825366777094, "foreignNotional": 130.34311405584478}]} 2020-08-11 00:27:03 DEBUG: message ignored 2020-08-11 00:27:03 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:03.653Z", "symbol": "ETHUSD", "side": "Buy", "size": 211, "price": 393.45, "tickDirection": "ZeroPlusTick", "trdMatchID": "4c0ccb5e-43e2-4e21-500a-77be25579821", "grossValue": 8301795, "homeNotional": 2.496450544249882, "foreignNotional": 982.228466635116}]} 2020-08-11 00:27:03 DEBUG: message ignored 2020-08-11 00:27:04 DEBUG: check clearing time needed clearing_process_timer=1504.488027 2020-08-11 00:27:04 DEBUG: check init order needed init_order_process_timer=1604.488334 2020-08-11 00:27:05 DEBUG: check clearing time needed clearing_process_timer=1505.489077 2020-08-11 00:27:05 DEBUG: check init order needed init_order_process_timer=1605.489385 2020-08-11 00:27:06 DEBUG: check clearing time needed clearing_process_timer=1506.490581 2020-08-11 00:27:06 DEBUG: check init order needed init_order_process_timer=1606.490857 2020-08-11 00:27:07 DEBUG: check clearing time needed clearing_process_timer=1507.4921 2020-08-11 00:27:07 DEBUG: check init order needed init_order_process_timer=1607.492437 2020-08-11 00:27:08 DEBUG: check clearing time needed clearing_process_timer=1508.493681 2020-08-11 00:27:08 DEBUG: check init order needed init_order_process_timer=1608.494018 2020-08-11 00:27:09 DEBUG: check clearing time needed clearing_process_timer=1509.495246 2020-08-11 00:27:09 DEBUG: check init order needed init_order_process_timer=1609.495596 2020-08-11 00:27:10 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:10.242Z", "symbol": "ETHUSD", "side": "Sell", "size": 438, "price": 393.4, "tickDirection": "MinusTick", "trdMatchID": "e103f04e-85f5-ef63-a018-8e996fb59d13", "grossValue": 17230920, "homeNotional": 5.1822053951727405, "foreignNotional": 2038.679602460956}]} 2020-08-11 00:27:10 DEBUG: message ignored 2020-08-11 00:27:10 DEBUG: check clearing time needed clearing_process_timer=1510.496861 2020-08-11 00:27:10 DEBUG: check init order needed init_order_process_timer=1610.497198 2020-08-11 00:27:11 DEBUG: check clearing time needed clearing_process_timer=1511.498412 2020-08-11 00:27:11 DEBUG: check init order needed init_order_process_timer=1611.498685 2020-08-11 00:27:12 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:12.244Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "790ba991-06df-88fc-0659-f26521b3b67e", "grossValue": 393400, "homeNotional": 0.11831519167061051, "foreignNotional": 46.54519640321817}]} 2020-08-11 00:27:12 DEBUG: message ignored 2020-08-11 00:27:12 DEBUG: check clearing time needed clearing_process_timer=1512.499927 2020-08-11 00:27:12 DEBUG: check init order needed init_order_process_timer=1612.500251 2020-08-11 00:27:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:13.056Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "ee048aed-f3b7-7a5a-4aef-0942a535bb58", "grossValue": 11802000, "homeNotional": 3.549455750118315, "foreignNotional": 1396.3558920965452}]} 2020-08-11 00:27:13 DEBUG: message ignored 2020-08-11 00:27:13 DEBUG: check clearing time needed clearing_process_timer=1513.501816 2020-08-11 00:27:13 DEBUG: check init order needed init_order_process_timer=1613.502059 2020-08-11 00:27:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 6502, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "77c0df70-5fee-fb40-8cac-9f163875dfdb", "grossValue": 255788680, "homeNotional": 76.92853762423096, "foreignNotional": 30263.686701372455}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "e42039ab-72bf-68c6-a808-3e4115d95a12", "grossValue": 19670000, "homeNotional": 5.915759583530526, "foreignNotional": 2327.2598201609085}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 1000, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f096b84b-9f06-d298-25b5-d8f861bbcce6", "grossValue": 39340000, "homeNotional": 11.831519167061051, "foreignNotional": 4654.519640321817}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "10460bf6-7778-b49c-6e42-9f1076f79d99", "grossValue": 7868000, "homeNotional": 2.36630383341221, "foreignNotional": 930.9039280643634}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 644, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "1eabc55a-57f1-7461-2f64-c86bf96a01ec", "grossValue": 25334960, "homeNotional": 7.619498343587317, "foreignNotional": 2997.5106483672503}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "549f3599-a1df-de2b-1214-7b340c6f32cf", "grossValue": 118020000, "homeNotional": 35.49455750118315, "foreignNotional": 13963.558920965452}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 38, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "43011c39-70d5-5da1-5853-5c9f1f56c277", "grossValue": 1494920, "homeNotional": 0.4495977283483199, "foreignNotional": 176.87174633222907}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "947a7798-e7dd-5dbc-daa3-26e8120dd701", "grossValue": 1180200, "homeNotional": 0.3549455750118315, "foreignNotional": 139.6355892096545}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "a12e2434-e79b-cea3-feee-e72c314e26b7", "grossValue": 1258880, "homeNotional": 0.37860861334595364, "foreignNotional": 148.94462849029816}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "f416ea97-baf9-4a56-6dec-0c5aa6f499df", "grossValue": 1967000, "homeNotional": 0.5915759583530525, "foreignNotional": 232.72598201609085}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "cf188cf8-e29d-8d2f-7029-0a5d5dbeede3", "grossValue": 16876860, "homeNotional": 5.075721722669191, "foreignNotional": 1996.7889256980595}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 220, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "71f6b000-981d-c3c8-3013-5e082127cebf", "grossValue": 8654800, "homeNotional": 2.602934216753431, "foreignNotional": 1023.9943208707998}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 32, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "95453690-4f87-58f2-ccf5-7137e9bc0ed6", "grossValue": 1258880, "homeNotional": 0.37860861334595364, "foreignNotional": 148.94462849029816}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 84, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "520204cb-8359-63fd-93cb-201085e8102c", "grossValue": 3304560, "homeNotional": 0.9938476100331283, "foreignNotional": 390.97964978703266}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 116, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "793fa91b-ad2b-2c81-7f05-a6caaf7df3c6", "grossValue": 4563440, "homeNotional": 1.3724562233790818, "foreignNotional": 539.9242782773308}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 4500, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3222fbbb-257e-2dba-f492-7f16e5c61d13", "grossValue": 177030000, "homeNotional": 53.24183625177473, "foreignNotional": 20945.33838144818}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "eced9633-6018-4e93-591f-1768822887f4", "grossValue": 1967000, "homeNotional": 0.5915759583530525, "foreignNotional": 232.72598201609085}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 15, "price": 393.4, "tickDirection": "ZeroMinusTick", "trdMatchID": "3c3d1676-e095-f658-d126-831f7a70eace", "grossValue": 590100, "homeNotional": 0.17747278750591575, "foreignNotional": 69.81779460482726}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 872, "price": 393.35, "tickDirection": "MinusTick", "trdMatchID": "c98cc08f-b413-786a-eb86-4f7cd97076a8", "grossValue": 34300120, "homeNotional": 10.317084713677236, "foreignNotional": 4058.225272124941}, {"timestamp": "2020-08-10T21:27:13.485Z", "symbol": "ETHUSD", "side": "Sell", "size": 1686, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "debe85be-5e78-9453-cc85-2df3cfb89a3c", "grossValue": 66318810, "homeNotional": 19.94794131566493, "foreignNotional": 7846.522716516801}]} 2020-08-11 00:27:13 DEBUG: message ignored 2020-08-11 00:27:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:13.491Z", "symbol": "ETHUSD", "side": "Sell", "size": 100, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "6b0758a0-62c2-2868-a98c-db92336094a6", "grossValue": 3933500, "homeNotional": 1.183151916706105, "foreignNotional": 465.3928064363464}]} 2020-08-11 00:27:13 DEBUG: message ignored 2020-08-11 00:27:14 DEBUG: check clearing time needed clearing_process_timer=1514.503224 2020-08-11 00:27:14 DEBUG: check init order needed init_order_process_timer=1614.503463 2020-08-11 00:27:15 DEBUG: check clearing time needed clearing_process_timer=1515.504683 2020-08-11 00:27:15 DEBUG: check init order needed init_order_process_timer=1615.505075 2020-08-11 00:27:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:15.933Z", "symbol": "ETHUSD", "side": "Buy", "size": 351, "price": 393.4, "tickDirection": "PlusTick", "trdMatchID": "ab9990a4-7acb-33f5-541c-bf9e230aa816", "grossValue": 13808340, "homeNotional": 4.152863227638429, "foreignNotional": 1633.7363937529578}]} 2020-08-11 00:27:16 DEBUG: message ignored 2020-08-11 00:27:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 1214, "price": 393.35, "tickDirection": "MinusTick", "trdMatchID": "53e4d90c-4c3b-a9c8-768e-906429d941b0", "grossValue": 47752690, "homeNotional": 14.363464268812116, "foreignNotional": 5649.868670137245}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 437, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f0396313-a5f6-0807-7941-386d8ecfef4f", "grossValue": 17189395, "homeNotional": 5.170373876005679, "foreignNotional": 2033.7665641268338}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 250, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5bc2a376-71d7-f285-b16e-2e537c386d49", "grossValue": 9833750, "homeNotional": 2.957879791765263, "foreignNotional": 1163.482016090866}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 6, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "27ada19c-b3d5-74f7-7ee9-ee1611a635d3", "grossValue": 236010, "homeNotional": 0.07098911500236631, "foreignNotional": 27.923568386180786}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 96, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "71cbac7d-eca6-b0c2-a0e9-1421d8ef073f", "grossValue": 3776160, "homeNotional": 1.135825840037861, "foreignNotional": 446.7770941788926}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "aa4388dc-00e3-5517-9502-44dee9ca0d77", "grossValue": 39335, "homeNotional": 0.011831519167061051, "foreignNotional": 4.653928064363464}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "851fb6a1-4b6f-cef6-1852-b6751156df32", "grossValue": 2517440, "homeNotional": 0.7572172266919073, "foreignNotional": 297.8513961192617}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "dca1de8f-63d4-c0fe-649d-e7cd95c173f3", "grossValue": 19667500, "homeNotional": 5.915759583530526, "foreignNotional": 2326.964032181732}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 5500, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ca6751fe-4be0-8d68-f1b5-4bc1eafebdb2", "grossValue": 216342500, "homeNotional": 65.07335541883577, "foreignNotional": 25596.604353999053}, {"timestamp": "2020-08-10T21:27:16.155Z", "symbol": "ETHUSD", "side": "Sell", "size": 1932, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "18d78e0c-830d-126b-0446-7711f6fc3556", "grossValue": 75995220, "homeNotional": 22.85849503076195, "foreignNotional": 8991.389020350212}]} 2020-08-11 00:27:16 DEBUG: message ignored 2020-08-11 00:27:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:16.177Z", "symbol": "ETHUSD", "side": "Buy", "size": 13, "price": 393.4, "tickDirection": "PlusTick", "trdMatchID": "22f6fd71-6a55-0e82-baf0-0b78952de0b5", "grossValue": 511420, "homeNotional": 0.15380974917179366, "foreignNotional": 60.508755324183625}]} 2020-08-11 00:27:16 DEBUG: message ignored 2020-08-11 00:27:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:16.180Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "2d664631-d655-d4dd-f072-bf5793a279ea", "grossValue": 393400, "homeNotional": 0.11831519167061051, "foreignNotional": 46.54519640321817}]} 2020-08-11 00:27:16 DEBUG: message ignored 2020-08-11 00:27:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:16.183Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "104d7697-dd9a-62dd-3ae8-a242a89854f1", "grossValue": 432740, "homeNotional": 0.13014671083767157, "foreignNotional": 51.19971604353999}]} 2020-08-11 00:27:16 DEBUG: message ignored 2020-08-11 00:27:16 DEBUG: check clearing time needed clearing_process_timer=1516.506321 2020-08-11 00:27:16 DEBUG: check init order needed init_order_process_timer=1616.506602 2020-08-11 00:27:16 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:16.958Z", "symbol": "ETHUSD", "side": "Buy", "size": 311, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "a8a18b9f-2395-0515-5659-0dc9d69730d2", "grossValue": 12234740, "homeNotional": 3.6796024609559868, "foreignNotional": 1447.5556081400853}]} 2020-08-11 00:27:16 DEBUG: message ignored 2020-08-11 00:27:17 DEBUG: check clearing time needed clearing_process_timer=1517.507816 2020-08-11 00:27:17 DEBUG: check init order needed init_order_process_timer=1617.508115 2020-08-11 00:27:17 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:17.938Z", "symbol": "ETHUSD", "side": "Buy", "size": 295, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "953bedbe-f893-9bff-dd1d-4672b4ebe6ce", "grossValue": 11605300, "homeNotional": 3.49029815428301, "foreignNotional": 1373.083293894936}]} 2020-08-11 00:27:17 DEBUG: message ignored 2020-08-11 00:27:18 DEBUG: check clearing time needed clearing_process_timer=1518.509077 2020-08-11 00:27:18 DEBUG: check init order needed init_order_process_timer=1618.509362 2020-08-11 00:27:18 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:18.970Z", "symbol": "ETHUSD", "side": "Buy", "size": 135, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "1f33fee6-5285-2a29-aa23-8804bec50173", "grossValue": 5310900, "homeNotional": 1.5972550875532419, "foreignNotional": 628.3601514434454}]} 2020-08-11 00:27:18 DEBUG: message ignored 2020-08-11 00:27:19 DEBUG: check clearing time needed clearing_process_timer=1519.510544 2020-08-11 00:27:19 DEBUG: check init order needed init_order_process_timer=1619.51086 2020-08-11 00:27:19 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:19.953Z", "symbol": "ETHUSD", "side": "Buy", "size": 3, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "aa693265-ecae-f320-c54e-c16c9babbf3d", "grossValue": 118020, "homeNotional": 0.035494557501183154, "foreignNotional": 13.963558920965452}]} 2020-08-11 00:27:19 DEBUG: message ignored 2020-08-11 00:27:20 DEBUG: check clearing time needed clearing_process_timer=1520.512049 2020-08-11 00:27:20 DEBUG: check init order needed init_order_process_timer=1620.512346 2020-08-11 00:27:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:21.327Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.35, "tickDirection": "MinusTick", "trdMatchID": "2006f1f9-e1be-c327-fe2d-f98bcd078f8f", "grossValue": 16874715, "homeNotional": 5.075721722669191, "foreignNotional": 1996.535139611926}, {"timestamp": "2020-08-10T21:27:21.327Z", "symbol": "ETHUSD", "side": "Sell", "size": 9, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "b28a9ca0-c405-f7f0-588b-e81f159d161e", "grossValue": 354015, "homeNotional": 0.10648367250354945, "foreignNotional": 41.88535257927118}]} 2020-08-11 00:27:21 DEBUG: message ignored 2020-08-11 00:27:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:21.429Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.4, "tickDirection": "PlusTick", "trdMatchID": "c63258ba-e614-8d32-d279-f3745d832fc4", "grossValue": 432740, "homeNotional": 0.13014671083767157, "foreignNotional": 51.19971604353999}]} 2020-08-11 00:27:21 DEBUG: message ignored 2020-08-11 00:27:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:21.432Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "e04ee4a6-9215-2d0e-4abf-9a7e0c092995", "grossValue": 393400, "homeNotional": 0.11831519167061051, "foreignNotional": 46.54519640321817}]} 2020-08-11 00:27:21 DEBUG: message ignored 2020-08-11 00:27:21 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:21.434Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.4, "tickDirection": "ZeroPlusTick", "trdMatchID": "3cc0af30-2abd-8ad8-eccd-108cb415b6ec", "grossValue": 393400, "homeNotional": 0.11831519167061051, "foreignNotional": 46.54519640321817}]} 2020-08-11 00:27:21 DEBUG: message ignored 2020-08-11 00:27:21 DEBUG: check clearing time needed clearing_process_timer=1521.513084 2020-08-11 00:27:21 DEBUG: check init order needed init_order_process_timer=1621.513392 2020-08-11 00:27:22 DEBUG: check clearing time needed clearing_process_timer=1522.514607 2020-08-11 00:27:22 DEBUG: check init order needed init_order_process_timer=1622.514887 2020-08-11 00:27:23 DEBUG: check clearing time needed clearing_process_timer=1523.516078 2020-08-11 00:27:23 DEBUG: check init order needed init_order_process_timer=1623.516381 2020-08-11 00:27:24 DEBUG: check clearing time needed clearing_process_timer=1524.517099 2020-08-11 00:27:24 DEBUG: check init order needed init_order_process_timer=1624.517355 2020-08-11 00:27:25 DEBUG: check clearing time needed clearing_process_timer=1525.518524 2020-08-11 00:27:25 DEBUG: check init order needed init_order_process_timer=1625.518833 2020-08-11 00:27:26 DEBUG: check clearing time needed clearing_process_timer=1526.520069 2020-08-11 00:27:26 DEBUG: check init order needed init_order_process_timer=1626.520357 2020-08-11 00:27:27 DEBUG: check clearing time needed clearing_process_timer=1527.521074 2020-08-11 00:27:27 DEBUG: check init order needed init_order_process_timer=1627.521349 2020-08-11 00:27:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 36, "price": 393.35, "tickDirection": "MinusTick", "trdMatchID": "a6b73d9a-fffc-6298-20fc-33f77ccfe069", "grossValue": 1416060, "homeNotional": 0.4259346900141978, "foreignNotional": 167.5414103170847}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 29, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "ff0352f8-ad32-5b35-2925-679ebbe05806", "grossValue": 1140715, "homeNotional": 0.34311405584477045, "foreignNotional": 134.96391386654045}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 55, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "a4667373-f928-bf0d-0100-77549151909c", "grossValue": 2163425, "homeNotional": 0.6507335541883578, "foreignNotional": 255.96604353999052}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "5023b566-67ff-8e48-e203-2edcc648cb57", "grossValue": 1966750, "homeNotional": 0.5915759583530525, "foreignNotional": 232.6964032181732}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f1e277ae-4ce5-55b0-14ae-47853a1d97fd", "grossValue": 118005000, "homeNotional": 35.49455750118315, "foreignNotional": 13961.784193090392}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 50, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "f02d1d3e-0703-f258-cee8-4cbe341558ff", "grossValue": 1966750, "homeNotional": 0.5915759583530525, "foreignNotional": 232.6964032181732}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 429, "price": 393.35, "tickDirection": "ZeroMinusTick", "trdMatchID": "311870a6-23fb-fad3-9413-6def3adb48fb", "grossValue": 16874715, "homeNotional": 5.075721722669191, "foreignNotional": 1996.535139611926}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 393.3, "tickDirection": "MinusTick", "trdMatchID": "80639717-3654-af2a-3430-16ff615f1918", "grossValue": 2359800, "homeNotional": 0.709891150023663, "foreignNotional": 279.20018930430666}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 750, "price": 393.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "8d612682-4224-2ecf-6b7b-482365dd676d", "grossValue": 29497500, "homeNotional": 8.873639375295788, "foreignNotional": 3490.0023663038332}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 8, "price": 393.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "75ef26e3-5e0f-4cc8-25c3-4e67c81dfbaf", "grossValue": 314640, "homeNotional": 0.09465215333648841, "foreignNotional": 37.22669190724089}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "19343998-fe25-a6e2-af61-f4ab1f6bee46", "grossValue": 39330, "homeNotional": 0.011831519167061051, "foreignNotional": 4.653336488405111}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "840e9e58-acbe-d160-bca1-b6771e2743b0", "grossValue": 2517120, "homeNotional": 0.7572172266919073, "foreignNotional": 297.81353525792713}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "cc99023f-7ee2-405b-9d65-cb9045edbcc6", "grossValue": 39330, "homeNotional": 0.011831519167061051, "foreignNotional": 4.653336488405111}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 393.3, "tickDirection": "ZeroMinusTick", "trdMatchID": "781fc994-abe6-8c86-14e0-5a439abdd08b", "grossValue": 1769850, "homeNotional": 0.5324183625177473, "foreignNotional": 209.40014197823}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.25, "tickDirection": "MinusTick", "trdMatchID": "ab994e7e-83fb-dcfc-2495-7bbd54b81676", "grossValue": 1179750, "homeNotional": 0.3549455750118315, "foreignNotional": 139.58234737340274}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 296, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "36bbe939-8077-2e13-6b8b-89de42f40261", "grossValue": 11640200, "homeNotional": 3.502129673450071, "foreignNotional": 1377.2124940842405}, {"timestamp": "2020-08-10T21:27:27.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 166, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "ea865a67-3668-a33a-ee79-28f7ff4a7b00", "grossValue": 6527950, "homeNotional": 1.9640321817321345, "foreignNotional": 772.3556554661618}]} 2020-08-11 00:27:27 DEBUG: message ignored 2020-08-11 00:27:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 834, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "6d0fc35b-b0e2-fb97-3cfb-b6b9022961e1", "grossValue": 32797050, "homeNotional": 9.867486985328917, "foreignNotional": 3880.389256980596}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 5000, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a1a18b69-9393-26f9-547c-1fccc8fa42b5", "grossValue": 196625000, "homeNotional": 59.15759583530525, "foreignNotional": 23263.72456223379}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a53037eb-7196-cecf-acf6-2da01147ae77", "grossValue": 11797500, "homeNotional": 3.549455750118315, "foreignNotional": 1395.8234737340274}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 180, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "101fb950-8528-646f-1810-8d1da1a2abad", "grossValue": 7078500, "homeNotional": 2.1296734500709893, "foreignNotional": 837.4940842404164}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "bbdcce7b-1a49-7509-c030-d4f614d04982", "grossValue": 39325, "homeNotional": 0.011831519167061051, "foreignNotional": 4.652744912446758}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a38b2d0b-166e-f42e-3a91-62885c5cae2a", "grossValue": 2516800, "homeNotional": 0.7572172266919073, "foreignNotional": 297.77567439659254}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a32c4dae-4e9e-a8e5-a2d8-3a141a2a576d", "grossValue": 471900, "homeNotional": 0.14197823000473261, "foreignNotional": 55.8329389493611}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "a07f18d4-90ad-85bb-0dc0-3131bbc1e126", "grossValue": 39325, "homeNotional": 0.011831519167061051, "foreignNotional": 4.652744912446758}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 2, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "2fe1099e-e56d-9ff7-6933-5c59ffe46bf2", "grossValue": 78650, "homeNotional": 0.023663038334122102, "foreignNotional": 9.305489824893517}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "ce574bd0-4503-8227-aefb-d2c9453b6bfd", "grossValue": 39325, "homeNotional": 0.011831519167061051, "foreignNotional": 4.652744912446758}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "b0a8bb92-47e7-a7ed-84de-44bcc5e0f3fd", "grossValue": 1769625, "homeNotional": 0.5324183625177473, "foreignNotional": 209.3735210601041}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "ad58de42-cc41-4fdc-1b70-1ff2827cfd3a", "grossValue": 39325, "homeNotional": 0.011831519167061051, "foreignNotional": 4.652744912446758}, {"timestamp": "2020-08-10T21:27:27.676Z", "symbol": "ETHUSD", "side": "Sell", "size": 3559, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "6a935a0a-522f-3100-1d5e-f0a90f648bb3", "grossValue": 139957675, "homeNotional": 42.10837671557028, "foreignNotional": 16559.119143398013}]} 2020-08-11 00:27:27 DEBUG: message ignored 2020-08-11 00:27:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:27.686Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5afa8143-cc03-55cd-833c-f12dfbbbaddb", "grossValue": 117975000, "homeNotional": 35.49455750118315, "foreignNotional": 13958.234737340275}]} 2020-08-11 00:27:27 DEBUG: message ignored 2020-08-11 00:27:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:27.692Z", "symbol": "ETHUSD", "side": "Sell", "size": 200, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "7c9a4ed2-5362-cfac-5e96-89c761ccac48", "grossValue": 7865000, "homeNotional": 2.36630383341221, "foreignNotional": 930.5489824893516}]} 2020-08-11 00:27:27 DEBUG: message ignored 2020-08-11 00:27:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:27.745Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.3, "tickDirection": "PlusTick", "trdMatchID": "b1dadb3b-26e4-0e0b-f0eb-828aa9998ef5", "grossValue": 432630, "homeNotional": 0.13014671083767157, "foreignNotional": 51.18670137245622}]} 2020-08-11 00:27:27 DEBUG: message ignored 2020-08-11 00:27:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:27.752Z", "symbol": "ETHUSD", "side": "Buy", "size": 10, "price": 393.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "2f86cd9f-35ef-ae00-6a63-8381d34e1dcf", "grossValue": 393300, "homeNotional": 0.11831519167061051, "foreignNotional": 46.53336488405111}]} 2020-08-11 00:27:27 DEBUG: message ignored 2020-08-11 00:27:27 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:27.754Z", "symbol": "ETHUSD", "side": "Buy", "size": 11, "price": 393.3, "tickDirection": "ZeroPlusTick", "trdMatchID": "7add7b82-96b2-80f3-b40f-1a294d510605", "grossValue": 432630, "homeNotional": 0.13014671083767157, "foreignNotional": 51.18670137245622}]} 2020-08-11 00:27:27 DEBUG: message ignored 2020-08-11 00:27:28 DEBUG: check clearing time needed clearing_process_timer=1528.522523 2020-08-11 00:27:28 DEBUG: check init order needed init_order_process_timer=1628.522964 2020-08-11 00:27:29 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:29.124Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.25, "tickDirection": "MinusTick", "trdMatchID": "2c9ea36e-e57e-e93a-0171-fa772ab9c5f6", "grossValue": 39325, "homeNotional": 0.011831519167061051, "foreignNotional": 4.652744912446758}]} 2020-08-11 00:27:29 DEBUG: message ignored 2020-08-11 00:27:29 DEBUG: check clearing time needed clearing_process_timer=1529.524138 2020-08-11 00:27:29 DEBUG: check init order needed init_order_process_timer=1629.524444 2020-08-11 00:27:30 DEBUG: check clearing time needed clearing_process_timer=1530.525088 2020-08-11 00:27:30 DEBUG: check init order needed init_order_process_timer=1630.525345 2020-08-11 00:27:31 DEBUG: check clearing time needed clearing_process_timer=1531.526547 2020-08-11 00:27:31 DEBUG: check init order needed init_order_process_timer=1631.526812 2020-08-11 00:27:32 DEBUG: check clearing time needed clearing_process_timer=1532.528029 2020-08-11 00:27:32 DEBUG: check init order needed init_order_process_timer=1632.528288 2020-08-11 00:27:32 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:32.663Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "7edb3b98-1549-6427-d9d0-e4bde2adbc38", "grossValue": 39325, "homeNotional": 0.011825922421948912, "foreignNotional": 4.65054399243141}]} 2020-08-11 00:27:32 DEBUG: message ignored 2020-08-11 00:27:33 DEBUG: check clearing time needed clearing_process_timer=1533.529487 2020-08-11 00:27:33 DEBUG: check init order needed init_order_process_timer=1633.529777 2020-08-11 00:27:34 DEBUG: check clearing time needed clearing_process_timer=1534.53096 2020-08-11 00:27:34 DEBUG: check init order needed init_order_process_timer=1634.531213 2020-08-11 00:27:35 DEBUG: check clearing time needed clearing_process_timer=1535.532408 2020-08-11 00:27:35 DEBUG: check init order needed init_order_process_timer=1635.532718 2020-08-11 00:27:35 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 1158, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "2f08a3d7-2d6b-f635-4fce-8afb1f300aea", "grossValue": 45538350, "homeNotional": 13.69441816461684, "foreignNotional": 5385.3299432355725}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 645, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5abcfe2b-5785-346f-eba8-25f50f30e79a", "grossValue": 25364625, "homeNotional": 7.627719962157048, "foreignNotional": 2999.6008751182594}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 3000, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "154d0803-c3e1-aa15-1bf4-708471e8285e", "grossValue": 117975000, "homeNotional": 35.47776726584674, "foreignNotional": 13951.63197729423}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "5bcc1d69-47fe-02a2-5018-1dced7be4835", "grossValue": 1179750, "homeNotional": 0.3547776726584674, "foreignNotional": 139.5163197729423}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 430, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "dd73cdce-7ad7-2340-f2d1-0373ce026900", "grossValue": 16909750, "homeNotional": 5.085146641438032, "foreignNotional": 1999.7339167455061}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0a6ef27b-e51f-7df6-c9b3-2faf922d52d5", "grossValue": 58987500, "homeNotional": 17.73888363292337, "foreignNotional": 6975.815988647115}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 1500, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "015b7401-d4c2-ea50-3ef3-ccd0e22c5091", "grossValue": 58987500, "homeNotional": 17.73888363292337, "foreignNotional": 6975.815988647115}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 30, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "6f15980f-0419-5137-23ef-0549ce5341e2", "grossValue": 1179750, "homeNotional": 0.3547776726584674, "foreignNotional": 139.5163197729423}, {"timestamp": "2020-08-10T21:27:35.591Z", "symbol": "ETHUSD", "side": "Sell", "size": 109, "price": 393.25, "tickDirection": "ZeroMinusTick", "trdMatchID": "0ec6d985-64cf-a275-a55d-f3aa869a0610", "grossValue": 4286425, "homeNotional": 1.2890255439924314, "foreignNotional": 506.90929517502366}]} 2020-08-11 00:27:35 DEBUG: message ignored 2020-08-11 00:27:36 DEBUG: check clearing time needed clearing_process_timer=1536.533939 2020-08-11 00:27:36 DEBUG: check init order needed init_order_process_timer=1636.534236 2020-08-11 00:27:37 DEBUG: check clearing time needed clearing_process_timer=1537.535434 2020-08-11 00:27:37 DEBUG: check init order needed init_order_process_timer=1637.535707 2020-08-11 00:27:38 DEBUG: check clearing time needed clearing_process_timer=1538.536895 2020-08-11 00:27:38 DEBUG: check init order needed init_order_process_timer=1638.537216 2020-08-11 00:27:39 DEBUG: check clearing time needed clearing_process_timer=1539.53843 2020-08-11 00:27:39 DEBUG: check init order needed init_order_process_timer=1639.538829 2020-08-11 00:27:40 DEBUG: check clearing time needed clearing_process_timer=1540.540029 2020-08-11 00:27:40 DEBUG: check init order needed init_order_process_timer=1640.540296 2020-08-11 00:27:41 DEBUG: check clearing time needed clearing_process_timer=1541.541496 2020-08-11 00:27:41 DEBUG: check init order needed init_order_process_timer=1641.541772 2020-08-11 00:27:42 DEBUG: check clearing time needed clearing_process_timer=1542.542975 2020-08-11 00:27:42 DEBUG: check init order needed init_order_process_timer=1642.543236 2020-08-11 00:27:43 DEBUG: check clearing time needed clearing_process_timer=1543.54445 2020-08-11 00:27:43 DEBUG: check init order needed init_order_process_timer=1643.544725 2020-08-11 00:27:44 DEBUG: check clearing time needed clearing_process_timer=1544.545982 2020-08-11 00:27:44 DEBUG: check init order needed init_order_process_timer=1644.546263 2020-08-11 00:27:45 DEBUG: check clearing time needed clearing_process_timer=1545.547451 2020-08-11 00:27:45 DEBUG: check init order needed init_order_process_timer=1645.547696 2020-08-11 00:27:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 60, "price": 393.2, "tickDirection": "MinusTick", "trdMatchID": "a9d97127-5e74-a73a-284d-bf14762c6d13", "grossValue": 2359200, "homeNotional": 0.7095553453169348, "foreignNotional": 278.9971617786187}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 28, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "113e6953-8617-0651-ec0e-83ca36386fed", "grossValue": 1100960, "homeNotional": 0.33112582781456956, "foreignNotional": 130.19867549668874}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "f958c344-40f3-eb69-6f9c-2dc87f7f34a6", "grossValue": 39320, "homeNotional": 0.011825922421948912, "foreignNotional": 4.649952696310312}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 4, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "a7bc3fdc-34c1-9823-10cc-9695105a9ace", "grossValue": 157280, "homeNotional": 0.04730368968779565, "foreignNotional": 18.59981078524125}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 5, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "0cbd8bb1-7c74-8e76-ac82-65e4befd4dc0", "grossValue": 196600, "homeNotional": 0.05912961210974456, "foreignNotional": 23.24976348155156}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 800, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "43636bb0-a19c-5df8-9313-a991f57a6b5a", "grossValue": 31456000, "homeNotional": 9.460737937559129, "foreignNotional": 3719.9621570482495}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "f06f0e98-c5bc-bf70-4efa-1d0438c07f3f", "grossValue": 1572800, "homeNotional": 0.47303689687795647, "foreignNotional": 185.9981078524125}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 40, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "3fa6697d-7b62-e2a3-1996-709edcd86258", "grossValue": 1572800, "homeNotional": 0.47303689687795647, "foreignNotional": 185.9981078524125}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 64, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "f91592b9-602f-bd6e-0914-3324d3c563c7", "grossValue": 2516480, "homeNotional": 0.7568590350047304, "foreignNotional": 297.59697256386}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 1, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "7089068c-55c9-ef3e-4f4e-048ffc49240c", "grossValue": 39320, "homeNotional": 0.011825922421948912, "foreignNotional": 4.649952696310312}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 45, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "421c718b-f2f4-32c8-62bf-2a8be6dd2825", "grossValue": 1769400, "homeNotional": 0.532166508987701, "foreignNotional": 209.24787133396404}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 253, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "7070e90b-f2ff-8707-8146-170d9c94ae52", "grossValue": 9947960, "homeNotional": 2.9919583727530745, "foreignNotional": 1176.438032166509}, {"timestamp": "2020-08-10T21:27:45.596Z", "symbol": "ETHUSD", "side": "Sell", "size": 1659, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "1d2cc0d0-e1df-63cd-6d88-5c638dad98f4", "grossValue": 65231880, "homeNotional": 19.619205298013245, "foreignNotional": 7714.271523178808}]} 2020-08-11 00:27:45 DEBUG: message ignored 2020-08-11 00:27:45 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:45.605Z", "symbol": "ETHUSD", "side": "Sell", "size": 300, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "6dad6565-662c-067c-82f3-a877d1b0ded9", "grossValue": 11796000, "homeNotional": 3.5477767265846736, "foreignNotional": 1394.9858088930937}]} 2020-08-11 00:27:45 DEBUG: message ignored 2020-08-11 00:27:46 DEBUG: check clearing time needed clearing_process_timer=1546.548863 2020-08-11 00:27:46 DEBUG: check init order needed init_order_process_timer=1646.549166 2020-08-11 00:27:47 DEBUG: check clearing time needed clearing_process_timer=1547.550368 2020-08-11 00:27:47 DEBUG: check init order needed init_order_process_timer=1647.550623 2020-08-11 00:27:48 DEBUG: check clearing time needed clearing_process_timer=1548.551782 2020-08-11 00:27:48 DEBUG: check init order needed init_order_process_timer=1648.552077 2020-08-11 00:27:49 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:49.421Z", "symbol": "ETHUSD", "side": "Sell", "size": 500, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "530001f7-13d4-a348-0678-31061f601343", "grossValue": 19660000, "homeNotional": 5.912961210974456, "foreignNotional": 2324.9763481551563}]} 2020-08-11 00:27:49 DEBUG: message ignored 2020-08-11 00:27:49 DEBUG: check clearing time needed clearing_process_timer=1549.553238 2020-08-11 00:27:49 DEBUG: check init order needed init_order_process_timer=1649.553479 2020-08-11 00:27:50 DEBUG: check clearing time needed clearing_process_timer=1550.554748 2020-08-11 00:27:50 DEBUG: check init order needed init_order_process_timer=1650.555015 2020-08-11 00:27:51 DEBUG: check clearing time needed clearing_process_timer=1551.55623 2020-08-11 00:27:51 DEBUG: check init order needed init_order_process_timer=1651.556551 2020-08-11 00:27:52 DEBUG: check clearing time needed clearing_process_timer=1552.557773 2020-08-11 00:27:52 DEBUG: check init order needed init_order_process_timer=1652.558052 2020-08-11 00:27:53 DEBUG: check clearing time needed clearing_process_timer=1553.559256 2020-08-11 00:27:53 DEBUG: check init order needed init_order_process_timer=1653.559524 2020-08-11 00:27:53 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:53.685Z", "symbol": "ETHUSD", "side": "Sell", "size": 550, "price": 393.2, "tickDirection": "ZeroMinusTick", "trdMatchID": "8f1fe542-4efa-da73-0a95-264adf93f00a", "grossValue": 21626000, "homeNotional": 6.5042573320719015, "foreignNotional": 2557.473982970672}]} 2020-08-11 00:27:53 DEBUG: message ignored 2020-08-11 00:27:54 DEBUG: check clearing time needed clearing_process_timer=1554.560742 2020-08-11 00:27:54 DEBUG: check init order needed init_order_process_timer=1654.561116 2020-08-11 00:27:55 DEBUG: check clearing time needed clearing_process_timer=1555.562324 2020-08-11 00:27:55 DEBUG: check init order needed init_order_process_timer=1655.562593 2020-08-11 00:27:56 DEBUG: check clearing time needed clearing_process_timer=1556.563942 2020-08-11 00:27:56 DEBUG: check init order needed init_order_process_timer=1656.564227 2020-08-11 00:27:57 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:27:57.279Z", "symbol": "ETHUSD", "side": "Buy", "size": 384, "price": 393.25, "tickDirection": "PlusTick", "trdMatchID": "74aa4c8f-e03c-05d4-d174-e21608b84cfa", "grossValue": 15100800, "homeNotional": 4.541154210028382, "foreignNotional": 1785.8088930936613}]} 2020-08-11 00:27:57 DEBUG: message ignored 2020-08-11 00:27:57 DEBUG: check clearing time needed clearing_process_timer=1557.565435 2020-08-11 00:27:57 DEBUG: check init order needed init_order_process_timer=1657.565746 2020-08-11 00:27:58 DEBUG: check clearing time needed clearing_process_timer=1558.566962 2020-08-11 00:27:58 DEBUG: check init order needed init_order_process_timer=1658.567233 2020-08-11 00:27:59 DEBUG: check clearing time needed clearing_process_timer=1559.568439 2020-08-11 00:27:59 DEBUG: check init order needed init_order_process_timer=1659.568704 2020-08-11 00:28:00 DEBUG: check clearing time needed clearing_process_timer=1560.569965 2020-08-11 00:28:00 DEBUG: check init order needed init_order_process_timer=1660.570242 2020-08-11 00:28:01 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:01.436Z", "symbol": "ETHUSD", "side": "Buy", "size": 1, "price": 393.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "3df92778-09aa-fc70-44dd-235bf3eb1751", "grossValue": 39325, "homeNotional": 0.011823126034523528, "foreignNotional": 4.649444313076377}]} 2020-08-11 00:28:01 DEBUG: message ignored 2020-08-11 00:28:01 DEBUG: check clearing time needed clearing_process_timer=1561.571426 2020-08-11 00:28:01 DEBUG: check init order needed init_order_process_timer=1661.571788 2020-08-11 00:28:02 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:02.186Z", "symbol": "ETHUSD", "side": "Buy", "size": 1000, "price": 393.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "7dba7314-e27d-e78f-d855-48011306b557", "grossValue": 39325000, "homeNotional": 11.823126034523527, "foreignNotional": 4649.4443130763775}]} 2020-08-11 00:28:02 DEBUG: message ignored 2020-08-11 00:28:02 DEBUG: check clearing time needed clearing_process_timer=1562.573608 2020-08-11 00:28:02 DEBUG: check init order needed init_order_process_timer=1662.573977 2020-08-11 00:28:03 DEBUG: check clearing time needed clearing_process_timer=1563.575167 2020-08-11 00:28:03 DEBUG: check init order needed init_order_process_timer=1663.575425 2020-08-11 00:28:04 DEBUG: check clearing time needed clearing_process_timer=1564.576661 2020-08-11 00:28:04 DEBUG: check init order needed init_order_process_timer=1664.576985 2020-08-11 00:28:05 DEBUG: check clearing time needed clearing_process_timer=1565.578282 2020-08-11 00:28:05 DEBUG: check init order needed init_order_process_timer=1665.578634 2020-08-11 00:28:06 DEBUG: check clearing time needed clearing_process_timer=1566.5799 2020-08-11 00:28:06 DEBUG: check init order needed init_order_process_timer=1666.580233 2020-08-11 00:28:07 DEBUG: check clearing time needed clearing_process_timer=1567.581411 2020-08-11 00:28:07 DEBUG: check init order needed init_order_process_timer=1667.581773 2020-08-11 00:28:08 DEBUG: check clearing time needed clearing_process_timer=1568.583001 2020-08-11 00:28:08 DEBUG: check init order needed init_order_process_timer=1668.583298 2020-08-11 00:28:09 DEBUG: check clearing time needed clearing_process_timer=1569.584545 2020-08-11 00:28:09 DEBUG: check init order needed init_order_process_timer=1669.584878 2020-08-11 00:28:10 DEBUG: check clearing time needed clearing_process_timer=1570.586167 2020-08-11 00:28:10 DEBUG: check init order needed init_order_process_timer=1670.586568 2020-08-11 00:28:11 DEBUG: check clearing time needed clearing_process_timer=1571.587848 2020-08-11 00:28:11 DEBUG: check init order needed init_order_process_timer=1671.588183 2020-08-11 00:28:12 DEBUG: check clearing time needed clearing_process_timer=1572.589439 2020-08-11 00:28:12 DEBUG: check init order needed init_order_process_timer=1672.589752 2020-08-11 00:28:13 DEBUG: check clearing time needed clearing_process_timer=1573.590942 2020-08-11 00:28:13 DEBUG: check init order needed init_order_process_timer=1673.591376 2020-08-11 00:28:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:13.843Z", "symbol": "ETHUSD", "side": "Buy", "size": 10248, "price": 393.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "9897f7d8-002c-4074-a3e9-a42805a1d82c", "grossValue": 403002600, "homeNotional": 121.16339560179712, "foreignNotional": 47647.505320406715}, {"timestamp": "2020-08-10T21:28:13.843Z", "symbol": "ETHUSD", "side": "Buy", "size": 2938, "price": 393.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "bbef85fb-a938-d812-a82c-7ac810f4abe4", "grossValue": 115536850, "homeNotional": 34.73634428943013, "foreignNotional": 13660.067391818397}, {"timestamp": "2020-08-10T21:28:13.843Z", "symbol": "ETHUSD", "side": "Buy", "size": 3832, "price": 393.25, "tickDirection": "ZeroPlusTick", "trdMatchID": "43b1396b-f8f9-5f8b-2f1e-73d6588dc9f3", "grossValue": 150693400, "homeNotional": 45.30621896429416, "foreignNotional": 17816.67060770868}]} 2020-08-11 00:28:13 DEBUG: message ignored 2020-08-11 00:28:13 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:13.964Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.2, "tickDirection": "MinusTick", "trdMatchID": "fcb60a01-bd1d-1512-522b-333bcbfd1e02", "grossValue": 471840, "homeNotional": 0.14187751241428234, "foreignNotional": 55.78623788129581}]} 2020-08-11 00:28:13 DEBUG: message ignored 2020-08-11 00:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:14.156Z", "symbol": "ETHUSD", "side": "Buy", "size": 232, "price": 393.25, "tickDirection": "PlusTick", "trdMatchID": "234af689-5cf7-4e00-1c89-d14db0c4e57a", "grossValue": 9123400, "homeNotional": 2.7429652400094584, "foreignNotional": 1078.6710806337196}]} 2020-08-11 00:28:14 DEBUG: message ignored 2020-08-11 00:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:14.183Z", "symbol": "ETHUSD", "side": "Sell", "size": 12, "price": 393.2, "tickDirection": "MinusTick", "trdMatchID": "d14e51a9-3ae9-e48a-c5d3-07979e4b3830", "grossValue": 471840, "homeNotional": 0.14187751241428234, "foreignNotional": 55.78623788129581}]} 2020-08-11 00:28:14 DEBUG: message ignored 2020-08-11 00:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:14.186Z", "symbol": "ETHUSD", "side": "Buy", "size": 107, "price": 393.25, "tickDirection": "PlusTick", "trdMatchID": "9f69fd89-e09d-7e5d-02b3-8586fca74a31", "grossValue": 4207775, "homeNotional": 1.2650744856940175, "foreignNotional": 497.49054149917237}]} 2020-08-11 00:28:14 DEBUG: message ignored 2020-08-11 00:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:14.212Z", "symbol": "ETHUSD", "side": "Sell", "size": 10, "price": 393.2, "tickDirection": "MinusTick", "trdMatchID": "0e58b2a4-e968-5135-ff96-21cb80069cfe", "grossValue": 393200, "homeNotional": 0.11823126034523528, "foreignNotional": 46.48853156774651}]} 2020-08-11 00:28:14 DEBUG: message ignored 2020-08-11 00:28:14 DEBUG: receive message: {"table": "trade", "action": "insert", "data": [{"timestamp": "2020-08-10T21:28:14.248Z", "symbol": "ETHUSD", "side": "Buy", "size": 95, "price": 393.25, "tickDirection": "PlusTick", "trdMatchID": "5a204f62-79cb-8817-b2b4-3d5e825b4b04", "grossValue": 3735875, "homeNotional": 1.1231969732797351, "foreignNotional": 441.6972097422