2019-12-29 08:00:21 INFO: skip event 0653c81b5dfa441bb32fff9579bd41cb New 2019-12-29 08:00:21 INFO: post order to exchange resp={'orderID': '9cf3190c-c1d6-2c47-3825-dff77c2c9c42', 'clOrdID': '0653c81b5dfa441bb32fff9579bd41cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 128.05, 'displayQty': None, 'stopPx': 128.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 29, 8, 0, 21, 104000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 29, 8, 0, 21, 104000, tzinfo=tzlocal())} 2019-12-29 08:00:21 INFO: place new init order {'qty': -15.0, 'init_price': 128.1, 'stop_price': 128.75, 'take_price': 126.25000000000003, 'order_uid': '0653c81b5dfa441bb32fff9579bd41cb', 'response': {'orderID': '9cf3190c-c1d6-2c47-3825-dff77c2c9c42', 'clOrdID': '0653c81b5dfa441bb32fff9579bd41cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 128.05, 'displayQty': None, 'stopPx': 128.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 29, 8, 0, 21, 104000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 29, 8, 0, 21, 104000, tzinfo=tzlocal())}} 2019-12-29 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.75, 'low': 128.15, 'close': 128.55, 'trades': 1801, 'volume': 5567521, 'vwap': 128.33, 'lastSize': 450, 'turnover': 71443777365, 'homeNotional': 40746.572222387906, 'foreignNotional': 5228710.335107159}, {'timestamp': datetime.datetime(2019, 12, 29, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.6, 'high': 128.75, 'low': 128.15, 'close': 128.2, 'trades': 1208, 'volume': 2049784, 'vwap': 128.45, 'lastSize': 5, 'turnover': 26328992650, 'homeNotional': 14978.75947399656, 'foreignNotional': 1923987.2660581023}, {'timestamp': datetime.datetime(2019, 12, 29, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.8, 'low': 128.15, 'close': 128.6, 'trades': 1350, 'volume': 3035817, 'vwap': 128.41, 'lastSize': 250, 'turnover': 38980362705, 'homeNotional': 22182.130925013997, 'foreignNotional': 2848220.749909674}] 2019-12-29 09:00:20 INFO: prepare buckets [{'low_price': 128.15, 'high_price': 128.75, 'color': 'GREEN'}, {'low_price': 128.15, 'high_price': 128.75, 'color': 'RED'}, {'low_price': 128.15, 'high_price': 128.8, 'color': 'GREEN'}] 2019-12-29 09:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2019-12-29 09:00:20 INFO: check need new order None 2019-12-29 09:14:19 INFO: process event {'orderID': '9cf3190c-c1d6-2c47-3825-dff77c2c9c42', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-29T09:14:19.833Z', 'clOrdID': '0653c81b5dfa441bb32fff9579bd41cb', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-29 09:14:19 INFO: skip event 0653c81b5dfa441bb32fff9579bd41cb 2019-12-29 09:14:19 INFO: process event {'orderID': '9cf3190c-c1d6-2c47-3825-dff77c2c9c42', 'workingIndicator': True, 'transactTime': '2019-12-29T09:14:19.833Z', 'clOrdID': '0653c81b5dfa441bb32fff9579bd41cb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-29T09:14:19.833Z'} 2019-12-29 09:14:19 INFO: skip event 0653c81b5dfa441bb32fff9579bd41cb 2019-12-29 09:14:19 INFO: process event {'orderID': '9cf3190c-c1d6-2c47-3825-dff77c2c9c42', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 128.05, 'timestamp': '2019-12-29T09:14:19.884Z', 'clOrdID': '0653c81b5dfa441bb32fff9579bd41cb', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-29 09:14:19 INFO: add new event={'uid': '0653c81b5dfa441bb32fff9579bd41cb', 'status': 'Filled'} 2019-12-29 09:14:20 INFO: start process event-------------------------------------------- 2019-12-29 09:14:20 INFO: fetch new order event 0653c81b5dfa441bb32fff9579bd41cb 2019-12-29 09:14:20 INFO: fetch orders by event init={'stop': '128.75', 'take': '126.25000000000003', 'qty': '15.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2019-12-29 09:14:20 INFO: process init order filled 2019-12-29 09:14:20 INFO: save profit orders to storage stop=c1b18d5339cf41efa81b444c8b59606c take=9e20732b1c314224af44247bee17a452 2019-12-29 09:14:20 INFO: place profit orders take_price=126.25000000000003, stop_price=128.75, qty=15.0, color=RED, ticker=ETHUSD c1b18d5339cf41efa81b444c8b59606c 9e20732b1c314224af44247bee17a452 2019-12-29 09:14:20 INFO: place stop order ETHUSD: qty=15.0, stop_price=128.75, stop_uid=c1b18d5339cf41efa81b444c8b59606c 2019-12-29 09:14:21 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2019-12-29 09:14:26 INFO: exchange resp for stop order={'orderID': '1c953b50-9f44-1f69-a414-f9ba195e6dfb', 'clOrdID': 'c1b18d5339cf41efa81b444c8b59606c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 128.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 29, 9, 14, 26, 33000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 29, 9, 14, 26, 33000, tzinfo=tzlocal())} 2019-12-29 09:14:26 INFO: place limit order ETHUSD: qty=15.0, price=126.25000000000003, take_uid=9e20732b1c314224af44247bee17a452 2019-12-29 09:14:26 INFO: exchange resp for take profit order={'orderID': '5ff50a81-17a8-84be-9414-eeac6b141639', 'clOrdID': '9e20732b1c314224af44247bee17a452', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.25, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 29, 9, 14, 26, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 29, 9, 14, 26, 75000, tzinfo=tzlocal())} 2019-12-29 09:14:26 INFO: place profit orders={'stop': {'response': {'orderID': '1c953b50-9f44-1f69-a414-f9ba195e6dfb', 'clOrdID': 'c1b18d5339cf41efa81b444c8b59606c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 128.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 29, 9, 14, 26, 33000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 29, 9, 14, 26, 33000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': 'c1b18d5339cf41efa81b444c8b59606c', 'price': 128.75}, 'take': {'response': {'orderID': '5ff50a81-17a8-84be-9414-eeac6b141639', 'clOrdID': '9e20732b1c314224af44247bee17a452', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.25, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 29, 9, 14, 26, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 29, 9, 14, 26, 75000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': '9e20732b1c314224af44247bee17a452', 'price': 126.25000000000003}} 2019-12-29 09:14:26 INFO: rm init order from db 0653c81b5dfa441bb32fff9579bd41cb 2019-12-29 09:14:26 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2019-12-29 09:14:26 INFO: process event {'orderID': '1c953b50-9f44-1f69-a414-f9ba195e6dfb', 'clOrdID': 'c1b18d5339cf41efa81b444c8b59606c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 128.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-29T09:14:26.033Z', 'timestamp': '2019-12-29T09:14:26.033Z'} 2019-12-29 09:14:26 INFO: skip event c1b18d5339cf41efa81b444c8b59606c New 2019-12-29 09:14:26 INFO: process event {'orderID': '5ff50a81-17a8-84be-9414-eeac6b141639', 'clOrdID': '9e20732b1c314224af44247bee17a452', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-29T09:14:26.075Z', 'timestamp': '2019-12-29T09:14:26.075Z'} 2019-12-29 09:14:26 INFO: skip event 9e20732b1c314224af44247bee17a452 New 2019-12-29 09:14:26 INFO: process event {'orderID': '5ff50a81-17a8-84be-9414-eeac6b141639', 'workingIndicator': True, 'clOrdID': '9e20732b1c314224af44247bee17a452', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-29T09:14:26.075Z'} 2019-12-29 09:14:26 INFO: skip event 9e20732b1c314224af44247bee17a452 2019-12-29 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 128.55, 'low': 127.8, 'close': 127.8, 'trades': 1652, 'volume': 3125218, 'vwap': 128.11, 'lastSize': 3, 'turnover': 40035050100, 'homeNotional': 22860.525597554257, 'foreignNotional': 2928515.3479630416}, {'timestamp': datetime.datetime(2019, 12, 29, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.75, 'low': 128.15, 'close': 128.55, 'trades': 1801, 'volume': 5567521, 'vwap': 128.33, 'lastSize': 450, 'turnover': 71443777365, 'homeNotional': 40746.572222387906, 'foreignNotional': 5228710.335107159}, {'timestamp': datetime.datetime(2019, 12, 29, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.6, 'high': 128.75, 'low': 128.15, 'close': 128.2, 'trades': 1208, 'volume': 2049784, 'vwap': 128.45, 'lastSize': 5, 'turnover': 26328992650, 'homeNotional': 14978.75947399656, 'foreignNotional': 1923987.2660581023}] 2019-12-29 10:00:20 INFO: prepare buckets [{'low_price': 127.8, 'high_price': 128.55, 'color': 'RED'}, {'low_price': 128.15, 'high_price': 128.75, 'color': 'GREEN'}, {'low_price': 128.15, 'high_price': 128.75, 'color': 'RED'}] 2019-12-29 10:00:20 INFO: bucket_size=0.7500000000000142 (allowed (0.39, 0.95)) 2019-12-29 10:00:20 INFO: check need new order None 2019-12-29 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.8, 'high': 128.35, 'low': 127.8, 'close': 128.1, 'trades': 966, 'volume': 1524695, 'vwap': 128.14, 'lastSize': 1000, 'turnover': 19535944775, 'homeNotional': 11141.093286806046, 'foreignNotional': 1427511.1334522332}, {'timestamp': datetime.datetime(2019, 12, 29, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 128.55, 'low': 127.8, 'close': 127.8, 'trades': 1652, 'volume': 3125218, 'vwap': 128.11, 'lastSize': 3, 'turnover': 40035050100, 'homeNotional': 22860.525597554257, 'foreignNotional': 2928515.3479630416}, {'timestamp': datetime.datetime(2019, 12, 29, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 128.75, 'low': 128.15, 'close': 128.55, 'trades': 1801, 'volume': 5567521, 'vwap': 128.33, 'lastSize': 450, 'turnover': 71443777365, 'homeNotional': 40746.572222387906, 'foreignNotional': 5228710.335107159}] 2019-12-29 11:00:20 INFO: prepare buckets [{'low_price': 127.8, 'high_price': 128.35, 'color': 'GREEN'}, {'low_price': 127.8, 'high_price': 128.55, 'color': 'RED'}, {'low_price': 128.15, 'high_price': 128.75, 'color': 'GREEN'}] 2019-12-29 11:00:20 INFO: bucket_size=0.5499999999999972 (allowed (0.39, 0.95)) 2019-12-29 11:00:20 INFO: check need new order None 2019-12-29 11:46:12 INFO: process event {'orderID': '1c953b50-9f44-1f69-a414-f9ba195e6dfb', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-29T11:46:11.937Z', 'clOrdID': 'c1b18d5339cf41efa81b444c8b59606c', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-29 11:46:12 INFO: skip event c1b18d5339cf41efa81b444c8b59606c 2019-12-29 11:46:12 INFO: process event {'orderID': '1c953b50-9f44-1f69-a414-f9ba195e6dfb', 'price': 128.75, 'workingIndicator': True, 'transactTime': '2019-12-29T11:46:11.937Z', 'clOrdID': 'c1b18d5339cf41efa81b444c8b59606c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-29T11:46:11.937Z'} 2019-12-29 11:46:12 INFO: skip event c1b18d5339cf41efa81b444c8b59606c 2019-12-29 11:46:12 INFO: process event {'orderID': '1c953b50-9f44-1f69-a414-f9ba195e6dfb', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 128.75, 'clOrdID': 'c1b18d5339cf41efa81b444c8b59606c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-29T11:46:11.937Z'} 2019-12-29 11:46:12 INFO: add new event={'uid': 'c1b18d5339cf41efa81b444c8b59606c', 'status': 'Filled'} 2019-12-29 11:46:12 INFO: start process event-------------------------------------------- 2019-12-29 11:46:12 INFO: fetch new order event c1b18d5339cf41efa81b444c8b59606c 2019-12-29 11:46:12 INFO: fetch orders by event init=None profit_pair=9e20732b1c314224af44247bee17a452 2019-12-29 11:46:12 INFO: process profit order filled 2019-12-29 11:46:12 INFO: process event {'orderID': '5ff50a81-17a8-84be-9414-eeac6b141639', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-29T11:46:12.794Z', 'clOrdID': '9e20732b1c314224af44247bee17a452', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-29 11:46:12 INFO: skip event 9e20732b1c314224af44247bee17a452 Canceled 2019-12-29 11:46:12 INFO: cancel order=9e20732b1c314224af44247bee17a452 [{'orderID': '5ff50a81-17a8-84be-9414-eeac6b141639', 'clOrdID': '9e20732b1c314224af44247bee17a452', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 126.25, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 29, 9, 14, 26, 75000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 29, 11, 46, 12, 794000, tzinfo=tzlocal())}] 2019-12-29 11:46:12 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2019-12-29 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 129.3, 'low': 128.05, 'close': 129.3, 'trades': 3022, 'volume': 7749334, 'vwap': 128.96, 'lastSize': 1, 'turnover': 99932775285, 'homeNotional': 56741.58871409711, 'foreignNotional': 7317205.310266448}, {'timestamp': datetime.datetime(2019, 12, 29, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.8, 'high': 128.35, 'low': 127.8, 'close': 128.1, 'trades': 966, 'volume': 1524695, 'vwap': 128.14, 'lastSize': 1000, 'turnover': 19535944775, 'homeNotional': 11141.093286806046, 'foreignNotional': 1427511.1334522332}, {'timestamp': datetime.datetime(2019, 12, 29, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.55, 'high': 128.55, 'low': 127.8, 'close': 127.8, 'trades': 1652, 'volume': 3125218, 'vwap': 128.11, 'lastSize': 3, 'turnover': 40035050100, 'homeNotional': 22860.525597554257, 'foreignNotional': 2928515.3479630416}] 2019-12-29 12:00:21 INFO: prepare buckets [{'low_price': 128.05, 'high_price': 129.3, 'color': 'GREEN'}, {'low_price': 127.8, 'high_price': 128.35, 'color': 'GREEN'}, {'low_price': 127.8, 'high_price': 128.55, 'color': 'RED'}] 2019-12-29 12:00:21 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2019-12-29 12:00:21 WARNING: skip bucket by bucket_size=1.25 too big 2019-12-29 12:00:21 INFO: check need new order None 2019-12-29 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 131.6, 'low': 128.95, 'close': 131.1, 'trades': 7489, 'volume': 16940380, 'vwap': 130.08, 'lastSize': 20, 'turnover': 220344145325, 'homeNotional': 124260.69107118345, 'foreignNotional': 16162721.773829477}, {'timestamp': datetime.datetime(2019, 12, 29, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 129.3, 'low': 128.05, 'close': 129.3, 'trades': 3022, 'volume': 7749334, 'vwap': 128.96, 'lastSize': 1, 'turnover': 99932775285, 'homeNotional': 56741.58871409711, 'foreignNotional': 7317205.310266448}, {'timestamp': datetime.datetime(2019, 12, 29, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.8, 'high': 128.35, 'low': 127.8, 'close': 128.1, 'trades': 966, 'volume': 1524695, 'vwap': 128.14, 'lastSize': 1000, 'turnover': 19535944775, 'homeNotional': 11141.093286806046, 'foreignNotional': 1427511.1334522332}] 2019-12-29 13:00:20 INFO: prepare buckets [{'low_price': 128.95, 'high_price': 131.6, 'color': 'GREEN'}, {'low_price': 128.05, 'high_price': 129.3, 'color': 'GREEN'}, {'low_price': 127.8, 'high_price': 128.35, 'color': 'GREEN'}] 2019-12-29 13:00:20 INFO: bucket_size=2.6500000000000057 (allowed (0.39, 0.95)) 2019-12-29 13:00:20 WARNING: skip bucket by bucket_size=2.6500000000000057 too big 2019-12-29 13:00:20 INFO: check need new order None 2019-12-29 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.1, 'high': 131.35, 'low': 130.25, 'close': 130.95, 'trades': 4088, 'volume': 8079436, 'vwap': 130.74, 'lastSize': 1588, 'turnover': 105630168975, 'homeNotional': 59432.920217707855, 'foreignNotional': 7770246.788260508}, {'timestamp': datetime.datetime(2019, 12, 29, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 131.6, 'low': 128.95, 'close': 131.1, 'trades': 7489, 'volume': 16940380, 'vwap': 130.08, 'lastSize': 20, 'turnover': 220344145325, 'homeNotional': 124260.69107118345, 'foreignNotional': 16162721.773829477}, {'timestamp': datetime.datetime(2019, 12, 29, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.1, 'high': 129.3, 'low': 128.05, 'close': 129.3, 'trades': 3022, 'volume': 7749334, 'vwap': 128.96, 'lastSize': 1, 'turnover': 99932775285, 'homeNotional': 56741.58871409711, 'foreignNotional': 7317205.310266448}] 2019-12-29 14:00:20 INFO: prepare buckets [{'low_price': 130.25, 'high_price': 131.35, 'color': 'RED'}, {'low_price': 128.95, 'high_price': 131.6, 'color': 'GREEN'}, {'low_price': 128.05, 'high_price': 129.3, 'color': 'GREEN'}] 2019-12-29 14:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2019-12-29 14:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2019-12-29 14:00:20 INFO: check need new order None 2019-12-29 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.95, 'high': 131.9, 'low': 130.75, 'close': 130.9, 'trades': 4085, 'volume': 7519100, 'vwap': 131.25, 'lastSize': 100, 'turnover': 98686945085, 'homeNotional': 55547.44019590954, 'foreignNotional': 7290515.365076155}, {'timestamp': datetime.datetime(2019, 12, 29, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.1, 'high': 131.35, 'low': 130.25, 'close': 130.95, 'trades': 4088, 'volume': 8079436, 'vwap': 130.74, 'lastSize': 1588, 'turnover': 105630168975, 'homeNotional': 59432.920217707855, 'foreignNotional': 7770246.788260508}, {'timestamp': datetime.datetime(2019, 12, 29, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 131.6, 'low': 128.95, 'close': 131.1, 'trades': 7489, 'volume': 16940380, 'vwap': 130.08, 'lastSize': 20, 'turnover': 220344145325, 'homeNotional': 124260.69107118345, 'foreignNotional': 16162721.773829477}] 2019-12-29 15:00:21 INFO: prepare buckets [{'low_price': 130.75, 'high_price': 131.9, 'color': 'RED'}, {'low_price': 130.25, 'high_price': 131.35, 'color': 'RED'}, {'low_price': 128.95, 'high_price': 131.6, 'color': 'GREEN'}] 2019-12-29 15:00:21 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2019-12-29 15:00:21 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2019-12-29 15:00:21 INFO: check need new order None 2019-12-29 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.9, 'high': 132.6, 'low': 130.4, 'close': 131.9, 'trades': 5884, 'volume': 15707623, 'vwap': 131.82, 'lastSize': 3, 'turnover': 207047344455, 'homeNotional': 116043.43890605863, 'foreignNotional': 15296165.55398197}, {'timestamp': datetime.datetime(2019, 12, 29, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.95, 'high': 131.9, 'low': 130.75, 'close': 130.9, 'trades': 4085, 'volume': 7519100, 'vwap': 131.25, 'lastSize': 100, 'turnover': 98686945085, 'homeNotional': 55547.44019590954, 'foreignNotional': 7290515.365076155}, {'timestamp': datetime.datetime(2019, 12, 29, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.1, 'high': 131.35, 'low': 130.25, 'close': 130.95, 'trades': 4088, 'volume': 8079436, 'vwap': 130.74, 'lastSize': 1588, 'turnover': 105630168975, 'homeNotional': 59432.920217707855, 'foreignNotional': 7770246.788260508}] 2019-12-29 16:00:20 INFO: prepare buckets [{'low_price': 130.4, 'high_price': 132.6, 'color': 'GREEN'}, {'low_price': 130.75, 'high_price': 131.9, 'color': 'RED'}, {'low_price': 130.25, 'high_price': 131.35, 'color': 'RED'}] 2019-12-29 16:00:20 INFO: bucket_size=2.1999999999999886 (allowed (0.39, 0.95)) 2019-12-29 16:00:20 WARNING: skip bucket by bucket_size=2.1999999999999886 too big 2019-12-29 16:00:20 INFO: check need new order None 2019-12-29 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 133.85, 'low': 131.95, 'close': 132.85, 'trades': 6549, 'volume': 11749315, 'vwap': 132.94, 'lastSize': 9960, 'turnover': 156185206355, 'homeNotional': 86913.36082803746, 'foreignNotional': 11553548.091513991}, {'timestamp': datetime.datetime(2019, 12, 29, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.9, 'high': 132.6, 'low': 130.4, 'close': 131.9, 'trades': 5884, 'volume': 15707623, 'vwap': 131.82, 'lastSize': 3, 'turnover': 207047344455, 'homeNotional': 116043.43890605863, 'foreignNotional': 15296165.55398197}, {'timestamp': datetime.datetime(2019, 12, 29, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.95, 'high': 131.9, 'low': 130.75, 'close': 130.9, 'trades': 4085, 'volume': 7519100, 'vwap': 131.25, 'lastSize': 100, 'turnover': 98686945085, 'homeNotional': 55547.44019590954, 'foreignNotional': 7290515.365076155}] 2019-12-29 17:00:20 INFO: prepare buckets [{'low_price': 131.95, 'high_price': 133.85, 'color': 'GREEN'}, {'low_price': 130.4, 'high_price': 132.6, 'color': 'GREEN'}, {'low_price': 130.75, 'high_price': 131.9, 'color': 'RED'}] 2019-12-29 17:00:20 INFO: bucket_size=1.9000000000000057 (allowed (0.39, 0.95)) 2019-12-29 17:00:20 WARNING: skip bucket by bucket_size=1.9000000000000057 too big 2019-12-29 17:00:20 INFO: check need new order None 2019-12-29 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.85, 'high': 133.65, 'low': 132.4, 'close': 133.45, 'trades': 3302, 'volume': 6215006, 'vwap': 132.94, 'lastSize': 4000, 'turnover': 82618619880, 'homeNotional': 45916.745692102646, 'foreignNotional': 6103911.290230511}, {'timestamp': datetime.datetime(2019, 12, 29, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 133.85, 'low': 131.95, 'close': 132.85, 'trades': 6549, 'volume': 11749315, 'vwap': 132.94, 'lastSize': 9960, 'turnover': 156185206355, 'homeNotional': 86913.36082803746, 'foreignNotional': 11553548.091513991}, {'timestamp': datetime.datetime(2019, 12, 29, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.9, 'high': 132.6, 'low': 130.4, 'close': 131.9, 'trades': 5884, 'volume': 15707623, 'vwap': 131.82, 'lastSize': 3, 'turnover': 207047344455, 'homeNotional': 116043.43890605863, 'foreignNotional': 15296165.55398197}] 2019-12-29 18:00:20 INFO: prepare buckets [{'low_price': 132.4, 'high_price': 133.65, 'color': 'GREEN'}, {'low_price': 131.95, 'high_price': 133.85, 'color': 'GREEN'}, {'low_price': 130.4, 'high_price': 132.6, 'color': 'GREEN'}] 2019-12-29 18:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2019-12-29 18:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2019-12-29 18:00:20 INFO: check need new order None 2019-12-29 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 134.15, 'low': 133.15, 'close': 133.8, 'trades': 3425, 'volume': 6496142, 'vwap': 133.6, 'lastSize': 51, 'turnover': 86785901900, 'homeNotional': 48078.477175111104, 'foreignNotional': 6423100.126383513}, {'timestamp': datetime.datetime(2019, 12, 29, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.85, 'high': 133.65, 'low': 132.4, 'close': 133.45, 'trades': 3302, 'volume': 6215006, 'vwap': 132.94, 'lastSize': 4000, 'turnover': 82618619880, 'homeNotional': 45916.745692102646, 'foreignNotional': 6103911.290230511}, {'timestamp': datetime.datetime(2019, 12, 29, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 133.85, 'low': 131.95, 'close': 132.85, 'trades': 6549, 'volume': 11749315, 'vwap': 132.94, 'lastSize': 9960, 'turnover': 156185206355, 'homeNotional': 86913.36082803746, 'foreignNotional': 11553548.091513991}] 2019-12-29 19:00:20 INFO: prepare buckets [{'low_price': 133.15, 'high_price': 134.15, 'color': 'GREEN'}, {'low_price': 132.4, 'high_price': 133.65, 'color': 'GREEN'}, {'low_price': 131.95, 'high_price': 133.85, 'color': 'GREEN'}] 2019-12-29 19:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2019-12-29 19:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2019-12-29 19:00:20 INFO: check need new order None 2019-12-29 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.8, 'high': 134.95, 'low': 133.2, 'close': 134.85, 'trades': 3847, 'volume': 8404987, 'vwap': 133.96, 'lastSize': 865, 'turnover': 112592430170, 'homeNotional': 62442.58037363819, 'foreignNotional': 8364827.702293808}, {'timestamp': datetime.datetime(2019, 12, 29, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 134.15, 'low': 133.15, 'close': 133.8, 'trades': 3425, 'volume': 6496142, 'vwap': 133.6, 'lastSize': 51, 'turnover': 86785901900, 'homeNotional': 48078.477175111104, 'foreignNotional': 6423100.126383513}, {'timestamp': datetime.datetime(2019, 12, 29, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.85, 'high': 133.65, 'low': 132.4, 'close': 133.45, 'trades': 3302, 'volume': 6215006, 'vwap': 132.94, 'lastSize': 4000, 'turnover': 82618619880, 'homeNotional': 45916.745692102646, 'foreignNotional': 6103911.290230511}] 2019-12-29 20:00:21 INFO: prepare buckets [{'low_price': 133.2, 'high_price': 134.95, 'color': 'GREEN'}, {'low_price': 133.15, 'high_price': 134.15, 'color': 'GREEN'}, {'low_price': 132.4, 'high_price': 133.65, 'color': 'GREEN'}] 2019-12-29 20:00:21 INFO: bucket_size=1.75 (allowed (0.39, 0.95)) 2019-12-29 20:00:21 WARNING: skip bucket by bucket_size=1.75 too big 2019-12-29 20:00:21 INFO: check need new order None 2019-12-29 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.85, 'high': 138.3, 'low': 134.2, 'close': 135.1, 'trades': 15023, 'volume': 30594849, 'vwap': 135.97, 'lastSize': 30, 'turnover': 415972348620, 'homeNotional': 228227.62074958812, 'foreignNotional': 31031349.690063294}, {'timestamp': datetime.datetime(2019, 12, 29, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.8, 'high': 134.95, 'low': 133.2, 'close': 134.85, 'trades': 3847, 'volume': 8404987, 'vwap': 133.96, 'lastSize': 865, 'turnover': 112592430170, 'homeNotional': 62442.58037363819, 'foreignNotional': 8364827.702293808}, {'timestamp': datetime.datetime(2019, 12, 29, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 134.15, 'low': 133.15, 'close': 133.8, 'trades': 3425, 'volume': 6496142, 'vwap': 133.6, 'lastSize': 51, 'turnover': 86785901900, 'homeNotional': 48078.477175111104, 'foreignNotional': 6423100.126383513}] 2019-12-29 21:00:20 INFO: prepare buckets [{'low_price': 134.2, 'high_price': 138.3, 'color': 'GREEN'}, {'low_price': 133.2, 'high_price': 134.95, 'color': 'GREEN'}, {'low_price': 133.15, 'high_price': 134.15, 'color': 'GREEN'}] 2019-12-29 21:00:20 INFO: bucket_size=4.100000000000023 (allowed (0.39, 0.95)) 2019-12-29 21:00:20 WARNING: skip bucket by bucket_size=4.100000000000023 too big 2019-12-29 21:00:20 INFO: check need new order None 2019-12-29 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.1, 'low': 132.95, 'close': 134.85, 'trades': 6067, 'volume': 11908532, 'vwap': 134.05, 'lastSize': 24, 'turnover': 159631453275, 'homeNotional': 87823.33515557903, 'foreignNotional': 11772575.902229276}, {'timestamp': datetime.datetime(2019, 12, 29, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.85, 'high': 138.3, 'low': 134.2, 'close': 135.1, 'trades': 15023, 'volume': 30594849, 'vwap': 135.97, 'lastSize': 30, 'turnover': 415972348620, 'homeNotional': 228227.62074958812, 'foreignNotional': 31031349.690063294}, {'timestamp': datetime.datetime(2019, 12, 29, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.8, 'high': 134.95, 'low': 133.2, 'close': 134.85, 'trades': 3847, 'volume': 8404987, 'vwap': 133.96, 'lastSize': 865, 'turnover': 112592430170, 'homeNotional': 62442.58037363819, 'foreignNotional': 8364827.702293808}] 2019-12-29 22:00:20 INFO: prepare buckets [{'low_price': 132.95, 'high_price': 135.1, 'color': 'RED'}, {'low_price': 134.2, 'high_price': 138.3, 'color': 'GREEN'}, {'low_price': 133.2, 'high_price': 134.95, 'color': 'GREEN'}] 2019-12-29 22:00:20 INFO: bucket_size=2.1500000000000057 (allowed (0.39, 0.95)) 2019-12-29 22:00:20 WARNING: skip bucket by bucket_size=2.1500000000000057 too big 2019-12-29 22:00:20 INFO: check need new order None 2019-12-29 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 29, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.85, 'high': 135.85, 'low': 134.8, 'close': 135.1, 'trades': 4347, 'volume': 8473757, 'vwap': 135.35, 'lastSize': 933, 'turnover': 114684117550, 'homeNotional': 62701.422521113454, 'foreignNotional': 8486048.362843819}, {'timestamp': datetime.datetime(2019, 12, 29, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.1, 'low': 132.95, 'close': 134.85, 'trades': 6067, 'volume': 11908532, 'vwap': 134.05, 'lastSize': 24, 'turnover': 159631453275, 'homeNotional': 87823.33515557903, 'foreignNotional': 11772575.902229276}, {'timestamp': datetime.datetime(2019, 12, 29, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.85, 'high': 138.3, 'low': 134.2, 'close': 135.1, 'trades': 15023, 'volume': 30594849, 'vwap': 135.97, 'lastSize': 30, 'turnover': 415972348620, 'homeNotional': 228227.62074958812, 'foreignNotional': 31031349.690063294}] 2019-12-29 23:00:21 INFO: prepare buckets [{'low_price': 134.8, 'high_price': 135.85, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 135.1, 'color': 'RED'}, {'low_price': 134.2, 'high_price': 138.3, 'color': 'GREEN'}] 2019-12-29 23:00:21 INFO: bucket_size=1.049999999999983 (allowed (0.39, 0.95)) 2019-12-29 23:00:21 WARNING: skip bucket by bucket_size=1.049999999999983 too big 2019-12-29 23:00:21 INFO: check need new order None 2019-12-30 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.65, 'low': 134.3, 'close': 134.45, 'trades': 2447, 'volume': 4325264, 'vwap': 134.94, 'lastSize': 387, 'turnover': 58363703580, 'homeNotional': 31982.271018632233, 'foreignNotional': 4315594.8631904675}, {'timestamp': datetime.datetime(2019, 12, 29, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.85, 'high': 135.85, 'low': 134.8, 'close': 135.1, 'trades': 4347, 'volume': 8473757, 'vwap': 135.35, 'lastSize': 933, 'turnover': 114684117550, 'homeNotional': 62701.422521113454, 'foreignNotional': 8486048.362843819}, {'timestamp': datetime.datetime(2019, 12, 29, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.1, 'low': 132.95, 'close': 134.85, 'trades': 6067, 'volume': 11908532, 'vwap': 134.05, 'lastSize': 24, 'turnover': 159631453275, 'homeNotional': 87823.33515557903, 'foreignNotional': 11772575.902229276}] 2019-12-30 00:00:20 INFO: prepare buckets [{'low_price': 134.3, 'high_price': 135.65, 'color': 'RED'}, {'low_price': 134.8, 'high_price': 135.85, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 135.1, 'color': 'RED'}] 2019-12-30 00:00:20 INFO: bucket_size=1.3499999999999943 (allowed (0.39, 0.95)) 2019-12-30 00:00:20 WARNING: skip bucket by bucket_size=1.3499999999999943 too big 2019-12-30 00:00:20 INFO: check need new order None 2019-12-30 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.45, 'high': 134.45, 'low': 133.2, 'close': 133.5, 'trades': 3536, 'volume': 6865594, 'vwap': 133.64, 'lastSize': 25, 'turnover': 91747945985, 'homeNotional': 50392.83553470961, 'foreignNotional': 6734248.730151559}, {'timestamp': datetime.datetime(2019, 12, 30, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.65, 'low': 134.3, 'close': 134.45, 'trades': 2447, 'volume': 4325264, 'vwap': 134.94, 'lastSize': 387, 'turnover': 58363703580, 'homeNotional': 31982.271018632233, 'foreignNotional': 4315594.8631904675}, {'timestamp': datetime.datetime(2019, 12, 29, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.85, 'high': 135.85, 'low': 134.8, 'close': 135.1, 'trades': 4347, 'volume': 8473757, 'vwap': 135.35, 'lastSize': 933, 'turnover': 114684117550, 'homeNotional': 62701.422521113454, 'foreignNotional': 8486048.362843819}] 2019-12-30 01:00:20 INFO: prepare buckets [{'low_price': 133.2, 'high_price': 134.45, 'color': 'RED'}, {'low_price': 134.3, 'high_price': 135.65, 'color': 'RED'}, {'low_price': 134.8, 'high_price': 135.85, 'color': 'GREEN'}] 2019-12-30 01:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2019-12-30 01:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2019-12-30 01:00:20 INFO: check need new order None 2019-12-30 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 134.45, 'low': 133.35, 'close': 134.2, 'trades': 1930, 'volume': 2981964, 'vwap': 133.92, 'lastSize': 975, 'turnover': 39932020725, 'homeNotional': 21885.298461570528, 'foreignNotional': 2930704.1488869386}, {'timestamp': datetime.datetime(2019, 12, 30, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.45, 'high': 134.45, 'low': 133.2, 'close': 133.5, 'trades': 3536, 'volume': 6865594, 'vwap': 133.64, 'lastSize': 25, 'turnover': 91747945985, 'homeNotional': 50392.83553470961, 'foreignNotional': 6734248.730151559}, {'timestamp': datetime.datetime(2019, 12, 30, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.65, 'low': 134.3, 'close': 134.45, 'trades': 2447, 'volume': 4325264, 'vwap': 134.94, 'lastSize': 387, 'turnover': 58363703580, 'homeNotional': 31982.271018632233, 'foreignNotional': 4315594.8631904675}] 2019-12-30 02:00:20 INFO: prepare buckets [{'low_price': 133.35, 'high_price': 134.45, 'color': 'GREEN'}, {'low_price': 133.2, 'high_price': 134.45, 'color': 'RED'}, {'low_price': 134.3, 'high_price': 135.65, 'color': 'RED'}] 2019-12-30 02:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2019-12-30 02:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2019-12-30 02:00:20 INFO: check need new order None 2019-12-30 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.2, 'high': 134.65, 'low': 133.9, 'close': 134.4, 'trades': 1203, 'volume': 2105376, 'vwap': 134.32, 'lastSize': 468, 'turnover': 28278213705, 'homeNotional': 15473.61242773007, 'foreignNotional': 2078330.9787221292}, {'timestamp': datetime.datetime(2019, 12, 30, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 134.45, 'low': 133.35, 'close': 134.2, 'trades': 1930, 'volume': 2981964, 'vwap': 133.92, 'lastSize': 975, 'turnover': 39932020725, 'homeNotional': 21885.298461570528, 'foreignNotional': 2930704.1488869386}, {'timestamp': datetime.datetime(2019, 12, 30, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.45, 'high': 134.45, 'low': 133.2, 'close': 133.5, 'trades': 3536, 'volume': 6865594, 'vwap': 133.64, 'lastSize': 25, 'turnover': 91747945985, 'homeNotional': 50392.83553470961, 'foreignNotional': 6734248.730151559}] 2019-12-30 03:00:20 INFO: prepare buckets [{'low_price': 133.9, 'high_price': 134.65, 'color': 'GREEN'}, {'low_price': 133.35, 'high_price': 134.45, 'color': 'GREEN'}, {'low_price': 133.2, 'high_price': 134.45, 'color': 'RED'}] 2019-12-30 03:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2019-12-30 03:00:20 INFO: check need new order None 2019-12-30 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.4, 'high': 134.45, 'low': 133.6, 'close': 133.85, 'trades': 1899, 'volume': 3418398, 'vwap': 134.04, 'lastSize': 34762, 'turnover': 45818132900, 'homeNotional': 25097.76097406238, 'foreignNotional': 3363952.5182275497}, {'timestamp': datetime.datetime(2019, 12, 30, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.2, 'high': 134.65, 'low': 133.9, 'close': 134.4, 'trades': 1203, 'volume': 2105376, 'vwap': 134.32, 'lastSize': 468, 'turnover': 28278213705, 'homeNotional': 15473.61242773007, 'foreignNotional': 2078330.9787221292}, {'timestamp': datetime.datetime(2019, 12, 30, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 134.45, 'low': 133.35, 'close': 134.2, 'trades': 1930, 'volume': 2981964, 'vwap': 133.92, 'lastSize': 975, 'turnover': 39932020725, 'homeNotional': 21885.298461570528, 'foreignNotional': 2930704.1488869386}] 2019-12-30 04:00:20 INFO: prepare buckets [{'low_price': 133.6, 'high_price': 134.45, 'color': 'RED'}, {'low_price': 133.9, 'high_price': 134.65, 'color': 'GREEN'}, {'low_price': 133.35, 'high_price': 134.45, 'color': 'GREEN'}] 2019-12-30 04:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2019-12-30 04:00:20 INFO: check need new order {'low_price': 133.6, 'high_price': 134.45, 'color': 'RED'} 2019-12-30 04:00:20 INFO: place order: start low=133.6 high=134.45 RED ETHUSD price_offset=0.1 2019-12-30 04:00:20 INFO: place order: side_factor=1.0 init_trigger_price=133.54999999999998 init_order_price=133.5 stop_price_offset=0.0 bucket_size=0.8499999999999943 stop_price=134.45 take_price=130.95000000000002 2019-12-30 04:00:20 INFO: place order: compute qty=-11.0 2019-12-30 04:00:20 INFO: place order: save order to db ba7b866db9be4a1b81d8d42808cb64ac; response=True 2019-12-30 04:00:20 INFO: post order to exchange resp={'orderID': '829d46b9-65f6-0263-d2c8-55244c71b7ee', 'clOrdID': 'ba7b866db9be4a1b81d8d42808cb64ac', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 133.5, 'displayQty': None, 'stopPx': 133.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 30, 4, 0, 20, 963000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 4, 0, 20, 963000, tzinfo=tzlocal())} 2019-12-30 04:00:20 INFO: place new init order {'qty': -11.0, 'init_price': 133.54999999999998, 'stop_price': 134.45, 'take_price': 130.95000000000002, 'order_uid': 'ba7b866db9be4a1b81d8d42808cb64ac', 'response': {'orderID': '829d46b9-65f6-0263-d2c8-55244c71b7ee', 'clOrdID': 'ba7b866db9be4a1b81d8d42808cb64ac', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 133.5, 'displayQty': None, 'stopPx': 133.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 30, 4, 0, 20, 963000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 4, 0, 20, 963000, tzinfo=tzlocal())}} 2019-12-30 04:00:21 INFO: process event {'orderID': '829d46b9-65f6-0263-d2c8-55244c71b7ee', 'clOrdID': 'ba7b866db9be4a1b81d8d42808cb64ac', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 133.5, 'displayQty': None, 'stopPx': 133.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-30T04:00:20.963Z', 'timestamp': '2019-12-30T04:00:20.963Z'} 2019-12-30 04:00:21 INFO: skip event ba7b866db9be4a1b81d8d42808cb64ac New 2019-12-30 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.85, 'high': 135.35, 'low': 133.85, 'close': 134.9, 'trades': 2240, 'volume': 3353032, 'vwap': 134.74, 'lastSize': 1331, 'turnover': 45175913220, 'homeNotional': 24645.743102616754, 'foreignNotional': 3320571.6415917138}, {'timestamp': datetime.datetime(2019, 12, 30, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.4, 'high': 134.45, 'low': 133.6, 'close': 133.85, 'trades': 1899, 'volume': 3418398, 'vwap': 134.04, 'lastSize': 34762, 'turnover': 45818132900, 'homeNotional': 25097.76097406238, 'foreignNotional': 3363952.5182275497}, {'timestamp': datetime.datetime(2019, 12, 30, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.2, 'high': 134.65, 'low': 133.9, 'close': 134.4, 'trades': 1203, 'volume': 2105376, 'vwap': 134.32, 'lastSize': 468, 'turnover': 28278213705, 'homeNotional': 15473.61242773007, 'foreignNotional': 2078330.9787221292}] 2019-12-30 05:00:20 INFO: prepare buckets [{'low_price': 133.85, 'high_price': 135.35, 'color': 'GREEN'}, {'low_price': 133.6, 'high_price': 134.45, 'color': 'RED'}, {'low_price': 133.9, 'high_price': 134.65, 'color': 'GREEN'}] 2019-12-30 05:00:20 INFO: bucket_size=1.5 (allowed (0.39, 0.95)) 2019-12-30 05:00:20 WARNING: skip bucket by bucket_size=1.5 too big 2019-12-30 05:00:20 INFO: check need new order None 2019-12-30 05:40:07 ERROR: Error : Connection is already closed. 2019-12-30 05:40:07 ERROR: error from callback >: Connection is already closed. 2019-12-30 05:40:07 INFO: Websocket Closed 2019-12-30 05:40:08 WARNING: reconnect to socket 2019-12-30 05:40:08 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2019-12-30 05:40:08 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2019-12-30 05:40:08 INFO: Authenticating with API Key. 2019-12-30 05:40:09 INFO: Connected to WS. 2019-12-30 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 135.15, 'low': 134.45, 'close': 134.75, 'trades': 1722, 'volume': 4518875, 'vwap': 134.82, 'lastSize': 61, 'turnover': 60922507565, 'homeNotional': 33264.24223860749, 'foreignNotional': 4484614.244442815}, {'timestamp': datetime.datetime(2019, 12, 30, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.85, 'high': 135.35, 'low': 133.85, 'close': 134.9, 'trades': 2240, 'volume': 3353032, 'vwap': 134.74, 'lastSize': 1331, 'turnover': 45175913220, 'homeNotional': 24645.743102616754, 'foreignNotional': 3320571.6415917138}, {'timestamp': datetime.datetime(2019, 12, 30, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.4, 'high': 134.45, 'low': 133.6, 'close': 133.85, 'trades': 1899, 'volume': 3418398, 'vwap': 134.04, 'lastSize': 34762, 'turnover': 45818132900, 'homeNotional': 25097.76097406238, 'foreignNotional': 3363952.5182275497}] 2019-12-30 06:00:20 INFO: prepare buckets [{'low_price': 134.45, 'high_price': 135.15, 'color': 'RED'}, {'low_price': 133.85, 'high_price': 135.35, 'color': 'GREEN'}, {'low_price': 133.6, 'high_price': 134.45, 'color': 'RED'}] 2019-12-30 06:00:20 INFO: bucket_size=0.700000000000017 (allowed (0.39, 0.95)) 2019-12-30 06:00:20 INFO: check need new order None 2019-12-30 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.75, 'high': 135.05, 'low': 134.55, 'close': 134.9, 'trades': 1232, 'volume': 2242376, 'vwap': 134.75, 'lastSize': 429, 'turnover': 30215326590, 'homeNotional': 16504.420740166624, 'foreignNotional': 2223920.600907195}, {'timestamp': datetime.datetime(2019, 12, 30, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 135.15, 'low': 134.45, 'close': 134.75, 'trades': 1722, 'volume': 4518875, 'vwap': 134.82, 'lastSize': 61, 'turnover': 60922507565, 'homeNotional': 33264.24223860749, 'foreignNotional': 4484614.244442815}, {'timestamp': datetime.datetime(2019, 12, 30, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.85, 'high': 135.35, 'low': 133.85, 'close': 134.9, 'trades': 2240, 'volume': 3353032, 'vwap': 134.74, 'lastSize': 1331, 'turnover': 45175913220, 'homeNotional': 24645.743102616754, 'foreignNotional': 3320571.6415917138}] 2019-12-30 07:00:20 INFO: prepare buckets [{'low_price': 134.55, 'high_price': 135.05, 'color': 'GREEN'}, {'low_price': 134.45, 'high_price': 135.15, 'color': 'RED'}, {'low_price': 133.85, 'high_price': 135.35, 'color': 'GREEN'}] 2019-12-30 07:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2019-12-30 07:00:20 INFO: check need new order None 2019-12-30 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 136.05, 'low': 134.9, 'close': 135.1, 'trades': 3668, 'volume': 8528733, 'vwap': 135.34, 'lastSize': 750, 'turnover': 115426058185, 'homeNotional': 62843.58652834942, 'foreignNotional': 8505134.977335518}, {'timestamp': datetime.datetime(2019, 12, 30, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.75, 'high': 135.05, 'low': 134.55, 'close': 134.9, 'trades': 1232, 'volume': 2242376, 'vwap': 134.75, 'lastSize': 429, 'turnover': 30215326590, 'homeNotional': 16504.420740166624, 'foreignNotional': 2223920.600907195}, {'timestamp': datetime.datetime(2019, 12, 30, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 135.15, 'low': 134.45, 'close': 134.75, 'trades': 1722, 'volume': 4518875, 'vwap': 134.82, 'lastSize': 61, 'turnover': 60922507565, 'homeNotional': 33264.24223860749, 'foreignNotional': 4484614.244442815}] 2019-12-30 08:00:20 INFO: prepare buckets [{'low_price': 134.9, 'high_price': 136.05, 'color': 'GREEN'}, {'low_price': 134.55, 'high_price': 135.05, 'color': 'GREEN'}, {'low_price': 134.45, 'high_price': 135.15, 'color': 'RED'}] 2019-12-30 08:00:20 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2019-12-30 08:00:20 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2019-12-30 08:00:20 INFO: check need new order None 2019-12-30 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.15, 'low': 134.15, 'close': 134.5, 'trades': 2427, 'volume': 4717636, 'vwap': 134.69, 'lastSize': 3001, 'turnover': 63540881990, 'homeNotional': 34672.41484223351, 'foreignNotional': 4669966.502269206}, {'timestamp': datetime.datetime(2019, 12, 30, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 136.05, 'low': 134.9, 'close': 135.1, 'trades': 3668, 'volume': 8528733, 'vwap': 135.34, 'lastSize': 750, 'turnover': 115426058185, 'homeNotional': 62843.58652834942, 'foreignNotional': 8505134.977335518}, {'timestamp': datetime.datetime(2019, 12, 30, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.75, 'high': 135.05, 'low': 134.55, 'close': 134.9, 'trades': 1232, 'volume': 2242376, 'vwap': 134.75, 'lastSize': 429, 'turnover': 30215326590, 'homeNotional': 16504.420740166624, 'foreignNotional': 2223920.600907195}] 2019-12-30 09:00:20 INFO: prepare buckets [{'low_price': 134.15, 'high_price': 135.15, 'color': 'RED'}, {'low_price': 134.9, 'high_price': 136.05, 'color': 'GREEN'}, {'low_price': 134.55, 'high_price': 135.05, 'color': 'GREEN'}] 2019-12-30 09:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2019-12-30 09:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2019-12-30 09:00:20 INFO: check need new order None 2019-12-30 09:55:58 INFO: process event {'orderID': '829d46b9-65f6-0263-d2c8-55244c71b7ee', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-30T09:55:58.636Z', 'clOrdID': 'ba7b866db9be4a1b81d8d42808cb64ac', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-30 09:55:58 INFO: skip event ba7b866db9be4a1b81d8d42808cb64ac 2019-12-30 09:55:58 INFO: process event {'orderID': '829d46b9-65f6-0263-d2c8-55244c71b7ee', 'workingIndicator': True, 'transactTime': '2019-12-30T09:55:58.636Z', 'clOrdID': 'ba7b866db9be4a1b81d8d42808cb64ac', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-30T09:55:58.636Z'} 2019-12-30 09:55:58 INFO: skip event ba7b866db9be4a1b81d8d42808cb64ac 2019-12-30 09:56:07 INFO: process event {'orderID': '829d46b9-65f6-0263-d2c8-55244c71b7ee', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 133.5, 'timestamp': '2019-12-30T09:56:07.918Z', 'clOrdID': 'ba7b866db9be4a1b81d8d42808cb64ac', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-30 09:56:07 INFO: add new event={'uid': 'ba7b866db9be4a1b81d8d42808cb64ac', 'status': 'Filled'} 2019-12-30 09:56:07 INFO: start process event-------------------------------------------- 2019-12-30 09:56:07 INFO: fetch new order event ba7b866db9be4a1b81d8d42808cb64ac 2019-12-30 09:56:07 INFO: fetch orders by event init={'stop': '134.45', 'take': '130.95000000000002', 'qty': '11.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2019-12-30 09:56:07 INFO: process init order filled 2019-12-30 09:56:07 INFO: save profit orders to storage stop=5bdcac335b8d477d8071101665fd27d4 take=205c4abd269d43bd9abd3d22f3a58f76 2019-12-30 09:56:07 INFO: place profit orders take_price=130.95000000000002, stop_price=134.45, qty=11.0, color=RED, ticker=ETHUSD 5bdcac335b8d477d8071101665fd27d4 205c4abd269d43bd9abd3d22f3a58f76 2019-12-30 09:56:07 INFO: place stop order ETHUSD: qty=11.0, stop_price=134.45, stop_uid=5bdcac335b8d477d8071101665fd27d4 2019-12-30 09:56:08 INFO: process event {'orderID': 'c73362f7-62c3-9316-d8e8-d87d2909542a', 'clOrdID': '5bdcac335b8d477d8071101665fd27d4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 134.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-30T09:56:08.093Z', 'timestamp': '2019-12-30T09:56:08.093Z'} 2019-12-30 09:56:08 INFO: skip event 5bdcac335b8d477d8071101665fd27d4 New 2019-12-30 09:56:08 INFO: exchange resp for stop order={'orderID': 'c73362f7-62c3-9316-d8e8-d87d2909542a', 'clOrdID': '5bdcac335b8d477d8071101665fd27d4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 134.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 9, 56, 8, 93000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 9, 56, 8, 93000, tzinfo=tzlocal())} 2019-12-30 09:56:08 INFO: place limit order ETHUSD: qty=11.0, price=130.95000000000002, take_uid=205c4abd269d43bd9abd3d22f3a58f76 2019-12-30 09:56:08 INFO: process event {'orderID': 'cdceeefb-47b7-933e-fce8-68e816e9f4f5', 'clOrdID': '205c4abd269d43bd9abd3d22f3a58f76', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 130.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-30T09:56:08.135Z', 'timestamp': '2019-12-30T09:56:08.135Z'} 2019-12-30 09:56:08 INFO: skip event 205c4abd269d43bd9abd3d22f3a58f76 New 2019-12-30 09:56:08 INFO: process event {'orderID': 'cdceeefb-47b7-933e-fce8-68e816e9f4f5', 'workingIndicator': True, 'clOrdID': '205c4abd269d43bd9abd3d22f3a58f76', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-30T09:56:08.135Z'} 2019-12-30 09:56:08 INFO: skip event 205c4abd269d43bd9abd3d22f3a58f76 2019-12-30 09:56:08 INFO: exchange resp for take profit order={'orderID': 'cdceeefb-47b7-933e-fce8-68e816e9f4f5', 'clOrdID': '205c4abd269d43bd9abd3d22f3a58f76', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 130.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 9, 56, 8, 135000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 9, 56, 8, 135000, tzinfo=tzlocal())} 2019-12-30 09:56:08 INFO: place profit orders={'stop': {'response': {'orderID': 'c73362f7-62c3-9316-d8e8-d87d2909542a', 'clOrdID': '5bdcac335b8d477d8071101665fd27d4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 134.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 9, 56, 8, 93000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 9, 56, 8, 93000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '5bdcac335b8d477d8071101665fd27d4', 'price': 134.45}, 'take': {'response': {'orderID': 'cdceeefb-47b7-933e-fce8-68e816e9f4f5', 'clOrdID': '205c4abd269d43bd9abd3d22f3a58f76', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 130.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 9, 56, 8, 135000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 9, 56, 8, 135000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '205c4abd269d43bd9abd3d22f3a58f76', 'price': 130.95000000000002}} 2019-12-30 09:56:08 INFO: rm init order from db ba7b866db9be4a1b81d8d42808cb64ac 2019-12-30 09:56:08 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2019-12-30 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.5, 'high': 135.0, 'low': 133.25, 'close': 133.5, 'trades': 2826, 'volume': 4811092, 'vwap': 134.0, 'lastSize': 5000, 'turnover': 64464083760, 'homeNotional': 35269.83283219667, 'foreignNotional': 4725864.0271802135}, {'timestamp': datetime.datetime(2019, 12, 30, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.15, 'low': 134.15, 'close': 134.5, 'trades': 2427, 'volume': 4717636, 'vwap': 134.69, 'lastSize': 3001, 'turnover': 63540881990, 'homeNotional': 34672.41484223351, 'foreignNotional': 4669966.502269206}, {'timestamp': datetime.datetime(2019, 12, 30, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 136.05, 'low': 134.9, 'close': 135.1, 'trades': 3668, 'volume': 8528733, 'vwap': 135.34, 'lastSize': 750, 'turnover': 115426058185, 'homeNotional': 62843.58652834942, 'foreignNotional': 8505134.977335518}] 2019-12-30 10:00:20 INFO: prepare buckets [{'low_price': 133.25, 'high_price': 135.0, 'color': 'RED'}, {'low_price': 134.15, 'high_price': 135.15, 'color': 'RED'}, {'low_price': 134.9, 'high_price': 136.05, 'color': 'GREEN'}] 2019-12-30 10:00:20 INFO: bucket_size=1.75 (allowed (0.39, 0.95)) 2019-12-30 10:00:20 WARNING: skip bucket by bucket_size=1.75 too big 2019-12-30 10:00:20 INFO: check need new order None 2019-12-30 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 134.0, 'low': 132.3, 'close': 132.65, 'trades': 4026, 'volume': 8218184, 'vwap': 133.1, 'lastSize': 55, 'turnover': 109376431675, 'homeNotional': 59987.77933555478, 'foreignNotional': 7983876.554346336}, {'timestamp': datetime.datetime(2019, 12, 30, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.5, 'high': 135.0, 'low': 133.25, 'close': 133.5, 'trades': 2826, 'volume': 4811092, 'vwap': 134.0, 'lastSize': 5000, 'turnover': 64464083760, 'homeNotional': 35269.83283219667, 'foreignNotional': 4725864.0271802135}, {'timestamp': datetime.datetime(2019, 12, 30, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.1, 'high': 135.15, 'low': 134.15, 'close': 134.5, 'trades': 2427, 'volume': 4717636, 'vwap': 134.69, 'lastSize': 3001, 'turnover': 63540881990, 'homeNotional': 34672.41484223351, 'foreignNotional': 4669966.502269206}] 2019-12-30 11:00:20 INFO: prepare buckets [{'low_price': 132.3, 'high_price': 134.0, 'color': 'RED'}, {'low_price': 133.25, 'high_price': 135.0, 'color': 'RED'}, {'low_price': 134.15, 'high_price': 135.15, 'color': 'RED'}] 2019-12-30 11:00:20 INFO: bucket_size=1.6999999999999886 (allowed (0.39, 0.95)) 2019-12-30 11:00:20 WARNING: skip bucket by bucket_size=1.6999999999999886 too big 2019-12-30 11:00:20 INFO: check need new order None 2019-12-30 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.65, 'high': 133.15, 'low': 132.45, 'close': 132.95, 'trades': 2231, 'volume': 4421272, 'vwap': 132.84, 'lastSize': 10, 'turnover': 58732123880, 'homeNotional': 32255.58214016441, 'foreignNotional': 4284831.607299571}, {'timestamp': datetime.datetime(2019, 12, 30, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 134.0, 'low': 132.3, 'close': 132.65, 'trades': 4026, 'volume': 8218184, 'vwap': 133.1, 'lastSize': 55, 'turnover': 109376431675, 'homeNotional': 59987.77933555478, 'foreignNotional': 7983876.554346336}, {'timestamp': datetime.datetime(2019, 12, 30, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.5, 'high': 135.0, 'low': 133.25, 'close': 133.5, 'trades': 2826, 'volume': 4811092, 'vwap': 134.0, 'lastSize': 5000, 'turnover': 64464083760, 'homeNotional': 35269.83283219667, 'foreignNotional': 4725864.0271802135}] 2019-12-30 12:00:20 INFO: prepare buckets [{'low_price': 132.45, 'high_price': 133.15, 'color': 'GREEN'}, {'low_price': 132.3, 'high_price': 134.0, 'color': 'RED'}, {'low_price': 133.25, 'high_price': 135.0, 'color': 'RED'}] 2019-12-30 12:00:20 INFO: bucket_size=0.700000000000017 (allowed (0.39, 0.95)) 2019-12-30 12:00:20 INFO: check need new order {'low_price': 132.45, 'high_price': 133.15, 'color': 'GREEN'} 2019-12-30 12:00:20 INFO: place order: start low=132.45 high=133.15 GREEN ETHUSD price_offset=0.1 2019-12-30 12:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=133.20000000000002 init_order_price=133.25 stop_price_offset=0.0 bucket_size=0.700000000000017 stop_price=132.45 take_price=135.35000000000005 2019-12-30 12:00:20 INFO: place order: compute qty=13.0 2019-12-30 12:00:20 INFO: place order: save order to db 61d775461f7d4d3eb893eaa611d2b870; response=True 2019-12-30 12:00:20 INFO: post order to exchange resp={'orderID': '06dd4215-97e3-76e8-e4a5-63c4c26dbcbf', 'clOrdID': '61d775461f7d4d3eb893eaa611d2b870', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 133.25, 'displayQty': None, 'stopPx': 133.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 30, 12, 0, 20, 823000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 12, 0, 20, 823000, tzinfo=tzlocal())} 2019-12-30 12:00:20 INFO: place new init order {'qty': 13.0, 'init_price': 133.20000000000002, 'stop_price': 132.45, 'take_price': 135.35000000000005, 'order_uid': '61d775461f7d4d3eb893eaa611d2b870', 'response': {'orderID': '06dd4215-97e3-76e8-e4a5-63c4c26dbcbf', 'clOrdID': '61d775461f7d4d3eb893eaa611d2b870', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 133.25, 'displayQty': None, 'stopPx': 133.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 30, 12, 0, 20, 823000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 12, 0, 20, 823000, tzinfo=tzlocal())}} 2019-12-30 12:00:30 INFO: process event {'orderID': '06dd4215-97e3-76e8-e4a5-63c4c26dbcbf', 'clOrdID': '61d775461f7d4d3eb893eaa611d2b870', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 133.25, 'displayQty': None, 'stopPx': 133.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-30T12:00:20.823Z', 'timestamp': '2019-12-30T12:00:20.823Z'} 2019-12-30 12:00:30 INFO: skip event 61d775461f7d4d3eb893eaa611d2b870 New 2019-12-30 12:17:54 INFO: process event {'orderID': '06dd4215-97e3-76e8-e4a5-63c4c26dbcbf', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-30T12:17:54.942Z', 'clOrdID': '61d775461f7d4d3eb893eaa611d2b870', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-30 12:17:54 INFO: skip event 61d775461f7d4d3eb893eaa611d2b870 2019-12-30 12:17:54 INFO: process event {'orderID': '06dd4215-97e3-76e8-e4a5-63c4c26dbcbf', 'workingIndicator': True, 'transactTime': '2019-12-30T12:17:54.942Z', 'clOrdID': '61d775461f7d4d3eb893eaa611d2b870', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-30T12:17:54.942Z'} 2019-12-30 12:17:54 INFO: skip event 61d775461f7d4d3eb893eaa611d2b870 2019-12-30 12:17:54 INFO: process event {'orderID': '06dd4215-97e3-76e8-e4a5-63c4c26dbcbf', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 133.2, 'clOrdID': '61d775461f7d4d3eb893eaa611d2b870', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-30T12:17:54.942Z'} 2019-12-30 12:17:54 INFO: add new event={'uid': '61d775461f7d4d3eb893eaa611d2b870', 'status': 'Filled'} 2019-12-30 12:17:55 INFO: start process event-------------------------------------------- 2019-12-30 12:17:55 INFO: fetch new order event 61d775461f7d4d3eb893eaa611d2b870 2019-12-30 12:17:55 INFO: fetch orders by event init={'stop': '132.45', 'take': '135.35000000000005', 'qty': '13.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2019-12-30 12:17:55 INFO: process init order filled 2019-12-30 12:17:55 INFO: save profit orders to storage stop=01f06280e449477983b0123c232a3df7 take=4385c8199e86421bac629e5492575c46 2019-12-30 12:17:55 INFO: place profit orders take_price=135.35000000000005, stop_price=132.45, qty=13.0, color=GREEN, ticker=ETHUSD 01f06280e449477983b0123c232a3df7 4385c8199e86421bac629e5492575c46 2019-12-30 12:17:55 INFO: place stop order ETHUSD: qty=-13.0, stop_price=132.45, stop_uid=01f06280e449477983b0123c232a3df7 2019-12-30 12:17:55 INFO: exchange resp for stop order={'orderID': 'd798d971-4696-e20a-da43-ebd666f9865c', 'clOrdID': '01f06280e449477983b0123c232a3df7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 132.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 12, 17, 55, 189000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 12, 17, 55, 189000, tzinfo=tzlocal())} 2019-12-30 12:17:55 INFO: place limit order ETHUSD: qty=-13.0, price=135.35000000000005, take_uid=4385c8199e86421bac629e5492575c46 2019-12-30 12:17:55 INFO: process event {'orderID': 'd798d971-4696-e20a-da43-ebd666f9865c', 'clOrdID': '01f06280e449477983b0123c232a3df7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 132.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-30T12:17:55.189Z', 'timestamp': '2019-12-30T12:17:55.189Z'} 2019-12-30 12:17:55 INFO: skip event 01f06280e449477983b0123c232a3df7 New 2019-12-30 12:17:55 INFO: exchange resp for take profit order={'orderID': 'ca57c9e6-25c0-3acb-ac41-f97c86c2c5c4', 'clOrdID': '4385c8199e86421bac629e5492575c46', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.35, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 12, 17, 55, 233000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 12, 17, 55, 233000, tzinfo=tzlocal())} 2019-12-30 12:17:55 INFO: place profit orders={'stop': {'response': {'orderID': 'd798d971-4696-e20a-da43-ebd666f9865c', 'clOrdID': '01f06280e449477983b0123c232a3df7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 132.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 12, 17, 55, 189000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 12, 17, 55, 189000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': '01f06280e449477983b0123c232a3df7', 'price': 132.45}, 'take': {'response': {'orderID': 'ca57c9e6-25c0-3acb-ac41-f97c86c2c5c4', 'clOrdID': '4385c8199e86421bac629e5492575c46', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.35, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 12, 17, 55, 233000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 12, 17, 55, 233000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': '4385c8199e86421bac629e5492575c46', 'price': 135.35000000000005}} 2019-12-30 12:17:55 INFO: rm init order from db 61d775461f7d4d3eb893eaa611d2b870 2019-12-30 12:17:55 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2019-12-30 12:17:55 INFO: process event {'orderID': 'ca57c9e6-25c0-3acb-ac41-f97c86c2c5c4', 'clOrdID': '4385c8199e86421bac629e5492575c46', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-30T12:17:55.233Z', 'timestamp': '2019-12-30T12:17:55.233Z'} 2019-12-30 12:17:55 INFO: skip event 4385c8199e86421bac629e5492575c46 New 2019-12-30 12:17:55 INFO: process event {'orderID': 'ca57c9e6-25c0-3acb-ac41-f97c86c2c5c4', 'workingIndicator': True, 'clOrdID': '4385c8199e86421bac629e5492575c46', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-30T12:17:55.233Z'} 2019-12-30 12:17:55 INFO: skip event 4385c8199e86421bac629e5492575c46 2019-12-30 12:58:44 INFO: process event {'orderID': 'd798d971-4696-e20a-da43-ebd666f9865c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-30T12:58:44.213Z', 'clOrdID': '01f06280e449477983b0123c232a3df7', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-30 12:58:44 INFO: skip event 01f06280e449477983b0123c232a3df7 2019-12-30 12:58:44 INFO: process event {'orderID': 'd798d971-4696-e20a-da43-ebd666f9865c', 'price': 132.45, 'workingIndicator': True, 'transactTime': '2019-12-30T12:58:44.213Z', 'clOrdID': '01f06280e449477983b0123c232a3df7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-30T12:58:44.213Z'} 2019-12-30 12:58:44 INFO: skip event 01f06280e449477983b0123c232a3df7 2019-12-30 12:58:44 INFO: process event {'orderID': 'd798d971-4696-e20a-da43-ebd666f9865c', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 132.45, 'clOrdID': '01f06280e449477983b0123c232a3df7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-30T12:58:44.213Z'} 2019-12-30 12:58:44 INFO: add new event={'uid': '01f06280e449477983b0123c232a3df7', 'status': 'Filled'} 2019-12-30 12:58:44 INFO: start process event-------------------------------------------- 2019-12-30 12:58:44 INFO: fetch new order event 01f06280e449477983b0123c232a3df7 2019-12-30 12:58:44 INFO: fetch orders by event init=None profit_pair=4385c8199e86421bac629e5492575c46 2019-12-30 12:58:44 INFO: process profit order filled 2019-12-30 12:58:45 INFO: cancel order=4385c8199e86421bac629e5492575c46 [{'orderID': 'ca57c9e6-25c0-3acb-ac41-f97c86c2c5c4', 'clOrdID': '4385c8199e86421bac629e5492575c46', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 12, 17, 55, 233000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 12, 58, 45, 38000, tzinfo=tzlocal())}] 2019-12-30 12:58:45 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2019-12-30 12:58:45 INFO: process event {'orderID': 'ca57c9e6-25c0-3acb-ac41-f97c86c2c5c4', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-30T12:58:45.038Z', 'clOrdID': '4385c8199e86421bac629e5492575c46', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-30 12:58:45 INFO: skip event 4385c8199e86421bac629e5492575c46 Canceled 2019-12-30 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.95, 'high': 133.5, 'low': 132.3, 'close': 132.5, 'trades': 2829, 'volume': 5647682, 'vwap': 133.0, 'lastSize': 686, 'turnover': 75108875130, 'homeNotional': 41245.55692819414, 'foreignNotional': 5485285.4210369345}, {'timestamp': datetime.datetime(2019, 12, 30, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.65, 'high': 133.15, 'low': 132.45, 'close': 132.95, 'trades': 2231, 'volume': 4421272, 'vwap': 132.84, 'lastSize': 10, 'turnover': 58732123880, 'homeNotional': 32255.58214016441, 'foreignNotional': 4284831.607299571}, {'timestamp': datetime.datetime(2019, 12, 30, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.5, 'high': 134.0, 'low': 132.3, 'close': 132.65, 'trades': 4026, 'volume': 8218184, 'vwap': 133.1, 'lastSize': 55, 'turnover': 109376431675, 'homeNotional': 59987.77933555478, 'foreignNotional': 7983876.554346336}] 2019-12-30 13:00:20 INFO: prepare buckets [{'low_price': 132.3, 'high_price': 133.5, 'color': 'RED'}, {'low_price': 132.45, 'high_price': 133.15, 'color': 'GREEN'}, {'low_price': 132.3, 'high_price': 134.0, 'color': 'RED'}] 2019-12-30 13:00:20 INFO: bucket_size=1.1999999999999886 (allowed (0.39, 0.95)) 2019-12-30 13:00:20 WARNING: skip bucket by bucket_size=1.1999999999999886 too big 2019-12-30 13:00:20 INFO: check need new order None 2019-12-30 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.8, 'low': 131.45, 'close': 131.9, 'trades': 6183, 'volume': 13657005, 'vwap': 132.03, 'lastSize': 592, 'turnover': 180307429795, 'homeNotional': 99621.76302509966, 'foreignNotional': 13152680.893910993}, {'timestamp': datetime.datetime(2019, 12, 30, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.95, 'high': 133.5, 'low': 132.3, 'close': 132.5, 'trades': 2829, 'volume': 5647682, 'vwap': 133.0, 'lastSize': 686, 'turnover': 75108875130, 'homeNotional': 41245.55692819414, 'foreignNotional': 5485285.4210369345}, {'timestamp': datetime.datetime(2019, 12, 30, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.65, 'high': 133.15, 'low': 132.45, 'close': 132.95, 'trades': 2231, 'volume': 4421272, 'vwap': 132.84, 'lastSize': 10, 'turnover': 58732123880, 'homeNotional': 32255.58214016441, 'foreignNotional': 4284831.607299571}] 2019-12-30 14:00:21 INFO: prepare buckets [{'low_price': 131.45, 'high_price': 132.8, 'color': 'RED'}, {'low_price': 132.3, 'high_price': 133.5, 'color': 'RED'}, {'low_price': 132.45, 'high_price': 133.15, 'color': 'GREEN'}] 2019-12-30 14:00:21 INFO: bucket_size=1.3500000000000227 (allowed (0.39, 0.95)) 2019-12-30 14:00:21 WARNING: skip bucket by bucket_size=1.3500000000000227 too big 2019-12-30 14:00:21 INFO: check need new order None 2019-12-30 14:56:38 INFO: process event {'orderID': 'cdceeefb-47b7-933e-fce8-68e816e9f4f5', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 130.95, 'timestamp': '2019-12-30T14:56:37.992Z', 'clOrdID': '205c4abd269d43bd9abd3d22f3a58f76', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-30 14:56:38 INFO: add new event={'uid': '205c4abd269d43bd9abd3d22f3a58f76', 'status': 'Filled'} 2019-12-30 14:56:38 INFO: start process event-------------------------------------------- 2019-12-30 14:56:38 INFO: fetch new order event 205c4abd269d43bd9abd3d22f3a58f76 2019-12-30 14:56:38 INFO: fetch orders by event init=None profit_pair=5bdcac335b8d477d8071101665fd27d4 2019-12-30 14:56:38 INFO: process profit order filled 2019-12-30 14:56:38 INFO: cancel order=5bdcac335b8d477d8071101665fd27d4 [{'orderID': 'c73362f7-62c3-9316-d8e8-d87d2909542a', 'clOrdID': '5bdcac335b8d477d8071101665fd27d4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 134.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 30, 9, 56, 8, 93000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 30, 14, 56, 38, 149000, tzinfo=tzlocal())}] 2019-12-30 14:56:38 INFO: process event {'orderID': 'c73362f7-62c3-9316-d8e8-d87d2909542a', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2019-12-30T14:56:38.149Z', 'clOrdID': '5bdcac335b8d477d8071101665fd27d4', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-30 14:56:38 INFO: skip event 5bdcac335b8d477d8071101665fd27d4 Canceled 2019-12-30 14:56:38 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2019-12-30 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 132.4, 'low': 130.85, 'close': 131.15, 'trades': 3827, 'volume': 6853405, 'vwap': 131.46, 'lastSize': 20, 'turnover': 90092762670, 'homeNotional': 49988.399760183216, 'foreignNotional': 6571342.227365356}, {'timestamp': datetime.datetime(2019, 12, 30, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.8, 'low': 131.45, 'close': 131.9, 'trades': 6183, 'volume': 13657005, 'vwap': 132.03, 'lastSize': 592, 'turnover': 180307429795, 'homeNotional': 99621.76302509966, 'foreignNotional': 13152680.893910993}, {'timestamp': datetime.datetime(2019, 12, 30, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.95, 'high': 133.5, 'low': 132.3, 'close': 132.5, 'trades': 2829, 'volume': 5647682, 'vwap': 133.0, 'lastSize': 686, 'turnover': 75108875130, 'homeNotional': 41245.55692819414, 'foreignNotional': 5485285.4210369345}] 2019-12-30 15:00:20 INFO: prepare buckets [{'low_price': 130.85, 'high_price': 132.4, 'color': 'RED'}, {'low_price': 131.45, 'high_price': 132.8, 'color': 'RED'}, {'low_price': 132.3, 'high_price': 133.5, 'color': 'RED'}] 2019-12-30 15:00:20 INFO: bucket_size=1.5500000000000114 (allowed (0.39, 0.95)) 2019-12-30 15:00:20 WARNING: skip bucket by bucket_size=1.5500000000000114 too big 2019-12-30 15:00:20 INFO: check need new order None 2019-12-30 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.15, 'low': 130.0, 'close': 130.25, 'trades': 5597, 'volume': 10967097, 'vwap': 130.52, 'lastSize': 1, 'turnover': 143132300895, 'homeNotional': 79648.79887521638, 'foreignNotional': 10395045.73289749}, {'timestamp': datetime.datetime(2019, 12, 30, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 132.4, 'low': 130.85, 'close': 131.15, 'trades': 3827, 'volume': 6853405, 'vwap': 131.46, 'lastSize': 20, 'turnover': 90092762670, 'homeNotional': 49988.399760183216, 'foreignNotional': 6571342.227365356}, {'timestamp': datetime.datetime(2019, 12, 30, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.8, 'low': 131.45, 'close': 131.9, 'trades': 6183, 'volume': 13657005, 'vwap': 132.03, 'lastSize': 592, 'turnover': 180307429795, 'homeNotional': 99621.76302509966, 'foreignNotional': 13152680.893910993}] 2019-12-30 16:00:20 INFO: prepare buckets [{'low_price': 130.0, 'high_price': 131.15, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 132.4, 'color': 'RED'}, {'low_price': 131.45, 'high_price': 132.8, 'color': 'RED'}] 2019-12-30 16:00:20 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2019-12-30 16:00:20 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2019-12-30 16:00:20 INFO: check need new order None 2019-12-30 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.25, 'high': 131.35, 'low': 130.15, 'close': 131.3, 'trades': 3338, 'volume': 5576760, 'vwap': 130.72, 'lastSize': 273, 'turnover': 72897344210, 'homeNotional': 40294.98625034832, 'foreignNotional': 5267220.049763053}, {'timestamp': datetime.datetime(2019, 12, 30, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.15, 'low': 130.0, 'close': 130.25, 'trades': 5597, 'volume': 10967097, 'vwap': 130.52, 'lastSize': 1, 'turnover': 143132300895, 'homeNotional': 79648.79887521638, 'foreignNotional': 10395045.73289749}, {'timestamp': datetime.datetime(2019, 12, 30, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 132.4, 'low': 130.85, 'close': 131.15, 'trades': 3827, 'volume': 6853405, 'vwap': 131.46, 'lastSize': 20, 'turnover': 90092762670, 'homeNotional': 49988.399760183216, 'foreignNotional': 6571342.227365356}] 2019-12-30 17:00:20 INFO: prepare buckets [{'low_price': 130.15, 'high_price': 131.35, 'color': 'GREEN'}, {'low_price': 130.0, 'high_price': 131.15, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 132.4, 'color': 'RED'}] 2019-12-30 17:00:20 INFO: bucket_size=1.1999999999999886 (allowed (0.39, 0.95)) 2019-12-30 17:00:20 WARNING: skip bucket by bucket_size=1.1999999999999886 too big 2019-12-30 17:00:20 INFO: check need new order None 2019-12-30 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.3, 'high': 131.4, 'low': 130.75, 'close': 131.2, 'trades': 1623, 'volume': 2049101, 'vwap': 131.11, 'lastSize': 20, 'turnover': 26864178615, 'homeNotional': 14809.19881666359, 'foreignNotional': 1941521.724274002}, {'timestamp': datetime.datetime(2019, 12, 30, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.25, 'high': 131.35, 'low': 130.15, 'close': 131.3, 'trades': 3338, 'volume': 5576760, 'vwap': 130.72, 'lastSize': 273, 'turnover': 72897344210, 'homeNotional': 40294.98625034832, 'foreignNotional': 5267220.049763053}, {'timestamp': datetime.datetime(2019, 12, 30, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.15, 'low': 130.0, 'close': 130.25, 'trades': 5597, 'volume': 10967097, 'vwap': 130.52, 'lastSize': 1, 'turnover': 143132300895, 'homeNotional': 79648.79887521638, 'foreignNotional': 10395045.73289749}] 2019-12-30 18:00:20 INFO: prepare buckets [{'low_price': 130.75, 'high_price': 131.4, 'color': 'RED'}, {'low_price': 130.15, 'high_price': 131.35, 'color': 'GREEN'}, {'low_price': 130.0, 'high_price': 131.15, 'color': 'RED'}] 2019-12-30 18:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2019-12-30 18:00:20 INFO: check need new order None 2019-12-30 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.2, 'high': 131.75, 'low': 130.85, 'close': 130.9, 'trades': 1708, 'volume': 2320527, 'vwap': 131.24, 'lastSize': 150, 'turnover': 30454193375, 'homeNotional': 16781.675469411784, 'foreignNotional': 2202398.3579363967}, {'timestamp': datetime.datetime(2019, 12, 30, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.3, 'high': 131.4, 'low': 130.75, 'close': 131.2, 'trades': 1623, 'volume': 2049101, 'vwap': 131.11, 'lastSize': 20, 'turnover': 26864178615, 'homeNotional': 14809.19881666359, 'foreignNotional': 1941521.724274002}, {'timestamp': datetime.datetime(2019, 12, 30, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.25, 'high': 131.35, 'low': 130.15, 'close': 131.3, 'trades': 3338, 'volume': 5576760, 'vwap': 130.72, 'lastSize': 273, 'turnover': 72897344210, 'homeNotional': 40294.98625034832, 'foreignNotional': 5267220.049763053}] 2019-12-30 19:00:20 INFO: prepare buckets [{'low_price': 130.85, 'high_price': 131.75, 'color': 'RED'}, {'low_price': 130.75, 'high_price': 131.4, 'color': 'RED'}, {'low_price': 130.15, 'high_price': 131.35, 'color': 'GREEN'}] 2019-12-30 19:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2019-12-30 19:00:20 INFO: check need new order None 2019-12-30 20:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.9, 'high': 131.0, 'low': 130.55, 'close': 130.8, 'trades': 1874, 'volume': 2905648, 'vwap': 130.82, 'lastSize': 1, 'turnover': 38010108555, 'homeNotional': 20972.27417940811, 'foreignNotional': 2743480.3666196507}, {'timestamp': datetime.datetime(2019, 12, 30, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.2, 'high': 131.75, 'low': 130.85, 'close': 130.9, 'trades': 1708, 'volume': 2320527, 'vwap': 131.24, 'lastSize': 150, 'turnover': 30454193375, 'homeNotional': 16781.675469411784, 'foreignNotional': 2202398.3579363967}, {'timestamp': datetime.datetime(2019, 12, 30, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.3, 'high': 131.4, 'low': 130.75, 'close': 131.2, 'trades': 1623, 'volume': 2049101, 'vwap': 131.11, 'lastSize': 20, 'turnover': 26864178615, 'homeNotional': 14809.19881666359, 'foreignNotional': 1941521.724274002}] 2019-12-30 20:00:21 INFO: prepare buckets [{'low_price': 130.55, 'high_price': 131.0, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 131.75, 'color': 'RED'}, {'low_price': 130.75, 'high_price': 131.4, 'color': 'RED'}] 2019-12-30 20:00:21 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2019-12-30 20:00:21 INFO: check need new order None 2019-12-30 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.8, 'high': 132.05, 'low': 130.75, 'close': 131.55, 'trades': 2789, 'volume': 4585039, 'vwap': 131.56, 'lastSize': 10300, 'turnover': 60318811760, 'homeNotional': 33193.37718998985, 'foreignNotional': 4366791.429102499}, {'timestamp': datetime.datetime(2019, 12, 30, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.9, 'high': 131.0, 'low': 130.55, 'close': 130.8, 'trades': 1874, 'volume': 2905648, 'vwap': 130.82, 'lastSize': 1, 'turnover': 38010108555, 'homeNotional': 20972.27417940811, 'foreignNotional': 2743480.3666196507}, {'timestamp': datetime.datetime(2019, 12, 30, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.2, 'high': 131.75, 'low': 130.85, 'close': 130.9, 'trades': 1708, 'volume': 2320527, 'vwap': 131.24, 'lastSize': 150, 'turnover': 30454193375, 'homeNotional': 16781.675469411784, 'foreignNotional': 2202398.3579363967}] 2019-12-30 21:00:20 INFO: prepare buckets [{'low_price': 130.75, 'high_price': 132.05, 'color': 'GREEN'}, {'low_price': 130.55, 'high_price': 131.0, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 131.75, 'color': 'RED'}] 2019-12-30 21:00:20 INFO: bucket_size=1.3000000000000114 (allowed (0.39, 0.95)) 2019-12-30 21:00:20 WARNING: skip bucket by bucket_size=1.3000000000000114 too big 2019-12-30 21:00:20 INFO: check need new order None 2019-12-30 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.55, 'high': 131.85, 'low': 131.4, 'close': 131.7, 'trades': 1166, 'volume': 1956331, 'vwap': 131.62, 'lastSize': 2390, 'turnover': 25747990385, 'homeNotional': 14169.437565631815, 'foreignNotional': 1864892.7986323473}, {'timestamp': datetime.datetime(2019, 12, 30, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.8, 'high': 132.05, 'low': 130.75, 'close': 131.55, 'trades': 2789, 'volume': 4585039, 'vwap': 131.56, 'lastSize': 10300, 'turnover': 60318811760, 'homeNotional': 33193.37718998985, 'foreignNotional': 4366791.429102499}, {'timestamp': datetime.datetime(2019, 12, 30, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.9, 'high': 131.0, 'low': 130.55, 'close': 130.8, 'trades': 1874, 'volume': 2905648, 'vwap': 130.82, 'lastSize': 1, 'turnover': 38010108555, 'homeNotional': 20972.27417940811, 'foreignNotional': 2743480.3666196507}] 2019-12-30 22:00:20 INFO: prepare buckets [{'low_price': 131.4, 'high_price': 131.85, 'color': 'GREEN'}, {'low_price': 130.75, 'high_price': 132.05, 'color': 'GREEN'}, {'low_price': 130.55, 'high_price': 131.0, 'color': 'RED'}] 2019-12-30 22:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2019-12-30 22:00:20 INFO: check need new order None 2019-12-30 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 30, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 132.25, 'low': 131.65, 'close': 132.05, 'trades': 1063, 'volume': 1334111, 'vwap': 131.9, 'lastSize': 2, 'turnover': 17596111575, 'homeNotional': 9671.64795537728, 'foreignNotional': 1275632.390768183}, {'timestamp': datetime.datetime(2019, 12, 30, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.55, 'high': 131.85, 'low': 131.4, 'close': 131.7, 'trades': 1166, 'volume': 1956331, 'vwap': 131.62, 'lastSize': 2390, 'turnover': 25747990385, 'homeNotional': 14169.437565631815, 'foreignNotional': 1864892.7986323473}, {'timestamp': datetime.datetime(2019, 12, 30, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.8, 'high': 132.05, 'low': 130.75, 'close': 131.55, 'trades': 2789, 'volume': 4585039, 'vwap': 131.56, 'lastSize': 10300, 'turnover': 60318811760, 'homeNotional': 33193.37718998985, 'foreignNotional': 4366791.429102499}] 2019-12-30 23:00:20 INFO: prepare buckets [{'low_price': 131.65, 'high_price': 132.25, 'color': 'GREEN'}, {'low_price': 131.4, 'high_price': 131.85, 'color': 'GREEN'}, {'low_price': 130.75, 'high_price': 132.05, 'color': 'GREEN'}] 2019-12-30 23:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2019-12-30 23:00:20 INFO: check need new order None 2019-12-31 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.35, 'low': 130.9, 'close': 131.25, 'trades': 2604, 'volume': 4116394, 'vwap': 131.53, 'lastSize': 1, 'turnover': 54139781610, 'homeNotional': 29796.292213528413, 'foreignNotional': 3918901.0878964523}, {'timestamp': datetime.datetime(2019, 12, 30, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 132.25, 'low': 131.65, 'close': 132.05, 'trades': 1063, 'volume': 1334111, 'vwap': 131.9, 'lastSize': 2, 'turnover': 17596111575, 'homeNotional': 9671.64795537728, 'foreignNotional': 1275632.390768183}, {'timestamp': datetime.datetime(2019, 12, 30, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.55, 'high': 131.85, 'low': 131.4, 'close': 131.7, 'trades': 1166, 'volume': 1956331, 'vwap': 131.62, 'lastSize': 2390, 'turnover': 25747990385, 'homeNotional': 14169.437565631815, 'foreignNotional': 1864892.7986323473}] 2019-12-31 00:00:21 INFO: prepare buckets [{'low_price': 130.9, 'high_price': 132.35, 'color': 'RED'}, {'low_price': 131.65, 'high_price': 132.25, 'color': 'GREEN'}, {'low_price': 131.4, 'high_price': 131.85, 'color': 'GREEN'}] 2019-12-31 00:00:21 INFO: bucket_size=1.4499999999999886 (allowed (0.39, 0.95)) 2019-12-31 00:00:21 WARNING: skip bucket by bucket_size=1.4499999999999886 too big 2019-12-31 00:00:21 INFO: check need new order None 2019-12-31 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.25, 'high': 131.3, 'low': 130.3, 'close': 131.15, 'trades': 2997, 'volume': 4311669, 'vwap': 130.73, 'lastSize': 3492, 'turnover': 56365684005, 'homeNotional': 31014.50351646296, 'foreignNotional': 4054482.903833973}, {'timestamp': datetime.datetime(2019, 12, 31, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.35, 'low': 130.9, 'close': 131.25, 'trades': 2604, 'volume': 4116394, 'vwap': 131.53, 'lastSize': 1, 'turnover': 54139781610, 'homeNotional': 29796.292213528413, 'foreignNotional': 3918901.0878964523}, {'timestamp': datetime.datetime(2019, 12, 30, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 132.25, 'low': 131.65, 'close': 132.05, 'trades': 1063, 'volume': 1334111, 'vwap': 131.9, 'lastSize': 2, 'turnover': 17596111575, 'homeNotional': 9671.64795537728, 'foreignNotional': 1275632.390768183}] 2019-12-31 01:00:21 INFO: prepare buckets [{'low_price': 130.3, 'high_price': 131.3, 'color': 'RED'}, {'low_price': 130.9, 'high_price': 132.35, 'color': 'RED'}, {'low_price': 131.65, 'high_price': 132.25, 'color': 'GREEN'}] 2019-12-31 01:00:21 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2019-12-31 01:00:21 WARNING: skip bucket by bucket_size=1.0 too big 2019-12-31 01:00:21 INFO: check need new order None 2019-12-31 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.5, 'low': 131.05, 'close': 131.45, 'trades': 1155, 'volume': 1751120, 'vwap': 131.25, 'lastSize': 2, 'turnover': 22982778860, 'homeNotional': 12655.368783508515, 'foreignNotional': 1660969.780654057}, {'timestamp': datetime.datetime(2019, 12, 31, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.25, 'high': 131.3, 'low': 130.3, 'close': 131.15, 'trades': 2997, 'volume': 4311669, 'vwap': 130.73, 'lastSize': 3492, 'turnover': 56365684005, 'homeNotional': 31014.50351646296, 'foreignNotional': 4054482.903833973}, {'timestamp': datetime.datetime(2019, 12, 31, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.05, 'high': 132.35, 'low': 130.9, 'close': 131.25, 'trades': 2604, 'volume': 4116394, 'vwap': 131.53, 'lastSize': 1, 'turnover': 54139781610, 'homeNotional': 29796.292213528413, 'foreignNotional': 3918901.0878964523}] 2019-12-31 02:00:21 INFO: prepare buckets [{'low_price': 131.05, 'high_price': 131.5, 'color': 'GREEN'}, {'low_price': 130.3, 'high_price': 131.3, 'color': 'RED'}, {'low_price': 130.9, 'high_price': 132.35, 'color': 'RED'}] 2019-12-31 02:00:21 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2019-12-31 02:00:21 INFO: check need new order {'low_price': 131.05, 'high_price': 131.5, 'color': 'GREEN'} 2019-12-31 02:00:21 INFO: place order: start low=131.05 high=131.5 GREEN ETHUSD price_offset=0.1 2019-12-31 02:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=131.55 init_order_price=131.6 stop_price_offset=0.0 bucket_size=0.44999999999998863 stop_price=131.05 take_price=132.94999999999996 2019-12-31 02:00:21 INFO: place order: compute qty=20.0 2019-12-31 02:00:21 INFO: place order: save order to db 6da648ff441749a9b334024597a4d197; response=True 2019-12-31 02:00:21 INFO: process event {'orderID': '5c2885da-4fd5-c193-c54d-6da526660e7d', 'clOrdID': '6da648ff441749a9b334024597a4d197', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': 131.6, 'displayQty': None, 'stopPx': 131.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-31T02:00:21.113Z', 'timestamp': '2019-12-31T02:00:21.113Z'} 2019-12-31 02:00:21 INFO: skip event 6da648ff441749a9b334024597a4d197 New 2019-12-31 02:00:21 INFO: post order to exchange resp={'orderID': '5c2885da-4fd5-c193-c54d-6da526660e7d', 'clOrdID': '6da648ff441749a9b334024597a4d197', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': 131.6, 'displayQty': None, 'stopPx': 131.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 31, 2, 0, 21, 113000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 2, 0, 21, 113000, tzinfo=tzlocal())} 2019-12-31 02:00:21 INFO: place new init order {'qty': 20.0, 'init_price': 131.55, 'stop_price': 131.05, 'take_price': 132.94999999999996, 'order_uid': '6da648ff441749a9b334024597a4d197', 'response': {'orderID': '5c2885da-4fd5-c193-c54d-6da526660e7d', 'clOrdID': '6da648ff441749a9b334024597a4d197', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': 131.6, 'displayQty': None, 'stopPx': 131.55, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 31, 2, 0, 21, 113000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 2, 0, 21, 113000, tzinfo=tzlocal())}} 2019-12-31 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.5, 'low': 130.85, 'close': 131.05, 'trades': 780, 'volume': 1330334, 'vwap': 131.14, 'lastSize': 7000, 'turnover': 17445610040, 'homeNotional': 9604.37657055329, 'foreignNotional': 1259493.0739850062}, {'timestamp': datetime.datetime(2019, 12, 31, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.5, 'low': 131.05, 'close': 131.45, 'trades': 1155, 'volume': 1751120, 'vwap': 131.25, 'lastSize': 2, 'turnover': 22982778860, 'homeNotional': 12655.368783508515, 'foreignNotional': 1660969.780654057}, {'timestamp': datetime.datetime(2019, 12, 31, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.25, 'high': 131.3, 'low': 130.3, 'close': 131.15, 'trades': 2997, 'volume': 4311669, 'vwap': 130.73, 'lastSize': 3492, 'turnover': 56365684005, 'homeNotional': 31014.50351646296, 'foreignNotional': 4054482.903833973}] 2019-12-31 03:00:20 INFO: prepare buckets [{'low_price': 130.85, 'high_price': 131.5, 'color': 'RED'}, {'low_price': 131.05, 'high_price': 131.5, 'color': 'GREEN'}, {'low_price': 130.3, 'high_price': 131.3, 'color': 'RED'}] 2019-12-31 03:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2019-12-31 03:00:20 INFO: check need new order None 2019-12-31 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.05, 'high': 131.45, 'low': 130.75, 'close': 131.15, 'trades': 2118, 'volume': 5280328, 'vwap': 131.18, 'lastSize': 267, 'turnover': 69262633955, 'homeNotional': 38078.81094670993, 'foreignNotional': 4994844.64723487}, {'timestamp': datetime.datetime(2019, 12, 31, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.5, 'low': 130.85, 'close': 131.05, 'trades': 780, 'volume': 1330334, 'vwap': 131.14, 'lastSize': 7000, 'turnover': 17445610040, 'homeNotional': 9604.37657055329, 'foreignNotional': 1259493.0739850062}, {'timestamp': datetime.datetime(2019, 12, 31, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.5, 'low': 131.05, 'close': 131.45, 'trades': 1155, 'volume': 1751120, 'vwap': 131.25, 'lastSize': 2, 'turnover': 22982778860, 'homeNotional': 12655.368783508515, 'foreignNotional': 1660969.780654057}] 2019-12-31 04:00:20 INFO: prepare buckets [{'low_price': 130.75, 'high_price': 131.45, 'color': 'GREEN'}, {'low_price': 130.85, 'high_price': 131.5, 'color': 'RED'}, {'low_price': 131.05, 'high_price': 131.5, 'color': 'GREEN'}] 2019-12-31 04:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 0.95)) 2019-12-31 04:00:20 INFO: check need new order None 2019-12-31 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.45, 'low': 130.85, 'close': 131.1, 'trades': 1456, 'volume': 2421588, 'vwap': 131.26, 'lastSize': 1, 'turnover': 31784645425, 'homeNotional': 17490.869475843425, 'foreignNotional': 2295773.4651516518}, {'timestamp': datetime.datetime(2019, 12, 31, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.05, 'high': 131.45, 'low': 130.75, 'close': 131.15, 'trades': 2118, 'volume': 5280328, 'vwap': 131.18, 'lastSize': 267, 'turnover': 69262633955, 'homeNotional': 38078.81094670993, 'foreignNotional': 4994844.64723487}, {'timestamp': datetime.datetime(2019, 12, 31, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.5, 'low': 130.85, 'close': 131.05, 'trades': 780, 'volume': 1330334, 'vwap': 131.14, 'lastSize': 7000, 'turnover': 17445610040, 'homeNotional': 9604.37657055329, 'foreignNotional': 1259493.0739850062}] 2019-12-31 05:00:21 INFO: prepare buckets [{'low_price': 130.85, 'high_price': 131.45, 'color': 'RED'}, {'low_price': 130.75, 'high_price': 131.45, 'color': 'GREEN'}, {'low_price': 130.85, 'high_price': 131.5, 'color': 'RED'}] 2019-12-31 05:00:21 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2019-12-31 05:00:21 INFO: check need new order None 2019-12-31 05:11:18 INFO: process event {'orderID': '5c2885da-4fd5-c193-c54d-6da526660e7d', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-31T05:11:18.460Z', 'clOrdID': '6da648ff441749a9b334024597a4d197', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 05:11:18 INFO: skip event 6da648ff441749a9b334024597a4d197 2019-12-31 05:11:18 INFO: process event {'orderID': '5c2885da-4fd5-c193-c54d-6da526660e7d', 'workingIndicator': True, 'transactTime': '2019-12-31T05:11:18.460Z', 'clOrdID': '6da648ff441749a9b334024597a4d197', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T05:11:18.460Z'} 2019-12-31 05:11:18 INFO: skip event 6da648ff441749a9b334024597a4d197 2019-12-31 05:11:18 INFO: process event {'orderID': '5c2885da-4fd5-c193-c54d-6da526660e7d', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 20, 'avgPx': 131.6, 'timestamp': '2019-12-31T05:11:18.603Z', 'clOrdID': '6da648ff441749a9b334024597a4d197', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 05:11:18 INFO: add new event={'uid': '6da648ff441749a9b334024597a4d197', 'status': 'Filled'} 2019-12-31 05:11:19 INFO: start process event-------------------------------------------- 2019-12-31 05:11:19 INFO: fetch new order event 6da648ff441749a9b334024597a4d197 2019-12-31 05:11:19 INFO: fetch orders by event init={'stop': '131.05', 'take': '132.94999999999996', 'qty': '20.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2019-12-31 05:11:19 INFO: process init order filled 2019-12-31 05:11:19 INFO: save profit orders to storage stop=c76780c5c6d541bcaf9a07930ced56dc take=4930f1b0f172470f81ad88170d4c97c5 2019-12-31 05:11:19 INFO: place profit orders take_price=132.94999999999996, stop_price=131.05, qty=20.0, color=GREEN, ticker=ETHUSD c76780c5c6d541bcaf9a07930ced56dc 4930f1b0f172470f81ad88170d4c97c5 2019-12-31 05:11:19 INFO: place stop order ETHUSD: qty=-20.0, stop_price=131.05, stop_uid=c76780c5c6d541bcaf9a07930ced56dc 2019-12-31 05:11:19 INFO: process event {'orderID': '3c3653fe-7f8b-1502-9560-143ae0126113', 'clOrdID': 'c76780c5c6d541bcaf9a07930ced56dc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': None, 'displayQty': None, 'stopPx': 131.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-31T05:11:19.464Z', 'timestamp': '2019-12-31T05:11:19.464Z'} 2019-12-31 05:11:19 INFO: skip event c76780c5c6d541bcaf9a07930ced56dc New 2019-12-31 05:11:19 INFO: exchange resp for stop order={'orderID': '3c3653fe-7f8b-1502-9560-143ae0126113', 'clOrdID': 'c76780c5c6d541bcaf9a07930ced56dc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': None, 'displayQty': None, 'stopPx': 131.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 5, 11, 19, 464000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 5, 11, 19, 464000, tzinfo=tzlocal())} 2019-12-31 05:11:19 INFO: place limit order ETHUSD: qty=-20.0, price=132.94999999999996, take_uid=4930f1b0f172470f81ad88170d4c97c5 2019-12-31 05:11:19 INFO: process event {'orderID': 'f351ea80-3622-09d3-628b-69e705641c71', 'clOrdID': '4930f1b0f172470f81ad88170d4c97c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': 132.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-31T05:11:19.557Z', 'timestamp': '2019-12-31T05:11:19.557Z'} 2019-12-31 05:11:19 INFO: skip event 4930f1b0f172470f81ad88170d4c97c5 New 2019-12-31 05:11:19 INFO: process event {'orderID': 'f351ea80-3622-09d3-628b-69e705641c71', 'workingIndicator': True, 'clOrdID': '4930f1b0f172470f81ad88170d4c97c5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T05:11:19.557Z'} 2019-12-31 05:11:19 INFO: skip event 4930f1b0f172470f81ad88170d4c97c5 2019-12-31 05:11:19 INFO: exchange resp for take profit order={'orderID': 'f351ea80-3622-09d3-628b-69e705641c71', 'clOrdID': '4930f1b0f172470f81ad88170d4c97c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': 132.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 5, 11, 19, 557000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 5, 11, 19, 557000, tzinfo=tzlocal())} 2019-12-31 05:11:19 INFO: place profit orders={'stop': {'response': {'orderID': '3c3653fe-7f8b-1502-9560-143ae0126113', 'clOrdID': 'c76780c5c6d541bcaf9a07930ced56dc', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': None, 'displayQty': None, 'stopPx': 131.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 5, 11, 19, 464000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 5, 11, 19, 464000, tzinfo=tzlocal())}, 'qty': -20.0, 'uid': 'c76780c5c6d541bcaf9a07930ced56dc', 'price': 131.05}, 'take': {'response': {'orderID': 'f351ea80-3622-09d3-628b-69e705641c71', 'clOrdID': '4930f1b0f172470f81ad88170d4c97c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': 132.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 5, 11, 19, 557000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 5, 11, 19, 557000, tzinfo=tzlocal())}, 'qty': -20.0, 'uid': '4930f1b0f172470f81ad88170d4c97c5', 'price': 132.94999999999996}} 2019-12-31 05:11:19 INFO: rm init order from db 6da648ff441749a9b334024597a4d197 2019-12-31 05:11:19 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2019-12-31 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.1, 'high': 132.55, 'low': 131.1, 'close': 132.5, 'trades': 3490, 'volume': 11511166, 'vwap': 132.02, 'lastSize': 51, 'turnover': 151961704540, 'homeNotional': 83243.14712982153, 'foreignNotional': 10989152.331180034}, {'timestamp': datetime.datetime(2019, 12, 31, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.45, 'low': 130.85, 'close': 131.1, 'trades': 1456, 'volume': 2421588, 'vwap': 131.26, 'lastSize': 1, 'turnover': 31784645425, 'homeNotional': 17490.869475843425, 'foreignNotional': 2295773.4651516518}, {'timestamp': datetime.datetime(2019, 12, 31, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.05, 'high': 131.45, 'low': 130.75, 'close': 131.15, 'trades': 2118, 'volume': 5280328, 'vwap': 131.18, 'lastSize': 267, 'turnover': 69262633955, 'homeNotional': 38078.81094670993, 'foreignNotional': 4994844.64723487}] 2019-12-31 06:00:20 INFO: prepare buckets [{'low_price': 131.1, 'high_price': 132.55, 'color': 'GREEN'}, {'low_price': 130.85, 'high_price': 131.45, 'color': 'RED'}, {'low_price': 130.75, 'high_price': 131.45, 'color': 'GREEN'}] 2019-12-31 06:00:20 INFO: bucket_size=1.450000000000017 (allowed (0.39, 0.95)) 2019-12-31 06:00:20 WARNING: skip bucket by bucket_size=1.450000000000017 too big 2019-12-31 06:00:20 INFO: check need new order None 2019-12-31 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.75, 'low': 131.95, 'close': 131.95, 'trades': 3637, 'volume': 6893552, 'vwap': 132.47, 'lastSize': 1141, 'turnover': 91315794540, 'homeNotional': 49878.08108995661, 'foreignNotional': 6607133.738499558}, {'timestamp': datetime.datetime(2019, 12, 31, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.1, 'high': 132.55, 'low': 131.1, 'close': 132.5, 'trades': 3490, 'volume': 11511166, 'vwap': 132.02, 'lastSize': 51, 'turnover': 151961704540, 'homeNotional': 83243.14712982153, 'foreignNotional': 10989152.331180034}, {'timestamp': datetime.datetime(2019, 12, 31, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.15, 'high': 131.45, 'low': 130.85, 'close': 131.1, 'trades': 1456, 'volume': 2421588, 'vwap': 131.26, 'lastSize': 1, 'turnover': 31784645425, 'homeNotional': 17490.869475843425, 'foreignNotional': 2295773.4651516518}] 2019-12-31 07:00:21 INFO: prepare buckets [{'low_price': 131.95, 'high_price': 132.75, 'color': 'RED'}, {'low_price': 131.1, 'high_price': 132.55, 'color': 'GREEN'}, {'low_price': 130.85, 'high_price': 131.45, 'color': 'RED'}] 2019-12-31 07:00:21 INFO: bucket_size=0.8000000000000114 (allowed (0.39, 0.95)) 2019-12-31 07:00:21 INFO: check need new order None 2019-12-31 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.1, 'low': 131.75, 'close': 131.9, 'trades': 1683, 'volume': 2128285, 'vwap': 131.92, 'lastSize': 388, 'turnover': 28075757065, 'homeNotional': 15368.670040902964, 'foreignNotional': 2027393.3660924619}, {'timestamp': datetime.datetime(2019, 12, 31, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.75, 'low': 131.95, 'close': 131.95, 'trades': 3637, 'volume': 6893552, 'vwap': 132.47, 'lastSize': 1141, 'turnover': 91315794540, 'homeNotional': 49878.08108995661, 'foreignNotional': 6607133.738499558}, {'timestamp': datetime.datetime(2019, 12, 31, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.1, 'high': 132.55, 'low': 131.1, 'close': 132.5, 'trades': 3490, 'volume': 11511166, 'vwap': 132.02, 'lastSize': 51, 'turnover': 151961704540, 'homeNotional': 83243.14712982153, 'foreignNotional': 10989152.331180034}] 2019-12-31 08:00:21 INFO: prepare buckets [{'low_price': 131.75, 'high_price': 132.1, 'color': 'RED'}, {'low_price': 131.95, 'high_price': 132.75, 'color': 'RED'}, {'low_price': 131.1, 'high_price': 132.55, 'color': 'GREEN'}] 2019-12-31 08:00:21 INFO: bucket_size=0.3499999999999943 (allowed (0.39, 0.95)) 2019-12-31 08:00:21 WARNING: skip bucket by bucket_size=0.3499999999999943 too small 2019-12-31 08:00:21 INFO: check need new order None 2019-12-31 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 131.95, 'low': 131.35, 'close': 131.6, 'trades': 1829, 'volume': 3056509, 'vwap': 131.75, 'lastSize': 2, 'turnover': 40267039375, 'homeNotional': 22067.312885421987, 'foreignNotional': 2907193.62168634}, {'timestamp': datetime.datetime(2019, 12, 31, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.1, 'low': 131.75, 'close': 131.9, 'trades': 1683, 'volume': 2128285, 'vwap': 131.92, 'lastSize': 388, 'turnover': 28075757065, 'homeNotional': 15368.670040902964, 'foreignNotional': 2027393.3660924619}, {'timestamp': datetime.datetime(2019, 12, 31, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.75, 'low': 131.95, 'close': 131.95, 'trades': 3637, 'volume': 6893552, 'vwap': 132.47, 'lastSize': 1141, 'turnover': 91315794540, 'homeNotional': 49878.08108995661, 'foreignNotional': 6607133.738499558}] 2019-12-31 09:00:21 INFO: prepare buckets [{'low_price': 131.35, 'high_price': 131.95, 'color': 'RED'}, {'low_price': 131.75, 'high_price': 132.1, 'color': 'RED'}, {'low_price': 131.95, 'high_price': 132.75, 'color': 'RED'}] 2019-12-31 09:00:21 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2019-12-31 09:00:21 INFO: check need new order None 2019-12-31 09:05:33 INFO: process event {'orderID': '3c3653fe-7f8b-1502-9560-143ae0126113', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-31T09:05:33.245Z', 'clOrdID': 'c76780c5c6d541bcaf9a07930ced56dc', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 09:05:33 INFO: skip event c76780c5c6d541bcaf9a07930ced56dc 2019-12-31 09:05:33 INFO: process event {'orderID': '3c3653fe-7f8b-1502-9560-143ae0126113', 'price': 131.05, 'workingIndicator': True, 'transactTime': '2019-12-31T09:05:33.245Z', 'clOrdID': 'c76780c5c6d541bcaf9a07930ced56dc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T09:05:33.245Z'} 2019-12-31 09:05:33 INFO: skip event c76780c5c6d541bcaf9a07930ced56dc 2019-12-31 09:05:33 INFO: process event {'orderID': '3c3653fe-7f8b-1502-9560-143ae0126113', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 20, 'avgPx': 131.05, 'clOrdID': 'c76780c5c6d541bcaf9a07930ced56dc', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T09:05:33.245Z'} 2019-12-31 09:05:33 INFO: add new event={'uid': 'c76780c5c6d541bcaf9a07930ced56dc', 'status': 'Filled'} 2019-12-31 09:05:33 INFO: start process event-------------------------------------------- 2019-12-31 09:05:33 INFO: fetch new order event c76780c5c6d541bcaf9a07930ced56dc 2019-12-31 09:05:33 INFO: fetch orders by event init=None profit_pair=4930f1b0f172470f81ad88170d4c97c5 2019-12-31 09:05:33 INFO: process profit order filled 2019-12-31 09:05:33 INFO: process event {'orderID': 'f351ea80-3622-09d3-628b-69e705641c71', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-31T09:05:33.655Z', 'clOrdID': '4930f1b0f172470f81ad88170d4c97c5', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 09:05:33 INFO: skip event 4930f1b0f172470f81ad88170d4c97c5 Canceled 2019-12-31 09:05:33 INFO: cancel order=4930f1b0f172470f81ad88170d4c97c5 [{'orderID': 'f351ea80-3622-09d3-628b-69e705641c71', 'clOrdID': '4930f1b0f172470f81ad88170d4c97c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': 132.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 5, 11, 19, 557000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 9, 5, 33, 655000, tzinfo=tzlocal())}] 2019-12-31 09:05:33 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2019-12-31 10:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.6, 'high': 131.85, 'low': 131.0, 'close': 131.35, 'trades': 2207, 'volume': 3350214, 'vwap': 131.45, 'lastSize': 900, 'turnover': 44036784360, 'homeNotional': 24143.795530561532, 'foreignNotional': 3173578.236320478}, {'timestamp': datetime.datetime(2019, 12, 31, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 131.95, 'low': 131.35, 'close': 131.6, 'trades': 1829, 'volume': 3056509, 'vwap': 131.75, 'lastSize': 2, 'turnover': 40267039375, 'homeNotional': 22067.312885421987, 'foreignNotional': 2907193.62168634}, {'timestamp': datetime.datetime(2019, 12, 31, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.1, 'low': 131.75, 'close': 131.9, 'trades': 1683, 'volume': 2128285, 'vwap': 131.92, 'lastSize': 388, 'turnover': 28075757065, 'homeNotional': 15368.670040902964, 'foreignNotional': 2027393.3660924619}] 2019-12-31 10:00:21 INFO: prepare buckets [{'low_price': 131.0, 'high_price': 131.85, 'color': 'RED'}, {'low_price': 131.35, 'high_price': 131.95, 'color': 'RED'}, {'low_price': 131.75, 'high_price': 132.1, 'color': 'RED'}] 2019-12-31 10:00:21 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2019-12-31 10:00:21 INFO: check need new order None 2019-12-31 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.35, 'high': 131.9, 'low': 131.1, 'close': 131.45, 'trades': 1912, 'volume': 4364528, 'vwap': 131.49, 'lastSize': 30, 'turnover': 57385337475, 'homeNotional': 31477.826239355018, 'foreignNotional': 4138752.11692939}, {'timestamp': datetime.datetime(2019, 12, 31, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.6, 'high': 131.85, 'low': 131.0, 'close': 131.35, 'trades': 2207, 'volume': 3350214, 'vwap': 131.45, 'lastSize': 900, 'turnover': 44036784360, 'homeNotional': 24143.795530561532, 'foreignNotional': 3173578.236320478}, {'timestamp': datetime.datetime(2019, 12, 31, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 131.95, 'low': 131.35, 'close': 131.6, 'trades': 1829, 'volume': 3056509, 'vwap': 131.75, 'lastSize': 2, 'turnover': 40267039375, 'homeNotional': 22067.312885421987, 'foreignNotional': 2907193.62168634}] 2019-12-31 11:00:21 INFO: prepare buckets [{'low_price': 131.1, 'high_price': 131.9, 'color': 'GREEN'}, {'low_price': 131.0, 'high_price': 131.85, 'color': 'RED'}, {'low_price': 131.35, 'high_price': 131.95, 'color': 'RED'}] 2019-12-31 11:00:21 INFO: bucket_size=0.8000000000000114 (allowed (0.39, 0.95)) 2019-12-31 11:00:21 INFO: check need new order {'low_price': 131.1, 'high_price': 131.9, 'color': 'GREEN'} 2019-12-31 11:00:21 INFO: place order: start low=131.1 high=131.9 GREEN ETHUSD price_offset=0.1 2019-12-31 11:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=131.95000000000002 init_order_price=132.0 stop_price_offset=0.0 bucket_size=0.8000000000000114 stop_price=131.1 take_price=134.40000000000003 2019-12-31 11:00:21 INFO: place order: compute qty=12.0 2019-12-31 11:00:21 INFO: place order: save order to db 8a6b3e05c09c45128c901eefef1f6325; response=True 2019-12-31 11:00:21 INFO: post order to exchange resp={'orderID': '47d09fb9-169d-61df-1454-7e9765e9b080', 'clOrdID': '8a6b3e05c09c45128c901eefef1f6325', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 132.0, 'displayQty': None, 'stopPx': 131.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 31, 11, 0, 21, 287000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 11, 0, 21, 287000, tzinfo=tzlocal())} 2019-12-31 11:00:21 INFO: place new init order {'qty': 12.0, 'init_price': 131.95000000000002, 'stop_price': 131.1, 'take_price': 134.40000000000003, 'order_uid': '8a6b3e05c09c45128c901eefef1f6325', 'response': {'orderID': '47d09fb9-169d-61df-1454-7e9765e9b080', 'clOrdID': '8a6b3e05c09c45128c901eefef1f6325', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 132.0, 'displayQty': None, 'stopPx': 131.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 31, 11, 0, 21, 287000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 11, 0, 21, 287000, tzinfo=tzlocal())}} 2019-12-31 11:00:21 INFO: process event {'orderID': '47d09fb9-169d-61df-1454-7e9765e9b080', 'clOrdID': '8a6b3e05c09c45128c901eefef1f6325', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 132, 'displayQty': None, 'stopPx': 131.95, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-31T11:00:21.287Z', 'timestamp': '2019-12-31T11:00:21.287Z'} 2019-12-31 11:00:21 INFO: skip event 8a6b3e05c09c45128c901eefef1f6325 New 2019-12-31 11:06:04 INFO: process event {'orderID': '47d09fb9-169d-61df-1454-7e9765e9b080', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-31T11:06:04.055Z', 'clOrdID': '8a6b3e05c09c45128c901eefef1f6325', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 11:06:04 INFO: skip event 8a6b3e05c09c45128c901eefef1f6325 2019-12-31 11:06:04 INFO: process event {'orderID': '47d09fb9-169d-61df-1454-7e9765e9b080', 'workingIndicator': True, 'transactTime': '2019-12-31T11:06:04.055Z', 'clOrdID': '8a6b3e05c09c45128c901eefef1f6325', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T11:06:04.055Z'} 2019-12-31 11:06:04 INFO: skip event 8a6b3e05c09c45128c901eefef1f6325 2019-12-31 11:06:04 INFO: process event {'orderID': '47d09fb9-169d-61df-1454-7e9765e9b080', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 131.95, 'clOrdID': '8a6b3e05c09c45128c901eefef1f6325', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T11:06:04.055Z'} 2019-12-31 11:06:04 INFO: add new event={'uid': '8a6b3e05c09c45128c901eefef1f6325', 'status': 'Filled'} 2019-12-31 11:06:04 INFO: start process event-------------------------------------------- 2019-12-31 11:06:04 INFO: fetch new order event 8a6b3e05c09c45128c901eefef1f6325 2019-12-31 11:06:04 INFO: fetch orders by event init={'stop': '131.1', 'take': '134.40000000000003', 'qty': '12.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2019-12-31 11:06:04 INFO: process init order filled 2019-12-31 11:06:04 INFO: save profit orders to storage stop=efc3f5f6aca54974a9de3b2b43f8988f take=4d9e263f99fe4671a355fd1bba6ea1fb 2019-12-31 11:06:04 INFO: place profit orders take_price=134.40000000000003, stop_price=131.1, qty=12.0, color=GREEN, ticker=ETHUSD efc3f5f6aca54974a9de3b2b43f8988f 4d9e263f99fe4671a355fd1bba6ea1fb 2019-12-31 11:06:04 INFO: place stop order ETHUSD: qty=-12.0, stop_price=131.1, stop_uid=efc3f5f6aca54974a9de3b2b43f8988f 2019-12-31 11:06:04 INFO: process event {'orderID': 'e052d486-f847-5dc4-4364-3326b4bab0c9', 'clOrdID': 'efc3f5f6aca54974a9de3b2b43f8988f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 131.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-31T11:06:04.812Z', 'timestamp': '2019-12-31T11:06:04.812Z'} 2019-12-31 11:06:04 INFO: skip event efc3f5f6aca54974a9de3b2b43f8988f New 2019-12-31 11:06:04 INFO: exchange resp for stop order={'orderID': 'e052d486-f847-5dc4-4364-3326b4bab0c9', 'clOrdID': 'efc3f5f6aca54974a9de3b2b43f8988f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 131.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 11, 6, 4, 812000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 11, 6, 4, 812000, tzinfo=tzlocal())} 2019-12-31 11:06:04 INFO: place limit order ETHUSD: qty=-12.0, price=134.40000000000003, take_uid=4d9e263f99fe4671a355fd1bba6ea1fb 2019-12-31 11:06:04 INFO: process event {'orderID': '700dfbff-89e2-6f6b-8044-ed1038a6d07d', 'clOrdID': '4d9e263f99fe4671a355fd1bba6ea1fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-31T11:06:04.852Z', 'timestamp': '2019-12-31T11:06:04.852Z'} 2019-12-31 11:06:04 INFO: skip event 4d9e263f99fe4671a355fd1bba6ea1fb New 2019-12-31 11:06:04 INFO: process event {'orderID': '700dfbff-89e2-6f6b-8044-ed1038a6d07d', 'workingIndicator': True, 'clOrdID': '4d9e263f99fe4671a355fd1bba6ea1fb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T11:06:04.852Z'} 2019-12-31 11:06:04 INFO: skip event 4d9e263f99fe4671a355fd1bba6ea1fb 2019-12-31 11:06:04 INFO: exchange resp for take profit order={'orderID': '700dfbff-89e2-6f6b-8044-ed1038a6d07d', 'clOrdID': '4d9e263f99fe4671a355fd1bba6ea1fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 11, 6, 4, 852000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 11, 6, 4, 852000, tzinfo=tzlocal())} 2019-12-31 11:06:04 INFO: place profit orders={'stop': {'response': {'orderID': 'e052d486-f847-5dc4-4364-3326b4bab0c9', 'clOrdID': 'efc3f5f6aca54974a9de3b2b43f8988f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 131.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 11, 6, 4, 812000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 11, 6, 4, 812000, tzinfo=tzlocal())}, 'qty': -12.0, 'uid': 'efc3f5f6aca54974a9de3b2b43f8988f', 'price': 131.1}, 'take': {'response': {'orderID': '700dfbff-89e2-6f6b-8044-ed1038a6d07d', 'clOrdID': '4d9e263f99fe4671a355fd1bba6ea1fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 11, 6, 4, 852000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 11, 6, 4, 852000, tzinfo=tzlocal())}, 'qty': -12.0, 'uid': '4d9e263f99fe4671a355fd1bba6ea1fb', 'price': 134.40000000000003}} 2019-12-31 11:06:04 INFO: rm init order from db 8a6b3e05c09c45128c901eefef1f6325 2019-12-31 11:06:04 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2019-12-31 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.95, 'low': 131.45, 'close': 131.65, 'trades': 1325, 'volume': 2242027, 'vwap': 131.7, 'lastSize': 50, 'turnover': 29526330665, 'homeNotional': 16196.392036909834, 'foreignNotional': 2132981.3870666185}, {'timestamp': datetime.datetime(2019, 12, 31, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.35, 'high': 131.9, 'low': 131.1, 'close': 131.45, 'trades': 1912, 'volume': 4364528, 'vwap': 131.49, 'lastSize': 30, 'turnover': 57385337475, 'homeNotional': 31477.826239355018, 'foreignNotional': 4138752.11692939}, {'timestamp': datetime.datetime(2019, 12, 31, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.6, 'high': 131.85, 'low': 131.0, 'close': 131.35, 'trades': 2207, 'volume': 3350214, 'vwap': 131.45, 'lastSize': 900, 'turnover': 44036784360, 'homeNotional': 24143.795530561532, 'foreignNotional': 3173578.236320478}] 2019-12-31 12:00:21 INFO: prepare buckets [{'low_price': 131.45, 'high_price': 131.95, 'color': 'GREEN'}, {'low_price': 131.1, 'high_price': 131.9, 'color': 'GREEN'}, {'low_price': 131.0, 'high_price': 131.85, 'color': 'RED'}] 2019-12-31 12:00:21 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2019-12-31 12:00:21 INFO: check need new order None 2019-12-31 12:09:20 INFO: process event {'orderID': 'e052d486-f847-5dc4-4364-3326b4bab0c9', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2019-12-31T12:09:20.016Z', 'clOrdID': 'efc3f5f6aca54974a9de3b2b43f8988f', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 12:09:20 INFO: skip event efc3f5f6aca54974a9de3b2b43f8988f 2019-12-31 12:09:20 INFO: process event {'orderID': 'e052d486-f847-5dc4-4364-3326b4bab0c9', 'price': 131.1, 'workingIndicator': True, 'transactTime': '2019-12-31T12:09:20.016Z', 'clOrdID': 'efc3f5f6aca54974a9de3b2b43f8988f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T12:09:20.016Z'} 2019-12-31 12:09:20 INFO: skip event efc3f5f6aca54974a9de3b2b43f8988f 2019-12-31 12:09:20 INFO: process event {'orderID': 'e052d486-f847-5dc4-4364-3326b4bab0c9', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 131.1, 'clOrdID': 'efc3f5f6aca54974a9de3b2b43f8988f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T12:09:20.016Z'} 2019-12-31 12:09:20 INFO: add new event={'uid': 'efc3f5f6aca54974a9de3b2b43f8988f', 'status': 'Filled'} 2019-12-31 12:09:20 INFO: start process event-------------------------------------------- 2019-12-31 12:09:20 INFO: fetch new order event efc3f5f6aca54974a9de3b2b43f8988f 2019-12-31 12:09:20 INFO: fetch orders by event init=None profit_pair=4d9e263f99fe4671a355fd1bba6ea1fb 2019-12-31 12:09:20 INFO: process profit order filled 2019-12-31 12:09:22 INFO: cancel order=4d9e263f99fe4671a355fd1bba6ea1fb [{'orderID': '700dfbff-89e2-6f6b-8044-ed1038a6d07d', 'clOrdID': '4d9e263f99fe4671a355fd1bba6ea1fb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 11, 6, 4, 852000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 12, 9, 22, 713000, tzinfo=tzlocal())}] 2019-12-31 12:09:22 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2019-12-31 12:09:23 INFO: process event {'orderID': '700dfbff-89e2-6f6b-8044-ed1038a6d07d', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2019-12-31T12:09:22.713Z', 'clOrdID': '4d9e263f99fe4671a355fd1bba6ea1fb', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 12:09:23 INFO: skip event 4d9e263f99fe4671a355fd1bba6ea1fb Canceled 2019-12-31 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.65, 'high': 131.65, 'low': 130.85, 'close': 131.5, 'trades': 2446, 'volume': 4348377, 'vwap': 131.23, 'lastSize': 2103, 'turnover': 57059428125, 'homeNotional': 31364.833043561266, 'foreignNotional': 4115699.7838890334}, {'timestamp': datetime.datetime(2019, 12, 31, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.95, 'low': 131.45, 'close': 131.65, 'trades': 1325, 'volume': 2242027, 'vwap': 131.7, 'lastSize': 50, 'turnover': 29526330665, 'homeNotional': 16196.392036909834, 'foreignNotional': 2132981.3870666185}, {'timestamp': datetime.datetime(2019, 12, 31, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.35, 'high': 131.9, 'low': 131.1, 'close': 131.45, 'trades': 1912, 'volume': 4364528, 'vwap': 131.49, 'lastSize': 30, 'turnover': 57385337475, 'homeNotional': 31477.826239355018, 'foreignNotional': 4138752.11692939}] 2019-12-31 13:00:20 INFO: prepare buckets [{'low_price': 130.85, 'high_price': 131.65, 'color': 'RED'}, {'low_price': 131.45, 'high_price': 131.95, 'color': 'GREEN'}, {'low_price': 131.1, 'high_price': 131.9, 'color': 'GREEN'}] 2019-12-31 13:00:20 INFO: bucket_size=0.8000000000000114 (allowed (0.39, 0.95)) 2019-12-31 13:00:20 INFO: check need new order {'low_price': 130.85, 'high_price': 131.65, 'color': 'RED'} 2019-12-31 13:00:20 INFO: place order: start low=130.85 high=131.65 RED ETHUSD price_offset=0.1 2019-12-31 13:00:20 INFO: place order: side_factor=1.0 init_trigger_price=130.79999999999998 init_order_price=130.75 stop_price_offset=0.0 bucket_size=0.8000000000000114 stop_price=131.65 take_price=128.34999999999997 2019-12-31 13:00:20 INFO: place order: compute qty=-12.0 2019-12-31 13:00:20 INFO: place order: save order to db 3bc8a7b7dcef429b93d11a7e875a0c78; response=True 2019-12-31 13:00:20 INFO: post order to exchange resp={'orderID': 'cf3af5ce-0f1b-b635-d79e-65dc9e74b953', 'clOrdID': '3bc8a7b7dcef429b93d11a7e875a0c78', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 130.75, 'displayQty': None, 'stopPx': 130.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 31, 13, 0, 20, 844000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 13, 0, 20, 844000, tzinfo=tzlocal())} 2019-12-31 13:00:20 INFO: place new init order {'qty': -12.0, 'init_price': 130.79999999999998, 'stop_price': 131.65, 'take_price': 128.34999999999997, 'order_uid': '3bc8a7b7dcef429b93d11a7e875a0c78', 'response': {'orderID': 'cf3af5ce-0f1b-b635-d79e-65dc9e74b953', 'clOrdID': '3bc8a7b7dcef429b93d11a7e875a0c78', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 130.75, 'displayQty': None, 'stopPx': 130.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2019, 12, 31, 13, 0, 20, 844000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 13, 0, 20, 844000, tzinfo=tzlocal())}} 2019-12-31 13:00:21 INFO: process event {'orderID': 'cf3af5ce-0f1b-b635-d79e-65dc9e74b953', 'clOrdID': '3bc8a7b7dcef429b93d11a7e875a0c78', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 130.75, 'displayQty': None, 'stopPx': 130.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2019-12-31T13:00:20.844Z', 'timestamp': '2019-12-31T13:00:20.844Z'} 2019-12-31 13:00:21 INFO: skip event 3bc8a7b7dcef429b93d11a7e875a0c78 New 2019-12-31 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.5, 'high': 131.85, 'low': 131.25, 'close': 131.25, 'trades': 1435, 'volume': 2805991, 'vwap': 131.55, 'lastSize': 5, 'turnover': 36910860495, 'homeNotional': 20281.698458499173, 'foreignNotional': 2667917.6310448404}, {'timestamp': datetime.datetime(2019, 12, 31, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.65, 'high': 131.65, 'low': 130.85, 'close': 131.5, 'trades': 2446, 'volume': 4348377, 'vwap': 131.23, 'lastSize': 2103, 'turnover': 57059428125, 'homeNotional': 31364.833043561266, 'foreignNotional': 4115699.7838890334}, {'timestamp': datetime.datetime(2019, 12, 31, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.95, 'low': 131.45, 'close': 131.65, 'trades': 1325, 'volume': 2242027, 'vwap': 131.7, 'lastSize': 50, 'turnover': 29526330665, 'homeNotional': 16196.392036909834, 'foreignNotional': 2132981.3870666185}] 2019-12-31 14:00:20 INFO: prepare buckets [{'low_price': 131.25, 'high_price': 131.85, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 131.65, 'color': 'RED'}, {'low_price': 131.45, 'high_price': 131.95, 'color': 'GREEN'}] 2019-12-31 14:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2019-12-31 14:00:20 INFO: check need new order None 2019-12-31 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.25, 'high': 133.35, 'low': 130.85, 'close': 131.4, 'trades': 6254, 'volume': 10134367, 'vwap': 132.25, 'lastSize': 50, 'turnover': 134019311460, 'homeNotional': 73497.70464585761, 'foreignNotional': 9719653.018541591}, {'timestamp': datetime.datetime(2019, 12, 31, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.5, 'high': 131.85, 'low': 131.25, 'close': 131.25, 'trades': 1435, 'volume': 2805991, 'vwap': 131.55, 'lastSize': 5, 'turnover': 36910860495, 'homeNotional': 20281.698458499173, 'foreignNotional': 2667917.6310448404}, {'timestamp': datetime.datetime(2019, 12, 31, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.65, 'high': 131.65, 'low': 130.85, 'close': 131.5, 'trades': 2446, 'volume': 4348377, 'vwap': 131.23, 'lastSize': 2103, 'turnover': 57059428125, 'homeNotional': 31364.833043561266, 'foreignNotional': 4115699.7838890334}] 2019-12-31 15:00:20 INFO: prepare buckets [{'low_price': 130.85, 'high_price': 133.35, 'color': 'GREEN'}, {'low_price': 131.25, 'high_price': 131.85, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 131.65, 'color': 'RED'}] 2019-12-31 15:00:20 INFO: bucket_size=2.5 (allowed (0.39, 0.95)) 2019-12-31 15:00:20 WARNING: skip bucket by bucket_size=2.5 too big 2019-12-31 15:00:20 INFO: check need new order None 2019-12-31 15:01:10 INFO: process event {'orderID': 'cf3af5ce-0f1b-b635-d79e-65dc9e74b953', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2019-12-31T15:01:10.589Z', 'clOrdID': '3bc8a7b7dcef429b93d11a7e875a0c78', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 15:01:10 INFO: skip event 3bc8a7b7dcef429b93d11a7e875a0c78 2019-12-31 15:01:10 INFO: process event {'orderID': 'cf3af5ce-0f1b-b635-d79e-65dc9e74b953', 'workingIndicator': True, 'transactTime': '2019-12-31T15:01:10.589Z', 'clOrdID': '3bc8a7b7dcef429b93d11a7e875a0c78', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T15:01:10.589Z'} 2019-12-31 15:01:10 INFO: skip event 3bc8a7b7dcef429b93d11a7e875a0c78 2019-12-31 15:01:10 INFO: process event {'orderID': 'cf3af5ce-0f1b-b635-d79e-65dc9e74b953', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 130.8, 'clOrdID': '3bc8a7b7dcef429b93d11a7e875a0c78', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T15:01:10.589Z'} 2019-12-31 15:01:10 INFO: add new event={'uid': '3bc8a7b7dcef429b93d11a7e875a0c78', 'status': 'Filled'} 2019-12-31 15:01:10 INFO: start process event-------------------------------------------- 2019-12-31 15:01:10 INFO: fetch new order event 3bc8a7b7dcef429b93d11a7e875a0c78 2019-12-31 15:01:10 INFO: fetch orders by event init={'stop': '131.65', 'take': '128.34999999999997', 'qty': '12.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2019-12-31 15:01:10 INFO: process init order filled 2019-12-31 15:01:10 INFO: save profit orders to storage stop=4104cfecdc0e43eeb2968c910b501e0a take=d4931566554f4900acb616fcf0afc870 2019-12-31 15:01:10 INFO: place profit orders take_price=128.34999999999997, stop_price=131.65, qty=12.0, color=RED, ticker=ETHUSD 4104cfecdc0e43eeb2968c910b501e0a d4931566554f4900acb616fcf0afc870 2019-12-31 15:01:10 INFO: place stop order ETHUSD: qty=12.0, stop_price=131.65, stop_uid=4104cfecdc0e43eeb2968c910b501e0a 2019-12-31 15:01:10 INFO: process event {'orderID': '4477c9a1-5f11-c5cc-7288-102865d413e2', 'clOrdID': '4104cfecdc0e43eeb2968c910b501e0a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 131.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2019-12-31T15:01:10.828Z', 'timestamp': '2019-12-31T15:01:10.828Z'} 2019-12-31 15:01:10 INFO: skip event 4104cfecdc0e43eeb2968c910b501e0a New 2019-12-31 15:01:10 INFO: exchange resp for stop order={'orderID': '4477c9a1-5f11-c5cc-7288-102865d413e2', 'clOrdID': '4104cfecdc0e43eeb2968c910b501e0a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 131.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 15, 1, 10, 828000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 15, 1, 10, 828000, tzinfo=tzlocal())} 2019-12-31 15:01:10 INFO: place limit order ETHUSD: qty=12.0, price=128.34999999999997, take_uid=d4931566554f4900acb616fcf0afc870 2019-12-31 15:01:10 INFO: process event {'orderID': '0dd31e2c-5b82-2b05-67d8-8667fdede0d8', 'clOrdID': 'd4931566554f4900acb616fcf0afc870', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 128.35, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2019-12-31T15:01:10.868Z', 'timestamp': '2019-12-31T15:01:10.868Z'} 2019-12-31 15:01:10 INFO: skip event d4931566554f4900acb616fcf0afc870 New 2019-12-31 15:01:10 INFO: process event {'orderID': '0dd31e2c-5b82-2b05-67d8-8667fdede0d8', 'workingIndicator': True, 'clOrdID': 'd4931566554f4900acb616fcf0afc870', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2019-12-31T15:01:10.868Z'} 2019-12-31 15:01:10 INFO: skip event d4931566554f4900acb616fcf0afc870 2019-12-31 15:01:10 INFO: exchange resp for take profit order={'orderID': '0dd31e2c-5b82-2b05-67d8-8667fdede0d8', 'clOrdID': 'd4931566554f4900acb616fcf0afc870', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 128.35, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 15, 1, 10, 868000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 15, 1, 10, 868000, tzinfo=tzlocal())} 2019-12-31 15:01:10 INFO: place profit orders={'stop': {'response': {'orderID': '4477c9a1-5f11-c5cc-7288-102865d413e2', 'clOrdID': '4104cfecdc0e43eeb2968c910b501e0a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 131.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 15, 1, 10, 828000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 15, 1, 10, 828000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': '4104cfecdc0e43eeb2968c910b501e0a', 'price': 131.65}, 'take': {'response': {'orderID': '0dd31e2c-5b82-2b05-67d8-8667fdede0d8', 'clOrdID': 'd4931566554f4900acb616fcf0afc870', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 128.35, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 15, 1, 10, 868000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 15, 1, 10, 868000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': 'd4931566554f4900acb616fcf0afc870', 'price': 128.34999999999997}} 2019-12-31 15:01:10 INFO: rm init order from db 3bc8a7b7dcef429b93d11a7e875a0c78 2019-12-31 15:01:10 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2019-12-31 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.4, 'high': 131.55, 'low': 128.5, 'close': 129.3, 'trades': 10823, 'volume': 27265182, 'vwap': 129.65, 'lastSize': 50, 'turnover': 353482439130, 'homeNotional': 196073.70364806685, 'foreignNotional': 25420294.743687887}, {'timestamp': datetime.datetime(2019, 12, 31, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.25, 'high': 133.35, 'low': 130.85, 'close': 131.4, 'trades': 6254, 'volume': 10134367, 'vwap': 132.25, 'lastSize': 50, 'turnover': 134019311460, 'homeNotional': 73497.70464585761, 'foreignNotional': 9719653.018541591}, {'timestamp': datetime.datetime(2019, 12, 31, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.5, 'high': 131.85, 'low': 131.25, 'close': 131.25, 'trades': 1435, 'volume': 2805991, 'vwap': 131.55, 'lastSize': 5, 'turnover': 36910860495, 'homeNotional': 20281.698458499173, 'foreignNotional': 2667917.6310448404}] 2019-12-31 16:00:20 INFO: prepare buckets [{'low_price': 128.5, 'high_price': 131.55, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 133.35, 'color': 'GREEN'}, {'low_price': 131.25, 'high_price': 131.85, 'color': 'RED'}] 2019-12-31 16:00:20 INFO: bucket_size=3.0500000000000114 (allowed (0.39, 0.95)) 2019-12-31 16:00:20 WARNING: skip bucket by bucket_size=3.0500000000000114 too big 2019-12-31 16:00:20 INFO: check need new order None 2019-12-31 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 130.1, 'low': 128.65, 'close': 129.6, 'trades': 3500, 'volume': 8078476, 'vwap': 129.69, 'lastSize': 7000, 'turnover': 104765802865, 'homeNotional': 58047.93439519508, 'foreignNotional': 7527970.496070398}, {'timestamp': datetime.datetime(2019, 12, 31, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.4, 'high': 131.55, 'low': 128.5, 'close': 129.3, 'trades': 10823, 'volume': 27265182, 'vwap': 129.65, 'lastSize': 50, 'turnover': 353482439130, 'homeNotional': 196073.70364806685, 'foreignNotional': 25420294.743687887}, {'timestamp': datetime.datetime(2019, 12, 31, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.25, 'high': 133.35, 'low': 130.85, 'close': 131.4, 'trades': 6254, 'volume': 10134367, 'vwap': 132.25, 'lastSize': 50, 'turnover': 134019311460, 'homeNotional': 73497.70464585761, 'foreignNotional': 9719653.018541591}] 2019-12-31 17:00:20 INFO: prepare buckets [{'low_price': 128.65, 'high_price': 130.1, 'color': 'GREEN'}, {'low_price': 128.5, 'high_price': 131.55, 'color': 'RED'}, {'low_price': 130.85, 'high_price': 133.35, 'color': 'GREEN'}] 2019-12-31 17:00:20 INFO: bucket_size=1.4499999999999886 (allowed (0.39, 0.95)) 2019-12-31 17:00:20 WARNING: skip bucket by bucket_size=1.4499999999999886 too big 2019-12-31 17:00:20 INFO: check need new order None 2019-12-31 17:45:28 INFO: process event {'orderID': '0dd31e2c-5b82-2b05-67d8-8667fdede0d8', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 128.35, 'timestamp': '2019-12-31T17:45:28.188Z', 'clOrdID': 'd4931566554f4900acb616fcf0afc870', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 17:45:28 INFO: add new event={'uid': 'd4931566554f4900acb616fcf0afc870', 'status': 'Filled'} 2019-12-31 17:45:29 INFO: start process event-------------------------------------------- 2019-12-31 17:45:29 INFO: fetch new order event d4931566554f4900acb616fcf0afc870 2019-12-31 17:45:29 INFO: fetch orders by event init=None profit_pair=4104cfecdc0e43eeb2968c910b501e0a 2019-12-31 17:45:29 INFO: process profit order filled 2019-12-31 17:45:29 INFO: cancel order=4104cfecdc0e43eeb2968c910b501e0a [{'orderID': '4477c9a1-5f11-c5cc-7288-102865d413e2', 'clOrdID': '4104cfecdc0e43eeb2968c910b501e0a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 131.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2019, 12, 31, 15, 1, 10, 828000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2019, 12, 31, 17, 45, 29, 274000, tzinfo=tzlocal())}] 2019-12-31 17:45:29 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2019-12-31 17:45:29 INFO: process event {'orderID': '4477c9a1-5f11-c5cc-7288-102865d413e2', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2019-12-31T17:45:29.274Z', 'clOrdID': '4104cfecdc0e43eeb2968c910b501e0a', 'account': 605536, 'symbol': 'ETHUSD'} 2019-12-31 17:45:29 INFO: skip event 4104cfecdc0e43eeb2968c910b501e0a Canceled 2019-12-31 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.6, 'high': 129.65, 'low': 128.2, 'close': 128.85, 'trades': 4419, 'volume': 12324831, 'vwap': 128.65, 'lastSize': 452, 'turnover': 158555819795, 'homeNotional': 88079.99553065571, 'foreignNotional': 11331324.104749752}, {'timestamp': datetime.datetime(2019, 12, 31, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 130.1, 'low': 128.65, 'close': 129.6, 'trades': 3500, 'volume': 8078476, 'vwap': 129.69, 'lastSize': 7000, 'turnover': 104765802865, 'homeNotional': 58047.93439519508, 'foreignNotional': 7527970.496070398}, {'timestamp': datetime.datetime(2019, 12, 31, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.4, 'high': 131.55, 'low': 128.5, 'close': 129.3, 'trades': 10823, 'volume': 27265182, 'vwap': 129.65, 'lastSize': 50, 'turnover': 353482439130, 'homeNotional': 196073.70364806685, 'foreignNotional': 25420294.743687887}] 2019-12-31 18:00:20 INFO: prepare buckets [{'low_price': 128.2, 'high_price': 129.65, 'color': 'RED'}, {'low_price': 128.65, 'high_price': 130.1, 'color': 'GREEN'}, {'low_price': 128.5, 'high_price': 131.55, 'color': 'RED'}] 2019-12-31 18:00:20 INFO: bucket_size=1.450000000000017 (allowed (0.39, 0.95)) 2019-12-31 18:00:20 WARNING: skip bucket by bucket_size=1.450000000000017 too big 2019-12-31 18:00:20 INFO: check need new order None 2019-12-31 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 129.55, 'low': 128.45, 'close': 128.85, 'trades': 3246, 'volume': 6509586, 'vwap': 128.96, 'lastSize': 500, 'turnover': 83946791920, 'homeNotional': 46403.17957712038, 'foreignNotional': 5984094.962918019}, {'timestamp': datetime.datetime(2019, 12, 31, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.6, 'high': 129.65, 'low': 128.2, 'close': 128.85, 'trades': 4419, 'volume': 12324831, 'vwap': 128.65, 'lastSize': 452, 'turnover': 158555819795, 'homeNotional': 88079.99553065571, 'foreignNotional': 11331324.104749752}, {'timestamp': datetime.datetime(2019, 12, 31, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 130.1, 'low': 128.65, 'close': 129.6, 'trades': 3500, 'volume': 8078476, 'vwap': 129.69, 'lastSize': 7000, 'turnover': 104765802865, 'homeNotional': 58047.93439519508, 'foreignNotional': 7527970.496070398}] 2019-12-31 19:00:20 INFO: skip by found empty buckets 2019-12-31 19:00:20 INFO: check need new order None 2019-12-31 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.8, 'low': 127.55, 'close': 127.55, 'trades': 6528, 'volume': 16709164, 'vwap': 127.97, 'lastSize': 10, 'turnover': 213824568150, 'homeNotional': 119405.4081464007, 'foreignNotional': 15280106.390957704}, {'timestamp': datetime.datetime(2019, 12, 31, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 129.55, 'low': 128.45, 'close': 128.85, 'trades': 3246, 'volume': 6509586, 'vwap': 128.96, 'lastSize': 500, 'turnover': 83946791920, 'homeNotional': 46403.17957712038, 'foreignNotional': 5984094.962918019}, {'timestamp': datetime.datetime(2019, 12, 31, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.6, 'high': 129.65, 'low': 128.2, 'close': 128.85, 'trades': 4419, 'volume': 12324831, 'vwap': 128.65, 'lastSize': 452, 'turnover': 158555819795, 'homeNotional': 88079.99553065571, 'foreignNotional': 11331324.104749752}] 2019-12-31 20:00:20 INFO: skip by found empty buckets 2019-12-31 20:00:20 INFO: check need new order None 2019-12-31 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 128.2, 'low': 127.4, 'close': 127.75, 'trades': 3358, 'volume': 7369627, 'vwap': 127.72, 'lastSize': 10444, 'turnover': 94121546355, 'homeNotional': 52666.08057897205, 'foreignNotional': 6726276.542316446}, {'timestamp': datetime.datetime(2019, 12, 31, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.8, 'low': 127.55, 'close': 127.55, 'trades': 6528, 'volume': 16709164, 'vwap': 127.97, 'lastSize': 10, 'turnover': 213824568150, 'homeNotional': 119405.4081464007, 'foreignNotional': 15280106.390957704}, {'timestamp': datetime.datetime(2019, 12, 31, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 129.55, 'low': 128.45, 'close': 128.85, 'trades': 3246, 'volume': 6509586, 'vwap': 128.96, 'lastSize': 500, 'turnover': 83946791920, 'homeNotional': 46403.17957712038, 'foreignNotional': 5984094.962918019}] 2019-12-31 21:00:20 INFO: skip by found empty buckets 2019-12-31 21:00:20 INFO: check need new order None 2019-12-31 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.5, 'low': 127.65, 'close': 128.4, 'trades': 2152, 'volume': 3380974, 'vwap': 128.11, 'lastSize': 1, 'turnover': 43310837935, 'homeNotional': 24180.54415627018, 'foreignNotional': 3097570.7219277536}, {'timestamp': datetime.datetime(2019, 12, 31, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 128.2, 'low': 127.4, 'close': 127.75, 'trades': 3358, 'volume': 7369627, 'vwap': 127.72, 'lastSize': 10444, 'turnover': 94121546355, 'homeNotional': 52666.08057897205, 'foreignNotional': 6726276.542316446}, {'timestamp': datetime.datetime(2019, 12, 31, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 128.8, 'low': 127.55, 'close': 127.55, 'trades': 6528, 'volume': 16709164, 'vwap': 127.97, 'lastSize': 10, 'turnover': 213824568150, 'homeNotional': 119405.4081464007, 'foreignNotional': 15280106.390957704}] 2019-12-31 22:00:20 INFO: prepare buckets [{'low_price': 127.65, 'high_price': 128.5, 'color': 'GREEN'}, {'low_price': 127.4, 'high_price': 128.2, 'color': 'GREEN'}, {'low_price': 127.55, 'high_price': 128.8, 'color': 'RED'}] 2019-12-31 22:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2019-12-31 22:00:20 INFO: check need new order None 2019-12-31 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2019, 12, 31, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.8, 'low': 128.0, 'close': 128.4, 'trades': 1970, 'volume': 2742221, 'vwap': 128.38, 'lastSize': 19000, 'turnover': 35202974565, 'homeNotional': 19647.401722601444, 'foreignNotional': 2522217.781521383}, {'timestamp': datetime.datetime(2019, 12, 31, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.5, 'low': 127.65, 'close': 128.4, 'trades': 2152, 'volume': 3380974, 'vwap': 128.11, 'lastSize': 1, 'turnover': 43310837935, 'homeNotional': 24180.54415627018, 'foreignNotional': 3097570.7219277536}, {'timestamp': datetime.datetime(2019, 12, 31, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 128.2, 'low': 127.4, 'close': 127.75, 'trades': 3358, 'volume': 7369627, 'vwap': 127.72, 'lastSize': 10444, 'turnover': 94121546355, 'homeNotional': 52666.08057897205, 'foreignNotional': 6726276.542316446}] 2019-12-31 23:00:21 INFO: skip by found empty buckets 2019-12-31 23:00:21 INFO: check need new order None 2020-01-01 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.7, 'low': 128.25, 'close': 128.5, 'trades': 1381, 'volume': 1350867, 'vwap': 128.48, 'lastSize': 1, 'turnover': 17355031260, 'homeNotional': 9684.747300896785, 'foreignNotional': 1244231.52762622}, {'timestamp': datetime.datetime(2019, 12, 31, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.8, 'low': 128.0, 'close': 128.4, 'trades': 1970, 'volume': 2742221, 'vwap': 128.38, 'lastSize': 19000, 'turnover': 35202974565, 'homeNotional': 19647.401722601444, 'foreignNotional': 2522217.781521383}, {'timestamp': datetime.datetime(2019, 12, 31, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.75, 'high': 128.5, 'low': 127.65, 'close': 128.4, 'trades': 2152, 'volume': 3380974, 'vwap': 128.11, 'lastSize': 1, 'turnover': 43310837935, 'homeNotional': 24180.54415627018, 'foreignNotional': 3097570.7219277536}] 2020-01-01 00:00:20 INFO: skip by found empty buckets 2020-01-01 00:00:20 INFO: check need new order None 2020-01-01 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.45, 'low': 128.05, 'close': 128.2, 'trades': 1904, 'volume': 2051695, 'vwap': 128.23, 'lastSize': 1000, 'turnover': 26307043230, 'homeNotional': 14685.51164773792, 'foreignNotional': 1882991.677840479}, {'timestamp': datetime.datetime(2020, 1, 1, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.7, 'low': 128.25, 'close': 128.5, 'trades': 1381, 'volume': 1350867, 'vwap': 128.48, 'lastSize': 1, 'turnover': 17355031260, 'homeNotional': 9684.747300896785, 'foreignNotional': 1244231.52762622}, {'timestamp': datetime.datetime(2019, 12, 31, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.8, 'low': 128.0, 'close': 128.4, 'trades': 1970, 'volume': 2742221, 'vwap': 128.38, 'lastSize': 19000, 'turnover': 35202974565, 'homeNotional': 19647.401722601444, 'foreignNotional': 2522217.781521383}] 2020-01-01 01:00:20 INFO: skip by found empty buckets 2020-01-01 01:00:20 INFO: check need new order None 2020-01-01 01:19:35 ERROR: Error : Connection is already closed. 2020-01-01 01:19:35 ERROR: error from callback >: Connection is already closed. 2020-01-01 01:19:35 INFO: Websocket Closed 2020-01-01 01:19:35 WARNING: reconnect to socket 2020-01-01 01:19:35 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-01 01:19:35 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-01 01:19:35 INFO: Authenticating with API Key. 2020-01-01 01:19:36 INFO: Connected to WS. 2020-01-01 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 130.25, 'low': 128.2, 'close': 130.25, 'trades': 4644, 'volume': 9361284, 'vwap': 129.69, 'lastSize': 518, 'turnover': 121397850040, 'homeNotional': 67271.6460244078, 'foreignNotional': 8723903.104018258}, {'timestamp': datetime.datetime(2020, 1, 1, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.45, 'low': 128.05, 'close': 128.2, 'trades': 1904, 'volume': 2051695, 'vwap': 128.23, 'lastSize': 1000, 'turnover': 26307043230, 'homeNotional': 14685.51164773792, 'foreignNotional': 1882991.677840479}, {'timestamp': datetime.datetime(2020, 1, 1, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.4, 'high': 128.7, 'low': 128.25, 'close': 128.5, 'trades': 1381, 'volume': 1350867, 'vwap': 128.48, 'lastSize': 1, 'turnover': 17355031260, 'homeNotional': 9684.747300896785, 'foreignNotional': 1244231.52762622}] 2020-01-01 02:00:20 INFO: prepare buckets [{'low_price': 128.2, 'high_price': 130.25, 'color': 'GREEN'}, {'low_price': 128.05, 'high_price': 128.45, 'color': 'RED'}, {'low_price': 128.25, 'high_price': 128.7, 'color': 'GREEN'}] 2020-01-01 02:00:20 INFO: bucket_size=2.0500000000000114 (allowed (0.39, 0.95)) 2020-01-01 02:00:20 WARNING: skip bucket by bucket_size=2.0500000000000114 too big 2020-01-01 02:00:20 INFO: check need new order None 2020-01-01 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.25, 'high': 130.6, 'low': 129.95, 'close': 130.4, 'trades': 1984, 'volume': 2602221, 'vwap': 130.31, 'lastSize': 450, 'turnover': 33907944100, 'homeNotional': 18743.43844128256, 'foreignNotional': 2442343.306197449}, {'timestamp': datetime.datetime(2020, 1, 1, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 130.25, 'low': 128.2, 'close': 130.25, 'trades': 4644, 'volume': 9361284, 'vwap': 129.69, 'lastSize': 518, 'turnover': 121397850040, 'homeNotional': 67271.6460244078, 'foreignNotional': 8723903.104018258}, {'timestamp': datetime.datetime(2020, 1, 1, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.5, 'high': 128.45, 'low': 128.05, 'close': 128.2, 'trades': 1904, 'volume': 2051695, 'vwap': 128.23, 'lastSize': 1000, 'turnover': 26307043230, 'homeNotional': 14685.51164773792, 'foreignNotional': 1882991.677840479}] 2020-01-01 03:00:20 INFO: prepare buckets [{'low_price': 129.95, 'high_price': 130.6, 'color': 'GREEN'}, {'low_price': 128.2, 'high_price': 130.25, 'color': 'GREEN'}, {'low_price': 128.05, 'high_price': 128.45, 'color': 'RED'}] 2020-01-01 03:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-01 03:00:20 INFO: check need new order None 2020-01-01 03:54:51 ERROR: Error : Connection is already closed. 2020-01-01 03:54:51 ERROR: error from callback >: Connection is already closed. 2020-01-01 03:54:51 INFO: Websocket Closed 2020-01-01 03:54:51 WARNING: reconnect to socket 2020-01-01 03:54:51 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-01 03:54:51 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-01 03:54:51 INFO: Authenticating with API Key. 2020-01-01 03:54:52 INFO: Connected to WS. 2020-01-01 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.4, 'high': 130.45, 'low': 129.5, 'close': 129.7, 'trades': 1732, 'volume': 2621593, 'vwap': 129.85, 'lastSize': 479, 'turnover': 34041288205, 'homeNotional': 18893.98326195228, 'foreignNotional': 2453378.787071553}, {'timestamp': datetime.datetime(2020, 1, 1, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.25, 'high': 130.6, 'low': 129.95, 'close': 130.4, 'trades': 1984, 'volume': 2602221, 'vwap': 130.31, 'lastSize': 450, 'turnover': 33907944100, 'homeNotional': 18743.43844128256, 'foreignNotional': 2442343.306197449}, {'timestamp': datetime.datetime(2020, 1, 1, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.2, 'high': 130.25, 'low': 128.2, 'close': 130.25, 'trades': 4644, 'volume': 9361284, 'vwap': 129.69, 'lastSize': 518, 'turnover': 121397850040, 'homeNotional': 67271.6460244078, 'foreignNotional': 8723903.104018258}] 2020-01-01 04:00:20 INFO: prepare buckets [{'low_price': 129.5, 'high_price': 130.45, 'color': 'RED'}, {'low_price': 129.95, 'high_price': 130.6, 'color': 'GREEN'}, {'low_price': 128.2, 'high_price': 130.25, 'color': 'GREEN'}] 2020-01-01 04:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-01 04:00:20 INFO: check need new order {'low_price': 129.5, 'high_price': 130.45, 'color': 'RED'} 2020-01-01 04:00:20 INFO: place order: start low=129.5 high=130.45 RED ETHUSD price_offset=0.1 2020-01-01 04:00:20 INFO: place order: side_factor=1.0 init_trigger_price=129.45 init_order_price=129.4 stop_price_offset=0.0 bucket_size=0.9499999999999886 stop_price=130.45 take_price=126.55000000000004 2020-01-01 04:00:20 INFO: place order: compute qty=-10.0 2020-01-01 04:00:20 INFO: place order: save order to db c1a6755fed3f4b9198abbd979fc28853; response=True 2020-01-01 04:00:20 INFO: post order to exchange resp={'orderID': '57f9c9ef-46c7-d6a4-5bae-09832b95ad2b', 'clOrdID': 'c1a6755fed3f4b9198abbd979fc28853', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 129.4, 'displayQty': None, 'stopPx': 129.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 4, 0, 20, 774000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 4, 0, 20, 774000, tzinfo=tzlocal())} 2020-01-01 04:00:20 INFO: place new init order {'qty': -10.0, 'init_price': 129.45, 'stop_price': 130.45, 'take_price': 126.55000000000004, 'order_uid': 'c1a6755fed3f4b9198abbd979fc28853', 'response': {'orderID': '57f9c9ef-46c7-d6a4-5bae-09832b95ad2b', 'clOrdID': 'c1a6755fed3f4b9198abbd979fc28853', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 129.4, 'displayQty': None, 'stopPx': 129.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 4, 0, 20, 774000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 4, 0, 20, 774000, tzinfo=tzlocal())}} 2020-01-01 04:00:21 INFO: process event {'orderID': '57f9c9ef-46c7-d6a4-5bae-09832b95ad2b', 'clOrdID': 'c1a6755fed3f4b9198abbd979fc28853', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 129.4, 'displayQty': None, 'stopPx': 129.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-01T04:00:20.774Z', 'timestamp': '2020-01-01T04:00:20.774Z'} 2020-01-01 04:00:21 INFO: skip event c1a6755fed3f4b9198abbd979fc28853 New 2020-01-01 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.7, 'high': 130.2, 'low': 129.7, 'close': 129.8, 'trades': 1268, 'volume': 2027535, 'vwap': 129.9, 'lastSize': 200, 'turnover': 26337239060, 'homeNotional': 14590.722611190775, 'foreignNotional': 1895303.350371195}, {'timestamp': datetime.datetime(2020, 1, 1, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.4, 'high': 130.45, 'low': 129.5, 'close': 129.7, 'trades': 1732, 'volume': 2621593, 'vwap': 129.85, 'lastSize': 479, 'turnover': 34041288205, 'homeNotional': 18893.98326195228, 'foreignNotional': 2453378.787071553}, {'timestamp': datetime.datetime(2020, 1, 1, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.25, 'high': 130.6, 'low': 129.95, 'close': 130.4, 'trades': 1984, 'volume': 2602221, 'vwap': 130.31, 'lastSize': 450, 'turnover': 33907944100, 'homeNotional': 18743.43844128256, 'foreignNotional': 2442343.306197449}] 2020-01-01 05:00:20 INFO: prepare buckets [{'low_price': 129.7, 'high_price': 130.2, 'color': 'GREEN'}, {'low_price': 129.5, 'high_price': 130.45, 'color': 'RED'}, {'low_price': 129.95, 'high_price': 130.6, 'color': 'GREEN'}] 2020-01-01 05:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-01 05:00:20 INFO: check need new order None 2020-01-01 05:36:57 ERROR: Error : Connection is already closed. 2020-01-01 05:36:57 ERROR: error from callback >: Connection is already closed. 2020-01-01 05:36:57 INFO: Websocket Closed 2020-01-01 05:36:58 WARNING: reconnect to socket 2020-01-01 05:36:58 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-01 05:36:58 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-01 05:36:58 INFO: Authenticating with API Key. 2020-01-01 05:36:59 INFO: Connected to WS. 2020-01-01 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.85, 'low': 129.65, 'close': 129.75, 'trades': 795, 'volume': 1382474, 'vwap': 129.75, 'lastSize': 10, 'turnover': 17937377625, 'homeNotional': 9947.801332701718, 'foreignNotional': 1290711.1333780277}, {'timestamp': datetime.datetime(2020, 1, 1, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.7, 'high': 130.2, 'low': 129.7, 'close': 129.8, 'trades': 1268, 'volume': 2027535, 'vwap': 129.9, 'lastSize': 200, 'turnover': 26337239060, 'homeNotional': 14590.722611190775, 'foreignNotional': 1895303.350371195}, {'timestamp': datetime.datetime(2020, 1, 1, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.4, 'high': 130.45, 'low': 129.5, 'close': 129.7, 'trades': 1732, 'volume': 2621593, 'vwap': 129.85, 'lastSize': 479, 'turnover': 34041288205, 'homeNotional': 18893.98326195228, 'foreignNotional': 2453378.787071553}] 2020-01-01 06:00:21 INFO: prepare buckets [{'low_price': 129.65, 'high_price': 129.85, 'color': 'RED'}, {'low_price': 129.7, 'high_price': 130.2, 'color': 'GREEN'}, {'low_price': 129.5, 'high_price': 130.45, 'color': 'RED'}] 2020-01-01 06:00:21 INFO: bucket_size=0.19999999999998863 (allowed (0.39, 0.95)) 2020-01-01 06:00:21 WARNING: skip bucket by bucket_size=0.19999999999998863 too small 2020-01-01 06:00:21 INFO: check need new order None 2020-01-01 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.75, 'high': 130.2, 'low': 129.7, 'close': 129.9, 'trades': 1149, 'volume': 1329344, 'vwap': 129.97, 'lastSize': 8420, 'turnover': 17277157140, 'homeNotional': 9574.521813361993, 'foreignNotional': 1244377.5320872045}, {'timestamp': datetime.datetime(2020, 1, 1, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.85, 'low': 129.65, 'close': 129.75, 'trades': 795, 'volume': 1382474, 'vwap': 129.75, 'lastSize': 10, 'turnover': 17937377625, 'homeNotional': 9947.801332701718, 'foreignNotional': 1290711.1333780277}, {'timestamp': datetime.datetime(2020, 1, 1, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.7, 'high': 130.2, 'low': 129.7, 'close': 129.8, 'trades': 1268, 'volume': 2027535, 'vwap': 129.9, 'lastSize': 200, 'turnover': 26337239060, 'homeNotional': 14590.722611190775, 'foreignNotional': 1895303.350371195}] 2020-01-01 07:00:20 INFO: prepare buckets [{'low_price': 129.7, 'high_price': 130.2, 'color': 'GREEN'}, {'low_price': 129.65, 'high_price': 129.85, 'color': 'RED'}, {'low_price': 129.7, 'high_price': 130.2, 'color': 'GREEN'}] 2020-01-01 07:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-01 07:00:20 INFO: check need new order None 2020-01-01 08:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.9, 'high': 130.25, 'low': 129.85, 'close': 130.05, 'trades': 1553, 'volume': 2817373, 'vwap': 130.06, 'lastSize': 750, 'turnover': 36640233230, 'homeNotional': 20268.378284032464, 'foreignNotional': 2635926.2535324907}, {'timestamp': datetime.datetime(2020, 1, 1, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.75, 'high': 130.2, 'low': 129.7, 'close': 129.9, 'trades': 1149, 'volume': 1329344, 'vwap': 129.97, 'lastSize': 8420, 'turnover': 17277157140, 'homeNotional': 9574.521813361993, 'foreignNotional': 1244377.5320872045}, {'timestamp': datetime.datetime(2020, 1, 1, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.85, 'low': 129.65, 'close': 129.75, 'trades': 795, 'volume': 1382474, 'vwap': 129.75, 'lastSize': 10, 'turnover': 17937377625, 'homeNotional': 9947.801332701718, 'foreignNotional': 1290711.1333780277}] 2020-01-01 08:00:21 INFO: prepare buckets [{'low_price': 129.85, 'high_price': 130.25, 'color': 'GREEN'}, {'low_price': 129.7, 'high_price': 130.2, 'color': 'GREEN'}, {'low_price': 129.65, 'high_price': 129.85, 'color': 'RED'}] 2020-01-01 08:00:21 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95)) 2020-01-01 08:00:21 INFO: check need new order None 2020-01-01 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.05, 'high': 130.05, 'low': 129.65, 'close': 130.0, 'trades': 2182, 'volume': 5821688, 'vwap': 129.93, 'lastSize': 40, 'turnover': 75636380280, 'homeNotional': 41756.788886535265, 'foreignNotional': 5425116.266370705}, {'timestamp': datetime.datetime(2020, 1, 1, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.9, 'high': 130.25, 'low': 129.85, 'close': 130.05, 'trades': 1553, 'volume': 2817373, 'vwap': 130.06, 'lastSize': 750, 'turnover': 36640233230, 'homeNotional': 20268.378284032464, 'foreignNotional': 2635926.2535324907}, {'timestamp': datetime.datetime(2020, 1, 1, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.75, 'high': 130.2, 'low': 129.7, 'close': 129.9, 'trades': 1149, 'volume': 1329344, 'vwap': 129.97, 'lastSize': 8420, 'turnover': 17277157140, 'homeNotional': 9574.521813361993, 'foreignNotional': 1244377.5320872045}] 2020-01-01 09:00:20 INFO: prepare buckets [{'low_price': 129.65, 'high_price': 130.05, 'color': 'RED'}, {'low_price': 129.85, 'high_price': 130.25, 'color': 'GREEN'}, {'low_price': 129.7, 'high_price': 130.2, 'color': 'GREEN'}] 2020-01-01 09:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95)) 2020-01-01 09:00:20 INFO: check need new order {'low_price': 129.65, 'high_price': 130.05, 'color': 'RED'} 2020-01-01 09:00:20 INFO: place order: start low=129.65 high=130.05 RED ETHUSD price_offset=0.1 2020-01-01 09:00:20 INFO: place order: side_factor=1.0 init_trigger_price=129.6 init_order_price=129.55 stop_price_offset=0.0 bucket_size=0.4000000000000057 stop_price=130.05 take_price=128.35 2020-01-01 09:00:20 INFO: place order: compute qty=-22.0 2020-01-01 09:00:20 INFO: place order: save order to db 8b791743c1bd48c29b41f9e42d83029b; response=True 2020-01-01 09:00:20 INFO: post order to exchange resp={'orderID': 'b8b31dc4-9d86-360c-6c30-c7d0b9ce8298', 'clOrdID': '8b791743c1bd48c29b41f9e42d83029b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': 129.55, 'displayQty': None, 'stopPx': 129.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 9, 0, 20, 631000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 9, 0, 20, 631000, tzinfo=tzlocal())} 2020-01-01 09:00:20 INFO: place new init order {'qty': -22.0, 'init_price': 129.6, 'stop_price': 130.05, 'take_price': 128.35, 'order_uid': '8b791743c1bd48c29b41f9e42d83029b', 'response': {'orderID': 'b8b31dc4-9d86-360c-6c30-c7d0b9ce8298', 'clOrdID': '8b791743c1bd48c29b41f9e42d83029b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': 129.55, 'displayQty': None, 'stopPx': 129.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 9, 0, 20, 631000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 9, 0, 20, 631000, tzinfo=tzlocal())}} 2020-01-01 09:00:21 INFO: process event {'orderID': 'b8b31dc4-9d86-360c-6c30-c7d0b9ce8298', 'clOrdID': '8b791743c1bd48c29b41f9e42d83029b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': 129.55, 'displayQty': None, 'stopPx': 129.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-01T09:00:20.631Z', 'timestamp': '2020-01-01T09:00:20.631Z'} 2020-01-01 09:00:21 INFO: skip event 8b791743c1bd48c29b41f9e42d83029b New 2020-01-01 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.25, 'low': 129.95, 'close': 130.0, 'trades': 1603, 'volume': 2205802, 'vwap': 130.12, 'lastSize': 250, 'turnover': 28699751830, 'homeNotional': 15835.350569964137, 'foreignNotional': 2060342.1455171502}, {'timestamp': datetime.datetime(2020, 1, 1, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.05, 'high': 130.05, 'low': 129.65, 'close': 130.0, 'trades': 2182, 'volume': 5821688, 'vwap': 129.93, 'lastSize': 40, 'turnover': 75636380280, 'homeNotional': 41756.788886535265, 'foreignNotional': 5425116.266370705}, {'timestamp': datetime.datetime(2020, 1, 1, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.9, 'high': 130.25, 'low': 129.85, 'close': 130.05, 'trades': 1553, 'volume': 2817373, 'vwap': 130.06, 'lastSize': 750, 'turnover': 36640233230, 'homeNotional': 20268.378284032464, 'foreignNotional': 2635926.2535324907}] 2020-01-01 10:00:20 INFO: skip by found empty buckets 2020-01-01 10:00:20 INFO: check need new order None 2020-01-01 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.55, 'low': 129.95, 'close': 130.4, 'trades': 1985, 'volume': 2908863, 'vwap': 130.28, 'lastSize': 1, 'turnover': 37894077360, 'homeNotional': 20882.734731841974, 'foreignNotional': 2720419.7938320716}, {'timestamp': datetime.datetime(2020, 1, 1, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.25, 'low': 129.95, 'close': 130.0, 'trades': 1603, 'volume': 2205802, 'vwap': 130.12, 'lastSize': 250, 'turnover': 28699751830, 'homeNotional': 15835.350569964137, 'foreignNotional': 2060342.1455171502}, {'timestamp': datetime.datetime(2020, 1, 1, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.05, 'high': 130.05, 'low': 129.65, 'close': 130.0, 'trades': 2182, 'volume': 5821688, 'vwap': 129.93, 'lastSize': 40, 'turnover': 75636380280, 'homeNotional': 41756.788886535265, 'foreignNotional': 5425116.266370705}] 2020-01-01 11:00:20 INFO: skip by found empty buckets 2020-01-01 11:00:20 INFO: check need new order None 2020-01-01 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.4, 'high': 131.65, 'low': 130.35, 'close': 130.45, 'trades': 5172, 'volume': 8696508, 'vwap': 131.02, 'lastSize': 24, 'turnover': 113935526280, 'homeNotional': 62578.01431015016, 'foreignNotional': 8198565.863953455}, {'timestamp': datetime.datetime(2020, 1, 1, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.55, 'low': 129.95, 'close': 130.4, 'trades': 1985, 'volume': 2908863, 'vwap': 130.28, 'lastSize': 1, 'turnover': 37894077360, 'homeNotional': 20882.734731841974, 'foreignNotional': 2720419.7938320716}, {'timestamp': datetime.datetime(2020, 1, 1, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.25, 'low': 129.95, 'close': 130.0, 'trades': 1603, 'volume': 2205802, 'vwap': 130.12, 'lastSize': 250, 'turnover': 28699751830, 'homeNotional': 15835.350569964137, 'foreignNotional': 2060342.1455171502}] 2020-01-01 12:00:20 INFO: skip by found empty buckets 2020-01-01 12:00:20 INFO: check need new order None 2020-01-01 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 131.4, 'low': 130.45, 'close': 131.35, 'trades': 2471, 'volume': 4314408, 'vwap': 130.99, 'lastSize': 1, 'turnover': 56511748195, 'homeNotional': 31037.285899055096, 'foreignNotional': 4065386.242189933}, {'timestamp': datetime.datetime(2020, 1, 1, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.4, 'high': 131.65, 'low': 130.35, 'close': 130.45, 'trades': 5172, 'volume': 8696508, 'vwap': 131.02, 'lastSize': 24, 'turnover': 113935526280, 'homeNotional': 62578.01431015016, 'foreignNotional': 8198565.863953455}, {'timestamp': datetime.datetime(2020, 1, 1, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.55, 'low': 129.95, 'close': 130.4, 'trades': 1985, 'volume': 2908863, 'vwap': 130.28, 'lastSize': 1, 'turnover': 37894077360, 'homeNotional': 20882.734731841974, 'foreignNotional': 2720419.7938320716}] 2020-01-01 13:00:20 INFO: prepare buckets [{'low_price': 130.45, 'high_price': 131.4, 'color': 'GREEN'}, {'low_price': 130.35, 'high_price': 131.65, 'color': 'GREEN'}, {'low_price': 129.95, 'high_price': 130.55, 'color': 'GREEN'}] 2020-01-01 13:00:20 INFO: bucket_size=0.950000000000017 (allowed (0.39, 0.95)) 2020-01-01 13:00:20 WARNING: skip bucket by bucket_size=0.950000000000017 too big 2020-01-01 13:00:20 INFO: check need new order None 2020-01-01 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.35, 'high': 131.65, 'low': 131.1, 'close': 131.4, 'trades': 2325, 'volume': 3687752, 'vwap': 131.41, 'lastSize': 1, 'turnover': 48458775700, 'homeNotional': 26567.15594968431, 'foreignNotional': 3491049.0842593247}, {'timestamp': datetime.datetime(2020, 1, 1, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 131.4, 'low': 130.45, 'close': 131.35, 'trades': 2471, 'volume': 4314408, 'vwap': 130.99, 'lastSize': 1, 'turnover': 56511748195, 'homeNotional': 31037.285899055096, 'foreignNotional': 4065386.242189933}, {'timestamp': datetime.datetime(2020, 1, 1, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.4, 'high': 131.65, 'low': 130.35, 'close': 130.45, 'trades': 5172, 'volume': 8696508, 'vwap': 131.02, 'lastSize': 24, 'turnover': 113935526280, 'homeNotional': 62578.01431015016, 'foreignNotional': 8198565.863953455}] 2020-01-01 14:00:20 INFO: prepare buckets [{'low_price': 131.1, 'high_price': 131.65, 'color': 'GREEN'}, {'low_price': 130.45, 'high_price': 131.4, 'color': 'GREEN'}, {'low_price': 130.35, 'high_price': 131.65, 'color': 'GREEN'}] 2020-01-01 14:00:20 INFO: bucket_size=0.5500000000000114 (allowed (0.39, 0.95)) 2020-01-01 14:00:20 INFO: check need new order None 2020-01-01 14:19:34 INFO: process event {'orderID': 'b8b31dc4-9d86-360c-6c30-c7d0b9ce8298', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-01T14:19:34.253Z', 'clOrdID': '8b791743c1bd48c29b41f9e42d83029b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 14:19:34 INFO: skip event 8b791743c1bd48c29b41f9e42d83029b Canceled 2020-01-01 14:19:36 INFO: process event {'orderID': '57f9c9ef-46c7-d6a4-5bae-09832b95ad2b', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-01T14:19:36.366Z', 'clOrdID': 'c1a6755fed3f4b9198abbd979fc28853', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 14:19:36 INFO: skip event c1a6755fed3f4b9198abbd979fc28853 Canceled 2020-01-01 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.4, 'high': 132.1, 'low': 131.1, 'close': 131.7, 'trades': 3076, 'volume': 4749401, 'vwap': 131.72, 'lastSize': 1, 'turnover': 62556586160, 'homeNotional': 34212.01511162574, 'foreignNotional': 4506230.5566008575}, {'timestamp': datetime.datetime(2020, 1, 1, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.35, 'high': 131.65, 'low': 131.1, 'close': 131.4, 'trades': 2325, 'volume': 3687752, 'vwap': 131.41, 'lastSize': 1, 'turnover': 48458775700, 'homeNotional': 26567.15594968431, 'foreignNotional': 3491049.0842593247}, {'timestamp': datetime.datetime(2020, 1, 1, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.45, 'high': 131.4, 'low': 130.45, 'close': 131.35, 'trades': 2471, 'volume': 4314408, 'vwap': 130.99, 'lastSize': 1, 'turnover': 56511748195, 'homeNotional': 31037.285899055096, 'foreignNotional': 4065386.242189933}] 2020-01-01 15:00:20 INFO: prepare buckets [{'low_price': 131.1, 'high_price': 132.1, 'color': 'GREEN'}, {'low_price': 131.1, 'high_price': 131.65, 'color': 'GREEN'}, {'low_price': 130.45, 'high_price': 131.4, 'color': 'GREEN'}] 2020-01-01 15:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-01 15:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-01 15:00:20 INFO: check need new order None 2020-01-01 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 132.15, 'low': 131.4, 'close': 131.85, 'trades': 3125, 'volume': 5948655, 'vwap': 131.79, 'lastSize': 200, 'turnover': 78394713205, 'homeNotional': 42876.58527119109, 'foreignNotional': 5650520.560576413}, {'timestamp': datetime.datetime(2020, 1, 1, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.4, 'high': 132.1, 'low': 131.1, 'close': 131.7, 'trades': 3076, 'volume': 4749401, 'vwap': 131.72, 'lastSize': 1, 'turnover': 62556586160, 'homeNotional': 34212.01511162574, 'foreignNotional': 4506230.5566008575}, {'timestamp': datetime.datetime(2020, 1, 1, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.35, 'high': 131.65, 'low': 131.1, 'close': 131.4, 'trades': 2325, 'volume': 3687752, 'vwap': 131.41, 'lastSize': 1, 'turnover': 48458775700, 'homeNotional': 26567.15594968431, 'foreignNotional': 3491049.0842593247}] 2020-01-01 16:00:20 INFO: prepare buckets [{'low_price': 131.4, 'high_price': 132.15, 'color': 'GREEN'}, {'low_price': 131.1, 'high_price': 132.1, 'color': 'GREEN'}, {'low_price': 131.1, 'high_price': 131.65, 'color': 'GREEN'}] 2020-01-01 16:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-01 16:00:20 INFO: check need new order None 2020-01-01 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.85, 'high': 132.85, 'low': 131.6, 'close': 132.7, 'trades': 4009, 'volume': 7145051, 'vwap': 132.17, 'lastSize': 1, 'turnover': 94431830435, 'homeNotional': 51540.25423127765, 'foreignNotional': 6811777.723529871}, {'timestamp': datetime.datetime(2020, 1, 1, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 132.15, 'low': 131.4, 'close': 131.85, 'trades': 3125, 'volume': 5948655, 'vwap': 131.79, 'lastSize': 200, 'turnover': 78394713205, 'homeNotional': 42876.58527119109, 'foreignNotional': 5650520.560576413}, {'timestamp': datetime.datetime(2020, 1, 1, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.4, 'high': 132.1, 'low': 131.1, 'close': 131.7, 'trades': 3076, 'volume': 4749401, 'vwap': 131.72, 'lastSize': 1, 'turnover': 62556586160, 'homeNotional': 34212.01511162574, 'foreignNotional': 4506230.5566008575}] 2020-01-01 17:00:20 INFO: prepare buckets [{'low_price': 131.6, 'high_price': 132.85, 'color': 'GREEN'}, {'low_price': 131.4, 'high_price': 132.15, 'color': 'GREEN'}, {'low_price': 131.1, 'high_price': 132.1, 'color': 'GREEN'}] 2020-01-01 17:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-01 17:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-01 17:00:20 INFO: check need new order None 2020-01-01 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 132.85, 'low': 132.15, 'close': 132.25, 'trades': 2439, 'volume': 2966202, 'vwap': 132.46, 'lastSize': 1000, 'turnover': 39290053065, 'homeNotional': 21424.446102991464, 'foreignNotional': 2837864.3593279067}, {'timestamp': datetime.datetime(2020, 1, 1, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.85, 'high': 132.85, 'low': 131.6, 'close': 132.7, 'trades': 4009, 'volume': 7145051, 'vwap': 132.17, 'lastSize': 1, 'turnover': 94431830435, 'homeNotional': 51540.25423127765, 'foreignNotional': 6811777.723529871}, {'timestamp': datetime.datetime(2020, 1, 1, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.7, 'high': 132.15, 'low': 131.4, 'close': 131.85, 'trades': 3125, 'volume': 5948655, 'vwap': 131.79, 'lastSize': 200, 'turnover': 78394713205, 'homeNotional': 42876.58527119109, 'foreignNotional': 5650520.560576413}] 2020-01-01 18:00:20 INFO: prepare buckets [{'low_price': 132.15, 'high_price': 132.85, 'color': 'RED'}, {'low_price': 131.6, 'high_price': 132.85, 'color': 'GREEN'}, {'low_price': 131.4, 'high_price': 132.15, 'color': 'GREEN'}] 2020-01-01 18:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 0.95)) 2020-01-01 18:00:20 INFO: check need new order {'low_price': 132.15, 'high_price': 132.85, 'color': 'RED'} 2020-01-01 18:00:20 INFO: place order: start low=132.15 high=132.85 RED ETHUSD price_offset=0.1 2020-01-01 18:00:20 INFO: place order: side_factor=1.0 init_trigger_price=132.1 init_order_price=132.05 stop_price_offset=0.0 bucket_size=0.6999999999999886 stop_price=132.85 take_price=129.95000000000005 2020-01-01 18:00:20 INFO: place order: compute qty=-13.0 2020-01-01 18:00:20 INFO: place order: save order to db 4dcdf699248f435495058d8aaee285b2; response=True 2020-01-01 18:00:20 INFO: post order to exchange resp={'orderID': 'fd17db5e-c9d3-2fa4-662b-c9fc0bae0e1b', 'clOrdID': '4dcdf699248f435495058d8aaee285b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 132.05, 'displayQty': None, 'stopPx': 132.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 18, 0, 20, 925000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 18, 0, 20, 925000, tzinfo=tzlocal())} 2020-01-01 18:00:20 INFO: place new init order {'qty': -13.0, 'init_price': 132.1, 'stop_price': 132.85, 'take_price': 129.95000000000005, 'order_uid': '4dcdf699248f435495058d8aaee285b2', 'response': {'orderID': 'fd17db5e-c9d3-2fa4-662b-c9fc0bae0e1b', 'clOrdID': '4dcdf699248f435495058d8aaee285b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 132.05, 'displayQty': None, 'stopPx': 132.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 18, 0, 20, 925000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 18, 0, 20, 925000, tzinfo=tzlocal())}} 2020-01-01 18:00:20 INFO: process event {'orderID': 'fd17db5e-c9d3-2fa4-662b-c9fc0bae0e1b', 'clOrdID': '4dcdf699248f435495058d8aaee285b2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 132.05, 'displayQty': None, 'stopPx': 132.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-01T18:00:20.925Z', 'timestamp': '2020-01-01T18:00:20.925Z'} 2020-01-01 18:00:20 INFO: skip event 4dcdf699248f435495058d8aaee285b2 New 2020-01-01 18:03:43 INFO: process event {'orderID': 'fd17db5e-c9d3-2fa4-662b-c9fc0bae0e1b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-01T18:03:43.606Z', 'clOrdID': '4dcdf699248f435495058d8aaee285b2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 18:03:43 INFO: skip event 4dcdf699248f435495058d8aaee285b2 2020-01-01 18:03:43 INFO: process event {'orderID': 'fd17db5e-c9d3-2fa4-662b-c9fc0bae0e1b', 'workingIndicator': True, 'transactTime': '2020-01-01T18:03:43.606Z', 'clOrdID': '4dcdf699248f435495058d8aaee285b2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T18:03:43.606Z'} 2020-01-01 18:03:43 INFO: skip event 4dcdf699248f435495058d8aaee285b2 2020-01-01 18:03:43 INFO: process event {'orderID': 'fd17db5e-c9d3-2fa4-662b-c9fc0bae0e1b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 132.05, 'clOrdID': '4dcdf699248f435495058d8aaee285b2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T18:03:43.606Z'} 2020-01-01 18:03:43 INFO: add new event={'uid': '4dcdf699248f435495058d8aaee285b2', 'status': 'Filled'} 2020-01-01 18:03:44 INFO: start process event-------------------------------------------- 2020-01-01 18:03:44 INFO: fetch new order event 4dcdf699248f435495058d8aaee285b2 2020-01-01 18:03:44 INFO: fetch orders by event init={'stop': '132.85', 'take': '129.95000000000005', 'qty': '13.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-01 18:03:44 INFO: process init order filled 2020-01-01 18:03:44 INFO: save profit orders to storage stop=37768101fa294addb37f525f05be290d take=0ba2e1164a784e5db52bc2e2d01280ea 2020-01-01 18:03:44 INFO: place profit orders take_price=129.95000000000005, stop_price=132.85, qty=13.0, color=RED, ticker=ETHUSD 37768101fa294addb37f525f05be290d 0ba2e1164a784e5db52bc2e2d01280ea 2020-01-01 18:03:44 INFO: place stop order ETHUSD: qty=13.0, stop_price=132.85, stop_uid=37768101fa294addb37f525f05be290d 2020-01-01 18:03:44 INFO: process event {'orderID': '93cf15af-c21b-92ee-a3f1-a55c8f1c4156', 'clOrdID': '37768101fa294addb37f525f05be290d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 132.85, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-01T18:03:44.305Z', 'timestamp': '2020-01-01T18:03:44.305Z'} 2020-01-01 18:03:44 INFO: skip event 37768101fa294addb37f525f05be290d New 2020-01-01 18:03:44 INFO: exchange resp for stop order={'orderID': '93cf15af-c21b-92ee-a3f1-a55c8f1c4156', 'clOrdID': '37768101fa294addb37f525f05be290d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 132.85, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 18, 3, 44, 305000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 18, 3, 44, 305000, tzinfo=tzlocal())} 2020-01-01 18:03:44 INFO: place limit order ETHUSD: qty=13.0, price=129.95000000000005, take_uid=0ba2e1164a784e5db52bc2e2d01280ea 2020-01-01 18:03:44 INFO: process event {'orderID': '298d5df0-bd6e-1bf0-d56f-a932fa4ec35e', 'clOrdID': '0ba2e1164a784e5db52bc2e2d01280ea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 129.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-01T18:03:44.345Z', 'timestamp': '2020-01-01T18:03:44.345Z'} 2020-01-01 18:03:44 INFO: skip event 0ba2e1164a784e5db52bc2e2d01280ea New 2020-01-01 18:03:44 INFO: process event {'orderID': '298d5df0-bd6e-1bf0-d56f-a932fa4ec35e', 'workingIndicator': True, 'clOrdID': '0ba2e1164a784e5db52bc2e2d01280ea', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T18:03:44.345Z'} 2020-01-01 18:03:44 INFO: skip event 0ba2e1164a784e5db52bc2e2d01280ea 2020-01-01 18:03:44 INFO: exchange resp for take profit order={'orderID': '298d5df0-bd6e-1bf0-d56f-a932fa4ec35e', 'clOrdID': '0ba2e1164a784e5db52bc2e2d01280ea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 129.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 18, 3, 44, 345000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 18, 3, 44, 345000, tzinfo=tzlocal())} 2020-01-01 18:03:44 INFO: place profit orders={'stop': {'response': {'orderID': '93cf15af-c21b-92ee-a3f1-a55c8f1c4156', 'clOrdID': '37768101fa294addb37f525f05be290d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 132.85, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 18, 3, 44, 305000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 18, 3, 44, 305000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': '37768101fa294addb37f525f05be290d', 'price': 132.85}, 'take': {'response': {'orderID': '298d5df0-bd6e-1bf0-d56f-a932fa4ec35e', 'clOrdID': '0ba2e1164a784e5db52bc2e2d01280ea', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 129.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 18, 3, 44, 345000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 18, 3, 44, 345000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': '0ba2e1164a784e5db52bc2e2d01280ea', 'price': 129.95000000000005}} 2020-01-01 18:03:44 INFO: rm init order from db 4dcdf699248f435495058d8aaee285b2 2020-01-01 18:03:44 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-01 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.25, 'high': 132.3, 'low': 131.4, 'close': 131.9, 'trades': 2251, 'volume': 2687910, 'vwap': 131.82, 'lastSize': 2500, 'turnover': 35431873010, 'homeNotional': 19403.11948603045, 'foreignNotional': 2557709.6615488497}, {'timestamp': datetime.datetime(2020, 1, 1, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 132.85, 'low': 132.15, 'close': 132.25, 'trades': 2439, 'volume': 2966202, 'vwap': 132.46, 'lastSize': 1000, 'turnover': 39290053065, 'homeNotional': 21424.446102991464, 'foreignNotional': 2837864.3593279067}, {'timestamp': datetime.datetime(2020, 1, 1, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.85, 'high': 132.85, 'low': 131.6, 'close': 132.7, 'trades': 4009, 'volume': 7145051, 'vwap': 132.17, 'lastSize': 1, 'turnover': 94431830435, 'homeNotional': 51540.25423127765, 'foreignNotional': 6811777.723529871}] 2020-01-01 19:00:20 INFO: prepare buckets [{'low_price': 131.4, 'high_price': 132.3, 'color': 'RED'}, {'low_price': 132.15, 'high_price': 132.85, 'color': 'RED'}, {'low_price': 131.6, 'high_price': 132.85, 'color': 'GREEN'}] 2020-01-01 19:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-01 19:00:20 INFO: check need new order None 2020-01-01 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 131.85, 'low': 131.3, 'close': 131.55, 'trades': 1613, 'volume': 1704907, 'vwap': 131.56, 'lastSize': 60, 'turnover': 22429109595, 'homeNotional': 12295.105098740933, 'foreignNotional': 1617497.731389934}, {'timestamp': datetime.datetime(2020, 1, 1, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.25, 'high': 132.3, 'low': 131.4, 'close': 131.9, 'trades': 2251, 'volume': 2687910, 'vwap': 131.82, 'lastSize': 2500, 'turnover': 35431873010, 'homeNotional': 19403.11948603045, 'foreignNotional': 2557709.6615488497}, {'timestamp': datetime.datetime(2020, 1, 1, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 132.85, 'low': 132.15, 'close': 132.25, 'trades': 2439, 'volume': 2966202, 'vwap': 132.46, 'lastSize': 1000, 'turnover': 39290053065, 'homeNotional': 21424.446102991464, 'foreignNotional': 2837864.3593279067}] 2020-01-01 20:00:20 INFO: prepare buckets [{'low_price': 131.3, 'high_price': 131.85, 'color': 'RED'}, {'low_price': 131.4, 'high_price': 132.3, 'color': 'RED'}, {'low_price': 132.15, 'high_price': 132.85, 'color': 'RED'}] 2020-01-01 20:00:20 INFO: bucket_size=0.549999999999983 (allowed (0.39, 0.95)) 2020-01-01 20:00:20 INFO: check need new order None 2020-01-01 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.55, 'high': 132.0, 'low': 131.4, 'close': 131.95, 'trades': 1718, 'volume': 1725391, 'vwap': 131.75, 'lastSize': 384, 'turnover': 22730618695, 'homeNotional': 12446.333259514624, 'foreignNotional': 1639703.4518812846}, {'timestamp': datetime.datetime(2020, 1, 1, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 131.85, 'low': 131.3, 'close': 131.55, 'trades': 1613, 'volume': 1704907, 'vwap': 131.56, 'lastSize': 60, 'turnover': 22429109595, 'homeNotional': 12295.105098740933, 'foreignNotional': 1617497.731389934}, {'timestamp': datetime.datetime(2020, 1, 1, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.25, 'high': 132.3, 'low': 131.4, 'close': 131.9, 'trades': 2251, 'volume': 2687910, 'vwap': 131.82, 'lastSize': 2500, 'turnover': 35431873010, 'homeNotional': 19403.11948603045, 'foreignNotional': 2557709.6615488497}] 2020-01-01 21:00:20 INFO: prepare buckets [{'low_price': 131.4, 'high_price': 132.0, 'color': 'GREEN'}, {'low_price': 131.3, 'high_price': 131.85, 'color': 'RED'}, {'low_price': 131.4, 'high_price': 132.3, 'color': 'RED'}] 2020-01-01 21:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-01 21:00:20 INFO: check need new order {'low_price': 131.4, 'high_price': 132.0, 'color': 'GREEN'} 2020-01-01 21:00:20 INFO: place order: start low=131.4 high=132.0 GREEN ETHUSD price_offset=0.1 2020-01-01 21:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=132.05 init_order_price=132.1 stop_price_offset=0.0 bucket_size=0.5999999999999943 stop_price=131.4 take_price=133.89999999999998 2020-01-01 21:00:20 INFO: place order: compute qty=15.0 2020-01-01 21:00:20 INFO: place order: save order to db dccc16890faa4e89848832b9d29e48db; response=True 2020-01-01 21:00:20 INFO: post order to exchange resp={'orderID': '3ab414a3-3555-2a7d-1050-3852677c937f', 'clOrdID': 'dccc16890faa4e89848832b9d29e48db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 132.1, 'displayQty': None, 'stopPx': 132.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 21, 0, 20, 939000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 21, 0, 20, 939000, tzinfo=tzlocal())} 2020-01-01 21:00:20 INFO: place new init order {'qty': 15.0, 'init_price': 132.05, 'stop_price': 131.4, 'take_price': 133.89999999999998, 'order_uid': 'dccc16890faa4e89848832b9d29e48db', 'response': {'orderID': '3ab414a3-3555-2a7d-1050-3852677c937f', 'clOrdID': 'dccc16890faa4e89848832b9d29e48db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 132.1, 'displayQty': None, 'stopPx': 132.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 1, 21, 0, 20, 939000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 21, 0, 20, 939000, tzinfo=tzlocal())}} 2020-01-01 21:00:21 INFO: process event {'orderID': '3ab414a3-3555-2a7d-1050-3852677c937f', 'clOrdID': 'dccc16890faa4e89848832b9d29e48db', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 132.1, 'displayQty': None, 'stopPx': 132.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-01T21:00:20.939Z', 'timestamp': '2020-01-01T21:00:20.939Z'} 2020-01-01 21:00:21 INFO: skip event dccc16890faa4e89848832b9d29e48db New 2020-01-01 21:09:56 INFO: process event {'orderID': '3ab414a3-3555-2a7d-1050-3852677c937f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-01T21:09:55.848Z', 'clOrdID': 'dccc16890faa4e89848832b9d29e48db', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 21:09:56 INFO: skip event dccc16890faa4e89848832b9d29e48db 2020-01-01 21:09:56 INFO: process event {'orderID': '3ab414a3-3555-2a7d-1050-3852677c937f', 'workingIndicator': True, 'transactTime': '2020-01-01T21:09:55.848Z', 'clOrdID': 'dccc16890faa4e89848832b9d29e48db', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T21:09:55.848Z'} 2020-01-01 21:09:56 INFO: skip event dccc16890faa4e89848832b9d29e48db 2020-01-01 21:09:56 INFO: process event {'orderID': '3ab414a3-3555-2a7d-1050-3852677c937f', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 132.05, 'clOrdID': 'dccc16890faa4e89848832b9d29e48db', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T21:09:55.848Z'} 2020-01-01 21:09:56 INFO: add new event={'uid': 'dccc16890faa4e89848832b9d29e48db', 'status': 'Filled'} 2020-01-01 21:09:57 INFO: start process event-------------------------------------------- 2020-01-01 21:09:57 INFO: fetch new order event dccc16890faa4e89848832b9d29e48db 2020-01-01 21:09:57 INFO: fetch orders by event init={'stop': '131.4', 'take': '133.89999999999998', 'qty': '15.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-01 21:09:57 INFO: process init order filled 2020-01-01 21:09:57 INFO: save profit orders to storage stop=12f5c2f59e1145509f34054e5f93ee81 take=dd00a82d9937423c829b3d2624172cc0 2020-01-01 21:09:57 INFO: place profit orders take_price=133.89999999999998, stop_price=131.4, qty=15.0, color=GREEN, ticker=ETHUSD 12f5c2f59e1145509f34054e5f93ee81 dd00a82d9937423c829b3d2624172cc0 2020-01-01 21:09:57 INFO: place stop order ETHUSD: qty=-15.0, stop_price=131.4, stop_uid=12f5c2f59e1145509f34054e5f93ee81 2020-01-01 21:09:57 INFO: exchange resp for stop order={'orderID': '48423dc7-f577-0f3d-c48c-8beb32b674ee', 'clOrdID': '12f5c2f59e1145509f34054e5f93ee81', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 131.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 21, 9, 57, 771000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 21, 9, 57, 771000, tzinfo=tzlocal())} 2020-01-01 21:09:57 INFO: place limit order ETHUSD: qty=-15.0, price=133.89999999999998, take_uid=dd00a82d9937423c829b3d2624172cc0 2020-01-01 21:09:57 INFO: exchange resp for take profit order={'orderID': '85d66572-788a-2c3c-6b50-94ae7889a5fc', 'clOrdID': 'dd00a82d9937423c829b3d2624172cc0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 133.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 21, 9, 57, 807000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 21, 9, 57, 807000, tzinfo=tzlocal())} 2020-01-01 21:09:57 INFO: place profit orders={'stop': {'response': {'orderID': '48423dc7-f577-0f3d-c48c-8beb32b674ee', 'clOrdID': '12f5c2f59e1145509f34054e5f93ee81', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 131.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 21, 9, 57, 771000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 21, 9, 57, 771000, tzinfo=tzlocal())}, 'qty': -15.0, 'uid': '12f5c2f59e1145509f34054e5f93ee81', 'price': 131.4}, 'take': {'response': {'orderID': '85d66572-788a-2c3c-6b50-94ae7889a5fc', 'clOrdID': 'dd00a82d9937423c829b3d2624172cc0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 133.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 21, 9, 57, 807000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 21, 9, 57, 807000, tzinfo=tzlocal())}, 'qty': -15.0, 'uid': 'dd00a82d9937423c829b3d2624172cc0', 'price': 133.89999999999998}} 2020-01-01 21:09:57 INFO: rm init order from db dccc16890faa4e89848832b9d29e48db 2020-01-01 21:09:57 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-01 21:09:57 INFO: process event {'orderID': '48423dc7-f577-0f3d-c48c-8beb32b674ee', 'clOrdID': '12f5c2f59e1145509f34054e5f93ee81', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 131.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-01T21:09:57.771Z', 'timestamp': '2020-01-01T21:09:57.771Z'} 2020-01-01 21:09:57 INFO: skip event 12f5c2f59e1145509f34054e5f93ee81 New 2020-01-01 21:09:57 INFO: process event {'orderID': '85d66572-788a-2c3c-6b50-94ae7889a5fc', 'clOrdID': 'dd00a82d9937423c829b3d2624172cc0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 133.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-01T21:09:57.807Z', 'timestamp': '2020-01-01T21:09:57.807Z'} 2020-01-01 21:09:57 INFO: skip event dd00a82d9937423c829b3d2624172cc0 New 2020-01-01 21:09:57 INFO: process event {'orderID': '85d66572-788a-2c3c-6b50-94ae7889a5fc', 'workingIndicator': True, 'clOrdID': 'dd00a82d9937423c829b3d2624172cc0', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T21:09:57.807Z'} 2020-01-01 21:09:57 INFO: skip event dd00a82d9937423c829b3d2624172cc0 2020-01-01 21:40:07 INFO: process event {'orderID': '48423dc7-f577-0f3d-c48c-8beb32b674ee', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-01T21:40:07.227Z', 'clOrdID': '12f5c2f59e1145509f34054e5f93ee81', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 21:40:07 INFO: skip event 12f5c2f59e1145509f34054e5f93ee81 2020-01-01 21:40:07 INFO: process event {'orderID': '48423dc7-f577-0f3d-c48c-8beb32b674ee', 'price': 131.4, 'workingIndicator': True, 'transactTime': '2020-01-01T21:40:07.227Z', 'clOrdID': '12f5c2f59e1145509f34054e5f93ee81', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T21:40:07.227Z'} 2020-01-01 21:40:07 INFO: skip event 12f5c2f59e1145509f34054e5f93ee81 2020-01-01 21:40:07 INFO: process event {'orderID': '48423dc7-f577-0f3d-c48c-8beb32b674ee', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 131.4, 'clOrdID': '12f5c2f59e1145509f34054e5f93ee81', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-01T21:40:07.227Z'} 2020-01-01 21:40:07 INFO: add new event={'uid': '12f5c2f59e1145509f34054e5f93ee81', 'status': 'Filled'} 2020-01-01 21:40:08 INFO: start process event-------------------------------------------- 2020-01-01 21:40:08 INFO: fetch new order event 12f5c2f59e1145509f34054e5f93ee81 2020-01-01 21:40:08 INFO: fetch orders by event init=None profit_pair=dd00a82d9937423c829b3d2624172cc0 2020-01-01 21:40:08 INFO: process profit order filled 2020-01-01 21:40:08 INFO: process event {'orderID': '85d66572-788a-2c3c-6b50-94ae7889a5fc', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-01T21:40:08.192Z', 'clOrdID': 'dd00a82d9937423c829b3d2624172cc0', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 21:40:08 INFO: skip event dd00a82d9937423c829b3d2624172cc0 Canceled 2020-01-01 21:40:08 INFO: cancel order=dd00a82d9937423c829b3d2624172cc0 [{'orderID': '85d66572-788a-2c3c-6b50-94ae7889a5fc', 'clOrdID': 'dd00a82d9937423c829b3d2624172cc0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 133.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 21, 9, 57, 807000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 21, 40, 8, 192000, tzinfo=tzlocal())}] 2020-01-01 21:40:08 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-01 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.05, 'low': 131.3, 'close': 131.45, 'trades': 2352, 'volume': 3739469, 'vwap': 131.67, 'lastSize': 100, 'turnover': 49236494240, 'homeNotional': 26977.616589356527, 'foreignNotional': 3552064.494021437}, {'timestamp': datetime.datetime(2020, 1, 1, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.55, 'high': 132.0, 'low': 131.4, 'close': 131.95, 'trades': 1718, 'volume': 1725391, 'vwap': 131.75, 'lastSize': 384, 'turnover': 22730618695, 'homeNotional': 12446.333259514624, 'foreignNotional': 1639703.4518812846}, {'timestamp': datetime.datetime(2020, 1, 1, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.9, 'high': 131.85, 'low': 131.3, 'close': 131.55, 'trades': 1613, 'volume': 1704907, 'vwap': 131.56, 'lastSize': 60, 'turnover': 22429109595, 'homeNotional': 12295.105098740933, 'foreignNotional': 1617497.731389934}] 2020-01-01 22:00:20 INFO: prepare buckets [{'low_price': 131.3, 'high_price': 132.05, 'color': 'RED'}, {'low_price': 131.4, 'high_price': 132.0, 'color': 'GREEN'}, {'low_price': 131.3, 'high_price': 131.85, 'color': 'RED'}] 2020-01-01 22:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-01 22:00:20 INFO: check need new order None 2020-01-01 22:07:20 INFO: process event {'orderID': '298d5df0-bd6e-1bf0-d56f-a932fa4ec35e', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 129.95, 'timestamp': '2020-01-01T22:07:20.329Z', 'clOrdID': '0ba2e1164a784e5db52bc2e2d01280ea', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 22:07:20 INFO: add new event={'uid': '0ba2e1164a784e5db52bc2e2d01280ea', 'status': 'Filled'} 2020-01-01 22:07:21 INFO: start process event-------------------------------------------- 2020-01-01 22:07:21 INFO: fetch new order event 0ba2e1164a784e5db52bc2e2d01280ea 2020-01-01 22:07:21 INFO: fetch orders by event init=None profit_pair=37768101fa294addb37f525f05be290d 2020-01-01 22:07:21 INFO: process profit order filled 2020-01-01 22:07:21 INFO: cancel order=37768101fa294addb37f525f05be290d [{'orderID': '93cf15af-c21b-92ee-a3f1-a55c8f1c4156', 'clOrdID': '37768101fa294addb37f525f05be290d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 132.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 1, 18, 3, 44, 305000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 1, 22, 7, 21, 492000, tzinfo=tzlocal())}] 2020-01-01 22:07:21 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-01 22:07:22 INFO: process event {'orderID': '93cf15af-c21b-92ee-a3f1-a55c8f1c4156', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-01T22:07:21.492Z', 'clOrdID': '37768101fa294addb37f525f05be290d', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-01 22:07:22 INFO: skip event 37768101fa294addb37f525f05be290d Canceled 2020-01-01 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 1, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.5, 'low': 129.5, 'close': 130.0, 'trades': 6423, 'volume': 16563969, 'vwap': 130.32, 'lastSize': 600, 'turnover': 215861013150, 'homeNotional': 119280.59159059201, 'foreignNotional': 15544679.461367726}, {'timestamp': datetime.datetime(2020, 1, 1, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.05, 'low': 131.3, 'close': 131.45, 'trades': 2352, 'volume': 3739469, 'vwap': 131.67, 'lastSize': 100, 'turnover': 49236494240, 'homeNotional': 26977.616589356527, 'foreignNotional': 3552064.494021437}, {'timestamp': datetime.datetime(2020, 1, 1, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.55, 'high': 132.0, 'low': 131.4, 'close': 131.95, 'trades': 1718, 'volume': 1725391, 'vwap': 131.75, 'lastSize': 384, 'turnover': 22730618695, 'homeNotional': 12446.333259514624, 'foreignNotional': 1639703.4518812846}] 2020-01-01 23:00:20 INFO: prepare buckets [{'low_price': 129.5, 'high_price': 131.5, 'color': 'RED'}, {'low_price': 131.3, 'high_price': 132.05, 'color': 'RED'}, {'low_price': 131.4, 'high_price': 132.0, 'color': 'GREEN'}] 2020-01-01 23:00:20 INFO: bucket_size=2.0 (allowed (0.39, 0.95)) 2020-01-01 23:00:20 WARNING: skip bucket by bucket_size=2.0 too big 2020-01-01 23:00:20 INFO: check need new order None 2020-01-02 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.5, 'low': 129.4, 'close': 130.35, 'trades': 2274, 'volume': 3250054, 'vwap': 129.91, 'lastSize': 1, 'turnover': 42219973490, 'homeNotional': 23297.949959389072, 'foreignNotional': 3026536.6468103877}, {'timestamp': datetime.datetime(2020, 1, 1, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.5, 'low': 129.5, 'close': 130.0, 'trades': 6423, 'volume': 16563969, 'vwap': 130.32, 'lastSize': 600, 'turnover': 215861013150, 'homeNotional': 119280.59159059201, 'foreignNotional': 15544679.461367726}, {'timestamp': datetime.datetime(2020, 1, 1, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.95, 'high': 132.05, 'low': 131.3, 'close': 131.45, 'trades': 2352, 'volume': 3739469, 'vwap': 131.67, 'lastSize': 100, 'turnover': 49236494240, 'homeNotional': 26977.616589356527, 'foreignNotional': 3552064.494021437}] 2020-01-02 00:00:20 INFO: prepare buckets [{'low_price': 129.4, 'high_price': 130.5, 'color': 'GREEN'}, {'low_price': 129.5, 'high_price': 131.5, 'color': 'RED'}, {'low_price': 131.3, 'high_price': 132.05, 'color': 'RED'}] 2020-01-02 00:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2020-01-02 00:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2020-01-02 00:00:20 INFO: check need new order None 2020-01-02 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.35, 'high': 130.35, 'low': 129.8, 'close': 130.15, 'trades': 2218, 'volume': 5909943, 'vwap': 129.96, 'lastSize': 1250, 'turnover': 76802153320, 'homeNotional': 42405.37920458914, 'foreignNotional': 5510755.006712323}, {'timestamp': datetime.datetime(2020, 1, 2, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.5, 'low': 129.4, 'close': 130.35, 'trades': 2274, 'volume': 3250054, 'vwap': 129.91, 'lastSize': 1, 'turnover': 42219973490, 'homeNotional': 23297.949959389072, 'foreignNotional': 3026536.6468103877}, {'timestamp': datetime.datetime(2020, 1, 1, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.45, 'high': 131.5, 'low': 129.5, 'close': 130.0, 'trades': 6423, 'volume': 16563969, 'vwap': 130.32, 'lastSize': 600, 'turnover': 215861013150, 'homeNotional': 119280.59159059201, 'foreignNotional': 15544679.461367726}] 2020-01-02 01:00:20 INFO: prepare buckets [{'low_price': 129.8, 'high_price': 130.35, 'color': 'RED'}, {'low_price': 129.4, 'high_price': 130.5, 'color': 'GREEN'}, {'low_price': 129.5, 'high_price': 131.5, 'color': 'RED'}] 2020-01-02 01:00:20 INFO: bucket_size=0.549999999999983 (allowed (0.39, 0.95)) 2020-01-02 01:00:20 INFO: check need new order None 2020-01-02 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.15, 'high': 130.15, 'low': 129.75, 'close': 129.8, 'trades': 1090, 'volume': 2154401, 'vwap': 129.95, 'lastSize': 2, 'turnover': 27996004965, 'homeNotional': 15447.049903691852, 'foreignNotional': 2007313.8133826712}, {'timestamp': datetime.datetime(2020, 1, 2, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.35, 'high': 130.35, 'low': 129.8, 'close': 130.15, 'trades': 2218, 'volume': 5909943, 'vwap': 129.96, 'lastSize': 1250, 'turnover': 76802153320, 'homeNotional': 42405.37920458914, 'foreignNotional': 5510755.006712323}, {'timestamp': datetime.datetime(2020, 1, 2, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.0, 'high': 130.5, 'low': 129.4, 'close': 130.35, 'trades': 2274, 'volume': 3250054, 'vwap': 129.91, 'lastSize': 1, 'turnover': 42219973490, 'homeNotional': 23297.949959389072, 'foreignNotional': 3026536.6468103877}] 2020-01-02 02:00:20 INFO: prepare buckets [{'low_price': 129.75, 'high_price': 130.15, 'color': 'RED'}, {'low_price': 129.8, 'high_price': 130.35, 'color': 'RED'}, {'low_price': 129.4, 'high_price': 130.5, 'color': 'GREEN'}] 2020-01-02 02:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95)) 2020-01-02 02:00:20 INFO: check need new order None 2020-01-02 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.8, 'low': 128.4, 'close': 129.25, 'trades': 4598, 'volume': 7348959, 'vwap': 129.12, 'lastSize': 1, 'turnover': 94885720425, 'homeNotional': 52462.47558263794, 'foreignNotional': 6773683.849476674}, {'timestamp': datetime.datetime(2020, 1, 2, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.15, 'high': 130.15, 'low': 129.75, 'close': 129.8, 'trades': 1090, 'volume': 2154401, 'vwap': 129.95, 'lastSize': 2, 'turnover': 27996004965, 'homeNotional': 15447.049903691852, 'foreignNotional': 2007313.8133826712}, {'timestamp': datetime.datetime(2020, 1, 2, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.35, 'high': 130.35, 'low': 129.8, 'close': 130.15, 'trades': 2218, 'volume': 5909943, 'vwap': 129.96, 'lastSize': 1250, 'turnover': 76802153320, 'homeNotional': 42405.37920458914, 'foreignNotional': 5510755.006712323}] 2020-01-02 03:00:20 INFO: prepare buckets [{'low_price': 128.4, 'high_price': 129.8, 'color': 'RED'}, {'low_price': 129.75, 'high_price': 130.15, 'color': 'RED'}, {'low_price': 129.8, 'high_price': 130.35, 'color': 'RED'}] 2020-01-02 03:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.39, 0.95)) 2020-01-02 03:00:20 WARNING: skip bucket by bucket_size=1.4000000000000057 too big 2020-01-02 03:00:20 INFO: check need new order None 2020-01-02 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.25, 'low': 128.45, 'close': 128.7, 'trades': 1889, 'volume': 3076258, 'vwap': 128.84, 'lastSize': 1000, 'turnover': 39632589350, 'homeNotional': 21912.394405939987, 'foreignNotional': 2823064.0467771227}, {'timestamp': datetime.datetime(2020, 1, 2, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.8, 'low': 128.4, 'close': 129.25, 'trades': 4598, 'volume': 7348959, 'vwap': 129.12, 'lastSize': 1, 'turnover': 94885720425, 'homeNotional': 52462.47558263794, 'foreignNotional': 6773683.849476674}, {'timestamp': datetime.datetime(2020, 1, 2, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 130.15, 'high': 130.15, 'low': 129.75, 'close': 129.8, 'trades': 1090, 'volume': 2154401, 'vwap': 129.95, 'lastSize': 2, 'turnover': 27996004965, 'homeNotional': 15447.049903691852, 'foreignNotional': 2007313.8133826712}] 2020-01-02 04:00:20 INFO: prepare buckets [{'low_price': 128.45, 'high_price': 129.25, 'color': 'RED'}, {'low_price': 128.4, 'high_price': 129.8, 'color': 'RED'}, {'low_price': 129.75, 'high_price': 130.15, 'color': 'RED'}] 2020-01-02 04:00:20 INFO: bucket_size=0.8000000000000114 (allowed (0.39, 0.95)) 2020-01-02 04:00:20 INFO: check need new order None 2020-01-02 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 129.45, 'low': 128.15, 'close': 129.1, 'trades': 2710, 'volume': 4137205, 'vwap': 128.9, 'lastSize': 1, 'turnover': 53325595545, 'homeNotional': 29419.82188505016, 'foreignNotional': 3792019.4824993336}, {'timestamp': datetime.datetime(2020, 1, 2, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.25, 'low': 128.45, 'close': 128.7, 'trades': 1889, 'volume': 3076258, 'vwap': 128.84, 'lastSize': 1000, 'turnover': 39632589350, 'homeNotional': 21912.394405939987, 'foreignNotional': 2823064.0467771227}, {'timestamp': datetime.datetime(2020, 1, 2, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.8, 'low': 128.4, 'close': 129.25, 'trades': 4598, 'volume': 7348959, 'vwap': 129.12, 'lastSize': 1, 'turnover': 94885720425, 'homeNotional': 52462.47558263794, 'foreignNotional': 6773683.849476674}] 2020-01-02 05:00:20 INFO: prepare buckets [{'low_price': 128.15, 'high_price': 129.45, 'color': 'GREEN'}, {'low_price': 128.45, 'high_price': 129.25, 'color': 'RED'}, {'low_price': 128.4, 'high_price': 129.8, 'color': 'RED'}] 2020-01-02 05:00:20 INFO: bucket_size=1.299999999999983 (allowed (0.39, 0.95)) 2020-01-02 05:00:20 WARNING: skip bucket by bucket_size=1.299999999999983 too big 2020-01-02 05:00:20 INFO: check need new order None 2020-01-02 05:45:14 ERROR: Error : Connection is already closed. 2020-01-02 05:45:14 ERROR: error from callback >: Connection is already closed. 2020-01-02 05:45:14 INFO: Websocket Closed 2020-01-02 05:45:15 WARNING: reconnect to socket 2020-01-02 05:45:15 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-02 05:45:15 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-02 05:45:15 INFO: Authenticating with API Key. 2020-01-02 05:45:16 INFO: Connected to WS. 2020-01-02 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.2, 'low': 128.85, 'close': 129.1, 'trades': 1232, 'volume': 1827057, 'vwap': 129.04, 'lastSize': 2156, 'turnover': 23574603835, 'homeNotional': 12994.457195350224, 'foreignNotional': 1676681.2595750885}, {'timestamp': datetime.datetime(2020, 1, 2, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 129.45, 'low': 128.15, 'close': 129.1, 'trades': 2710, 'volume': 4137205, 'vwap': 128.9, 'lastSize': 1, 'turnover': 53325595545, 'homeNotional': 29419.82188505016, 'foreignNotional': 3792019.4824993336}, {'timestamp': datetime.datetime(2020, 1, 2, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.25, 'low': 128.45, 'close': 128.7, 'trades': 1889, 'volume': 3076258, 'vwap': 128.84, 'lastSize': 1000, 'turnover': 39632589350, 'homeNotional': 21912.394405939987, 'foreignNotional': 2823064.0467771227}] 2020-01-02 06:00:20 INFO: skip by found empty buckets 2020-01-02 06:00:20 INFO: check need new order None 2020-01-02 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.4, 'low': 128.7, 'close': 128.75, 'trades': 1763, 'volume': 3450515, 'vwap': 129.04, 'lastSize': 1, 'turnover': 44524624340, 'homeNotional': 24523.57506027053, 'foreignNotional': 3164469.9239635793}, {'timestamp': datetime.datetime(2020, 1, 2, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.2, 'low': 128.85, 'close': 129.1, 'trades': 1232, 'volume': 1827057, 'vwap': 129.04, 'lastSize': 2156, 'turnover': 23574603835, 'homeNotional': 12994.457195350224, 'foreignNotional': 1676681.2595750885}, {'timestamp': datetime.datetime(2020, 1, 2, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.7, 'high': 129.45, 'low': 128.15, 'close': 129.1, 'trades': 2710, 'volume': 4137205, 'vwap': 128.9, 'lastSize': 1, 'turnover': 53325595545, 'homeNotional': 29419.82188505016, 'foreignNotional': 3792019.4824993336}] 2020-01-02 07:00:20 INFO: skip by found empty buckets 2020-01-02 07:00:20 INFO: check need new order None 2020-01-02 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.75, 'high': 129.15, 'low': 128.55, 'close': 128.85, 'trades': 2468, 'volume': 3089655, 'vwap': 128.92, 'lastSize': 5000, 'turnover': 39830929625, 'homeNotional': 21911.82111114371, 'foreignNotional': 2824810.417098155}, {'timestamp': datetime.datetime(2020, 1, 2, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.4, 'low': 128.7, 'close': 128.75, 'trades': 1763, 'volume': 3450515, 'vwap': 129.04, 'lastSize': 1, 'turnover': 44524624340, 'homeNotional': 24523.57506027053, 'foreignNotional': 3164469.9239635793}, {'timestamp': datetime.datetime(2020, 1, 2, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.2, 'low': 128.85, 'close': 129.1, 'trades': 1232, 'volume': 1827057, 'vwap': 129.04, 'lastSize': 2156, 'turnover': 23574603835, 'homeNotional': 12994.457195350224, 'foreignNotional': 1676681.2595750885}] 2020-01-02 08:00:20 INFO: skip by found empty buckets 2020-01-02 08:00:20 INFO: check need new order None 2020-01-02 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 129.9, 'low': 128.8, 'close': 129.8, 'trades': 2551, 'volume': 4220170, 'vwap': 129.51, 'lastSize': 1, 'turnover': 54652449090, 'homeNotional': 30004.86706430846, 'foreignNotional': 3885735.5456828233}, {'timestamp': datetime.datetime(2020, 1, 2, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.75, 'high': 129.15, 'low': 128.55, 'close': 128.85, 'trades': 2468, 'volume': 3089655, 'vwap': 128.92, 'lastSize': 5000, 'turnover': 39830929625, 'homeNotional': 21911.82111114371, 'foreignNotional': 2824810.417098155}, {'timestamp': datetime.datetime(2020, 1, 2, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.4, 'low': 128.7, 'close': 128.75, 'trades': 1763, 'volume': 3450515, 'vwap': 129.04, 'lastSize': 1, 'turnover': 44524624340, 'homeNotional': 24523.57506027053, 'foreignNotional': 3164469.9239635793}] 2020-01-02 09:00:21 INFO: prepare buckets [{'low_price': 128.8, 'high_price': 129.9, 'color': 'GREEN'}, {'low_price': 128.55, 'high_price': 129.15, 'color': 'GREEN'}, {'low_price': 128.7, 'high_price': 129.4, 'color': 'RED'}] 2020-01-02 09:00:21 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2020-01-02 09:00:21 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2020-01-02 09:00:21 INFO: check need new order None 2020-01-02 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.9, 'low': 129.15, 'close': 129.4, 'trades': 1913, 'volume': 5149455, 'vwap': 129.44, 'lastSize': 300, 'turnover': 66654300825, 'homeNotional': 36670.90563558161, 'foreignNotional': 4746666.044230461}, {'timestamp': datetime.datetime(2020, 1, 2, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 129.9, 'low': 128.8, 'close': 129.8, 'trades': 2551, 'volume': 4220170, 'vwap': 129.51, 'lastSize': 1, 'turnover': 54652449090, 'homeNotional': 30004.86706430846, 'foreignNotional': 3885735.5456828233}, {'timestamp': datetime.datetime(2020, 1, 2, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.75, 'high': 129.15, 'low': 128.55, 'close': 128.85, 'trades': 2468, 'volume': 3089655, 'vwap': 128.92, 'lastSize': 5000, 'turnover': 39830929625, 'homeNotional': 21911.82111114371, 'foreignNotional': 2824810.417098155}] 2020-01-02 10:00:20 INFO: prepare buckets [{'low_price': 129.15, 'high_price': 129.9, 'color': 'RED'}, {'low_price': 128.8, 'high_price': 129.9, 'color': 'GREEN'}, {'low_price': 128.55, 'high_price': 129.15, 'color': 'GREEN'}] 2020-01-02 10:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-02 10:00:20 INFO: check need new order {'low_price': 129.15, 'high_price': 129.9, 'color': 'RED'} 2020-01-02 10:00:20 INFO: place order: start low=129.15 high=129.9 RED ETHUSD price_offset=0.1 2020-01-02 10:00:20 INFO: place order: side_factor=1.0 init_trigger_price=129.1 init_order_price=129.05 stop_price_offset=0.0 bucket_size=0.75 stop_price=129.9 take_price=126.80000000000001 2020-01-02 10:00:20 INFO: place order: compute qty=-12.0 2020-01-02 10:00:20 INFO: place order: save order to db 72c40632b1664c5f9ed989cfe8edd245; response=True 2020-01-02 10:00:20 INFO: post order to exchange resp={'orderID': '3fea0ef1-9473-400f-96d6-3bc99e32cdc1', 'clOrdID': '72c40632b1664c5f9ed989cfe8edd245', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 129.05, 'displayQty': None, 'stopPx': 129.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 2, 10, 0, 20, 513000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 10, 0, 20, 513000, tzinfo=tzlocal())} 2020-01-02 10:00:20 INFO: place new init order {'qty': -12.0, 'init_price': 129.1, 'stop_price': 129.9, 'take_price': 126.80000000000001, 'order_uid': '72c40632b1664c5f9ed989cfe8edd245', 'response': {'orderID': '3fea0ef1-9473-400f-96d6-3bc99e32cdc1', 'clOrdID': '72c40632b1664c5f9ed989cfe8edd245', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 129.05, 'displayQty': None, 'stopPx': 129.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 2, 10, 0, 20, 513000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 10, 0, 20, 513000, tzinfo=tzlocal())}} 2020-01-02 10:00:20 INFO: process event {'orderID': '3fea0ef1-9473-400f-96d6-3bc99e32cdc1', 'clOrdID': '72c40632b1664c5f9ed989cfe8edd245', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 129.05, 'displayQty': None, 'stopPx': 129.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-02T10:00:20.513Z', 'timestamp': '2020-01-02T10:00:20.513Z'} 2020-01-02 10:00:20 INFO: skip event 72c40632b1664c5f9ed989cfe8edd245 New 2020-01-02 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.4, 'high': 129.75, 'low': 129.3, 'close': 129.3, 'trades': 1637, 'volume': 2236066, 'vwap': 129.53, 'lastSize': 1, 'turnover': 28961609275, 'homeNotional': 15969.267822569649, 'foreignNotional': 2068346.2855912726}, {'timestamp': datetime.datetime(2020, 1, 2, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.9, 'low': 129.15, 'close': 129.4, 'trades': 1913, 'volume': 5149455, 'vwap': 129.44, 'lastSize': 300, 'turnover': 66654300825, 'homeNotional': 36670.90563558161, 'foreignNotional': 4746666.044230461}, {'timestamp': datetime.datetime(2020, 1, 2, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.85, 'high': 129.9, 'low': 128.8, 'close': 129.8, 'trades': 2551, 'volume': 4220170, 'vwap': 129.51, 'lastSize': 1, 'turnover': 54652449090, 'homeNotional': 30004.86706430846, 'foreignNotional': 3885735.5456828233}] 2020-01-02 11:00:20 INFO: prepare buckets [{'low_price': 129.3, 'high_price': 129.75, 'color': 'RED'}, {'low_price': 129.15, 'high_price': 129.9, 'color': 'RED'}, {'low_price': 128.8, 'high_price': 129.9, 'color': 'GREEN'}] 2020-01-02 11:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2020-01-02 11:00:20 INFO: check need new order None 2020-01-02 11:25:26 INFO: process event {'orderID': '3fea0ef1-9473-400f-96d6-3bc99e32cdc1', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-02T11:25:26.755Z', 'clOrdID': '72c40632b1664c5f9ed989cfe8edd245', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-02 11:25:26 INFO: skip event 72c40632b1664c5f9ed989cfe8edd245 2020-01-02 11:25:26 INFO: process event {'orderID': '3fea0ef1-9473-400f-96d6-3bc99e32cdc1', 'workingIndicator': True, 'transactTime': '2020-01-02T11:25:26.755Z', 'clOrdID': '72c40632b1664c5f9ed989cfe8edd245', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T11:25:26.755Z'} 2020-01-02 11:25:26 INFO: skip event 72c40632b1664c5f9ed989cfe8edd245 2020-01-02 11:25:26 INFO: process event {'orderID': '3fea0ef1-9473-400f-96d6-3bc99e32cdc1', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 129.1, 'clOrdID': '72c40632b1664c5f9ed989cfe8edd245', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T11:25:26.755Z'} 2020-01-02 11:25:26 INFO: add new event={'uid': '72c40632b1664c5f9ed989cfe8edd245', 'status': 'Filled'} 2020-01-02 11:25:26 INFO: start process event-------------------------------------------- 2020-01-02 11:25:26 INFO: fetch new order event 72c40632b1664c5f9ed989cfe8edd245 2020-01-02 11:25:26 INFO: fetch orders by event init={'stop': '129.9', 'take': '126.80000000000001', 'qty': '12.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-02 11:25:26 INFO: process init order filled 2020-01-02 11:25:26 INFO: save profit orders to storage stop=3f86d3d2028f45e2afdb98ed189407b0 take=b6a0a55b2c33433fa76200b0cb42234e 2020-01-02 11:25:26 INFO: place profit orders take_price=126.80000000000001, stop_price=129.9, qty=12.0, color=RED, ticker=ETHUSD 3f86d3d2028f45e2afdb98ed189407b0 b6a0a55b2c33433fa76200b0cb42234e 2020-01-02 11:25:26 INFO: place stop order ETHUSD: qty=12.0, stop_price=129.9, stop_uid=3f86d3d2028f45e2afdb98ed189407b0 2020-01-02 11:25:27 INFO: process event {'orderID': '5ca12a4a-22c2-fa86-f122-6026a2068409', 'clOrdID': '3f86d3d2028f45e2afdb98ed189407b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 129.9, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-02T11:25:27.000Z', 'timestamp': '2020-01-02T11:25:27.000Z'} 2020-01-02 11:25:27 INFO: skip event 3f86d3d2028f45e2afdb98ed189407b0 New 2020-01-02 11:25:27 INFO: exchange resp for stop order={'orderID': '5ca12a4a-22c2-fa86-f122-6026a2068409', 'clOrdID': '3f86d3d2028f45e2afdb98ed189407b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 129.9, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 11, 25, 27, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 11, 25, 27, tzinfo=tzlocal())} 2020-01-02 11:25:27 INFO: place limit order ETHUSD: qty=12.0, price=126.80000000000001, take_uid=b6a0a55b2c33433fa76200b0cb42234e 2020-01-02 11:25:27 INFO: exchange resp for take profit order={'orderID': 'e80698db-68cf-5a96-6542-c9c6879641ed', 'clOrdID': 'b6a0a55b2c33433fa76200b0cb42234e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 126.8, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 11, 25, 27, 40000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 11, 25, 27, 40000, tzinfo=tzlocal())} 2020-01-02 11:25:27 INFO: place profit orders={'stop': {'response': {'orderID': '5ca12a4a-22c2-fa86-f122-6026a2068409', 'clOrdID': '3f86d3d2028f45e2afdb98ed189407b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 129.9, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 11, 25, 27, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 11, 25, 27, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': '3f86d3d2028f45e2afdb98ed189407b0', 'price': 129.9}, 'take': {'response': {'orderID': 'e80698db-68cf-5a96-6542-c9c6879641ed', 'clOrdID': 'b6a0a55b2c33433fa76200b0cb42234e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 126.8, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 11, 25, 27, 40000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 11, 25, 27, 40000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': 'b6a0a55b2c33433fa76200b0cb42234e', 'price': 126.80000000000001}} 2020-01-02 11:25:27 INFO: rm init order from db 72c40632b1664c5f9ed989cfe8edd245 2020-01-02 11:25:27 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-02 11:25:27 INFO: process event {'orderID': 'e80698db-68cf-5a96-6542-c9c6879641ed', 'clOrdID': 'b6a0a55b2c33433fa76200b0cb42234e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 126.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-02T11:25:27.040Z', 'timestamp': '2020-01-02T11:25:27.040Z'} 2020-01-02 11:25:27 INFO: skip event b6a0a55b2c33433fa76200b0cb42234e New 2020-01-02 11:25:27 INFO: process event {'orderID': 'e80698db-68cf-5a96-6542-c9c6879641ed', 'workingIndicator': True, 'clOrdID': 'b6a0a55b2c33433fa76200b0cb42234e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T11:25:27.040Z'} 2020-01-02 11:25:27 INFO: skip event b6a0a55b2c33433fa76200b0cb42234e 2020-01-02 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 129.45, 'low': 129.1, 'close': 129.25, 'trades': 1339, 'volume': 1936579, 'vwap': 129.22, 'lastSize': 420, 'turnover': 25023996575, 'homeNotional': 13810.883827154714, 'foreignNotional': 1784608.9603502848}, {'timestamp': datetime.datetime(2020, 1, 2, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.4, 'high': 129.75, 'low': 129.3, 'close': 129.3, 'trades': 1637, 'volume': 2236066, 'vwap': 129.53, 'lastSize': 1, 'turnover': 28961609275, 'homeNotional': 15969.267822569649, 'foreignNotional': 2068346.2855912726}, {'timestamp': datetime.datetime(2020, 1, 2, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.8, 'high': 129.9, 'low': 129.15, 'close': 129.4, 'trades': 1913, 'volume': 5149455, 'vwap': 129.44, 'lastSize': 300, 'turnover': 66654300825, 'homeNotional': 36670.90563558161, 'foreignNotional': 4746666.044230461}] 2020-01-02 12:00:20 INFO: prepare buckets [{'low_price': 129.1, 'high_price': 129.45, 'color': 'RED'}, {'low_price': 129.3, 'high_price': 129.75, 'color': 'RED'}, {'low_price': 129.15, 'high_price': 129.9, 'color': 'RED'}] 2020-01-02 12:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.39, 0.95)) 2020-01-02 12:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small 2020-01-02 12:00:20 INFO: check need new order None 2020-01-02 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.7, 'low': 129.2, 'close': 129.65, 'trades': 1467, 'volume': 2345730, 'vwap': 129.48, 'lastSize': 56, 'turnover': 30370955005, 'homeNotional': 16722.437624619062, 'foreignNotional': 2165110.6980305277}, {'timestamp': datetime.datetime(2020, 1, 2, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 129.45, 'low': 129.1, 'close': 129.25, 'trades': 1339, 'volume': 1936579, 'vwap': 129.22, 'lastSize': 420, 'turnover': 25023996575, 'homeNotional': 13810.883827154714, 'foreignNotional': 1784608.9603502848}, {'timestamp': datetime.datetime(2020, 1, 2, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.4, 'high': 129.75, 'low': 129.3, 'close': 129.3, 'trades': 1637, 'volume': 2236066, 'vwap': 129.53, 'lastSize': 1, 'turnover': 28961609275, 'homeNotional': 15969.267822569649, 'foreignNotional': 2068346.2855912726}] 2020-01-02 13:00:20 INFO: prepare buckets [{'low_price': 129.2, 'high_price': 129.7, 'color': 'GREEN'}, {'low_price': 129.1, 'high_price': 129.45, 'color': 'RED'}, {'low_price': 129.3, 'high_price': 129.75, 'color': 'RED'}] 2020-01-02 13:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-02 13:00:20 INFO: check need new order {'low_price': 129.2, 'high_price': 129.7, 'color': 'GREEN'} 2020-01-02 13:00:20 INFO: place order: start low=129.2 high=129.7 GREEN ETHUSD price_offset=0.1 2020-01-02 13:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=129.75 init_order_price=129.79999999999998 stop_price_offset=0.0 bucket_size=0.5 stop_price=129.2 take_price=131.29999999999998 2020-01-02 13:00:20 INFO: place order: compute qty=18.0 2020-01-02 13:00:20 INFO: place order: save order to db 571e30647621409e8fb33b9634680337; response=True 2020-01-02 13:00:20 INFO: process event {'orderID': '97e5c70b-340f-810b-4f37-8e4edde6bb1e', 'clOrdID': '571e30647621409e8fb33b9634680337', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 129.8, 'displayQty': None, 'stopPx': 129.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-02T13:00:20.308Z', 'timestamp': '2020-01-02T13:00:20.308Z'} 2020-01-02 13:00:20 INFO: skip event 571e30647621409e8fb33b9634680337 New 2020-01-02 13:00:20 INFO: post order to exchange resp={'orderID': '97e5c70b-340f-810b-4f37-8e4edde6bb1e', 'clOrdID': '571e30647621409e8fb33b9634680337', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 129.8, 'displayQty': None, 'stopPx': 129.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 2, 13, 0, 20, 308000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 13, 0, 20, 308000, tzinfo=tzlocal())} 2020-01-02 13:00:20 INFO: place new init order {'qty': 18.0, 'init_price': 129.75, 'stop_price': 129.2, 'take_price': 131.29999999999998, 'order_uid': '571e30647621409e8fb33b9634680337', 'response': {'orderID': '97e5c70b-340f-810b-4f37-8e4edde6bb1e', 'clOrdID': '571e30647621409e8fb33b9634680337', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 129.8, 'displayQty': None, 'stopPx': 129.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 2, 13, 0, 20, 308000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 13, 0, 20, 308000, tzinfo=tzlocal())}} 2020-01-02 13:07:15 INFO: process event {'orderID': '97e5c70b-340f-810b-4f37-8e4edde6bb1e', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-02T13:07:15.329Z', 'clOrdID': '571e30647621409e8fb33b9634680337', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-02 13:07:15 INFO: skip event 571e30647621409e8fb33b9634680337 2020-01-02 13:07:15 INFO: process event {'orderID': '97e5c70b-340f-810b-4f37-8e4edde6bb1e', 'workingIndicator': True, 'transactTime': '2020-01-02T13:07:15.329Z', 'clOrdID': '571e30647621409e8fb33b9634680337', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T13:07:15.329Z'} 2020-01-02 13:07:15 INFO: skip event 571e30647621409e8fb33b9634680337 2020-01-02 13:07:15 INFO: process event {'orderID': '97e5c70b-340f-810b-4f37-8e4edde6bb1e', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 129.8, 'clOrdID': '571e30647621409e8fb33b9634680337', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T13:07:15.329Z'} 2020-01-02 13:07:15 INFO: add new event={'uid': '571e30647621409e8fb33b9634680337', 'status': 'Filled'} 2020-01-02 13:07:15 INFO: start process event-------------------------------------------- 2020-01-02 13:07:15 INFO: fetch new order event 571e30647621409e8fb33b9634680337 2020-01-02 13:07:15 INFO: fetch orders by event init={'stop': '129.2', 'take': '131.29999999999998', 'qty': '18.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-02 13:07:15 INFO: process init order filled 2020-01-02 13:07:15 INFO: save profit orders to storage stop=ba2828c5b36d4d9d8f73722c3fc6be48 take=8194ddc56b7142d0b0be4d83aa62c1a1 2020-01-02 13:07:15 INFO: place profit orders take_price=131.29999999999998, stop_price=129.2, qty=18.0, color=GREEN, ticker=ETHUSD ba2828c5b36d4d9d8f73722c3fc6be48 8194ddc56b7142d0b0be4d83aa62c1a1 2020-01-02 13:07:15 INFO: place stop order ETHUSD: qty=-18.0, stop_price=129.2, stop_uid=ba2828c5b36d4d9d8f73722c3fc6be48 2020-01-02 13:07:15 INFO: process event {'orderID': '972cde70-c377-4ca6-2fcb-d7349479fef9', 'clOrdID': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 129.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-02T13:07:15.946Z', 'timestamp': '2020-01-02T13:07:15.946Z'} 2020-01-02 13:07:15 INFO: skip event ba2828c5b36d4d9d8f73722c3fc6be48 New 2020-01-02 13:07:15 INFO: exchange resp for stop order={'orderID': '972cde70-c377-4ca6-2fcb-d7349479fef9', 'clOrdID': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 129.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 13, 7, 15, 946000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 13, 7, 15, 946000, tzinfo=tzlocal())} 2020-01-02 13:07:15 INFO: place limit order ETHUSD: qty=-18.0, price=131.29999999999998, take_uid=8194ddc56b7142d0b0be4d83aa62c1a1 2020-01-02 13:07:15 INFO: exchange resp for take profit order={'orderID': 'c93ccf3d-8906-5b0f-8291-319f6b06c2e3', 'clOrdID': '8194ddc56b7142d0b0be4d83aa62c1a1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.3, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 13, 7, 15, 985000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 13, 7, 15, 985000, tzinfo=tzlocal())} 2020-01-02 13:07:15 INFO: place profit orders={'stop': {'response': {'orderID': '972cde70-c377-4ca6-2fcb-d7349479fef9', 'clOrdID': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 129.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 13, 7, 15, 946000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 13, 7, 15, 946000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'price': 129.2}, 'take': {'response': {'orderID': 'c93ccf3d-8906-5b0f-8291-319f6b06c2e3', 'clOrdID': '8194ddc56b7142d0b0be4d83aa62c1a1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.3, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 13, 7, 15, 985000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 13, 7, 15, 985000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': '8194ddc56b7142d0b0be4d83aa62c1a1', 'price': 131.29999999999998}} 2020-01-02 13:07:16 INFO: rm init order from db 571e30647621409e8fb33b9634680337 2020-01-02 13:07:16 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-02 13:07:16 INFO: process event {'orderID': 'c93ccf3d-8906-5b0f-8291-319f6b06c2e3', 'clOrdID': '8194ddc56b7142d0b0be4d83aa62c1a1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-02T13:07:15.985Z', 'timestamp': '2020-01-02T13:07:15.985Z'} 2020-01-02 13:07:16 INFO: skip event 8194ddc56b7142d0b0be4d83aa62c1a1 New 2020-01-02 13:07:16 INFO: process event {'orderID': 'c93ccf3d-8906-5b0f-8291-319f6b06c2e3', 'workingIndicator': True, 'clOrdID': '8194ddc56b7142d0b0be4d83aa62c1a1', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T13:07:15.985Z'} 2020-01-02 13:07:16 INFO: skip event 8194ddc56b7142d0b0be4d83aa62c1a1 2020-01-02 13:30:39 INFO: process event {'orderID': '972cde70-c377-4ca6-2fcb-d7349479fef9', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-02T13:30:38.478Z', 'clOrdID': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-02 13:30:39 INFO: skip event ba2828c5b36d4d9d8f73722c3fc6be48 2020-01-02 13:30:39 INFO: process event {'orderID': '972cde70-c377-4ca6-2fcb-d7349479fef9', 'price': 129.2, 'workingIndicator': True, 'transactTime': '2020-01-02T13:30:38.478Z', 'clOrdID': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T13:30:38.478Z'} 2020-01-02 13:30:39 INFO: skip event ba2828c5b36d4d9d8f73722c3fc6be48 2020-01-02 13:30:39 INFO: process event {'orderID': '972cde70-c377-4ca6-2fcb-d7349479fef9', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 129.2, 'clOrdID': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-02T13:30:38.478Z'} 2020-01-02 13:30:39 INFO: add new event={'uid': 'ba2828c5b36d4d9d8f73722c3fc6be48', 'status': 'Filled'} 2020-01-02 13:30:39 INFO: start process event-------------------------------------------- 2020-01-02 13:30:39 INFO: fetch new order event ba2828c5b36d4d9d8f73722c3fc6be48 2020-01-02 13:30:39 INFO: fetch orders by event init=None profit_pair=8194ddc56b7142d0b0be4d83aa62c1a1 2020-01-02 13:30:39 INFO: process profit order filled 2020-01-02 13:30:40 INFO: cancel order=8194ddc56b7142d0b0be4d83aa62c1a1 [{'orderID': 'c93ccf3d-8906-5b0f-8291-319f6b06c2e3', 'clOrdID': '8194ddc56b7142d0b0be4d83aa62c1a1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 13, 7, 15, 985000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 13, 30, 40, 969000, tzinfo=tzlocal())}] 2020-01-02 13:30:40 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-02 13:30:42 INFO: process event {'orderID': 'c93ccf3d-8906-5b0f-8291-319f6b06c2e3', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-02T13:30:40.969Z', 'clOrdID': '8194ddc56b7142d0b0be4d83aa62c1a1', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-02 13:30:42 INFO: skip event 8194ddc56b7142d0b0be4d83aa62c1a1 Canceled 2020-01-02 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 129.8, 'low': 128.55, 'close': 129.05, 'trades': 3819, 'volume': 6960362, 'vwap': 129.04, 'lastSize': 171, 'turnover': 89814517260, 'homeNotional': 49456.28661918103, 'foreignNotional': 6381738.828036333}, {'timestamp': datetime.datetime(2020, 1, 2, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.7, 'low': 129.2, 'close': 129.65, 'trades': 1467, 'volume': 2345730, 'vwap': 129.48, 'lastSize': 56, 'turnover': 30370955005, 'homeNotional': 16722.437624619062, 'foreignNotional': 2165110.6980305277}, {'timestamp': datetime.datetime(2020, 1, 2, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.3, 'high': 129.45, 'low': 129.1, 'close': 129.25, 'trades': 1339, 'volume': 1936579, 'vwap': 129.22, 'lastSize': 420, 'turnover': 25023996575, 'homeNotional': 13810.883827154714, 'foreignNotional': 1784608.9603502848}] 2020-01-02 14:00:20 INFO: prepare buckets [{'low_price': 128.55, 'high_price': 129.8, 'color': 'RED'}, {'low_price': 129.2, 'high_price': 129.7, 'color': 'GREEN'}, {'low_price': 129.1, 'high_price': 129.45, 'color': 'RED'}] 2020-01-02 14:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-02 14:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-02 14:00:20 INFO: check need new order None 2020-01-02 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.55, 'low': 128.9, 'close': 129.1, 'trades': 1994, 'volume': 3764973, 'vwap': 129.21, 'lastSize': 1, 'turnover': 48644795585, 'homeNotional': 26791.17758654427, 'foreignNotional': 3461520.696020754}, {'timestamp': datetime.datetime(2020, 1, 2, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 129.8, 'low': 128.55, 'close': 129.05, 'trades': 3819, 'volume': 6960362, 'vwap': 129.04, 'lastSize': 171, 'turnover': 89814517260, 'homeNotional': 49456.28661918103, 'foreignNotional': 6381738.828036333}, {'timestamp': datetime.datetime(2020, 1, 2, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.7, 'low': 129.2, 'close': 129.65, 'trades': 1467, 'volume': 2345730, 'vwap': 129.48, 'lastSize': 56, 'turnover': 30370955005, 'homeNotional': 16722.437624619062, 'foreignNotional': 2165110.6980305277}] 2020-01-02 15:00:20 INFO: prepare buckets [{'low_price': 128.9, 'high_price': 129.55, 'color': 'GREEN'}, {'low_price': 128.55, 'high_price': 129.8, 'color': 'RED'}, {'low_price': 129.2, 'high_price': 129.7, 'color': 'GREEN'}] 2020-01-02 15:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-02 15:00:20 INFO: check need new order None 2020-01-02 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.35, 'low': 129.0, 'close': 129.25, 'trades': 1133, 'volume': 2117154, 'vwap': 129.15, 'lastSize': 1, 'turnover': 27342301410, 'homeNotional': 15058.29010202771, 'foreignNotional': 1944726.4108149135}, {'timestamp': datetime.datetime(2020, 1, 2, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.55, 'low': 128.9, 'close': 129.1, 'trades': 1994, 'volume': 3764973, 'vwap': 129.21, 'lastSize': 1, 'turnover': 48644795585, 'homeNotional': 26791.17758654427, 'foreignNotional': 3461520.696020754}, {'timestamp': datetime.datetime(2020, 1, 2, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.65, 'high': 129.8, 'low': 128.55, 'close': 129.05, 'trades': 3819, 'volume': 6960362, 'vwap': 129.04, 'lastSize': 171, 'turnover': 89814517260, 'homeNotional': 49456.28661918103, 'foreignNotional': 6381738.828036333}] 2020-01-02 16:00:20 INFO: prepare buckets [{'low_price': 129.0, 'high_price': 129.35, 'color': 'GREEN'}, {'low_price': 128.9, 'high_price': 129.55, 'color': 'GREEN'}, {'low_price': 128.55, 'high_price': 129.8, 'color': 'RED'}] 2020-01-02 16:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.39, 0.95)) 2020-01-02 16:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small 2020-01-02 16:00:20 INFO: check need new order None 2020-01-02 16:47:09 INFO: process event {'orderID': 'e80698db-68cf-5a96-6542-c9c6879641ed', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 126.8, 'timestamp': '2020-01-02T16:47:09.811Z', 'clOrdID': 'b6a0a55b2c33433fa76200b0cb42234e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-02 16:47:09 INFO: add new event={'uid': 'b6a0a55b2c33433fa76200b0cb42234e', 'status': 'Filled'} 2020-01-02 16:47:10 INFO: start process event-------------------------------------------- 2020-01-02 16:47:10 INFO: fetch new order event b6a0a55b2c33433fa76200b0cb42234e 2020-01-02 16:47:10 INFO: fetch orders by event init=None profit_pair=3f86d3d2028f45e2afdb98ed189407b0 2020-01-02 16:47:10 INFO: process profit order filled 2020-01-02 16:47:17 INFO: cancel order=3f86d3d2028f45e2afdb98ed189407b0 [{'orderID': '5ca12a4a-22c2-fa86-f122-6026a2068409', 'clOrdID': '3f86d3d2028f45e2afdb98ed189407b0', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 129.9, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 2, 11, 25, 27, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 16, 47, 17, 504000, tzinfo=tzlocal())}] 2020-01-02 16:47:17 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-02 16:47:18 INFO: process event {'orderID': '5ca12a4a-22c2-fa86-f122-6026a2068409', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-02T16:47:17.504Z', 'clOrdID': '3f86d3d2028f45e2afdb98ed189407b0', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-02 16:47:18 INFO: skip event 3f86d3d2028f45e2afdb98ed189407b0 Canceled 2020-01-02 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.35, 'low': 126.2, 'close': 127.05, 'trades': 6528, 'volume': 14920501, 'vwap': 127.46, 'lastSize': 1154, 'turnover': 190170516380, 'homeNotional': 105431.26388828854, 'foreignNotional': 13438079.550383996}, {'timestamp': datetime.datetime(2020, 1, 2, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.35, 'low': 129.0, 'close': 129.25, 'trades': 1133, 'volume': 2117154, 'vwap': 129.15, 'lastSize': 1, 'turnover': 27342301410, 'homeNotional': 15058.29010202771, 'foreignNotional': 1944726.4108149135}, {'timestamp': datetime.datetime(2020, 1, 2, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.05, 'high': 129.55, 'low': 128.9, 'close': 129.1, 'trades': 1994, 'volume': 3764973, 'vwap': 129.21, 'lastSize': 1, 'turnover': 48644795585, 'homeNotional': 26791.17758654427, 'foreignNotional': 3461520.696020754}] 2020-01-02 17:00:21 INFO: prepare buckets [{'low_price': 126.2, 'high_price': 129.35, 'color': 'RED'}, {'low_price': 129.0, 'high_price': 129.35, 'color': 'GREEN'}, {'low_price': 128.9, 'high_price': 129.55, 'color': 'GREEN'}] 2020-01-02 17:00:21 INFO: bucket_size=3.1499999999999915 (allowed (0.39, 0.95)) 2020-01-02 17:00:21 WARNING: skip bucket by bucket_size=3.1499999999999915 too big 2020-01-02 17:00:21 INFO: check need new order None 2020-01-02 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.4, 'low': 126.0, 'close': 127.1, 'trades': 8352, 'volume': 19868587, 'vwap': 126.63, 'lastSize': 500, 'turnover': 251582472680, 'homeNotional': 138122.47606876006, 'foreignNotional': 17489531.225302156}, {'timestamp': datetime.datetime(2020, 1, 2, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.35, 'low': 126.2, 'close': 127.05, 'trades': 6528, 'volume': 14920501, 'vwap': 127.46, 'lastSize': 1154, 'turnover': 190170516380, 'homeNotional': 105431.26388828854, 'foreignNotional': 13438079.550383996}, {'timestamp': datetime.datetime(2020, 1, 2, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.1, 'high': 129.35, 'low': 129.0, 'close': 129.25, 'trades': 1133, 'volume': 2117154, 'vwap': 129.15, 'lastSize': 1, 'turnover': 27342301410, 'homeNotional': 15058.29010202771, 'foreignNotional': 1944726.4108149135}] 2020-01-02 18:00:20 INFO: prepare buckets [{'low_price': 126.0, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 126.2, 'high_price': 129.35, 'color': 'RED'}, {'low_price': 129.0, 'high_price': 129.35, 'color': 'GREEN'}] 2020-01-02 18:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.39, 0.95)) 2020-01-02 18:00:20 WARNING: skip bucket by bucket_size=1.4000000000000057 too big 2020-01-02 18:00:20 INFO: check need new order None 2020-01-02 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.35, 'low': 126.85, 'close': 127.2, 'trades': 2989, 'volume': 3162351, 'vwap': 127.17, 'lastSize': 4769, 'turnover': 40214363430, 'homeNotional': 21981.978962566413, 'foreignNotional': 2795363.7149708234}, {'timestamp': datetime.datetime(2020, 1, 2, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.4, 'low': 126.0, 'close': 127.1, 'trades': 8352, 'volume': 19868587, 'vwap': 126.63, 'lastSize': 500, 'turnover': 251582472680, 'homeNotional': 138122.47606876006, 'foreignNotional': 17489531.225302156}, {'timestamp': datetime.datetime(2020, 1, 2, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.25, 'high': 129.35, 'low': 126.2, 'close': 127.05, 'trades': 6528, 'volume': 14920501, 'vwap': 127.46, 'lastSize': 1154, 'turnover': 190170516380, 'homeNotional': 105431.26388828854, 'foreignNotional': 13438079.550383996}] 2020-01-02 19:00:20 INFO: prepare buckets [{'low_price': 126.85, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.0, 'high_price': 127.4, 'color': 'GREEN'}, {'low_price': 126.2, 'high_price': 129.35, 'color': 'RED'}] 2020-01-02 19:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-02 19:00:20 INFO: check need new order None 2020-01-02 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 126.75, 'close': 127.3, 'trades': 2128, 'volume': 2697172, 'vwap': 127.02, 'lastSize': 300, 'turnover': 34258348340, 'homeNotional': 18761.70345928501, 'foreignNotional': 2383036.9701037747}, {'timestamp': datetime.datetime(2020, 1, 2, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.35, 'low': 126.85, 'close': 127.2, 'trades': 2989, 'volume': 3162351, 'vwap': 127.17, 'lastSize': 4769, 'turnover': 40214363430, 'homeNotional': 21981.978962566413, 'foreignNotional': 2795363.7149708234}, {'timestamp': datetime.datetime(2020, 1, 2, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.05, 'high': 127.4, 'low': 126.0, 'close': 127.1, 'trades': 8352, 'volume': 19868587, 'vwap': 126.63, 'lastSize': 500, 'turnover': 251582472680, 'homeNotional': 138122.47606876006, 'foreignNotional': 17489531.225302156}] 2020-01-02 20:00:20 INFO: prepare buckets [{'low_price': 126.75, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.0, 'high_price': 127.4, 'color': 'GREEN'}] 2020-01-02 20:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-02 20:00:20 INFO: check need new order None 2020-01-02 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.35, 'low': 126.5, 'close': 126.8, 'trades': 1807, 'volume': 2278987, 'vwap': 126.91, 'lastSize': 444, 'turnover': 28920768280, 'homeNotional': 15834.42147293013, 'foreignNotional': 2009424.488680762}, {'timestamp': datetime.datetime(2020, 1, 2, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 126.75, 'close': 127.3, 'trades': 2128, 'volume': 2697172, 'vwap': 127.02, 'lastSize': 300, 'turnover': 34258348340, 'homeNotional': 18761.70345928501, 'foreignNotional': 2383036.9701037747}, {'timestamp': datetime.datetime(2020, 1, 2, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.35, 'low': 126.85, 'close': 127.2, 'trades': 2989, 'volume': 3162351, 'vwap': 127.17, 'lastSize': 4769, 'turnover': 40214363430, 'homeNotional': 21981.978962566413, 'foreignNotional': 2795363.7149708234}] 2020-01-02 21:00:20 INFO: prepare buckets [{'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'}, {'low_price': 126.75, 'high_price': 127.35, 'color': 'GREEN'}, {'low_price': 126.85, 'high_price': 127.35, 'color': 'GREEN'}] 2020-01-02 21:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2020-01-02 21:00:20 INFO: check need new order {'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'} 2020-01-02 21:00:20 INFO: place order: start low=126.5 high=127.35 RED ETHUSD price_offset=0.1 2020-01-02 21:00:20 INFO: place order: side_factor=1.0 init_trigger_price=126.45 init_order_price=126.4 stop_price_offset=0.0 bucket_size=0.8499999999999943 stop_price=127.35 take_price=123.85000000000002 2020-01-02 21:00:20 INFO: place order: compute qty=-11.0 2020-01-02 21:00:20 INFO: place order: save order to db 5e8ac546b2b9406daec2eed7c6ac233a; response=True 2020-01-02 21:00:20 INFO: post order to exchange resp={'orderID': '5fe5f352-98e4-ecf2-7f3e-969179808e9f', 'clOrdID': '5e8ac546b2b9406daec2eed7c6ac233a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.4, 'displayQty': None, 'stopPx': 126.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 2, 21, 0, 20, 756000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 21, 0, 20, 756000, tzinfo=tzlocal())} 2020-01-02 21:00:20 INFO: place new init order {'qty': -11.0, 'init_price': 126.45, 'stop_price': 127.35, 'take_price': 123.85000000000002, 'order_uid': '5e8ac546b2b9406daec2eed7c6ac233a', 'response': {'orderID': '5fe5f352-98e4-ecf2-7f3e-969179808e9f', 'clOrdID': '5e8ac546b2b9406daec2eed7c6ac233a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.4, 'displayQty': None, 'stopPx': 126.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 2, 21, 0, 20, 756000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 2, 21, 0, 20, 756000, tzinfo=tzlocal())}} 2020-01-02 21:00:21 INFO: process event {'orderID': '5fe5f352-98e4-ecf2-7f3e-969179808e9f', 'clOrdID': '5e8ac546b2b9406daec2eed7c6ac233a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 126.4, 'displayQty': None, 'stopPx': 126.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-02T21:00:20.756Z', 'timestamp': '2020-01-02T21:00:20.756Z'} 2020-01-02 21:00:21 INFO: skip event 5e8ac546b2b9406daec2eed7c6ac233a New 2020-01-02 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.55, 'low': 126.8, 'close': 127.55, 'trades': 1463, 'volume': 2626494, 'vwap': 127.3, 'lastSize': 10, 'turnover': 33432841110, 'homeNotional': 18256.5373192177, 'foreignNotional': 2323895.423825045}, {'timestamp': datetime.datetime(2020, 1, 2, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.35, 'low': 126.5, 'close': 126.8, 'trades': 1807, 'volume': 2278987, 'vwap': 126.91, 'lastSize': 444, 'turnover': 28920768280, 'homeNotional': 15834.42147293013, 'foreignNotional': 2009424.488680762}, {'timestamp': datetime.datetime(2020, 1, 2, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.2, 'high': 127.35, 'low': 126.75, 'close': 127.3, 'trades': 2128, 'volume': 2697172, 'vwap': 127.02, 'lastSize': 300, 'turnover': 34258348340, 'homeNotional': 18761.70345928501, 'foreignNotional': 2383036.9701037747}] 2020-01-02 22:00:20 INFO: prepare buckets [{'low_price': 126.8, 'high_price': 127.55, 'color': 'GREEN'}, {'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'}, {'low_price': 126.75, 'high_price': 127.35, 'color': 'GREEN'}] 2020-01-02 22:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-02 22:00:20 INFO: check need new order None 2020-01-02 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 2, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.5, 'low': 126.9, 'close': 127.1, 'trades': 1278, 'volume': 1672171, 'vwap': 127.09, 'lastSize': 73, 'turnover': 21250974185, 'homeNotional': 11627.820493014404, 'foreignNotional': 1477735.3757987304}, {'timestamp': datetime.datetime(2020, 1, 2, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.55, 'low': 126.8, 'close': 127.55, 'trades': 1463, 'volume': 2626494, 'vwap': 127.3, 'lastSize': 10, 'turnover': 33432841110, 'homeNotional': 18256.5373192177, 'foreignNotional': 2323895.423825045}, {'timestamp': datetime.datetime(2020, 1, 2, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.3, 'high': 127.35, 'low': 126.5, 'close': 126.8, 'trades': 1807, 'volume': 2278987, 'vwap': 126.91, 'lastSize': 444, 'turnover': 28920768280, 'homeNotional': 15834.42147293013, 'foreignNotional': 2009424.488680762}] 2020-01-02 23:00:20 INFO: prepare buckets [{'low_price': 126.9, 'high_price': 127.5, 'color': 'RED'}, {'low_price': 126.8, 'high_price': 127.55, 'color': 'GREEN'}, {'low_price': 126.5, 'high_price': 127.35, 'color': 'RED'}] 2020-01-02 23:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-02 23:00:20 INFO: check need new order None 2020-01-03 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.1, 'low': 126.7, 'close': 126.8, 'trades': 1476, 'volume': 1631676, 'vwap': 126.88, 'lastSize': 36, 'turnover': 20702023315, 'homeNotional': 11337.888312636132, 'foreignNotional': 1438504.4945956909}, {'timestamp': datetime.datetime(2020, 1, 2, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.5, 'low': 126.9, 'close': 127.1, 'trades': 1278, 'volume': 1672171, 'vwap': 127.09, 'lastSize': 73, 'turnover': 21250974185, 'homeNotional': 11627.820493014404, 'foreignNotional': 1477735.3757987304}, {'timestamp': datetime.datetime(2020, 1, 2, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.55, 'low': 126.8, 'close': 127.55, 'trades': 1463, 'volume': 2626494, 'vwap': 127.3, 'lastSize': 10, 'turnover': 33432841110, 'homeNotional': 18256.5373192177, 'foreignNotional': 2323895.423825045}] 2020-01-03 00:00:20 INFO: prepare buckets [{'low_price': 126.7, 'high_price': 127.1, 'color': 'RED'}, {'low_price': 126.9, 'high_price': 127.5, 'color': 'RED'}, {'low_price': 126.8, 'high_price': 127.55, 'color': 'GREEN'}] 2020-01-03 00:00:20 INFO: bucket_size=0.3999999999999915 (allowed (0.39, 0.95)) 2020-01-03 00:00:20 INFO: check need new order None 2020-01-03 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.25, 'low': 126.6, 'close': 126.85, 'trades': 2122, 'volume': 2306334, 'vwap': 126.94, 'lastSize': 150, 'turnover': 29274427190, 'homeNotional': 15993.64000335652, 'foreignNotional': 2030083.7931697136}, {'timestamp': datetime.datetime(2020, 1, 3, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.1, 'low': 126.7, 'close': 126.8, 'trades': 1476, 'volume': 1631676, 'vwap': 126.88, 'lastSize': 36, 'turnover': 20702023315, 'homeNotional': 11337.888312636132, 'foreignNotional': 1438504.4945956909}, {'timestamp': datetime.datetime(2020, 1, 2, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.55, 'high': 127.5, 'low': 126.9, 'close': 127.1, 'trades': 1278, 'volume': 1672171, 'vwap': 127.09, 'lastSize': 73, 'turnover': 21250974185, 'homeNotional': 11627.820493014404, 'foreignNotional': 1477735.3757987304}] 2020-01-03 01:00:20 INFO: prepare buckets [{'low_price': 126.6, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.1, 'color': 'RED'}, {'low_price': 126.9, 'high_price': 127.5, 'color': 'RED'}] 2020-01-03 01:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-03 01:00:20 INFO: check need new order {'low_price': 126.6, 'high_price': 127.25, 'color': 'GREEN'} 2020-01-03 01:00:20 INFO: place order: start low=126.6 high=127.25 GREEN ETHUSD price_offset=0.1 2020-01-03 01:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=127.3 init_order_price=127.35 stop_price_offset=0.0 bucket_size=0.6500000000000057 stop_price=126.6 take_price=129.3 2020-01-03 01:00:20 INFO: place order: compute qty=14.0 2020-01-03 01:00:20 INFO: place order: save order to db cbe3cd1b359a43ea8b30126e30841cef; response=True 2020-01-03 01:00:20 INFO: process event {'orderID': 'fd3e7e9d-56f9-b5a5-2c80-14203b5aaec5', 'clOrdID': 'cbe3cd1b359a43ea8b30126e30841cef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 127.35, 'displayQty': None, 'stopPx': 127.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-03T01:00:20.260Z', 'timestamp': '2020-01-03T01:00:20.260Z'} 2020-01-03 01:00:20 INFO: skip event cbe3cd1b359a43ea8b30126e30841cef New 2020-01-03 01:00:20 INFO: post order to exchange resp={'orderID': 'fd3e7e9d-56f9-b5a5-2c80-14203b5aaec5', 'clOrdID': 'cbe3cd1b359a43ea8b30126e30841cef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 127.35, 'displayQty': None, 'stopPx': 127.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 3, 1, 0, 20, 260000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 1, 0, 20, 260000, tzinfo=tzlocal())} 2020-01-03 01:00:20 INFO: place new init order {'qty': 14.0, 'init_price': 127.3, 'stop_price': 126.6, 'take_price': 129.3, 'order_uid': 'cbe3cd1b359a43ea8b30126e30841cef', 'response': {'orderID': 'fd3e7e9d-56f9-b5a5-2c80-14203b5aaec5', 'clOrdID': 'cbe3cd1b359a43ea8b30126e30841cef', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 127.35, 'displayQty': None, 'stopPx': 127.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 3, 1, 0, 20, 260000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 1, 0, 20, 260000, tzinfo=tzlocal())}} 2020-01-03 01:35:47 INFO: process event {'orderID': '5fe5f352-98e4-ecf2-7f3e-969179808e9f', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-03T01:35:45.810Z', 'clOrdID': '5e8ac546b2b9406daec2eed7c6ac233a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 01:35:47 INFO: skip event 5e8ac546b2b9406daec2eed7c6ac233a 2020-01-03 01:35:47 INFO: process event {'orderID': '5fe5f352-98e4-ecf2-7f3e-969179808e9f', 'workingIndicator': True, 'transactTime': '2020-01-03T01:35:45.810Z', 'clOrdID': '5e8ac546b2b9406daec2eed7c6ac233a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T01:35:45.810Z'} 2020-01-03 01:35:47 INFO: skip event 5e8ac546b2b9406daec2eed7c6ac233a 2020-01-03 01:35:47 INFO: process event {'orderID': '5fe5f352-98e4-ecf2-7f3e-969179808e9f', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 126.45, 'clOrdID': '5e8ac546b2b9406daec2eed7c6ac233a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T01:35:45.810Z'} 2020-01-03 01:35:47 INFO: add new event={'uid': '5e8ac546b2b9406daec2eed7c6ac233a', 'status': 'Filled'} 2020-01-03 01:35:47 INFO: start process event-------------------------------------------- 2020-01-03 01:35:47 INFO: fetch new order event 5e8ac546b2b9406daec2eed7c6ac233a 2020-01-03 01:35:47 INFO: fetch orders by event init={'stop': '127.35', 'take': '123.85000000000002', 'qty': '11.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-03 01:35:47 INFO: process init order filled 2020-01-03 01:35:47 INFO: save profit orders to storage stop=3e2954123b30454385f234bc0655b7a8 take=dacad9de3143481985a973bdaf95c5cd 2020-01-03 01:35:47 INFO: place profit orders take_price=123.85000000000002, stop_price=127.35, qty=11.0, color=RED, ticker=ETHUSD 3e2954123b30454385f234bc0655b7a8 dacad9de3143481985a973bdaf95c5cd 2020-01-03 01:35:47 INFO: place stop order ETHUSD: qty=11.0, stop_price=127.35, stop_uid=3e2954123b30454385f234bc0655b7a8 2020-01-03 01:35:48 INFO: exchange resp for stop order={'orderID': 'f75dc7c0-22f3-336c-6e60-aa7d2779c367', 'clOrdID': '3e2954123b30454385f234bc0655b7a8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 127.35, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 1, 35, 48, 268000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 1, 35, 48, 268000, tzinfo=tzlocal())} 2020-01-03 01:35:48 INFO: place limit order ETHUSD: qty=11.0, price=123.85000000000002, take_uid=dacad9de3143481985a973bdaf95c5cd 2020-01-03 01:35:48 INFO: process event {'orderID': 'f75dc7c0-22f3-336c-6e60-aa7d2779c367', 'clOrdID': '3e2954123b30454385f234bc0655b7a8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 127.35, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-03T01:35:48.268Z', 'timestamp': '2020-01-03T01:35:48.268Z'} 2020-01-03 01:35:48 INFO: skip event 3e2954123b30454385f234bc0655b7a8 New 2020-01-03 01:35:48 INFO: exchange resp for take profit order={'orderID': 'dbd37618-a04d-ebf2-303c-2fe052044eec', 'clOrdID': 'dacad9de3143481985a973bdaf95c5cd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.85, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 1, 35, 48, 337000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 1, 35, 48, 337000, tzinfo=tzlocal())} 2020-01-03 01:35:48 INFO: place profit orders={'stop': {'response': {'orderID': 'f75dc7c0-22f3-336c-6e60-aa7d2779c367', 'clOrdID': '3e2954123b30454385f234bc0655b7a8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 127.35, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 1, 35, 48, 268000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 1, 35, 48, 268000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '3e2954123b30454385f234bc0655b7a8', 'price': 127.35}, 'take': {'response': {'orderID': 'dbd37618-a04d-ebf2-303c-2fe052044eec', 'clOrdID': 'dacad9de3143481985a973bdaf95c5cd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.85, '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': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 1, 35, 48, 337000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 1, 35, 48, 337000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': 'dacad9de3143481985a973bdaf95c5cd', 'price': 123.85000000000002}} 2020-01-03 01:35:48 INFO: rm init order from db 5e8ac546b2b9406daec2eed7c6ac233a 2020-01-03 01:35:48 INFO: process event {'orderID': 'dbd37618-a04d-ebf2-303c-2fe052044eec', 'clOrdID': 'dacad9de3143481985a973bdaf95c5cd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-03T01:35:48.337Z', 'timestamp': '2020-01-03T01:35:48.337Z'} 2020-01-03 01:35:48 INFO: skip event dacad9de3143481985a973bdaf95c5cd New 2020-01-03 01:35:48 INFO: process event {'orderID': 'dbd37618-a04d-ebf2-303c-2fe052044eec', 'workingIndicator': True, 'clOrdID': 'dacad9de3143481985a973bdaf95c5cd', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T01:35:48.337Z'} 2020-01-03 01:35:48 INFO: skip event dacad9de3143481985a973bdaf95c5cd 2020-01-03 01:35:48 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-03 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 126.85, 'low': 125.55, 'close': 125.6, 'trades': 2375, 'volume': 6713364, 'vwap': 126.11, 'lastSize': 1400, 'turnover': 84658204520, 'homeNotional': 46275.42568086691, 'foreignNotional': 5835552.49224714}, {'timestamp': datetime.datetime(2020, 1, 3, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.25, 'low': 126.6, 'close': 126.85, 'trades': 2122, 'volume': 2306334, 'vwap': 126.94, 'lastSize': 150, 'turnover': 29274427190, 'homeNotional': 15993.64000335652, 'foreignNotional': 2030083.7931697136}, {'timestamp': datetime.datetime(2020, 1, 3, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 127.1, 'high': 127.1, 'low': 126.7, 'close': 126.8, 'trades': 1476, 'volume': 1631676, 'vwap': 126.88, 'lastSize': 36, 'turnover': 20702023315, 'homeNotional': 11337.888312636132, 'foreignNotional': 1438504.4945956909}] 2020-01-03 02:00:20 INFO: prepare buckets [{'low_price': 125.55, 'high_price': 126.85, 'color': 'RED'}, {'low_price': 126.6, 'high_price': 127.25, 'color': 'GREEN'}, {'low_price': 126.7, 'high_price': 127.1, 'color': 'RED'}] 2020-01-03 02:00:20 INFO: bucket_size=1.2999999999999972 (allowed (0.39, 0.95)) 2020-01-03 02:00:20 WARNING: skip bucket by bucket_size=1.2999999999999972 too big 2020-01-03 02:00:20 INFO: check need new order None 2020-01-03 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.6, 'high': 126.65, 'low': 125.6, 'close': 126.65, 'trades': 2706, 'volume': 12276191, 'vwap': 125.93, 'lastSize': 82, 'turnover': 154586381330, 'homeNotional': 84650.33202227823, 'foreignNotional': 10659572.047543809}, {'timestamp': datetime.datetime(2020, 1, 3, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 126.85, 'low': 125.55, 'close': 125.6, 'trades': 2375, 'volume': 6713364, 'vwap': 126.11, 'lastSize': 1400, 'turnover': 84658204520, 'homeNotional': 46275.42568086691, 'foreignNotional': 5835552.49224714}, {'timestamp': datetime.datetime(2020, 1, 3, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.8, 'high': 127.25, 'low': 126.6, 'close': 126.85, 'trades': 2122, 'volume': 2306334, 'vwap': 126.94, 'lastSize': 150, 'turnover': 29274427190, 'homeNotional': 15993.64000335652, 'foreignNotional': 2030083.7931697136}] 2020-01-03 03:00:20 INFO: prepare buckets [{'low_price': 125.6, 'high_price': 126.65, 'color': 'GREEN'}, {'low_price': 125.55, 'high_price': 126.85, 'color': 'RED'}, {'low_price': 126.6, 'high_price': 127.25, 'color': 'GREEN'}] 2020-01-03 03:00:20 INFO: bucket_size=1.0500000000000114 (allowed (0.39, 0.95)) 2020-01-03 03:00:20 WARNING: skip bucket by bucket_size=1.0500000000000114 too big 2020-01-03 03:00:20 INFO: check need new order None 2020-01-03 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.65, 'low': 126.4, 'close': 126.5, 'trades': 844, 'volume': 1720821, 'vwap': 126.52, 'lastSize': 30, 'turnover': 21770644730, 'homeNotional': 11934.584321104032, 'foreignNotional': 1509881.826028217}, {'timestamp': datetime.datetime(2020, 1, 3, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.6, 'high': 126.65, 'low': 125.6, 'close': 126.65, 'trades': 2706, 'volume': 12276191, 'vwap': 125.93, 'lastSize': 82, 'turnover': 154586381330, 'homeNotional': 84650.33202227823, 'foreignNotional': 10659572.047543809}, {'timestamp': datetime.datetime(2020, 1, 3, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.85, 'high': 126.85, 'low': 125.55, 'close': 125.6, 'trades': 2375, 'volume': 6713364, 'vwap': 126.11, 'lastSize': 1400, 'turnover': 84658204520, 'homeNotional': 46275.42568086691, 'foreignNotional': 5835552.49224714}] 2020-01-03 04:00:21 INFO: prepare buckets [{'low_price': 126.4, 'high_price': 126.65, 'color': 'RED'}, {'low_price': 125.6, 'high_price': 126.65, 'color': 'GREEN'}, {'low_price': 125.55, 'high_price': 126.85, 'color': 'RED'}] 2020-01-03 04:00:21 INFO: bucket_size=0.25 (allowed (0.39, 0.95)) 2020-01-03 04:00:21 WARNING: skip bucket by bucket_size=0.25 too small 2020-01-03 04:00:21 INFO: check need new order None 2020-01-03 04:18:37 INFO: process event {'orderID': 'fd3e7e9d-56f9-b5a5-2c80-14203b5aaec5', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-03T04:18:36.080Z', 'clOrdID': 'cbe3cd1b359a43ea8b30126e30841cef', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 04:18:37 INFO: skip event cbe3cd1b359a43ea8b30126e30841cef 2020-01-03 04:18:37 INFO: process event {'orderID': 'fd3e7e9d-56f9-b5a5-2c80-14203b5aaec5', 'workingIndicator': True, 'transactTime': '2020-01-03T04:18:36.080Z', 'clOrdID': 'cbe3cd1b359a43ea8b30126e30841cef', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T04:18:36.080Z'} 2020-01-03 04:18:37 INFO: skip event cbe3cd1b359a43ea8b30126e30841cef 2020-01-03 04:18:37 INFO: process event {'orderID': 'fd3e7e9d-56f9-b5a5-2c80-14203b5aaec5', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 127.3, 'clOrdID': 'cbe3cd1b359a43ea8b30126e30841cef', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T04:18:36.080Z'} 2020-01-03 04:18:37 INFO: add new event={'uid': 'cbe3cd1b359a43ea8b30126e30841cef', 'status': 'Filled'} 2020-01-03 04:18:37 INFO: start process event-------------------------------------------- 2020-01-03 04:18:37 INFO: fetch new order event cbe3cd1b359a43ea8b30126e30841cef 2020-01-03 04:18:37 INFO: fetch orders by event init={'stop': '126.6', 'take': '129.3', 'qty': '14.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-03 04:18:37 INFO: process init order filled 2020-01-03 04:18:37 INFO: save profit orders to storage stop=1dff52991a4349bbbdbe3c38704395b4 take=97a2814177ef463294233bd0102e3adb 2020-01-03 04:18:37 INFO: place profit orders take_price=129.3, stop_price=126.6, qty=14.0, color=GREEN, ticker=ETHUSD 1dff52991a4349bbbdbe3c38704395b4 97a2814177ef463294233bd0102e3adb 2020-01-03 04:18:37 INFO: place stop order ETHUSD: qty=-14.0, stop_price=126.6, stop_uid=1dff52991a4349bbbdbe3c38704395b4 2020-01-03 04:18:37 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-03 04:18:42 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-03 04:18:47 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-03 04:18:52 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-03 04:18:57 INFO: process event {'orderID': 'f75dc7c0-22f3-336c-6e60-aa7d2779c367', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-03T04:18:56.570Z', 'clOrdID': '3e2954123b30454385f234bc0655b7a8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 04:18:57 INFO: skip event 3e2954123b30454385f234bc0655b7a8 2020-01-03 04:18:57 INFO: process event {'orderID': 'f75dc7c0-22f3-336c-6e60-aa7d2779c367', 'price': 127.35, 'workingIndicator': True, 'transactTime': '2020-01-03T04:18:56.570Z', 'clOrdID': '3e2954123b30454385f234bc0655b7a8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T04:18:56.570Z'} 2020-01-03 04:18:57 INFO: skip event 3e2954123b30454385f234bc0655b7a8 2020-01-03 04:18:57 INFO: process event {'orderID': 'f75dc7c0-22f3-336c-6e60-aa7d2779c367', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 127.35, 'clOrdID': '3e2954123b30454385f234bc0655b7a8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T04:18:56.570Z'} 2020-01-03 04:18:57 INFO: add new event={'uid': '3e2954123b30454385f234bc0655b7a8', 'status': 'Filled'} 2020-01-03 04:18:57 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-03 04:19:04 INFO: exchange resp for stop order={'orderID': 'ced5c34f-d85e-bdcd-39ee-83dfdc21c9d0', 'clOrdID': '1dff52991a4349bbbdbe3c38704395b4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 126.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 4, 19, 4, 87000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 4, 19, 4, 87000, tzinfo=tzlocal())} 2020-01-03 04:19:04 INFO: place limit order ETHUSD: qty=-14.0, price=129.3, take_uid=97a2814177ef463294233bd0102e3adb 2020-01-03 04:19:04 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-03 04:19:04 INFO: process event {'orderID': 'ced5c34f-d85e-bdcd-39ee-83dfdc21c9d0', 'clOrdID': '1dff52991a4349bbbdbe3c38704395b4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 126.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-03T04:19:04.087Z', 'timestamp': '2020-01-03T04:19:04.087Z'} 2020-01-03 04:19:04 INFO: skip event 1dff52991a4349bbbdbe3c38704395b4 New 2020-01-03 04:19:11 INFO: exchange resp for take profit order={'orderID': 'cdb87c9d-d3ea-feb9-b146-0482cfbd8ffc', 'clOrdID': '97a2814177ef463294233bd0102e3adb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 129.3, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 4, 19, 11, 54000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 4, 19, 11, 54000, tzinfo=tzlocal())} 2020-01-03 04:19:11 INFO: place profit orders={'stop': {'response': {'orderID': 'ced5c34f-d85e-bdcd-39ee-83dfdc21c9d0', 'clOrdID': '1dff52991a4349bbbdbe3c38704395b4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 126.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 4, 19, 4, 87000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 4, 19, 4, 87000, tzinfo=tzlocal())}, 'qty': -14.0, 'uid': '1dff52991a4349bbbdbe3c38704395b4', 'price': 126.6}, 'take': {'response': {'orderID': 'cdb87c9d-d3ea-feb9-b146-0482cfbd8ffc', 'clOrdID': '97a2814177ef463294233bd0102e3adb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 129.3, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 4, 19, 11, 54000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 4, 19, 11, 54000, tzinfo=tzlocal())}, 'qty': -14.0, 'uid': '97a2814177ef463294233bd0102e3adb', 'price': 129.3}} 2020-01-03 04:19:11 INFO: rm init order from db cbe3cd1b359a43ea8b30126e30841cef 2020-01-03 04:19:11 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-03 04:19:11 INFO: start process event-------------------------------------------- 2020-01-03 04:19:11 INFO: fetch new order event 3e2954123b30454385f234bc0655b7a8 2020-01-03 04:19:11 INFO: fetch orders by event init=None profit_pair=dacad9de3143481985a973bdaf95c5cd 2020-01-03 04:19:11 INFO: process profit order filled 2020-01-03 04:19:12 INFO: cancel order=dacad9de3143481985a973bdaf95c5cd [{'orderID': 'dbd37618-a04d-ebf2-303c-2fe052044eec', 'clOrdID': 'dacad9de3143481985a973bdaf95c5cd', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 123.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 1, 35, 48, 337000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 4, 19, 12, 259000, tzinfo=tzlocal())}] 2020-01-03 04:19:12 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-03 04:19:12 INFO: process event {'orderID': 'cdb87c9d-d3ea-feb9-b146-0482cfbd8ffc', 'clOrdID': '97a2814177ef463294233bd0102e3adb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 129.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-03T04:19:11.054Z', 'timestamp': '2020-01-03T04:19:11.054Z'} 2020-01-03 04:19:12 INFO: skip event 97a2814177ef463294233bd0102e3adb New 2020-01-03 04:19:12 INFO: process event {'orderID': 'cdb87c9d-d3ea-feb9-b146-0482cfbd8ffc', 'workingIndicator': True, 'clOrdID': '97a2814177ef463294233bd0102e3adb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T04:19:11.054Z'} 2020-01-03 04:19:12 INFO: skip event 97a2814177ef463294233bd0102e3adb 2020-01-03 04:19:12 INFO: process event {'orderID': 'dbd37618-a04d-ebf2-303c-2fe052044eec', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-03T04:19:12.259Z', 'clOrdID': 'dacad9de3143481985a973bdaf95c5cd', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 04:19:12 INFO: skip event dacad9de3143481985a973bdaf95c5cd Canceled 2020-01-03 04:44:38 INFO: process event {'orderID': 'cdb87c9d-d3ea-feb9-b146-0482cfbd8ffc', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 129.3, 'timestamp': '2020-01-03T04:44:38.539Z', 'clOrdID': '97a2814177ef463294233bd0102e3adb', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 04:44:38 INFO: add new event={'uid': '97a2814177ef463294233bd0102e3adb', 'status': 'Filled'} 2020-01-03 04:44:39 INFO: start process event-------------------------------------------- 2020-01-03 04:44:39 INFO: fetch new order event 97a2814177ef463294233bd0102e3adb 2020-01-03 04:44:39 INFO: fetch orders by event init=None profit_pair=1dff52991a4349bbbdbe3c38704395b4 2020-01-03 04:44:39 INFO: process profit order filled 2020-01-03 04:44:39 INFO: cancel order=1dff52991a4349bbbdbe3c38704395b4 [{'orderID': 'ced5c34f-d85e-bdcd-39ee-83dfdc21c9d0', 'clOrdID': '1dff52991a4349bbbdbe3c38704395b4', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 126.6, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 4, 19, 4, 87000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 4, 44, 39, 484000, tzinfo=tzlocal())}] 2020-01-03 04:44:39 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-03 04:44:39 INFO: process event {'orderID': 'ced5c34f-d85e-bdcd-39ee-83dfdc21c9d0', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-03T04:44:39.484Z', 'clOrdID': '1dff52991a4349bbbdbe3c38704395b4', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 04:44:39 INFO: skip event 1dff52991a4349bbbdbe3c38704395b4 Canceled 2020-01-03 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.5, 'high': 130.1, 'low': 126.45, 'close': 129.2, 'trades': 9132, 'volume': 22998311, 'vwap': 128.66, 'lastSize': 1000, 'turnover': 295888403105, 'homeNotional': 164105.98008252302, 'foreignNotional': 21115394.083429154}, {'timestamp': datetime.datetime(2020, 1, 3, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.65, 'low': 126.4, 'close': 126.5, 'trades': 844, 'volume': 1720821, 'vwap': 126.52, 'lastSize': 30, 'turnover': 21770644730, 'homeNotional': 11934.584321104032, 'foreignNotional': 1509881.826028217}, {'timestamp': datetime.datetime(2020, 1, 3, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 125.6, 'high': 126.65, 'low': 125.6, 'close': 126.65, 'trades': 2706, 'volume': 12276191, 'vwap': 125.93, 'lastSize': 82, 'turnover': 154586381330, 'homeNotional': 84650.33202227823, 'foreignNotional': 10659572.047543809}] 2020-01-03 05:00:20 INFO: prepare buckets [{'low_price': 126.45, 'high_price': 130.1, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 126.65, 'color': 'RED'}, {'low_price': 125.6, 'high_price': 126.65, 'color': 'GREEN'}] 2020-01-03 05:00:20 INFO: bucket_size=3.6499999999999915 (allowed (0.39, 0.95)) 2020-01-03 05:00:20 WARNING: skip bucket by bucket_size=3.6499999999999915 too big 2020-01-03 05:00:20 INFO: check need new order None 2020-01-03 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.2, 'high': 129.75, 'low': 128.7, 'close': 129.15, 'trades': 3628, 'volume': 7214251, 'vwap': 129.07, 'lastSize': 50, 'turnover': 93108095715, 'homeNotional': 51856.8656372645, 'foreignNotional': 6692751.546529055}, {'timestamp': datetime.datetime(2020, 1, 3, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.5, 'high': 130.1, 'low': 126.45, 'close': 129.2, 'trades': 9132, 'volume': 22998311, 'vwap': 128.66, 'lastSize': 1000, 'turnover': 295888403105, 'homeNotional': 164105.98008252302, 'foreignNotional': 21115394.083429154}, {'timestamp': datetime.datetime(2020, 1, 3, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.65, 'high': 126.65, 'low': 126.4, 'close': 126.5, 'trades': 844, 'volume': 1720821, 'vwap': 126.52, 'lastSize': 30, 'turnover': 21770644730, 'homeNotional': 11934.584321104032, 'foreignNotional': 1509881.826028217}] 2020-01-03 06:00:20 INFO: prepare buckets [{'low_price': 128.7, 'high_price': 129.75, 'color': 'RED'}, {'low_price': 126.45, 'high_price': 130.1, 'color': 'GREEN'}, {'low_price': 126.4, 'high_price': 126.65, 'color': 'RED'}] 2020-01-03 06:00:20 INFO: bucket_size=1.0500000000000114 (allowed (0.39, 0.95)) 2020-01-03 06:00:20 WARNING: skip bucket by bucket_size=1.0500000000000114 too big 2020-01-03 06:00:20 INFO: check need new order None 2020-01-03 07:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.15, 'high': 129.2, 'low': 128.75, 'close': 129.15, 'trades': 2658, 'volume': 4275304, 'vwap': 129.03, 'lastSize': 55, 'turnover': 55160367195, 'homeNotional': 30761.329806495018, 'foreignNotional': 3968857.1561233974}, {'timestamp': datetime.datetime(2020, 1, 3, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.2, 'high': 129.75, 'low': 128.7, 'close': 129.15, 'trades': 3628, 'volume': 7214251, 'vwap': 129.07, 'lastSize': 50, 'turnover': 93108095715, 'homeNotional': 51856.8656372645, 'foreignNotional': 6692751.546529055}, {'timestamp': datetime.datetime(2020, 1, 3, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 126.5, 'high': 130.1, 'low': 126.45, 'close': 129.2, 'trades': 9132, 'volume': 22998311, 'vwap': 128.66, 'lastSize': 1000, 'turnover': 295888403105, 'homeNotional': 164105.98008252302, 'foreignNotional': 21115394.083429154}] 2020-01-03 07:00:21 INFO: skip by found empty buckets 2020-01-03 07:00:21 INFO: check need new order None 2020-01-03 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.15, 'high': 129.4, 'low': 128.7, 'close': 128.75, 'trades': 2685, 'volume': 7610599, 'vwap': 129.1, 'lastSize': 2009, 'turnover': 98246857420, 'homeNotional': 54760.90433515357, 'foreignNotional': 7069208.352900293}, {'timestamp': datetime.datetime(2020, 1, 3, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.15, 'high': 129.2, 'low': 128.75, 'close': 129.15, 'trades': 2658, 'volume': 4275304, 'vwap': 129.03, 'lastSize': 55, 'turnover': 55160367195, 'homeNotional': 30761.329806495018, 'foreignNotional': 3968857.1561233974}, {'timestamp': datetime.datetime(2020, 1, 3, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.2, 'high': 129.75, 'low': 128.7, 'close': 129.15, 'trades': 3628, 'volume': 7214251, 'vwap': 129.07, 'lastSize': 50, 'turnover': 93108095715, 'homeNotional': 51856.8656372645, 'foreignNotional': 6692751.546529055}] 2020-01-03 08:00:20 INFO: skip by found empty buckets 2020-01-03 08:00:20 INFO: check need new order None 2020-01-03 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.75, 'high': 133.4, 'low': 128.75, 'close': 132.2, 'trades': 13133, 'volume': 32035046, 'vwap': 131.43, 'lastSize': 100, 'turnover': 421016798720, 'homeNotional': 231867.63844509632, 'foreignNotional': 30473813.08493037}, {'timestamp': datetime.datetime(2020, 1, 3, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.15, 'high': 129.4, 'low': 128.7, 'close': 128.75, 'trades': 2685, 'volume': 7610599, 'vwap': 129.1, 'lastSize': 2009, 'turnover': 98246857420, 'homeNotional': 54760.90433515357, 'foreignNotional': 7069208.352900293}, {'timestamp': datetime.datetime(2020, 1, 3, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.15, 'high': 129.2, 'low': 128.75, 'close': 129.15, 'trades': 2658, 'volume': 4275304, 'vwap': 129.03, 'lastSize': 55, 'turnover': 55160367195, 'homeNotional': 30761.329806495018, 'foreignNotional': 3968857.1561233974}] 2020-01-03 09:00:20 INFO: skip by found empty buckets 2020-01-03 09:00:20 INFO: check need new order None 2020-01-03 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.2, 'high': 132.9, 'low': 131.8, 'close': 132.35, 'trades': 4782, 'volume': 9308318, 'vwap': 132.26, 'lastSize': 30, 'turnover': 123103144435, 'homeNotional': 67856.43572122294, 'foreignNotional': 8974071.376000803}, {'timestamp': datetime.datetime(2020, 1, 3, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.75, 'high': 133.4, 'low': 128.75, 'close': 132.2, 'trades': 13133, 'volume': 32035046, 'vwap': 131.43, 'lastSize': 100, 'turnover': 421016798720, 'homeNotional': 231867.63844509632, 'foreignNotional': 30473813.08493037}, {'timestamp': datetime.datetime(2020, 1, 3, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 129.15, 'high': 129.4, 'low': 128.7, 'close': 128.75, 'trades': 2685, 'volume': 7610599, 'vwap': 129.1, 'lastSize': 2009, 'turnover': 98246857420, 'homeNotional': 54760.90433515357, 'foreignNotional': 7069208.352900293}] 2020-01-03 10:00:20 INFO: prepare buckets [{'low_price': 131.8, 'high_price': 132.9, 'color': 'GREEN'}, {'low_price': 128.75, 'high_price': 133.4, 'color': 'GREEN'}, {'low_price': 128.7, 'high_price': 129.4, 'color': 'RED'}] 2020-01-03 10:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2020-01-03 10:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2020-01-03 10:00:20 INFO: check need new order None 2020-01-03 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.35, 'high': 132.75, 'low': 131.55, 'close': 132.15, 'trades': 3368, 'volume': 5250933, 'vwap': 132.11, 'lastSize': 3000, 'turnover': 69369058650, 'homeNotional': 38417.19779130673, 'foreignNotional': 5075253.425720531}, {'timestamp': datetime.datetime(2020, 1, 3, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.2, 'high': 132.9, 'low': 131.8, 'close': 132.35, 'trades': 4782, 'volume': 9308318, 'vwap': 132.26, 'lastSize': 30, 'turnover': 123103144435, 'homeNotional': 67856.43572122294, 'foreignNotional': 8974071.376000803}, {'timestamp': datetime.datetime(2020, 1, 3, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 128.75, 'high': 133.4, 'low': 128.75, 'close': 132.2, 'trades': 13133, 'volume': 32035046, 'vwap': 131.43, 'lastSize': 100, 'turnover': 421016798720, 'homeNotional': 231867.63844509632, 'foreignNotional': 30473813.08493037}] 2020-01-03 11:00:21 INFO: prepare buckets [{'low_price': 131.55, 'high_price': 132.75, 'color': 'RED'}, {'low_price': 131.8, 'high_price': 132.9, 'color': 'GREEN'}, {'low_price': 128.75, 'high_price': 133.4, 'color': 'GREEN'}] 2020-01-03 11:00:21 INFO: bucket_size=1.1999999999999886 (allowed (0.39, 0.95)) 2020-01-03 11:00:21 WARNING: skip bucket by bucket_size=1.1999999999999886 too big 2020-01-03 11:00:21 INFO: check need new order None 2020-01-03 12:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.15, 'high': 132.55, 'low': 132.0, 'close': 132.5, 'trades': 1671, 'volume': 2248257, 'vwap': 132.25, 'lastSize': 218, 'turnover': 29731193025, 'homeNotional': 16448.262432941552, 'foreignNotional': 2175138.6694660205}, {'timestamp': datetime.datetime(2020, 1, 3, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.35, 'high': 132.75, 'low': 131.55, 'close': 132.15, 'trades': 3368, 'volume': 5250933, 'vwap': 132.11, 'lastSize': 3000, 'turnover': 69369058650, 'homeNotional': 38417.19779130673, 'foreignNotional': 5075253.425720531}, {'timestamp': datetime.datetime(2020, 1, 3, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.2, 'high': 132.9, 'low': 131.8, 'close': 132.35, 'trades': 4782, 'volume': 9308318, 'vwap': 132.26, 'lastSize': 30, 'turnover': 123103144435, 'homeNotional': 67856.43572122294, 'foreignNotional': 8974071.376000803}] 2020-01-03 12:00:22 INFO: prepare buckets [{'low_price': 132.0, 'high_price': 132.55, 'color': 'GREEN'}, {'low_price': 131.55, 'high_price': 132.75, 'color': 'RED'}, {'low_price': 131.8, 'high_price': 132.9, 'color': 'GREEN'}] 2020-01-03 12:00:22 INFO: bucket_size=0.5500000000000114 (allowed (0.39, 0.95)) 2020-01-03 12:00:22 INFO: check need new order None 2020-01-03 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.8, 'low': 131.95, 'close': 132.3, 'trades': 2988, 'volume': 4586321, 'vwap': 132.37, 'lastSize': 13, 'turnover': 60705855620, 'homeNotional': 33554.87381360322, 'foreignNotional': 4441428.314903676}, {'timestamp': datetime.datetime(2020, 1, 3, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.15, 'high': 132.55, 'low': 132.0, 'close': 132.5, 'trades': 1671, 'volume': 2248257, 'vwap': 132.25, 'lastSize': 218, 'turnover': 29731193025, 'homeNotional': 16448.262432941552, 'foreignNotional': 2175138.6694660205}, {'timestamp': datetime.datetime(2020, 1, 3, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.35, 'high': 132.75, 'low': 131.55, 'close': 132.15, 'trades': 3368, 'volume': 5250933, 'vwap': 132.11, 'lastSize': 3000, 'turnover': 69369058650, 'homeNotional': 38417.19779130673, 'foreignNotional': 5075253.425720531}] 2020-01-03 13:00:20 INFO: prepare buckets [{'low_price': 131.95, 'high_price': 132.8, 'color': 'RED'}, {'low_price': 132.0, 'high_price': 132.55, 'color': 'GREEN'}, {'low_price': 131.55, 'high_price': 132.75, 'color': 'RED'}] 2020-01-03 13:00:20 INFO: bucket_size=0.8500000000000227 (allowed (0.39, 0.95)) 2020-01-03 13:00:20 INFO: check need new order None 2020-01-03 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.3, 'high': 134.15, 'low': 132.35, 'close': 133.45, 'trades': 5352, 'volume': 9478752, 'vwap': 133.02, 'lastSize': 500, 'turnover': 126081958460, 'homeNotional': 69451.6852563866, 'foreignNotional': 9238196.354346305}, {'timestamp': datetime.datetime(2020, 1, 3, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.8, 'low': 131.95, 'close': 132.3, 'trades': 2988, 'volume': 4586321, 'vwap': 132.37, 'lastSize': 13, 'turnover': 60705855620, 'homeNotional': 33554.87381360322, 'foreignNotional': 4441428.314903676}, {'timestamp': datetime.datetime(2020, 1, 3, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.15, 'high': 132.55, 'low': 132.0, 'close': 132.5, 'trades': 1671, 'volume': 2248257, 'vwap': 132.25, 'lastSize': 218, 'turnover': 29731193025, 'homeNotional': 16448.262432941552, 'foreignNotional': 2175138.6694660205}] 2020-01-03 14:00:20 INFO: prepare buckets [{'low_price': 132.35, 'high_price': 134.15, 'color': 'GREEN'}, {'low_price': 131.95, 'high_price': 132.8, 'color': 'RED'}, {'low_price': 132.0, 'high_price': 132.55, 'color': 'GREEN'}] 2020-01-03 14:00:20 INFO: bucket_size=1.8000000000000114 (allowed (0.39, 0.95)) 2020-01-03 14:00:20 WARNING: skip bucket by bucket_size=1.8000000000000114 too big 2020-01-03 14:00:20 INFO: check need new order None 2020-01-03 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 133.85, 'low': 130.95, 'close': 131.65, 'trades': 5740, 'volume': 14915472, 'vwap': 132.53, 'lastSize': 1, 'turnover': 197670270695, 'homeNotional': 108662.46148862237, 'foreignNotional': 14401184.27621662}, {'timestamp': datetime.datetime(2020, 1, 3, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.3, 'high': 134.15, 'low': 132.35, 'close': 133.45, 'trades': 5352, 'volume': 9478752, 'vwap': 133.02, 'lastSize': 500, 'turnover': 126081958460, 'homeNotional': 69451.6852563866, 'foreignNotional': 9238196.354346305}, {'timestamp': datetime.datetime(2020, 1, 3, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 132.8, 'low': 131.95, 'close': 132.3, 'trades': 2988, 'volume': 4586321, 'vwap': 132.37, 'lastSize': 13, 'turnover': 60705855620, 'homeNotional': 33554.87381360322, 'foreignNotional': 4441428.314903676}] 2020-01-03 15:00:20 INFO: prepare buckets [{'low_price': 130.95, 'high_price': 133.85, 'color': 'RED'}, {'low_price': 132.35, 'high_price': 134.15, 'color': 'GREEN'}, {'low_price': 131.95, 'high_price': 132.8, 'color': 'RED'}] 2020-01-03 15:00:20 INFO: bucket_size=2.9000000000000057 (allowed (0.39, 0.95)) 2020-01-03 15:00:20 WARNING: skip bucket by bucket_size=2.9000000000000057 too big 2020-01-03 15:00:20 INFO: check need new order None 2020-01-03 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.65, 'high': 132.5, 'low': 131.65, 'close': 132.5, 'trades': 2160, 'volume': 2843203, 'vwap': 132.0, 'lastSize': 700, 'turnover': 37529816395, 'homeNotional': 20690.310998831384, 'foreignNotional': 2731097.8073153417}, {'timestamp': datetime.datetime(2020, 1, 3, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 133.85, 'low': 130.95, 'close': 131.65, 'trades': 5740, 'volume': 14915472, 'vwap': 132.53, 'lastSize': 1, 'turnover': 197670270695, 'homeNotional': 108662.46148862237, 'foreignNotional': 14401184.27621662}, {'timestamp': datetime.datetime(2020, 1, 3, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.3, 'high': 134.15, 'low': 132.35, 'close': 133.45, 'trades': 5352, 'volume': 9478752, 'vwap': 133.02, 'lastSize': 500, 'turnover': 126081958460, 'homeNotional': 69451.6852563866, 'foreignNotional': 9238196.354346305}] 2020-01-03 16:00:20 INFO: prepare buckets [{'low_price': 131.65, 'high_price': 132.5, 'color': 'GREEN'}, {'low_price': 130.95, 'high_price': 133.85, 'color': 'RED'}, {'low_price': 132.35, 'high_price': 134.15, 'color': 'GREEN'}] 2020-01-03 16:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2020-01-03 16:00:20 INFO: check need new order None 2020-01-03 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 134.05, 'low': 132.0, 'close': 133.6, 'trades': 6769, 'volume': 11057422, 'vwap': 133.05, 'lastSize': 1713, 'turnover': 147113933745, 'homeNotional': 81224.16681306403, 'foreignNotional': 10806592.987326521}, {'timestamp': datetime.datetime(2020, 1, 3, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.65, 'high': 132.5, 'low': 131.65, 'close': 132.5, 'trades': 2160, 'volume': 2843203, 'vwap': 132.0, 'lastSize': 700, 'turnover': 37529816395, 'homeNotional': 20690.310998831384, 'foreignNotional': 2731097.8073153417}, {'timestamp': datetime.datetime(2020, 1, 3, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 133.85, 'low': 130.95, 'close': 131.65, 'trades': 5740, 'volume': 14915472, 'vwap': 132.53, 'lastSize': 1, 'turnover': 197670270695, 'homeNotional': 108662.46148862237, 'foreignNotional': 14401184.27621662}] 2020-01-03 17:00:20 INFO: prepare buckets [{'low_price': 132.0, 'high_price': 134.05, 'color': 'GREEN'}, {'low_price': 131.65, 'high_price': 132.5, 'color': 'GREEN'}, {'low_price': 130.95, 'high_price': 133.85, 'color': 'RED'}] 2020-01-03 17:00:20 INFO: bucket_size=2.0500000000000114 (allowed (0.39, 0.95)) 2020-01-03 17:00:20 WARNING: skip bucket by bucket_size=2.0500000000000114 too big 2020-01-03 17:00:20 INFO: check need new order None 2020-01-03 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.6, 'high': 135.15, 'low': 132.7, 'close': 134.05, 'trades': 5241, 'volume': 10238824, 'vwap': 133.99, 'lastSize': 105, 'turnover': 137186129395, 'homeNotional': 75415.33489070719, 'foreignNotional': 10104634.941819292}, {'timestamp': datetime.datetime(2020, 1, 3, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 134.05, 'low': 132.0, 'close': 133.6, 'trades': 6769, 'volume': 11057422, 'vwap': 133.05, 'lastSize': 1713, 'turnover': 147113933745, 'homeNotional': 81224.16681306403, 'foreignNotional': 10806592.987326521}, {'timestamp': datetime.datetime(2020, 1, 3, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 131.65, 'high': 132.5, 'low': 131.65, 'close': 132.5, 'trades': 2160, 'volume': 2843203, 'vwap': 132.0, 'lastSize': 700, 'turnover': 37529816395, 'homeNotional': 20690.310998831384, 'foreignNotional': 2731097.8073153417}] 2020-01-03 18:00:20 INFO: prepare buckets [{'low_price': 132.7, 'high_price': 135.15, 'color': 'GREEN'}, {'low_price': 132.0, 'high_price': 134.05, 'color': 'GREEN'}, {'low_price': 131.65, 'high_price': 132.5, 'color': 'GREEN'}] 2020-01-03 18:00:20 INFO: bucket_size=2.450000000000017 (allowed (0.39, 0.95)) 2020-01-03 18:00:20 WARNING: skip bucket by bucket_size=2.450000000000017 too big 2020-01-03 18:00:20 INFO: check need new order None 2020-01-03 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.05, 'high': 134.3, 'low': 133.4, 'close': 133.45, 'trades': 2352, 'volume': 3570382, 'vwap': 133.74, 'lastSize': 3242, 'turnover': 47747186000, 'homeNotional': 26227.736304888374, 'foreignNotional': 3507470.632669572}, {'timestamp': datetime.datetime(2020, 1, 3, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.6, 'high': 135.15, 'low': 132.7, 'close': 134.05, 'trades': 5241, 'volume': 10238824, 'vwap': 133.99, 'lastSize': 105, 'turnover': 137186129395, 'homeNotional': 75415.33489070719, 'foreignNotional': 10104634.941819292}, {'timestamp': datetime.datetime(2020, 1, 3, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.5, 'high': 134.05, 'low': 132.0, 'close': 133.6, 'trades': 6769, 'volume': 11057422, 'vwap': 133.05, 'lastSize': 1713, 'turnover': 147113933745, 'homeNotional': 81224.16681306403, 'foreignNotional': 10806592.987326521}] 2020-01-03 19:00:20 INFO: prepare buckets [{'low_price': 133.4, 'high_price': 134.3, 'color': 'RED'}, {'low_price': 132.7, 'high_price': 135.15, 'color': 'GREEN'}, {'low_price': 132.0, 'high_price': 134.05, 'color': 'GREEN'}] 2020-01-03 19:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-03 19:00:20 INFO: check need new order {'low_price': 133.4, 'high_price': 134.3, 'color': 'RED'} 2020-01-03 19:00:20 INFO: place order: start low=133.4 high=134.3 RED ETHUSD price_offset=0.1 2020-01-03 19:00:20 INFO: place order: side_factor=1.0 init_trigger_price=133.35 init_order_price=133.3 stop_price_offset=0.0 bucket_size=0.9000000000000057 stop_price=134.3 take_price=130.6 2020-01-03 19:00:20 INFO: place order: compute qty=-11.0 2020-01-03 19:00:20 INFO: place order: save order to db 4b59dab5ba5f4c91a6fd0a4f7feba3d8; response=True 2020-01-03 19:00:20 INFO: post order to exchange resp={'orderID': 'c80c64b5-d0b8-b22e-82a4-55ad62273402', 'clOrdID': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 133.3, 'displayQty': None, 'stopPx': 133.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 3, 19, 0, 20, 928000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 19, 0, 20, 928000, tzinfo=tzlocal())} 2020-01-03 19:00:20 INFO: place new init order {'qty': -11.0, 'init_price': 133.35, 'stop_price': 134.3, 'take_price': 130.6, 'order_uid': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'response': {'orderID': 'c80c64b5-d0b8-b22e-82a4-55ad62273402', 'clOrdID': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 133.3, 'displayQty': None, 'stopPx': 133.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 3, 19, 0, 20, 928000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 19, 0, 20, 928000, tzinfo=tzlocal())}} 2020-01-03 19:00:21 INFO: process event {'orderID': 'c80c64b5-d0b8-b22e-82a4-55ad62273402', 'clOrdID': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 133.3, 'displayQty': None, 'stopPx': 133.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-03T19:00:20.928Z', 'timestamp': '2020-01-03T19:00:20.928Z'} 2020-01-03 19:00:21 INFO: skip event 4b59dab5ba5f4c91a6fd0a4f7feba3d8 New 2020-01-03 19:04:24 INFO: process event {'orderID': 'c80c64b5-d0b8-b22e-82a4-55ad62273402', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-03T19:04:24.183Z', 'clOrdID': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 19:04:24 INFO: skip event 4b59dab5ba5f4c91a6fd0a4f7feba3d8 2020-01-03 19:04:24 INFO: process event {'orderID': 'c80c64b5-d0b8-b22e-82a4-55ad62273402', 'workingIndicator': True, 'transactTime': '2020-01-03T19:04:24.183Z', 'clOrdID': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T19:04:24.183Z'} 2020-01-03 19:04:24 INFO: skip event 4b59dab5ba5f4c91a6fd0a4f7feba3d8 2020-01-03 19:28:48 INFO: process event {'orderID': 'c80c64b5-d0b8-b22e-82a4-55ad62273402', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 133.3, 'timestamp': '2020-01-03T19:28:46.351Z', 'clOrdID': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 19:28:48 INFO: add new event={'uid': '4b59dab5ba5f4c91a6fd0a4f7feba3d8', 'status': 'Filled'} 2020-01-03 19:28:49 INFO: start process event-------------------------------------------- 2020-01-03 19:28:49 INFO: fetch new order event 4b59dab5ba5f4c91a6fd0a4f7feba3d8 2020-01-03 19:28:49 INFO: fetch orders by event init={'stop': '134.3', 'take': '130.6', 'qty': '11.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-03 19:28:49 INFO: process init order filled 2020-01-03 19:28:49 INFO: save profit orders to storage stop=ca7dde18bd444d49bfce3e0bb0a2819c take=f81e9c6e04cc435a801bb6877ea5bff6 2020-01-03 19:28:49 INFO: place profit orders take_price=130.6, stop_price=134.3, qty=11.0, color=RED, ticker=ETHUSD ca7dde18bd444d49bfce3e0bb0a2819c f81e9c6e04cc435a801bb6877ea5bff6 2020-01-03 19:28:49 INFO: place stop order ETHUSD: qty=11.0, stop_price=134.3, stop_uid=ca7dde18bd444d49bfce3e0bb0a2819c 2020-01-03 19:28:49 INFO: exchange resp for stop order={'orderID': 'fb92ab20-c2d2-4a0b-fe10-c85343fd66e3', 'clOrdID': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 134.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 19, 28, 49, 152000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 19, 28, 49, 152000, tzinfo=tzlocal())} 2020-01-03 19:28:49 INFO: place limit order ETHUSD: qty=11.0, price=130.6, take_uid=f81e9c6e04cc435a801bb6877ea5bff6 2020-01-03 19:28:49 INFO: process event {'orderID': 'fb92ab20-c2d2-4a0b-fe10-c85343fd66e3', 'clOrdID': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 134.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-03T19:28:49.152Z', 'timestamp': '2020-01-03T19:28:49.152Z'} 2020-01-03 19:28:49 INFO: skip event ca7dde18bd444d49bfce3e0bb0a2819c New 2020-01-03 19:28:49 INFO: process event {'orderID': 'c409019d-90d7-2d56-aebf-060194b513fc', 'clOrdID': 'f81e9c6e04cc435a801bb6877ea5bff6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 130.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-03T19:28:49.223Z', 'timestamp': '2020-01-03T19:28:49.223Z'} 2020-01-03 19:28:49 INFO: skip event f81e9c6e04cc435a801bb6877ea5bff6 New 2020-01-03 19:28:49 INFO: process event {'orderID': 'c409019d-90d7-2d56-aebf-060194b513fc', 'workingIndicator': True, 'clOrdID': 'f81e9c6e04cc435a801bb6877ea5bff6', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T19:28:49.223Z'} 2020-01-03 19:28:49 INFO: skip event f81e9c6e04cc435a801bb6877ea5bff6 2020-01-03 19:28:49 INFO: exchange resp for take profit order={'orderID': 'c409019d-90d7-2d56-aebf-060194b513fc', 'clOrdID': 'f81e9c6e04cc435a801bb6877ea5bff6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 130.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 19, 28, 49, 223000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 19, 28, 49, 223000, tzinfo=tzlocal())} 2020-01-03 19:28:49 INFO: place profit orders={'stop': {'response': {'orderID': 'fb92ab20-c2d2-4a0b-fe10-c85343fd66e3', 'clOrdID': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 134.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 19, 28, 49, 152000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 19, 28, 49, 152000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'price': 134.3}, 'take': {'response': {'orderID': 'c409019d-90d7-2d56-aebf-060194b513fc', 'clOrdID': 'f81e9c6e04cc435a801bb6877ea5bff6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 130.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 19, 28, 49, 223000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 19, 28, 49, 223000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': 'f81e9c6e04cc435a801bb6877ea5bff6', 'price': 130.6}} 2020-01-03 19:28:49 INFO: rm init order from db 4b59dab5ba5f4c91a6fd0a4f7feba3d8 2020-01-03 19:28:49 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-03 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 133.55, 'low': 132.2, 'close': 133.4, 'trades': 3281, 'volume': 5139282, 'vwap': 132.97, 'lastSize': 1, 'turnover': 68335672900, 'homeNotional': 37587.68748126305, 'foreignNotional': 4997967.513023993}, {'timestamp': datetime.datetime(2020, 1, 3, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.05, 'high': 134.3, 'low': 133.4, 'close': 133.45, 'trades': 2352, 'volume': 3570382, 'vwap': 133.74, 'lastSize': 3242, 'turnover': 47747186000, 'homeNotional': 26227.736304888374, 'foreignNotional': 3507470.632669572}, {'timestamp': datetime.datetime(2020, 1, 3, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.6, 'high': 135.15, 'low': 132.7, 'close': 134.05, 'trades': 5241, 'volume': 10238824, 'vwap': 133.99, 'lastSize': 105, 'turnover': 137186129395, 'homeNotional': 75415.33489070719, 'foreignNotional': 10104634.941819292}] 2020-01-03 20:00:20 INFO: prepare buckets [{'low_price': 132.2, 'high_price': 133.55, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.3, 'color': 'RED'}, {'low_price': 132.7, 'high_price': 135.15, 'color': 'GREEN'}] 2020-01-03 20:00:20 INFO: bucket_size=1.3500000000000227 (allowed (0.39, 0.95)) 2020-01-03 20:00:20 WARNING: skip bucket by bucket_size=1.3500000000000227 too big 2020-01-03 20:00:20 INFO: check need new order None 2020-01-03 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.4, 'high': 134.0, 'low': 132.95, 'close': 133.55, 'trades': 2279, 'volume': 3782342, 'vwap': 133.51, 'lastSize': 3000, 'turnover': 50495169825, 'homeNotional': 27701.085733164506, 'foreignNotional': 3698173.0685617835}, {'timestamp': datetime.datetime(2020, 1, 3, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 133.55, 'low': 132.2, 'close': 133.4, 'trades': 3281, 'volume': 5139282, 'vwap': 132.97, 'lastSize': 1, 'turnover': 68335672900, 'homeNotional': 37587.68748126305, 'foreignNotional': 4997967.513023993}, {'timestamp': datetime.datetime(2020, 1, 3, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.05, 'high': 134.3, 'low': 133.4, 'close': 133.45, 'trades': 2352, 'volume': 3570382, 'vwap': 133.74, 'lastSize': 3242, 'turnover': 47747186000, 'homeNotional': 26227.736304888374, 'foreignNotional': 3507470.632669572}] 2020-01-03 21:00:20 INFO: prepare buckets [{'low_price': 132.95, 'high_price': 134.0, 'color': 'GREEN'}, {'low_price': 132.2, 'high_price': 133.55, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.3, 'color': 'RED'}] 2020-01-03 21:00:20 INFO: bucket_size=1.0500000000000114 (allowed (0.39, 0.95)) 2020-01-03 21:00:20 WARNING: skip bucket by bucket_size=1.0500000000000114 too big 2020-01-03 21:00:20 INFO: check need new order None 2020-01-03 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.9, 'low': 132.3, 'close': 132.4, 'trades': 2412, 'volume': 3327788, 'vwap': 133.02, 'lastSize': 24, 'turnover': 44263444770, 'homeNotional': 24269.06322924366, 'foreignNotional': 3228107.262288263}, {'timestamp': datetime.datetime(2020, 1, 3, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.4, 'high': 134.0, 'low': 132.95, 'close': 133.55, 'trades': 2279, 'volume': 3782342, 'vwap': 133.51, 'lastSize': 3000, 'turnover': 50495169825, 'homeNotional': 27701.085733164506, 'foreignNotional': 3698173.0685617835}, {'timestamp': datetime.datetime(2020, 1, 3, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.45, 'high': 133.55, 'low': 132.2, 'close': 133.4, 'trades': 3281, 'volume': 5139282, 'vwap': 132.97, 'lastSize': 1, 'turnover': 68335672900, 'homeNotional': 37587.68748126305, 'foreignNotional': 4997967.513023993}] 2020-01-03 22:00:20 INFO: prepare buckets [{'low_price': 132.3, 'high_price': 133.9, 'color': 'RED'}, {'low_price': 132.95, 'high_price': 134.0, 'color': 'GREEN'}, {'low_price': 132.2, 'high_price': 133.55, 'color': 'RED'}] 2020-01-03 22:00:21 INFO: bucket_size=1.5999999999999943 (allowed (0.39, 0.95)) 2020-01-03 22:00:21 WARNING: skip bucket by bucket_size=1.5999999999999943 too big 2020-01-03 22:00:21 INFO: check need new order None 2020-01-03 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 3, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.4, 'high': 133.2, 'low': 132.2, 'close': 133.05, 'trades': 2779, 'volume': 4695365, 'vwap': 132.66, 'lastSize': 101, 'turnover': 62287071270, 'homeNotional': 34157.872873936365, 'foreignNotional': 4531281.316129385}, {'timestamp': datetime.datetime(2020, 1, 3, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.9, 'low': 132.3, 'close': 132.4, 'trades': 2412, 'volume': 3327788, 'vwap': 133.02, 'lastSize': 24, 'turnover': 44263444770, 'homeNotional': 24269.06322924366, 'foreignNotional': 3228107.262288263}, {'timestamp': datetime.datetime(2020, 1, 3, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.4, 'high': 134.0, 'low': 132.95, 'close': 133.55, 'trades': 2279, 'volume': 3782342, 'vwap': 133.51, 'lastSize': 3000, 'turnover': 50495169825, 'homeNotional': 27701.085733164506, 'foreignNotional': 3698173.0685617835}] 2020-01-03 23:00:20 INFO: prepare buckets [{'low_price': 132.2, 'high_price': 133.2, 'color': 'GREEN'}, {'low_price': 132.3, 'high_price': 133.9, 'color': 'RED'}, {'low_price': 132.95, 'high_price': 134.0, 'color': 'GREEN'}] 2020-01-03 23:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-03 23:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-03 23:00:20 INFO: check need new order None 2020-01-03 23:25:37 INFO: process event {'orderID': 'fb92ab20-c2d2-4a0b-fe10-c85343fd66e3', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-03T23:25:36.174Z', 'clOrdID': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 23:25:37 INFO: skip event ca7dde18bd444d49bfce3e0bb0a2819c 2020-01-03 23:25:37 INFO: process event {'orderID': 'fb92ab20-c2d2-4a0b-fe10-c85343fd66e3', 'price': 134.3, 'workingIndicator': True, 'transactTime': '2020-01-03T23:25:36.174Z', 'clOrdID': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T23:25:36.174Z'} 2020-01-03 23:25:37 INFO: skip event ca7dde18bd444d49bfce3e0bb0a2819c 2020-01-03 23:25:37 INFO: process event {'orderID': 'fb92ab20-c2d2-4a0b-fe10-c85343fd66e3', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 134.3, 'clOrdID': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-03T23:25:36.174Z'} 2020-01-03 23:25:37 INFO: add new event={'uid': 'ca7dde18bd444d49bfce3e0bb0a2819c', 'status': 'Filled'} 2020-01-03 23:25:37 INFO: start process event-------------------------------------------- 2020-01-03 23:25:37 INFO: fetch new order event ca7dde18bd444d49bfce3e0bb0a2819c 2020-01-03 23:25:37 INFO: fetch orders by event init=None profit_pair=f81e9c6e04cc435a801bb6877ea5bff6 2020-01-03 23:25:37 INFO: process profit order filled 2020-01-03 23:25:38 INFO: cancel order=f81e9c6e04cc435a801bb6877ea5bff6 [{'orderID': 'c409019d-90d7-2d56-aebf-060194b513fc', 'clOrdID': 'f81e9c6e04cc435a801bb6877ea5bff6', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 130.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 3, 19, 28, 49, 223000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 3, 23, 25, 38, 617000, tzinfo=tzlocal())}] 2020-01-03 23:25:38 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-03 23:25:39 INFO: process event {'orderID': 'c409019d-90d7-2d56-aebf-060194b513fc', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-03T23:25:38.617Z', 'clOrdID': 'f81e9c6e04cc435a801bb6877ea5bff6', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-03 23:25:39 INFO: skip event f81e9c6e04cc435a801bb6877ea5bff6 Canceled 2020-01-04 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.05, 'high': 135.0, 'low': 133.0, 'close': 134.25, 'trades': 4223, 'volume': 6749150, 'vwap': 134.03, 'lastSize': 500, 'turnover': 90457959510, 'homeNotional': 49355.69460573301, 'foreignNotional': 6615096.686101883}, {'timestamp': datetime.datetime(2020, 1, 3, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.4, 'high': 133.2, 'low': 132.2, 'close': 133.05, 'trades': 2779, 'volume': 4695365, 'vwap': 132.66, 'lastSize': 101, 'turnover': 62287071270, 'homeNotional': 34157.872873936365, 'foreignNotional': 4531281.316129385}, {'timestamp': datetime.datetime(2020, 1, 3, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.9, 'low': 132.3, 'close': 132.4, 'trades': 2412, 'volume': 3327788, 'vwap': 133.02, 'lastSize': 24, 'turnover': 44263444770, 'homeNotional': 24269.06322924366, 'foreignNotional': 3228107.262288263}] 2020-01-04 00:00:20 INFO: prepare buckets [{'low_price': 133.0, 'high_price': 135.0, 'color': 'GREEN'}, {'low_price': 132.2, 'high_price': 133.2, 'color': 'GREEN'}, {'low_price': 132.3, 'high_price': 133.9, 'color': 'RED'}] 2020-01-04 00:00:20 INFO: bucket_size=2.0 (allowed (0.39, 0.95)) 2020-01-04 00:00:20 WARNING: skip bucket by bucket_size=2.0 too big 2020-01-04 00:00:20 INFO: check need new order None 2020-01-04 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 134.8, 'low': 133.4, 'close': 133.55, 'trades': 2814, 'volume': 4657251, 'vwap': 134.02, 'lastSize': 200, 'turnover': 62412268345, 'homeNotional': 34062.34730954679, 'foreignNotional': 4564758.282737551}, {'timestamp': datetime.datetime(2020, 1, 4, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.05, 'high': 135.0, 'low': 133.0, 'close': 134.25, 'trades': 4223, 'volume': 6749150, 'vwap': 134.03, 'lastSize': 500, 'turnover': 90457959510, 'homeNotional': 49355.69460573301, 'foreignNotional': 6615096.686101883}, {'timestamp': datetime.datetime(2020, 1, 3, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.4, 'high': 133.2, 'low': 132.2, 'close': 133.05, 'trades': 2779, 'volume': 4695365, 'vwap': 132.66, 'lastSize': 101, 'turnover': 62287071270, 'homeNotional': 34157.872873936365, 'foreignNotional': 4531281.316129385}] 2020-01-04 01:00:20 INFO: prepare buckets [{'low_price': 133.4, 'high_price': 134.8, 'color': 'RED'}, {'low_price': 133.0, 'high_price': 135.0, 'color': 'GREEN'}, {'low_price': 132.2, 'high_price': 133.2, 'color': 'GREEN'}] 2020-01-04 01:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.39, 0.95)) 2020-01-04 01:00:20 WARNING: skip bucket by bucket_size=1.4000000000000057 too big 2020-01-04 01:00:20 INFO: check need new order None 2020-01-04 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.6, 'low': 132.65, 'close': 132.7, 'trades': 2736, 'volume': 7088064, 'vwap': 132.98, 'lastSize': 29, 'turnover': 94255499775, 'homeNotional': 51695.859556021394, 'foreignNotional': 6874410.470928129}, {'timestamp': datetime.datetime(2020, 1, 4, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 134.8, 'low': 133.4, 'close': 133.55, 'trades': 2814, 'volume': 4657251, 'vwap': 134.02, 'lastSize': 200, 'turnover': 62412268345, 'homeNotional': 34062.34730954679, 'foreignNotional': 4564758.282737551}, {'timestamp': datetime.datetime(2020, 1, 4, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.05, 'high': 135.0, 'low': 133.0, 'close': 134.25, 'trades': 4223, 'volume': 6749150, 'vwap': 134.03, 'lastSize': 500, 'turnover': 90457959510, 'homeNotional': 49355.69460573301, 'foreignNotional': 6615096.686101883}] 2020-01-04 02:00:20 INFO: prepare buckets [{'low_price': 132.65, 'high_price': 133.6, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.8, 'color': 'RED'}, {'low_price': 133.0, 'high_price': 135.0, 'color': 'GREEN'}] 2020-01-04 02:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-04 02:00:20 INFO: check need new order None 2020-01-04 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.1, 'low': 132.7, 'close': 133.1, 'trades': 1725, 'volume': 6347633, 'vwap': 132.8, 'lastSize': 1480, 'turnover': 84290370805, 'homeNotional': 46366.864231874926, 'foreignNotional': 6157069.325590337}, {'timestamp': datetime.datetime(2020, 1, 4, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.6, 'low': 132.65, 'close': 132.7, 'trades': 2736, 'volume': 7088064, 'vwap': 132.98, 'lastSize': 29, 'turnover': 94255499775, 'homeNotional': 51695.859556021394, 'foreignNotional': 6874410.470928129}, {'timestamp': datetime.datetime(2020, 1, 4, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 134.8, 'low': 133.4, 'close': 133.55, 'trades': 2814, 'volume': 4657251, 'vwap': 134.02, 'lastSize': 200, 'turnover': 62412268345, 'homeNotional': 34062.34730954679, 'foreignNotional': 4564758.282737551}] 2020-01-04 03:00:20 INFO: prepare buckets [{'low_price': 132.7, 'high_price': 133.1, 'color': 'GREEN'}, {'low_price': 132.65, 'high_price': 133.6, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.8, 'color': 'RED'}] 2020-01-04 03:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95)) 2020-01-04 03:00:20 INFO: check need new order {'low_price': 132.7, 'high_price': 133.1, 'color': 'GREEN'} 2020-01-04 03:00:20 INFO: place order: start low=132.7 high=133.1 GREEN ETHUSD price_offset=0.1 2020-01-04 03:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=133.15 init_order_price=133.2 stop_price_offset=0.0 bucket_size=0.4000000000000057 stop_price=132.7 take_price=134.4 2020-01-04 03:00:20 INFO: place order: compute qty=22.0 2020-01-04 03:00:20 INFO: place order: save order to db cae4f04d4bc24cf99db3432ee0f495c7; response=True 2020-01-04 03:00:20 INFO: post order to exchange resp={'orderID': '45835a27-2406-33d8-4ee7-1d730f9eda00', 'clOrdID': 'cae4f04d4bc24cf99db3432ee0f495c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 22, 'price': 133.2, 'displayQty': None, 'stopPx': 133.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 3, 0, 20, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 3, 0, 20, 942000, tzinfo=tzlocal())} 2020-01-04 03:00:20 INFO: place new init order {'qty': 22.0, 'init_price': 133.15, 'stop_price': 132.7, 'take_price': 134.4, 'order_uid': 'cae4f04d4bc24cf99db3432ee0f495c7', 'response': {'orderID': '45835a27-2406-33d8-4ee7-1d730f9eda00', 'clOrdID': 'cae4f04d4bc24cf99db3432ee0f495c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 22, 'price': 133.2, 'displayQty': None, 'stopPx': 133.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 3, 0, 20, 942000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 3, 0, 20, 942000, tzinfo=tzlocal())}} 2020-01-04 03:00:21 INFO: process event {'orderID': '45835a27-2406-33d8-4ee7-1d730f9eda00', 'clOrdID': 'cae4f04d4bc24cf99db3432ee0f495c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 22, 'price': 133.2, 'displayQty': None, 'stopPx': 133.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-04T03:00:20.942Z', 'timestamp': '2020-01-04T03:00:20.942Z'} 2020-01-04 03:00:21 INFO: skip event cae4f04d4bc24cf99db3432ee0f495c7 New 2020-01-04 03:02:05 INFO: process event {'orderID': '45835a27-2406-33d8-4ee7-1d730f9eda00', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-04T03:02:05.115Z', 'clOrdID': 'cae4f04d4bc24cf99db3432ee0f495c7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 03:02:05 INFO: skip event cae4f04d4bc24cf99db3432ee0f495c7 2020-01-04 03:02:05 INFO: process event {'orderID': '45835a27-2406-33d8-4ee7-1d730f9eda00', 'workingIndicator': True, 'transactTime': '2020-01-04T03:02:05.115Z', 'clOrdID': 'cae4f04d4bc24cf99db3432ee0f495c7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T03:02:05.115Z'} 2020-01-04 03:02:05 INFO: skip event cae4f04d4bc24cf99db3432ee0f495c7 2020-01-04 03:02:05 INFO: process event {'orderID': '45835a27-2406-33d8-4ee7-1d730f9eda00', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 22, 'avgPx': 133.15, 'clOrdID': 'cae4f04d4bc24cf99db3432ee0f495c7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T03:02:05.115Z'} 2020-01-04 03:02:05 INFO: add new event={'uid': 'cae4f04d4bc24cf99db3432ee0f495c7', 'status': 'Filled'} 2020-01-04 03:02:06 INFO: start process event-------------------------------------------- 2020-01-04 03:02:06 INFO: fetch new order event cae4f04d4bc24cf99db3432ee0f495c7 2020-01-04 03:02:06 INFO: fetch orders by event init={'stop': '132.7', 'take': '134.4', 'qty': '22.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-04 03:02:06 INFO: process init order filled 2020-01-04 03:02:06 INFO: save profit orders to storage stop=b1ffbb7cd4b642e2a7483f417820530c take=640f6b4b22534a0484d6de928b53f304 2020-01-04 03:02:06 INFO: place profit orders take_price=134.4, stop_price=132.7, qty=22.0, color=GREEN, ticker=ETHUSD b1ffbb7cd4b642e2a7483f417820530c 640f6b4b22534a0484d6de928b53f304 2020-01-04 03:02:06 INFO: place stop order ETHUSD: qty=-22.0, stop_price=132.7, stop_uid=b1ffbb7cd4b642e2a7483f417820530c 2020-01-04 03:02:06 INFO: exchange resp for stop order={'orderID': 'db049901-96a3-98e9-3524-3e507efb334d', 'clOrdID': 'b1ffbb7cd4b642e2a7483f417820530c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': None, 'displayQty': None, 'stopPx': 132.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 3, 2, 6, 120000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 3, 2, 6, 120000, tzinfo=tzlocal())} 2020-01-04 03:02:06 INFO: place limit order ETHUSD: qty=-22.0, price=134.4, take_uid=640f6b4b22534a0484d6de928b53f304 2020-01-04 03:02:06 INFO: exchange resp for take profit order={'orderID': '49cc7215-abd7-bc6c-8b5f-3565ac181390', 'clOrdID': '640f6b4b22534a0484d6de928b53f304', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 3, 2, 6, 160000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 3, 2, 6, 160000, tzinfo=tzlocal())} 2020-01-04 03:02:06 INFO: place profit orders={'stop': {'response': {'orderID': 'db049901-96a3-98e9-3524-3e507efb334d', 'clOrdID': 'b1ffbb7cd4b642e2a7483f417820530c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': None, 'displayQty': None, 'stopPx': 132.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 3, 2, 6, 120000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 3, 2, 6, 120000, tzinfo=tzlocal())}, 'qty': -22.0, 'uid': 'b1ffbb7cd4b642e2a7483f417820530c', 'price': 132.7}, 'take': {'response': {'orderID': '49cc7215-abd7-bc6c-8b5f-3565ac181390', 'clOrdID': '640f6b4b22534a0484d6de928b53f304', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 3, 2, 6, 160000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 3, 2, 6, 160000, tzinfo=tzlocal())}, 'qty': -22.0, 'uid': '640f6b4b22534a0484d6de928b53f304', 'price': 134.4}} 2020-01-04 03:02:06 INFO: rm init order from db cae4f04d4bc24cf99db3432ee0f495c7 2020-01-04 03:02:06 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-04 03:02:06 INFO: process event {'orderID': 'db049901-96a3-98e9-3524-3e507efb334d', 'clOrdID': 'b1ffbb7cd4b642e2a7483f417820530c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': None, 'displayQty': None, 'stopPx': 132.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-04T03:02:06.120Z', 'timestamp': '2020-01-04T03:02:06.120Z'} 2020-01-04 03:02:06 INFO: skip event b1ffbb7cd4b642e2a7483f417820530c New 2020-01-04 03:02:06 INFO: process event {'orderID': '49cc7215-abd7-bc6c-8b5f-3565ac181390', 'clOrdID': '640f6b4b22534a0484d6de928b53f304', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 22, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-04T03:02:06.160Z', 'timestamp': '2020-01-04T03:02:06.160Z'} 2020-01-04 03:02:06 INFO: skip event 640f6b4b22534a0484d6de928b53f304 New 2020-01-04 03:02:06 INFO: process event {'orderID': '49cc7215-abd7-bc6c-8b5f-3565ac181390', 'workingIndicator': True, 'clOrdID': '640f6b4b22534a0484d6de928b53f304', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T03:02:06.160Z'} 2020-01-04 03:02:06 INFO: skip event 640f6b4b22534a0484d6de928b53f304 2020-01-04 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 133.35, 'low': 133.05, 'close': 133.25, 'trades': 993, 'volume': 1555382, 'vwap': 133.22, 'lastSize': 500, 'turnover': 20720251615, 'homeNotional': 11386.573112511518, 'foreignNotional': 1516879.6955437716}, {'timestamp': datetime.datetime(2020, 1, 4, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.1, 'low': 132.7, 'close': 133.1, 'trades': 1725, 'volume': 6347633, 'vwap': 132.8, 'lastSize': 1480, 'turnover': 84290370805, 'homeNotional': 46366.864231874926, 'foreignNotional': 6157069.325590337}, {'timestamp': datetime.datetime(2020, 1, 4, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.6, 'low': 132.65, 'close': 132.7, 'trades': 2736, 'volume': 7088064, 'vwap': 132.98, 'lastSize': 29, 'turnover': 94255499775, 'homeNotional': 51695.859556021394, 'foreignNotional': 6874410.470928129}] 2020-01-04 04:00:20 INFO: prepare buckets [{'low_price': 133.05, 'high_price': 133.35, 'color': 'GREEN'}, {'low_price': 132.7, 'high_price': 133.1, 'color': 'GREEN'}, {'low_price': 132.65, 'high_price': 133.6, 'color': 'RED'}] 2020-01-04 04:00:20 INFO: bucket_size=0.29999999999998295 (allowed (0.39, 0.95)) 2020-01-04 04:00:20 WARNING: skip bucket by bucket_size=0.29999999999998295 too small 2020-01-04 04:00:20 INFO: check need new order None 2020-01-04 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.25, 'high': 133.95, 'low': 132.95, 'close': 133.65, 'trades': 2028, 'volume': 5282316, 'vwap': 133.47, 'lastSize': 1, 'turnover': 70502300975, 'homeNotional': 38644.7770999971, 'foreignNotional': 5157863.592897383}, {'timestamp': datetime.datetime(2020, 1, 4, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 133.35, 'low': 133.05, 'close': 133.25, 'trades': 993, 'volume': 1555382, 'vwap': 133.22, 'lastSize': 500, 'turnover': 20720251615, 'homeNotional': 11386.573112511518, 'foreignNotional': 1516879.6955437716}, {'timestamp': datetime.datetime(2020, 1, 4, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.1, 'low': 132.7, 'close': 133.1, 'trades': 1725, 'volume': 6347633, 'vwap': 132.8, 'lastSize': 1480, 'turnover': 84290370805, 'homeNotional': 46366.864231874926, 'foreignNotional': 6157069.325590337}] 2020-01-04 05:00:20 INFO: prepare buckets [{'low_price': 132.95, 'high_price': 133.95, 'color': 'GREEN'}, {'low_price': 133.05, 'high_price': 133.35, 'color': 'GREEN'}, {'low_price': 132.7, 'high_price': 133.1, 'color': 'GREEN'}] 2020-01-04 05:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-04 05:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-04 05:00:20 INFO: check need new order None 2020-01-04 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.65, 'high': 133.9, 'low': 133.4, 'close': 133.55, 'trades': 1419, 'volume': 2106468, 'vwap': 133.67, 'lastSize': 30, 'turnover': 28155954000, 'homeNotional': 15451.241173169496, 'foreignNotional': 2065280.8861483727}, {'timestamp': datetime.datetime(2020, 1, 4, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.25, 'high': 133.95, 'low': 132.95, 'close': 133.65, 'trades': 2028, 'volume': 5282316, 'vwap': 133.47, 'lastSize': 1, 'turnover': 70502300975, 'homeNotional': 38644.7770999971, 'foreignNotional': 5157863.592897383}, {'timestamp': datetime.datetime(2020, 1, 4, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.1, 'high': 133.35, 'low': 133.05, 'close': 133.25, 'trades': 993, 'volume': 1555382, 'vwap': 133.22, 'lastSize': 500, 'turnover': 20720251615, 'homeNotional': 11386.573112511518, 'foreignNotional': 1516879.6955437716}] 2020-01-04 06:00:20 INFO: prepare buckets [{'low_price': 133.4, 'high_price': 133.9, 'color': 'RED'}, {'low_price': 132.95, 'high_price': 133.95, 'color': 'GREEN'}, {'low_price': 133.05, 'high_price': 133.35, 'color': 'GREEN'}] 2020-01-04 06:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-04 06:00:20 INFO: check need new order {'low_price': 133.4, 'high_price': 133.9, 'color': 'RED'} 2020-01-04 06:00:20 INFO: place order: start low=133.4 high=133.9 RED ETHUSD price_offset=0.1 2020-01-04 06:00:20 INFO: place order: side_factor=1.0 init_trigger_price=133.35 init_order_price=133.3 stop_price_offset=0.0 bucket_size=0.5 stop_price=133.9 take_price=131.8 2020-01-04 06:00:20 INFO: place order: compute qty=-18.0 2020-01-04 06:00:20 INFO: place order: save order to db 9aaa80d369bb4deea89ca8670fd736a7; response=True 2020-01-04 06:00:20 INFO: post order to exchange resp={'orderID': '7f16fb54-51fa-1a3b-7d65-9a0dd0298155', 'clOrdID': '9aaa80d369bb4deea89ca8670fd736a7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 133.3, 'displayQty': None, 'stopPx': 133.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 6, 0, 20, 906000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 6, 0, 20, 906000, tzinfo=tzlocal())} 2020-01-04 06:00:20 INFO: place new init order {'qty': -18.0, 'init_price': 133.35, 'stop_price': 133.9, 'take_price': 131.8, 'order_uid': '9aaa80d369bb4deea89ca8670fd736a7', 'response': {'orderID': '7f16fb54-51fa-1a3b-7d65-9a0dd0298155', 'clOrdID': '9aaa80d369bb4deea89ca8670fd736a7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 133.3, 'displayQty': None, 'stopPx': 133.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 6, 0, 20, 906000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 6, 0, 20, 906000, tzinfo=tzlocal())}} 2020-01-04 06:00:21 INFO: process event {'orderID': '7f16fb54-51fa-1a3b-7d65-9a0dd0298155', 'clOrdID': '9aaa80d369bb4deea89ca8670fd736a7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 133.3, 'displayQty': None, 'stopPx': 133.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-04T06:00:20.906Z', 'timestamp': '2020-01-04T06:00:20.906Z'} 2020-01-04 06:00:21 INFO: skip event 9aaa80d369bb4deea89ca8670fd736a7 New 2020-01-04 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 134.1, 'low': 133.55, 'close': 133.85, 'trades': 2077, 'volume': 4032448, 'vwap': 133.88, 'lastSize': 750, 'turnover': 53984443790, 'homeNotional': 29614.894170279113, 'foreignNotional': 3964699.3448122665}, {'timestamp': datetime.datetime(2020, 1, 4, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.65, 'high': 133.9, 'low': 133.4, 'close': 133.55, 'trades': 1419, 'volume': 2106468, 'vwap': 133.67, 'lastSize': 30, 'turnover': 28155954000, 'homeNotional': 15451.241173169496, 'foreignNotional': 2065280.8861483727}, {'timestamp': datetime.datetime(2020, 1, 4, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.25, 'high': 133.95, 'low': 132.95, 'close': 133.65, 'trades': 2028, 'volume': 5282316, 'vwap': 133.47, 'lastSize': 1, 'turnover': 70502300975, 'homeNotional': 38644.7770999971, 'foreignNotional': 5157863.592897383}] 2020-01-04 07:00:20 INFO: prepare buckets [{'low_price': 133.55, 'high_price': 134.1, 'color': 'GREEN'}, {'low_price': 133.4, 'high_price': 133.9, 'color': 'RED'}, {'low_price': 132.95, 'high_price': 133.95, 'color': 'GREEN'}] 2020-01-04 07:00:20 INFO: bucket_size=0.549999999999983 (allowed (0.39, 0.95)) 2020-01-04 07:00:20 INFO: check need new order None 2020-01-04 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.85, 'high': 134.1, 'low': 133.4, 'close': 133.9, 'trades': 1658, 'volume': 1912316, 'vwap': 133.85, 'lastSize': 1, 'turnover': 25594689955, 'homeNotional': 14036.221078024506, 'foreignNotional': 1878630.3187073749}, {'timestamp': datetime.datetime(2020, 1, 4, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 134.1, 'low': 133.55, 'close': 133.85, 'trades': 2077, 'volume': 4032448, 'vwap': 133.88, 'lastSize': 750, 'turnover': 53984443790, 'homeNotional': 29614.894170279113, 'foreignNotional': 3964699.3448122665}, {'timestamp': datetime.datetime(2020, 1, 4, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.65, 'high': 133.9, 'low': 133.4, 'close': 133.55, 'trades': 1419, 'volume': 2106468, 'vwap': 133.67, 'lastSize': 30, 'turnover': 28155954000, 'homeNotional': 15451.241173169496, 'foreignNotional': 2065280.8861483727}] 2020-01-04 08:00:20 INFO: prepare buckets [{'low_price': 133.4, 'high_price': 134.1, 'color': 'GREEN'}, {'low_price': 133.55, 'high_price': 134.1, 'color': 'GREEN'}, {'low_price': 133.4, 'high_price': 133.9, 'color': 'RED'}] 2020-01-04 08:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 0.95)) 2020-01-04 08:00:20 INFO: check need new order None 2020-01-04 09:00:17 INFO: process event {'orderID': '7f16fb54-51fa-1a3b-7d65-9a0dd0298155', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-04T09:00:15.846Z', 'clOrdID': '9aaa80d369bb4deea89ca8670fd736a7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 09:00:17 INFO: skip event 9aaa80d369bb4deea89ca8670fd736a7 2020-01-04 09:00:17 INFO: process event {'orderID': '7f16fb54-51fa-1a3b-7d65-9a0dd0298155', 'workingIndicator': True, 'transactTime': '2020-01-04T09:00:15.846Z', 'clOrdID': '9aaa80d369bb4deea89ca8670fd736a7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T09:00:15.846Z'} 2020-01-04 09:00:17 INFO: skip event 9aaa80d369bb4deea89ca8670fd736a7 2020-01-04 09:00:17 INFO: process event {'orderID': '7f16fb54-51fa-1a3b-7d65-9a0dd0298155', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 133.35, 'clOrdID': '9aaa80d369bb4deea89ca8670fd736a7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T09:00:15.846Z'} 2020-01-04 09:00:17 INFO: add new event={'uid': '9aaa80d369bb4deea89ca8670fd736a7', 'status': 'Filled'} 2020-01-04 09:00:17 INFO: start process event-------------------------------------------- 2020-01-04 09:00:17 INFO: fetch new order event 9aaa80d369bb4deea89ca8670fd736a7 2020-01-04 09:00:17 INFO: fetch orders by event init={'stop': '133.9', 'take': '131.8', 'qty': '18.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-04 09:00:17 INFO: process init order filled 2020-01-04 09:00:17 INFO: save profit orders to storage stop=c1ac51d63a4b4c7aaa5c4083793a5d7f take=4d6eb5bc081b4e4d949bbaf7a80bd1e8 2020-01-04 09:00:17 INFO: place profit orders take_price=131.8, stop_price=133.9, qty=18.0, color=RED, ticker=ETHUSD c1ac51d63a4b4c7aaa5c4083793a5d7f 4d6eb5bc081b4e4d949bbaf7a80bd1e8 2020-01-04 09:00:17 INFO: place stop order ETHUSD: qty=18.0, stop_price=133.9, stop_uid=c1ac51d63a4b4c7aaa5c4083793a5d7f 2020-01-04 09:00:17 INFO: process event {'orderID': '95aaac47-e43d-234c-1ade-c9121f9564ef', 'clOrdID': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 133.9, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-04T09:00:17.773Z', 'timestamp': '2020-01-04T09:00:17.773Z'} 2020-01-04 09:00:17 INFO: skip event c1ac51d63a4b4c7aaa5c4083793a5d7f New 2020-01-04 09:00:17 INFO: exchange resp for stop order={'orderID': '95aaac47-e43d-234c-1ade-c9121f9564ef', 'clOrdID': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 133.9, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 0, 17, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 0, 17, 773000, tzinfo=tzlocal())} 2020-01-04 09:00:17 INFO: place limit order ETHUSD: qty=18.0, price=131.8, take_uid=4d6eb5bc081b4e4d949bbaf7a80bd1e8 2020-01-04 09:00:17 INFO: process event {'orderID': 'ed7ae767-bd68-daba-d38a-067eb430dd79', 'clOrdID': '4d6eb5bc081b4e4d949bbaf7a80bd1e8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-04T09:00:17.826Z', 'timestamp': '2020-01-04T09:00:17.826Z'} 2020-01-04 09:00:17 INFO: skip event 4d6eb5bc081b4e4d949bbaf7a80bd1e8 New 2020-01-04 09:00:17 INFO: process event {'orderID': 'ed7ae767-bd68-daba-d38a-067eb430dd79', 'workingIndicator': True, 'clOrdID': '4d6eb5bc081b4e4d949bbaf7a80bd1e8', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T09:00:17.826Z'} 2020-01-04 09:00:17 INFO: skip event 4d6eb5bc081b4e4d949bbaf7a80bd1e8 2020-01-04 09:00:17 INFO: exchange resp for take profit order={'orderID': 'ed7ae767-bd68-daba-d38a-067eb430dd79', 'clOrdID': '4d6eb5bc081b4e4d949bbaf7a80bd1e8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.8, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 0, 17, 826000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 0, 17, 826000, tzinfo=tzlocal())} 2020-01-04 09:00:17 INFO: place profit orders={'stop': {'response': {'orderID': '95aaac47-e43d-234c-1ade-c9121f9564ef', 'clOrdID': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 133.9, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 0, 17, 773000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 0, 17, 773000, tzinfo=tzlocal())}, 'qty': 18.0, 'uid': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'price': 133.9}, 'take': {'response': {'orderID': 'ed7ae767-bd68-daba-d38a-067eb430dd79', 'clOrdID': '4d6eb5bc081b4e4d949bbaf7a80bd1e8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.8, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 0, 17, 826000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 0, 17, 826000, tzinfo=tzlocal())}, 'qty': 18.0, 'uid': '4d6eb5bc081b4e4d949bbaf7a80bd1e8', 'price': 131.8}} 2020-01-04 09:00:17 INFO: rm init order from db 9aaa80d369bb4deea89ca8670fd736a7 2020-01-04 09:00:17 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-04 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.9, 'high': 134.05, 'low': 133.45, 'close': 133.55, 'trades': 1689, 'volume': 3335957, 'vwap': 133.71, 'lastSize': 51, 'turnover': 44604496850, 'homeNotional': 24495.337310609444, 'foreignNotional': 3275228.8732501497}, {'timestamp': datetime.datetime(2020, 1, 4, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.85, 'high': 134.1, 'low': 133.4, 'close': 133.9, 'trades': 1658, 'volume': 1912316, 'vwap': 133.85, 'lastSize': 1, 'turnover': 25594689955, 'homeNotional': 14036.221078024506, 'foreignNotional': 1878630.3187073749}, {'timestamp': datetime.datetime(2020, 1, 4, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 134.1, 'low': 133.55, 'close': 133.85, 'trades': 2077, 'volume': 4032448, 'vwap': 133.88, 'lastSize': 750, 'turnover': 53984443790, 'homeNotional': 29614.894170279113, 'foreignNotional': 3964699.3448122665}] 2020-01-04 09:00:20 INFO: prepare buckets [{'low_price': 133.45, 'high_price': 134.05, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.1, 'color': 'GREEN'}, {'low_price': 133.55, 'high_price': 134.1, 'color': 'GREEN'}] 2020-01-04 09:00:20 INFO: bucket_size=0.6000000000000227 (allowed (0.39, 0.95)) 2020-01-04 09:00:20 INFO: check need new order {'low_price': 133.45, 'high_price': 134.05, 'color': 'RED'} 2020-01-04 09:00:20 INFO: place order: start low=133.45 high=134.05 RED ETHUSD price_offset=0.1 2020-01-04 09:00:20 INFO: place order: side_factor=1.0 init_trigger_price=133.39999999999998 init_order_price=133.35 stop_price_offset=0.0 bucket_size=0.6000000000000227 stop_price=134.05 take_price=131.54999999999993 2020-01-04 09:00:20 INFO: place order: compute qty=-15.0 2020-01-04 09:00:20 INFO: place order: save order to db 0103f9e95d194139903252485bda70d7; response=True 2020-01-04 09:00:20 INFO: post order to exchange resp={'orderID': 'ac93d9bd-3134-fbfa-dfdd-0a8c055eae9d', 'clOrdID': '0103f9e95d194139903252485bda70d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 133.35, 'displayQty': None, 'stopPx': 133.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 0, 20, 933000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 0, 20, 933000, tzinfo=tzlocal())} 2020-01-04 09:00:20 INFO: place new init order {'qty': -15.0, 'init_price': 133.39999999999998, 'stop_price': 134.05, 'take_price': 131.54999999999993, 'order_uid': '0103f9e95d194139903252485bda70d7', 'response': {'orderID': 'ac93d9bd-3134-fbfa-dfdd-0a8c055eae9d', 'clOrdID': '0103f9e95d194139903252485bda70d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 133.35, 'displayQty': None, 'stopPx': 133.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 0, 20, 933000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 0, 20, 933000, tzinfo=tzlocal())}} 2020-01-04 09:00:21 INFO: process event {'orderID': 'ac93d9bd-3134-fbfa-dfdd-0a8c055eae9d', 'clOrdID': '0103f9e95d194139903252485bda70d7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 133.35, 'displayQty': None, 'stopPx': 133.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-04T09:00:20.933Z', 'timestamp': '2020-01-04T09:00:20.933Z'} 2020-01-04 09:00:21 INFO: skip event 0103f9e95d194139903252485bda70d7 New 2020-01-04 09:00:21 INFO: process event {'orderID': 'ac93d9bd-3134-fbfa-dfdd-0a8c055eae9d', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-04T09:00:20.935Z', 'clOrdID': '0103f9e95d194139903252485bda70d7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 09:00:21 INFO: skip event 0103f9e95d194139903252485bda70d7 2020-01-04 09:00:21 INFO: process event {'orderID': 'ac93d9bd-3134-fbfa-dfdd-0a8c055eae9d', 'workingIndicator': True, 'transactTime': '2020-01-04T09:00:20.935Z', 'clOrdID': '0103f9e95d194139903252485bda70d7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T09:00:20.935Z'} 2020-01-04 09:00:21 INFO: skip event 0103f9e95d194139903252485bda70d7 2020-01-04 09:01:55 INFO: process event {'orderID': 'ac93d9bd-3134-fbfa-dfdd-0a8c055eae9d', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 133.35, 'timestamp': '2020-01-04T09:01:54.986Z', 'clOrdID': '0103f9e95d194139903252485bda70d7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 09:01:55 INFO: add new event={'uid': '0103f9e95d194139903252485bda70d7', 'status': 'Filled'} 2020-01-04 09:01:55 INFO: start process event-------------------------------------------- 2020-01-04 09:01:55 INFO: fetch new order event 0103f9e95d194139903252485bda70d7 2020-01-04 09:01:55 INFO: fetch orders by event init={'stop': '134.05', 'take': '131.54999999999993', 'qty': '15.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-04 09:01:55 INFO: process init order filled 2020-01-04 09:01:55 INFO: save profit orders to storage stop=653e20346d9a40ce80cc1073ef175716 take=5f27e70e084146c39d537bda206bd281 2020-01-04 09:01:55 INFO: place profit orders take_price=131.54999999999993, stop_price=134.05, qty=15.0, color=RED, ticker=ETHUSD 653e20346d9a40ce80cc1073ef175716 5f27e70e084146c39d537bda206bd281 2020-01-04 09:01:55 INFO: place stop order ETHUSD: qty=15.0, stop_price=134.05, stop_uid=653e20346d9a40ce80cc1073ef175716 2020-01-04 09:01:55 INFO: exchange resp for stop order={'orderID': '328e5970-ea38-6b96-2eec-4321017255a9', 'clOrdID': '653e20346d9a40ce80cc1073ef175716', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 134.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 1, 55, 100000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 1, 55, 100000, tzinfo=tzlocal())} 2020-01-04 09:01:55 INFO: place limit order ETHUSD: qty=15.0, price=131.54999999999993, take_uid=5f27e70e084146c39d537bda206bd281 2020-01-04 09:01:55 INFO: exchange resp for take profit order={'orderID': '7e98ade7-c95b-7bbf-b2ce-233cd55c5fc6', 'clOrdID': '5f27e70e084146c39d537bda206bd281', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 131.55, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 1, 55, 143000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 1, 55, 143000, tzinfo=tzlocal())} 2020-01-04 09:01:55 INFO: place profit orders={'stop': {'response': {'orderID': '328e5970-ea38-6b96-2eec-4321017255a9', 'clOrdID': '653e20346d9a40ce80cc1073ef175716', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 134.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 1, 55, 100000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 1, 55, 100000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': '653e20346d9a40ce80cc1073ef175716', 'price': 134.05}, 'take': {'response': {'orderID': '7e98ade7-c95b-7bbf-b2ce-233cd55c5fc6', 'clOrdID': '5f27e70e084146c39d537bda206bd281', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 131.55, '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': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 1, 55, 143000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 1, 55, 143000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': '5f27e70e084146c39d537bda206bd281', 'price': 131.54999999999993}} 2020-01-04 09:01:55 INFO: rm init order from db 0103f9e95d194139903252485bda70d7 2020-01-04 09:01:55 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-04 09:01:55 INFO: process event {'orderID': '328e5970-ea38-6b96-2eec-4321017255a9', 'clOrdID': '653e20346d9a40ce80cc1073ef175716', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 134.05, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-04T09:01:55.100Z', 'timestamp': '2020-01-04T09:01:55.100Z'} 2020-01-04 09:01:55 INFO: skip event 653e20346d9a40ce80cc1073ef175716 New 2020-01-04 09:01:55 INFO: process event {'orderID': '7e98ade7-c95b-7bbf-b2ce-233cd55c5fc6', 'clOrdID': '5f27e70e084146c39d537bda206bd281', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 131.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-04T09:01:55.143Z', 'timestamp': '2020-01-04T09:01:55.143Z'} 2020-01-04 09:01:55 INFO: skip event 5f27e70e084146c39d537bda206bd281 New 2020-01-04 09:01:55 INFO: process event {'orderID': '7e98ade7-c95b-7bbf-b2ce-233cd55c5fc6', 'workingIndicator': True, 'clOrdID': '5f27e70e084146c39d537bda206bd281', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T09:01:55.143Z'} 2020-01-04 09:01:55 INFO: skip event 5f27e70e084146c39d537bda206bd281 2020-01-04 09:48:50 INFO: process event {'orderID': '95aaac47-e43d-234c-1ade-c9121f9564ef', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-04T09:48:50.181Z', 'clOrdID': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 09:48:50 INFO: skip event c1ac51d63a4b4c7aaa5c4083793a5d7f 2020-01-04 09:48:50 INFO: process event {'orderID': '95aaac47-e43d-234c-1ade-c9121f9564ef', 'price': 133.9, 'workingIndicator': True, 'transactTime': '2020-01-04T09:48:50.181Z', 'clOrdID': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T09:48:50.181Z'} 2020-01-04 09:48:50 INFO: skip event c1ac51d63a4b4c7aaa5c4083793a5d7f 2020-01-04 09:48:50 INFO: process event {'orderID': '95aaac47-e43d-234c-1ade-c9121f9564ef', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 133.9, 'clOrdID': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T09:48:50.181Z'} 2020-01-04 09:48:50 INFO: add new event={'uid': 'c1ac51d63a4b4c7aaa5c4083793a5d7f', 'status': 'Filled'} 2020-01-04 09:48:50 INFO: start process event-------------------------------------------- 2020-01-04 09:48:50 INFO: fetch new order event c1ac51d63a4b4c7aaa5c4083793a5d7f 2020-01-04 09:48:50 INFO: fetch orders by event init=None profit_pair=4d6eb5bc081b4e4d949bbaf7a80bd1e8 2020-01-04 09:48:50 INFO: process profit order filled 2020-01-04 09:48:50 INFO: cancel order=4d6eb5bc081b4e4d949bbaf7a80bd1e8 [{'orderID': 'ed7ae767-bd68-daba-d38a-067eb430dd79', 'clOrdID': '4d6eb5bc081b4e4d949bbaf7a80bd1e8', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 131.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 0, 17, 826000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 9, 48, 50, 824000, tzinfo=tzlocal())}] 2020-01-04 09:48:50 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-04 09:48:52 INFO: process event {'orderID': 'ed7ae767-bd68-daba-d38a-067eb430dd79', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-04T09:48:50.824Z', 'clOrdID': '4d6eb5bc081b4e4d949bbaf7a80bd1e8', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 09:48:52 INFO: skip event 4d6eb5bc081b4e4d949bbaf7a80bd1e8 Canceled 2020-01-04 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.9, 'low': 133.2, 'close': 133.9, 'trades': 1663, 'volume': 4456680, 'vwap': 133.46, 'lastSize': 12, 'turnover': 59478544025, 'homeNotional': 32718.897596876457, 'foreignNotional': 4366646.142494987}, {'timestamp': datetime.datetime(2020, 1, 4, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.9, 'high': 134.05, 'low': 133.45, 'close': 133.55, 'trades': 1689, 'volume': 3335957, 'vwap': 133.71, 'lastSize': 51, 'turnover': 44604496850, 'homeNotional': 24495.337310609444, 'foreignNotional': 3275228.8732501497}, {'timestamp': datetime.datetime(2020, 1, 4, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.85, 'high': 134.1, 'low': 133.4, 'close': 133.9, 'trades': 1658, 'volume': 1912316, 'vwap': 133.85, 'lastSize': 1, 'turnover': 25594689955, 'homeNotional': 14036.221078024506, 'foreignNotional': 1878630.3187073749}] 2020-01-04 10:00:20 INFO: prepare buckets [{'low_price': 133.2, 'high_price': 133.9, 'color': 'GREEN'}, {'low_price': 133.45, 'high_price': 134.05, 'color': 'RED'}, {'low_price': 133.4, 'high_price': 134.1, 'color': 'GREEN'}] 2020-01-04 10:00:20 INFO: bucket_size=0.700000000000017 (allowed (0.39, 0.95)) 2020-01-04 10:00:20 INFO: check need new order None 2020-01-04 10:25:41 INFO: process event {'orderID': '328e5970-ea38-6b96-2eec-4321017255a9', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-04T10:25:41.689Z', 'clOrdID': '653e20346d9a40ce80cc1073ef175716', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 10:25:41 INFO: skip event 653e20346d9a40ce80cc1073ef175716 2020-01-04 10:25:41 INFO: process event {'orderID': '328e5970-ea38-6b96-2eec-4321017255a9', 'price': 134.05, 'workingIndicator': True, 'transactTime': '2020-01-04T10:25:41.689Z', 'clOrdID': '653e20346d9a40ce80cc1073ef175716', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T10:25:41.689Z'} 2020-01-04 10:25:41 INFO: skip event 653e20346d9a40ce80cc1073ef175716 2020-01-04 10:25:41 INFO: process event {'orderID': '328e5970-ea38-6b96-2eec-4321017255a9', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 134.05, 'clOrdID': '653e20346d9a40ce80cc1073ef175716', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T10:25:41.689Z'} 2020-01-04 10:25:41 INFO: add new event={'uid': '653e20346d9a40ce80cc1073ef175716', 'status': 'Filled'} 2020-01-04 10:25:42 INFO: start process event-------------------------------------------- 2020-01-04 10:25:42 INFO: fetch new order event 653e20346d9a40ce80cc1073ef175716 2020-01-04 10:25:42 INFO: fetch orders by event init=None profit_pair=5f27e70e084146c39d537bda206bd281 2020-01-04 10:25:42 INFO: process profit order filled 2020-01-04 10:25:42 INFO: process event {'orderID': '7e98ade7-c95b-7bbf-b2ce-233cd55c5fc6', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-04T10:25:42.821Z', 'clOrdID': '5f27e70e084146c39d537bda206bd281', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 10:25:42 INFO: skip event 5f27e70e084146c39d537bda206bd281 Canceled 2020-01-04 10:25:42 INFO: cancel order=5f27e70e084146c39d537bda206bd281 [{'orderID': '7e98ade7-c95b-7bbf-b2ce-233cd55c5fc6', 'clOrdID': '5f27e70e084146c39d537bda206bd281', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 131.55, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 9, 1, 55, 143000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 10, 25, 42, 821000, tzinfo=tzlocal())}] 2020-01-04 10:25:42 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-04 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.9, 'high': 134.05, 'low': 133.2, 'close': 133.2, 'trades': 1244, 'volume': 2101862, 'vwap': 133.72, 'lastSize': 208, 'turnover': 28105287005, 'homeNotional': 15435.373557660703, 'foreignNotional': 2063962.7450778524}, {'timestamp': datetime.datetime(2020, 1, 4, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.9, 'low': 133.2, 'close': 133.9, 'trades': 1663, 'volume': 4456680, 'vwap': 133.46, 'lastSize': 12, 'turnover': 59478544025, 'homeNotional': 32718.897596876457, 'foreignNotional': 4366646.142494987}, {'timestamp': datetime.datetime(2020, 1, 4, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.9, 'high': 134.05, 'low': 133.45, 'close': 133.55, 'trades': 1689, 'volume': 3335957, 'vwap': 133.71, 'lastSize': 51, 'turnover': 44604496850, 'homeNotional': 24495.337310609444, 'foreignNotional': 3275228.8732501497}] 2020-01-04 11:00:20 INFO: prepare buckets [{'low_price': 133.2, 'high_price': 134.05, 'color': 'RED'}, {'low_price': 133.2, 'high_price': 133.9, 'color': 'GREEN'}, {'low_price': 133.45, 'high_price': 134.05, 'color': 'RED'}] 2020-01-04 11:00:20 INFO: bucket_size=0.8500000000000227 (allowed (0.39, 0.95)) 2020-01-04 11:00:20 INFO: check need new order None 2020-01-04 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.2, 'high': 133.7, 'low': 132.9, 'close': 133.65, 'trades': 1600, 'volume': 3124287, 'vwap': 133.32, 'lastSize': 2, 'turnover': 41651253015, 'homeNotional': 22840.748862553104, 'foreignNotional': 3045009.89144681}, {'timestamp': datetime.datetime(2020, 1, 4, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.9, 'high': 134.05, 'low': 133.2, 'close': 133.2, 'trades': 1244, 'volume': 2101862, 'vwap': 133.72, 'lastSize': 208, 'turnover': 28105287005, 'homeNotional': 15435.373557660703, 'foreignNotional': 2063962.7450778524}, {'timestamp': datetime.datetime(2020, 1, 4, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.55, 'high': 133.9, 'low': 133.2, 'close': 133.9, 'trades': 1663, 'volume': 4456680, 'vwap': 133.46, 'lastSize': 12, 'turnover': 59478544025, 'homeNotional': 32718.897596876457, 'foreignNotional': 4366646.142494987}] 2020-01-04 12:00:20 INFO: prepare buckets [{'low_price': 132.9, 'high_price': 133.7, 'color': 'GREEN'}, {'low_price': 133.2, 'high_price': 134.05, 'color': 'RED'}, {'low_price': 133.2, 'high_price': 133.9, 'color': 'GREEN'}] 2020-01-04 12:00:20 INFO: bucket_size=0.799999999999983 (allowed (0.39, 0.95)) 2020-01-04 12:00:20 INFO: check need new order None 2020-01-04 12:58:52 INFO: process event {'orderID': 'db049901-96a3-98e9-3524-3e507efb334d', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-04T12:58:52.489Z', 'clOrdID': 'b1ffbb7cd4b642e2a7483f417820530c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 12:58:52 INFO: skip event b1ffbb7cd4b642e2a7483f417820530c 2020-01-04 12:58:52 INFO: process event {'orderID': 'db049901-96a3-98e9-3524-3e507efb334d', 'price': 132.65, 'workingIndicator': True, 'transactTime': '2020-01-04T12:58:52.489Z', 'clOrdID': 'b1ffbb7cd4b642e2a7483f417820530c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T12:58:52.489Z'} 2020-01-04 12:58:52 INFO: skip event b1ffbb7cd4b642e2a7483f417820530c 2020-01-04 12:58:52 INFO: process event {'orderID': 'db049901-96a3-98e9-3524-3e507efb334d', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 22, 'avgPx': 132.65, 'clOrdID': 'b1ffbb7cd4b642e2a7483f417820530c', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-04T12:58:52.489Z'} 2020-01-04 12:58:52 INFO: add new event={'uid': 'b1ffbb7cd4b642e2a7483f417820530c', 'status': 'Filled'} 2020-01-04 12:58:52 INFO: start process event-------------------------------------------- 2020-01-04 12:58:52 INFO: fetch new order event b1ffbb7cd4b642e2a7483f417820530c 2020-01-04 12:58:52 INFO: fetch orders by event init=None profit_pair=640f6b4b22534a0484d6de928b53f304 2020-01-04 12:58:52 INFO: process profit order filled 2020-01-04 12:58:52 INFO: cancel order=640f6b4b22534a0484d6de928b53f304 [{'orderID': '49cc7215-abd7-bc6c-8b5f-3565ac181390', 'clOrdID': '640f6b4b22534a0484d6de928b53f304', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 22, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 4, 3, 2, 6, 160000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 12, 58, 52, 779000, tzinfo=tzlocal())}] 2020-01-04 12:58:52 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-04 12:58:52 INFO: process event {'orderID': '49cc7215-abd7-bc6c-8b5f-3565ac181390', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-04T12:58:52.779Z', 'clOrdID': '640f6b4b22534a0484d6de928b53f304', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-04 12:58:52 INFO: skip event 640f6b4b22534a0484d6de928b53f304 Canceled 2020-01-04 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.65, 'high': 133.7, 'low': 132.45, 'close': 132.7, 'trades': 2571, 'volume': 3215435, 'vwap': 133.06, 'lastSize': 1, 'turnover': 42783090895, 'homeNotional': 23504.479958640335, 'foreignNotional': 3127405.802871954}, {'timestamp': datetime.datetime(2020, 1, 4, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.2, 'high': 133.7, 'low': 132.9, 'close': 133.65, 'trades': 1600, 'volume': 3124287, 'vwap': 133.32, 'lastSize': 2, 'turnover': 41651253015, 'homeNotional': 22840.748862553104, 'foreignNotional': 3045009.89144681}, {'timestamp': datetime.datetime(2020, 1, 4, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.9, 'high': 134.05, 'low': 133.2, 'close': 133.2, 'trades': 1244, 'volume': 2101862, 'vwap': 133.72, 'lastSize': 208, 'turnover': 28105287005, 'homeNotional': 15435.373557660703, 'foreignNotional': 2063962.7450778524}] 2020-01-04 13:00:20 INFO: prepare buckets [{'low_price': 132.45, 'high_price': 133.7, 'color': 'RED'}, {'low_price': 132.9, 'high_price': 133.7, 'color': 'GREEN'}, {'low_price': 133.2, 'high_price': 134.05, 'color': 'RED'}] 2020-01-04 13:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-04 13:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-04 13:00:20 INFO: check need new order None 2020-01-04 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.05, 'low': 132.5, 'close': 132.8, 'trades': 1406, 'volume': 2358905, 'vwap': 132.76, 'lastSize': 1790, 'turnover': 31315994230, 'homeNotional': 17211.624461242816, 'foreignNotional': 2284954.978249643}, {'timestamp': datetime.datetime(2020, 1, 4, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.65, 'high': 133.7, 'low': 132.45, 'close': 132.7, 'trades': 2571, 'volume': 3215435, 'vwap': 133.06, 'lastSize': 1, 'turnover': 42783090895, 'homeNotional': 23504.479958640335, 'foreignNotional': 3127405.802871954}, {'timestamp': datetime.datetime(2020, 1, 4, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.2, 'high': 133.7, 'low': 132.9, 'close': 133.65, 'trades': 1600, 'volume': 3124287, 'vwap': 133.32, 'lastSize': 2, 'turnover': 41651253015, 'homeNotional': 22840.748862553104, 'foreignNotional': 3045009.89144681}] 2020-01-04 14:00:20 INFO: prepare buckets [{'low_price': 132.5, 'high_price': 133.05, 'color': 'GREEN'}, {'low_price': 132.45, 'high_price': 133.7, 'color': 'RED'}, {'low_price': 132.9, 'high_price': 133.7, 'color': 'GREEN'}] 2020-01-04 14:00:20 INFO: bucket_size=0.5500000000000114 (allowed (0.39, 0.95)) 2020-01-04 14:00:20 INFO: check need new order None 2020-01-04 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.8, 'high': 133.2, 'low': 132.75, 'close': 133.05, 'trades': 918, 'volume': 1544369, 'vwap': 132.93, 'lastSize': 94, 'turnover': 20529037310, 'homeNotional': 11264.426468264895, 'foreignNotional': 1497361.9882213778}, {'timestamp': datetime.datetime(2020, 1, 4, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.05, 'low': 132.5, 'close': 132.8, 'trades': 1406, 'volume': 2358905, 'vwap': 132.76, 'lastSize': 1790, 'turnover': 31315994230, 'homeNotional': 17211.624461242816, 'foreignNotional': 2284954.978249643}, {'timestamp': datetime.datetime(2020, 1, 4, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.65, 'high': 133.7, 'low': 132.45, 'close': 132.7, 'trades': 2571, 'volume': 3215435, 'vwap': 133.06, 'lastSize': 1, 'turnover': 42783090895, 'homeNotional': 23504.479958640335, 'foreignNotional': 3127405.802871954}] 2020-01-04 15:00:20 INFO: prepare buckets [{'low_price': 132.75, 'high_price': 133.2, 'color': 'GREEN'}, {'low_price': 132.5, 'high_price': 133.05, 'color': 'GREEN'}, {'low_price': 132.45, 'high_price': 133.7, 'color': 'RED'}] 2020-01-04 15:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2020-01-04 15:00:20 INFO: check need new order None 2020-01-04 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.05, 'high': 133.45, 'low': 132.8, 'close': 133.15, 'trades': 1342, 'volume': 2613265, 'vwap': 133.14, 'lastSize': 704, 'turnover': 34790902400, 'homeNotional': 19081.92046606733, 'foreignNotional': 2540416.985896484}, {'timestamp': datetime.datetime(2020, 1, 4, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.8, 'high': 133.2, 'low': 132.75, 'close': 133.05, 'trades': 918, 'volume': 1544369, 'vwap': 132.93, 'lastSize': 94, 'turnover': 20529037310, 'homeNotional': 11264.426468264895, 'foreignNotional': 1497361.9882213778}, {'timestamp': datetime.datetime(2020, 1, 4, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.7, 'high': 133.05, 'low': 132.5, 'close': 132.8, 'trades': 1406, 'volume': 2358905, 'vwap': 132.76, 'lastSize': 1790, 'turnover': 31315994230, 'homeNotional': 17211.624461242816, 'foreignNotional': 2284954.978249643}] 2020-01-04 16:00:20 INFO: prepare buckets [{'low_price': 132.8, 'high_price': 133.45, 'color': 'GREEN'}, {'low_price': 132.75, 'high_price': 133.2, 'color': 'GREEN'}, {'low_price': 132.5, 'high_price': 133.05, 'color': 'GREEN'}] 2020-01-04 16:00:20 INFO: bucket_size=0.6499999999999773 (allowed (0.39, 0.95)) 2020-01-04 16:00:20 INFO: check need new order None 2020-01-04 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.15, 'high': 133.35, 'low': 132.95, 'close': 133.25, 'trades': 1491, 'volume': 2851012, 'vwap': 133.14, 'lastSize': 3, 'turnover': 37956309625, 'homeNotional': 20811.900420792004, 'foreignNotional': 2770745.9185479316}, {'timestamp': datetime.datetime(2020, 1, 4, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.05, 'high': 133.45, 'low': 132.8, 'close': 133.15, 'trades': 1342, 'volume': 2613265, 'vwap': 133.14, 'lastSize': 704, 'turnover': 34790902400, 'homeNotional': 19081.92046606733, 'foreignNotional': 2540416.985896484}, {'timestamp': datetime.datetime(2020, 1, 4, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 132.8, 'high': 133.2, 'low': 132.75, 'close': 133.05, 'trades': 918, 'volume': 1544369, 'vwap': 132.93, 'lastSize': 94, 'turnover': 20529037310, 'homeNotional': 11264.426468264895, 'foreignNotional': 1497361.9882213778}] 2020-01-04 17:00:20 INFO: prepare buckets [{'low_price': 132.95, 'high_price': 133.35, 'color': 'GREEN'}, {'low_price': 132.8, 'high_price': 133.45, 'color': 'GREEN'}, {'low_price': 132.75, 'high_price': 133.2, 'color': 'GREEN'}] 2020-01-04 17:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95)) 2020-01-04 17:00:20 INFO: check need new order None 2020-01-04 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.25, 'high': 135.0, 'low': 133.15, 'close': 134.65, 'trades': 5497, 'volume': 15259273, 'vwap': 134.27, 'lastSize': 700, 'turnover': 204883016410, 'homeNotional': 111696.28411248531, 'foreignNotional': 14997312.838893987}, {'timestamp': datetime.datetime(2020, 1, 4, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.15, 'high': 133.35, 'low': 132.95, 'close': 133.25, 'trades': 1491, 'volume': 2851012, 'vwap': 133.14, 'lastSize': 3, 'turnover': 37956309625, 'homeNotional': 20811.900420792004, 'foreignNotional': 2770745.9185479316}, {'timestamp': datetime.datetime(2020, 1, 4, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.05, 'high': 133.45, 'low': 132.8, 'close': 133.15, 'trades': 1342, 'volume': 2613265, 'vwap': 133.14, 'lastSize': 704, 'turnover': 34790902400, 'homeNotional': 19081.92046606733, 'foreignNotional': 2540416.985896484}] 2020-01-04 18:00:20 INFO: prepare buckets [{'low_price': 133.15, 'high_price': 135.0, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 133.35, 'color': 'GREEN'}, {'low_price': 132.8, 'high_price': 133.45, 'color': 'GREEN'}] 2020-01-04 18:00:20 INFO: bucket_size=1.8499999999999943 (allowed (0.39, 0.95)) 2020-01-04 18:00:20 WARNING: skip bucket by bucket_size=1.8499999999999943 too big 2020-01-04 18:00:20 INFO: check need new order None 2020-01-04 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.65, 'high': 136.0, 'low': 132.95, 'close': 133.4, 'trades': 7522, 'volume': 14508886, 'vwap': 134.58, 'lastSize': 102, 'turnover': 195249573905, 'homeNotional': 106394.90794727867, 'foreignNotional': 14318204.137590632}, {'timestamp': datetime.datetime(2020, 1, 4, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.25, 'high': 135.0, 'low': 133.15, 'close': 134.65, 'trades': 5497, 'volume': 15259273, 'vwap': 134.27, 'lastSize': 700, 'turnover': 204883016410, 'homeNotional': 111696.28411248531, 'foreignNotional': 14997312.838893987}, {'timestamp': datetime.datetime(2020, 1, 4, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.15, 'high': 133.35, 'low': 132.95, 'close': 133.25, 'trades': 1491, 'volume': 2851012, 'vwap': 133.14, 'lastSize': 3, 'turnover': 37956309625, 'homeNotional': 20811.900420792004, 'foreignNotional': 2770745.9185479316}] 2020-01-04 19:00:20 INFO: prepare buckets [{'low_price': 132.95, 'high_price': 136.0, 'color': 'RED'}, {'low_price': 133.15, 'high_price': 135.0, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 133.35, 'color': 'GREEN'}] 2020-01-04 19:00:20 INFO: bucket_size=3.0500000000000114 (allowed (0.39, 0.95)) 2020-01-04 19:00:20 WARNING: skip bucket by bucket_size=3.0500000000000114 too big 2020-01-04 19:00:20 INFO: check need new order None 2020-01-04 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.4, 'high': 134.3, 'low': 133.1, 'close': 133.75, 'trades': 2329, 'volume': 3746565, 'vwap': 133.72, 'lastSize': 50, 'turnover': 50096448620, 'homeNotional': 27389.294894794413, 'foreignNotional': 3662329.8333237697}, {'timestamp': datetime.datetime(2020, 1, 4, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.65, 'high': 136.0, 'low': 132.95, 'close': 133.4, 'trades': 7522, 'volume': 14508886, 'vwap': 134.58, 'lastSize': 102, 'turnover': 195249573905, 'homeNotional': 106394.90794727867, 'foreignNotional': 14318204.137590632}, {'timestamp': datetime.datetime(2020, 1, 4, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.25, 'high': 135.0, 'low': 133.15, 'close': 134.65, 'trades': 5497, 'volume': 15259273, 'vwap': 134.27, 'lastSize': 700, 'turnover': 204883016410, 'homeNotional': 111696.28411248531, 'foreignNotional': 14997312.838893987}] 2020-01-04 20:00:20 INFO: prepare buckets [{'low_price': 133.1, 'high_price': 134.3, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 136.0, 'color': 'RED'}, {'low_price': 133.15, 'high_price': 135.0, 'color': 'GREEN'}] 2020-01-04 20:00:20 INFO: bucket_size=1.200000000000017 (allowed (0.39, 0.95)) 2020-01-04 20:00:20 WARNING: skip bucket by bucket_size=1.200000000000017 too big 2020-01-04 20:00:20 INFO: check need new order None 2020-01-04 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.75, 'high': 134.1, 'low': 133.45, 'close': 134.05, 'trades': 1456, 'volume': 2425517, 'vwap': 133.85, 'lastSize': 4946, 'turnover': 32464062520, 'homeNotional': 17769.55219654381, 'foreignNotional': 2378347.4611129193}, {'timestamp': datetime.datetime(2020, 1, 4, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.4, 'high': 134.3, 'low': 133.1, 'close': 133.75, 'trades': 2329, 'volume': 3746565, 'vwap': 133.72, 'lastSize': 50, 'turnover': 50096448620, 'homeNotional': 27389.294894794413, 'foreignNotional': 3662329.8333237697}, {'timestamp': datetime.datetime(2020, 1, 4, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.65, 'high': 136.0, 'low': 132.95, 'close': 133.4, 'trades': 7522, 'volume': 14508886, 'vwap': 134.58, 'lastSize': 102, 'turnover': 195249573905, 'homeNotional': 106394.90794727867, 'foreignNotional': 14318204.137590632}] 2020-01-04 21:00:20 INFO: prepare buckets [{'low_price': 133.45, 'high_price': 134.1, 'color': 'GREEN'}, {'low_price': 133.1, 'high_price': 134.3, 'color': 'GREEN'}, {'low_price': 132.95, 'high_price': 136.0, 'color': 'RED'}] 2020-01-04 21:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-04 21:00:20 INFO: check need new order None 2020-01-04 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.05, 'high': 134.5, 'low': 133.7, 'close': 134.0, 'trades': 1786, 'volume': 2819539, 'vwap': 134.14, 'lastSize': 3000, 'turnover': 37820732270, 'homeNotional': 20689.6204273686, 'foreignNotional': 2775268.958152834}, {'timestamp': datetime.datetime(2020, 1, 4, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.75, 'high': 134.1, 'low': 133.45, 'close': 134.05, 'trades': 1456, 'volume': 2425517, 'vwap': 133.85, 'lastSize': 4946, 'turnover': 32464062520, 'homeNotional': 17769.55219654381, 'foreignNotional': 2378347.4611129193}, {'timestamp': datetime.datetime(2020, 1, 4, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.4, 'high': 134.3, 'low': 133.1, 'close': 133.75, 'trades': 2329, 'volume': 3746565, 'vwap': 133.72, 'lastSize': 50, 'turnover': 50096448620, 'homeNotional': 27389.294894794413, 'foreignNotional': 3662329.8333237697}] 2020-01-04 22:00:20 INFO: prepare buckets [{'low_price': 133.7, 'high_price': 134.5, 'color': 'RED'}, {'low_price': 133.45, 'high_price': 134.1, 'color': 'GREEN'}, {'low_price': 133.1, 'high_price': 134.3, 'color': 'GREEN'}] 2020-01-04 22:00:20 INFO: bucket_size=0.8000000000000114 (allowed (0.39, 0.95)) 2020-01-04 22:00:20 INFO: check need new order {'low_price': 133.7, 'high_price': 134.5, 'color': 'RED'} 2020-01-04 22:00:20 INFO: place order: start low=133.7 high=134.5 RED ETHUSD price_offset=0.1 2020-01-04 22:00:20 INFO: place order: side_factor=1.0 init_trigger_price=133.64999999999998 init_order_price=133.6 stop_price_offset=0.0 bucket_size=0.8000000000000114 stop_price=134.5 take_price=131.19999999999996 2020-01-04 22:00:20 INFO: place order: compute qty=-12.0 2020-01-04 22:00:20 INFO: place order: save order to db 210b0b194b6d4358953a7ade425868b7; response=True 2020-01-04 22:00:20 INFO: post order to exchange resp={'orderID': 'ea9c8f22-6d1c-2ac2-29db-b8569ebaff7e', 'clOrdID': '210b0b194b6d4358953a7ade425868b7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 133.6, 'displayQty': None, 'stopPx': 133.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 22, 0, 20, 514000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 22, 0, 20, 514000, tzinfo=tzlocal())} 2020-01-04 22:00:20 INFO: place new init order {'qty': -12.0, 'init_price': 133.64999999999998, 'stop_price': 134.5, 'take_price': 131.19999999999996, 'order_uid': '210b0b194b6d4358953a7ade425868b7', 'response': {'orderID': 'ea9c8f22-6d1c-2ac2-29db-b8569ebaff7e', 'clOrdID': '210b0b194b6d4358953a7ade425868b7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 133.6, 'displayQty': None, 'stopPx': 133.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 4, 22, 0, 20, 514000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 4, 22, 0, 20, 514000, tzinfo=tzlocal())}} 2020-01-04 22:00:20 INFO: process event {'orderID': 'ea9c8f22-6d1c-2ac2-29db-b8569ebaff7e', 'clOrdID': '210b0b194b6d4358953a7ade425868b7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 133.6, 'displayQty': None, 'stopPx': 133.65, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-04T22:00:20.514Z', 'timestamp': '2020-01-04T22:00:20.514Z'} 2020-01-04 22:00:20 INFO: skip event 210b0b194b6d4358953a7ade425868b7 New 2020-01-04 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 4, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.0, 'high': 134.45, 'low': 133.85, 'close': 134.15, 'trades': 1098, 'volume': 1418149, 'vwap': 134.16, 'lastSize': 1531, 'turnover': 19024489250, 'homeNotional': 10412.696550037053, 'foreignNotional': 1396865.170215018}, {'timestamp': datetime.datetime(2020, 1, 4, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.05, 'high': 134.5, 'low': 133.7, 'close': 134.0, 'trades': 1786, 'volume': 2819539, 'vwap': 134.14, 'lastSize': 3000, 'turnover': 37820732270, 'homeNotional': 20689.6204273686, 'foreignNotional': 2775268.958152834}, {'timestamp': datetime.datetime(2020, 1, 4, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 133.75, 'high': 134.1, 'low': 133.45, 'close': 134.05, 'trades': 1456, 'volume': 2425517, 'vwap': 133.85, 'lastSize': 4946, 'turnover': 32464062520, 'homeNotional': 17769.55219654381, 'foreignNotional': 2378347.4611129193}] 2020-01-04 23:00:21 INFO: prepare buckets [{'low_price': 133.85, 'high_price': 134.45, 'color': 'GREEN'}, {'low_price': 133.7, 'high_price': 134.5, 'color': 'RED'}, {'low_price': 133.45, 'high_price': 134.1, 'color': 'GREEN'}] 2020-01-04 23:00:21 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-04 23:00:21 INFO: check need new order None 2020-01-05 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.15, 'high': 134.45, 'low': 133.85, 'close': 134.25, 'trades': 892, 'volume': 1035440, 'vwap': 134.13, 'lastSize': 16, 'turnover': 13888305185, 'homeNotional': 7599.1681928127455, 'foreignNotional': 1019273.93184805}, {'timestamp': datetime.datetime(2020, 1, 4, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.0, 'high': 134.45, 'low': 133.85, 'close': 134.15, 'trades': 1098, 'volume': 1418149, 'vwap': 134.16, 'lastSize': 1531, 'turnover': 19024489250, 'homeNotional': 10412.696550037053, 'foreignNotional': 1396865.170215018}, {'timestamp': datetime.datetime(2020, 1, 4, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.05, 'high': 134.5, 'low': 133.7, 'close': 134.0, 'trades': 1786, 'volume': 2819539, 'vwap': 134.14, 'lastSize': 3000, 'turnover': 37820732270, 'homeNotional': 20689.6204273686, 'foreignNotional': 2775268.958152834}] 2020-01-05 00:00:20 INFO: prepare buckets [{'low_price': 133.85, 'high_price': 134.45, 'color': 'GREEN'}, {'low_price': 133.85, 'high_price': 134.45, 'color': 'GREEN'}, {'low_price': 133.7, 'high_price': 134.5, 'color': 'RED'}] 2020-01-05 00:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-05 00:00:20 INFO: check need new order None 2020-01-05 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 135.2, 'low': 134.25, 'close': 134.9, 'trades': 3986, 'volume': 4608057, 'vwap': 134.78, 'lastSize': 39, 'turnover': 62106777130, 'homeNotional': 33940.62413551859, 'foreignNotional': 4574476.812791043}, {'timestamp': datetime.datetime(2020, 1, 5, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.15, 'high': 134.45, 'low': 133.85, 'close': 134.25, 'trades': 892, 'volume': 1035440, 'vwap': 134.13, 'lastSize': 16, 'turnover': 13888305185, 'homeNotional': 7599.1681928127455, 'foreignNotional': 1019273.93184805}, {'timestamp': datetime.datetime(2020, 1, 4, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.0, 'high': 134.45, 'low': 133.85, 'close': 134.15, 'trades': 1098, 'volume': 1418149, 'vwap': 134.16, 'lastSize': 1531, 'turnover': 19024489250, 'homeNotional': 10412.696550037053, 'foreignNotional': 1396865.170215018}] 2020-01-05 01:00:21 INFO: prepare buckets [{'low_price': 134.25, 'high_price': 135.2, 'color': 'GREEN'}, {'low_price': 133.85, 'high_price': 134.45, 'color': 'GREEN'}, {'low_price': 133.85, 'high_price': 134.45, 'color': 'GREEN'}] 2020-01-05 01:00:21 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-05 01:00:21 INFO: check need new order None 2020-01-05 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 136.0, 'low': 134.85, 'close': 135.85, 'trades': 3691, 'volume': 10199449, 'vwap': 135.66, 'lastSize': 60, 'turnover': 138361564030, 'homeNotional': 75843.71871747253, 'foreignNotional': 10288706.830246327}, {'timestamp': datetime.datetime(2020, 1, 5, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 135.2, 'low': 134.25, 'close': 134.9, 'trades': 3986, 'volume': 4608057, 'vwap': 134.78, 'lastSize': 39, 'turnover': 62106777130, 'homeNotional': 33940.62413551859, 'foreignNotional': 4574476.812791043}, {'timestamp': datetime.datetime(2020, 1, 5, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.15, 'high': 134.45, 'low': 133.85, 'close': 134.25, 'trades': 892, 'volume': 1035440, 'vwap': 134.13, 'lastSize': 16, 'turnover': 13888305185, 'homeNotional': 7599.1681928127455, 'foreignNotional': 1019273.93184805}] 2020-01-05 02:00:20 INFO: prepare buckets [{'low_price': 134.85, 'high_price': 136.0, 'color': 'GREEN'}, {'low_price': 134.25, 'high_price': 135.2, 'color': 'GREEN'}, {'low_price': 133.85, 'high_price': 134.45, 'color': 'GREEN'}] 2020-01-05 02:00:20 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2020-01-05 02:00:20 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2020-01-05 02:00:20 INFO: check need new order None 2020-01-05 03:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.85, 'high': 136.2, 'low': 135.3, 'close': 135.65, 'trades': 2023, 'volume': 2751866, 'vwap': 135.82, 'lastSize': 1700, 'turnover': 37373227780, 'homeNotional': 20512.70652621409, 'foreignNotional': 2785850.7831207854}, {'timestamp': datetime.datetime(2020, 1, 5, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 136.0, 'low': 134.85, 'close': 135.85, 'trades': 3691, 'volume': 10199449, 'vwap': 135.66, 'lastSize': 60, 'turnover': 138361564030, 'homeNotional': 75843.71871747253, 'foreignNotional': 10288706.830246327}, {'timestamp': datetime.datetime(2020, 1, 5, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.25, 'high': 135.2, 'low': 134.25, 'close': 134.9, 'trades': 3986, 'volume': 4608057, 'vwap': 134.78, 'lastSize': 39, 'turnover': 62106777130, 'homeNotional': 33940.62413551859, 'foreignNotional': 4574476.812791043}] 2020-01-05 03:00:21 INFO: prepare buckets [{'low_price': 135.3, 'high_price': 136.2, 'color': 'RED'}, {'low_price': 134.85, 'high_price': 136.0, 'color': 'GREEN'}, {'low_price': 134.25, 'high_price': 135.2, 'color': 'GREEN'}] 2020-01-05 03:00:21 INFO: bucket_size=0.8999999999999773 (allowed (0.39, 0.95)) 2020-01-05 03:00:21 INFO: check need new order {'low_price': 135.3, 'high_price': 136.2, 'color': 'RED'} 2020-01-05 03:00:21 INFO: place order: start low=135.3 high=136.2 RED ETHUSD price_offset=0.1 2020-01-05 03:00:21 INFO: place order: side_factor=1.0 init_trigger_price=135.25 init_order_price=135.20000000000002 stop_price_offset=0.0 bucket_size=0.8999999999999773 stop_price=136.2 take_price=132.50000000000009 2020-01-05 03:00:21 INFO: place order: compute qty=-11.0 2020-01-05 03:00:21 INFO: place order: save order to db da427cf03432422dbda06f8c9acf2d63; response=True 2020-01-05 03:00:21 INFO: post order to exchange resp={'orderID': 'fe0e8abe-762d-a409-fe7c-c09fdc8f308b', 'clOrdID': 'da427cf03432422dbda06f8c9acf2d63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 135.2, 'displayQty': None, 'stopPx': 135.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 3, 0, 21, 185000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 3, 0, 21, 185000, tzinfo=tzlocal())} 2020-01-05 03:00:21 INFO: place new init order {'qty': -11.0, 'init_price': 135.25, 'stop_price': 136.2, 'take_price': 132.50000000000009, 'order_uid': 'da427cf03432422dbda06f8c9acf2d63', 'response': {'orderID': 'fe0e8abe-762d-a409-fe7c-c09fdc8f308b', 'clOrdID': 'da427cf03432422dbda06f8c9acf2d63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 135.2, 'displayQty': None, 'stopPx': 135.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 3, 0, 21, 185000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 3, 0, 21, 185000, tzinfo=tzlocal())}} 2020-01-05 03:00:21 INFO: process event {'orderID': 'fe0e8abe-762d-a409-fe7c-c09fdc8f308b', 'clOrdID': 'da427cf03432422dbda06f8c9acf2d63', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 135.2, 'displayQty': None, 'stopPx': 135.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-05T03:00:21.185Z', 'timestamp': '2020-01-05T03:00:21.185Z'} 2020-01-05 03:00:21 INFO: skip event da427cf03432422dbda06f8c9acf2d63 New 2020-01-05 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.65, 'high': 136.45, 'low': 135.6, 'close': 136.3, 'trades': 1875, 'volume': 2870544, 'vwap': 136.0, 'lastSize': 120, 'turnover': 39039324365, 'homeNotional': 21403.889681203174, 'foreignNotional': 2910929.98854452}, {'timestamp': datetime.datetime(2020, 1, 5, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.85, 'high': 136.2, 'low': 135.3, 'close': 135.65, 'trades': 2023, 'volume': 2751866, 'vwap': 135.82, 'lastSize': 1700, 'turnover': 37373227780, 'homeNotional': 20512.70652621409, 'foreignNotional': 2785850.7831207854}, {'timestamp': datetime.datetime(2020, 1, 5, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 136.0, 'low': 134.85, 'close': 135.85, 'trades': 3691, 'volume': 10199449, 'vwap': 135.66, 'lastSize': 60, 'turnover': 138361564030, 'homeNotional': 75843.71871747253, 'foreignNotional': 10288706.830246327}] 2020-01-05 04:00:20 INFO: prepare buckets [{'low_price': 135.6, 'high_price': 136.45, 'color': 'GREEN'}, {'low_price': 135.3, 'high_price': 136.2, 'color': 'RED'}, {'low_price': 134.85, 'high_price': 136.0, 'color': 'GREEN'}] 2020-01-05 04:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2020-01-05 04:00:20 INFO: check need new order None 2020-01-05 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 137.7, 'low': 135.8, 'close': 135.95, 'trades': 4580, 'volume': 7823370, 'vwap': 136.56, 'lastSize': 471, 'turnover': 106829227345, 'homeNotional': 58414.30804287561, 'foreignNotional': 7976609.387010212}, {'timestamp': datetime.datetime(2020, 1, 5, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.65, 'high': 136.45, 'low': 135.6, 'close': 136.3, 'trades': 1875, 'volume': 2870544, 'vwap': 136.0, 'lastSize': 120, 'turnover': 39039324365, 'homeNotional': 21403.889681203174, 'foreignNotional': 2910929.98854452}, {'timestamp': datetime.datetime(2020, 1, 5, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.85, 'high': 136.2, 'low': 135.3, 'close': 135.65, 'trades': 2023, 'volume': 2751866, 'vwap': 135.82, 'lastSize': 1700, 'turnover': 37373227780, 'homeNotional': 20512.70652621409, 'foreignNotional': 2785850.7831207854}] 2020-01-05 05:00:20 INFO: prepare buckets [{'low_price': 135.8, 'high_price': 137.7, 'color': 'RED'}, {'low_price': 135.6, 'high_price': 136.45, 'color': 'GREEN'}, {'low_price': 135.3, 'high_price': 136.2, 'color': 'RED'}] 2020-01-05 05:00:20 INFO: bucket_size=1.8999999999999773 (allowed (0.39, 0.95)) 2020-01-05 05:00:20 WARNING: skip bucket by bucket_size=1.8999999999999773 too big 2020-01-05 05:00:20 INFO: check need new order None 2020-01-05 05:26:56 ERROR: Error : Connection is already closed. 2020-01-05 05:26:56 ERROR: error from callback >: Connection is already closed. 2020-01-05 05:26:56 INFO: Websocket Closed 2020-01-05 05:26:57 WARNING: reconnect to socket 2020-01-05 05:26:57 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-05 05:26:57 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-05 05:26:57 INFO: Authenticating with API Key. 2020-01-05 05:26:58 INFO: Connected to WS. 2020-01-05 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.95, 'high': 136.4, 'low': 135.8, 'close': 136.15, 'trades': 1316, 'volume': 1696282, 'vwap': 136.18, 'lastSize': 1, 'turnover': 23098980550, 'homeNotional': 12643.361337063867, 'foreignNotional': 1721699.6977102503}, {'timestamp': datetime.datetime(2020, 1, 5, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 137.7, 'low': 135.8, 'close': 135.95, 'trades': 4580, 'volume': 7823370, 'vwap': 136.56, 'lastSize': 471, 'turnover': 106829227345, 'homeNotional': 58414.30804287561, 'foreignNotional': 7976609.387010212}, {'timestamp': datetime.datetime(2020, 1, 5, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.65, 'high': 136.45, 'low': 135.6, 'close': 136.3, 'trades': 1875, 'volume': 2870544, 'vwap': 136.0, 'lastSize': 120, 'turnover': 39039324365, 'homeNotional': 21403.889681203174, 'foreignNotional': 2910929.98854452}] 2020-01-05 06:00:21 INFO: prepare buckets [{'low_price': 135.8, 'high_price': 136.4, 'color': 'GREEN'}, {'low_price': 135.8, 'high_price': 137.7, 'color': 'RED'}, {'low_price': 135.6, 'high_price': 136.45, 'color': 'GREEN'}] 2020-01-05 06:00:21 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-05 06:00:21 INFO: check need new order None 2020-01-05 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.15, 'high': 136.45, 'low': 135.95, 'close': 136.3, 'trades': 2050, 'volume': 3308578, 'vwap': 136.19, 'lastSize': 13, 'turnover': 45058359850, 'homeNotional': 24671.497724482357, 'foreignNotional': 3359926.954356032}, {'timestamp': datetime.datetime(2020, 1, 5, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.95, 'high': 136.4, 'low': 135.8, 'close': 136.15, 'trades': 1316, 'volume': 1696282, 'vwap': 136.18, 'lastSize': 1, 'turnover': 23098980550, 'homeNotional': 12643.361337063867, 'foreignNotional': 1721699.6977102503}, {'timestamp': datetime.datetime(2020, 1, 5, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 137.7, 'low': 135.8, 'close': 135.95, 'trades': 4580, 'volume': 7823370, 'vwap': 136.56, 'lastSize': 471, 'turnover': 106829227345, 'homeNotional': 58414.30804287561, 'foreignNotional': 7976609.387010212}] 2020-01-05 07:00:20 INFO: prepare buckets [{'low_price': 135.95, 'high_price': 136.45, 'color': 'GREEN'}, {'low_price': 135.8, 'high_price': 136.4, 'color': 'GREEN'}, {'low_price': 135.8, 'high_price': 137.7, 'color': 'RED'}] 2020-01-05 07:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-05 07:00:20 INFO: check need new order None 2020-01-05 07:53:39 INFO: process event {'orderID': 'ea9c8f22-6d1c-2ac2-29db-b8569ebaff7e', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-05T07:53:39.335Z', 'clOrdID': '210b0b194b6d4358953a7ade425868b7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 07:53:39 INFO: skip event 210b0b194b6d4358953a7ade425868b7 Canceled 2020-01-05 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 136.3, 'low': 135.85, 'close': 136.05, 'trades': 1335, 'volume': 2717512, 'vwap': 136.09, 'lastSize': 2000, 'turnover': 36981117610, 'homeNotional': 20262.723690190716, 'foreignNotional': 2757442.809538251}, {'timestamp': datetime.datetime(2020, 1, 5, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.15, 'high': 136.45, 'low': 135.95, 'close': 136.3, 'trades': 2050, 'volume': 3308578, 'vwap': 136.19, 'lastSize': 13, 'turnover': 45058359850, 'homeNotional': 24671.497724482357, 'foreignNotional': 3359926.954356032}, {'timestamp': datetime.datetime(2020, 1, 5, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.95, 'high': 136.4, 'low': 135.8, 'close': 136.15, 'trades': 1316, 'volume': 1696282, 'vwap': 136.18, 'lastSize': 1, 'turnover': 23098980550, 'homeNotional': 12643.361337063867, 'foreignNotional': 1721699.6977102503}] 2020-01-05 08:00:20 INFO: prepare buckets [{'low_price': 135.85, 'high_price': 136.3, 'color': 'RED'}, {'low_price': 135.95, 'high_price': 136.45, 'color': 'GREEN'}, {'low_price': 135.8, 'high_price': 136.4, 'color': 'GREEN'}] 2020-01-05 08:00:20 INFO: bucket_size=0.45000000000001705 (allowed (0.39, 0.95)) 2020-01-05 08:00:20 INFO: check need new order {'low_price': 135.85, 'high_price': 136.3, 'color': 'RED'} 2020-01-05 08:00:20 INFO: place order: start low=135.85 high=136.3 RED ETHUSD price_offset=0.1 2020-01-05 08:00:20 INFO: place order: side_factor=1.0 init_trigger_price=135.79999999999998 init_order_price=135.75 stop_price_offset=0.0 bucket_size=0.45000000000001705 stop_price=136.3 take_price=134.39999999999995 2020-01-05 08:00:20 INFO: place order: compute qty=-20.0 2020-01-05 08:00:20 INFO: place order: save order to db a39ab9ac05564ddc833477e0f4632a7f; response=True 2020-01-05 08:00:20 INFO: process event {'orderID': '465463dd-b29a-d6df-c51a-a8ab0d662c66', 'clOrdID': 'a39ab9ac05564ddc833477e0f4632a7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': 135.75, 'displayQty': None, 'stopPx': 135.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-05T08:00:20.464Z', 'timestamp': '2020-01-05T08:00:20.464Z'} 2020-01-05 08:00:20 INFO: skip event a39ab9ac05564ddc833477e0f4632a7f New 2020-01-05 08:00:20 INFO: post order to exchange resp={'orderID': '465463dd-b29a-d6df-c51a-a8ab0d662c66', 'clOrdID': 'a39ab9ac05564ddc833477e0f4632a7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': 135.75, 'displayQty': None, 'stopPx': 135.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 0, 20, 464000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 0, 20, 464000, tzinfo=tzlocal())} 2020-01-05 08:00:20 INFO: place new init order {'qty': -20.0, 'init_price': 135.79999999999998, 'stop_price': 136.3, 'take_price': 134.39999999999995, 'order_uid': 'a39ab9ac05564ddc833477e0f4632a7f', 'response': {'orderID': '465463dd-b29a-d6df-c51a-a8ab0d662c66', 'clOrdID': 'a39ab9ac05564ddc833477e0f4632a7f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 20, 'price': 135.75, 'displayQty': None, 'stopPx': 135.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 0, 20, 464000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 0, 20, 464000, tzinfo=tzlocal())}} 2020-01-05 08:11:54 INFO: process event {'orderID': '465463dd-b29a-d6df-c51a-a8ab0d662c66', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-05T08:11:54.840Z', 'clOrdID': 'a39ab9ac05564ddc833477e0f4632a7f', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 08:11:54 INFO: skip event a39ab9ac05564ddc833477e0f4632a7f 2020-01-05 08:11:54 INFO: process event {'orderID': '465463dd-b29a-d6df-c51a-a8ab0d662c66', 'workingIndicator': True, 'transactTime': '2020-01-05T08:11:54.840Z', 'clOrdID': 'a39ab9ac05564ddc833477e0f4632a7f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T08:11:54.840Z'} 2020-01-05 08:11:54 INFO: skip event a39ab9ac05564ddc833477e0f4632a7f 2020-01-05 08:11:54 INFO: process event {'orderID': '465463dd-b29a-d6df-c51a-a8ab0d662c66', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 20, 'avgPx': 135.8, 'clOrdID': 'a39ab9ac05564ddc833477e0f4632a7f', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T08:11:54.840Z'} 2020-01-05 08:11:54 INFO: add new event={'uid': 'a39ab9ac05564ddc833477e0f4632a7f', 'status': 'Filled'} 2020-01-05 08:11:55 INFO: start process event-------------------------------------------- 2020-01-05 08:11:55 INFO: fetch new order event a39ab9ac05564ddc833477e0f4632a7f 2020-01-05 08:11:55 INFO: fetch orders by event init={'stop': '136.3', 'take': '134.39999999999995', 'qty': '20.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-05 08:11:55 INFO: process init order filled 2020-01-05 08:11:55 INFO: save profit orders to storage stop=7a271f6e14d1453380c7462a8dafcf38 take=d99c3d61c2cf4658b28164b2ababa3eb 2020-01-05 08:11:55 INFO: place profit orders take_price=134.39999999999995, stop_price=136.3, qty=20.0, color=RED, ticker=ETHUSD 7a271f6e14d1453380c7462a8dafcf38 d99c3d61c2cf4658b28164b2ababa3eb 2020-01-05 08:11:55 INFO: place stop order ETHUSD: qty=20.0, stop_price=136.3, stop_uid=7a271f6e14d1453380c7462a8dafcf38 2020-01-05 08:11:55 INFO: exchange resp for stop order={'orderID': 'aae3d8e8-c0a1-f51c-874a-d6339d601cb3', 'clOrdID': '7a271f6e14d1453380c7462a8dafcf38', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': None, 'displayQty': None, 'stopPx': 136.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 11, 55, 476000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 11, 55, 476000, tzinfo=tzlocal())} 2020-01-05 08:11:55 INFO: place limit order ETHUSD: qty=20.0, price=134.39999999999995, take_uid=d99c3d61c2cf4658b28164b2ababa3eb 2020-01-05 08:11:55 INFO: exchange resp for take profit order={'orderID': '29d6f92f-c45e-e726-1270-cfffa70bd871', 'clOrdID': 'd99c3d61c2cf4658b28164b2ababa3eb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 11, 55, 516000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 11, 55, 516000, tzinfo=tzlocal())} 2020-01-05 08:11:55 INFO: place profit orders={'stop': {'response': {'orderID': 'aae3d8e8-c0a1-f51c-874a-d6339d601cb3', 'clOrdID': '7a271f6e14d1453380c7462a8dafcf38', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': None, 'displayQty': None, 'stopPx': 136.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 11, 55, 476000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 11, 55, 476000, tzinfo=tzlocal())}, 'qty': 20.0, 'uid': '7a271f6e14d1453380c7462a8dafcf38', 'price': 136.3}, 'take': {'response': {'orderID': '29d6f92f-c45e-e726-1270-cfffa70bd871', 'clOrdID': 'd99c3d61c2cf4658b28164b2ababa3eb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 11, 55, 516000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 11, 55, 516000, tzinfo=tzlocal())}, 'qty': 20.0, 'uid': 'd99c3d61c2cf4658b28164b2ababa3eb', 'price': 134.39999999999995}} 2020-01-05 08:11:55 INFO: rm init order from db a39ab9ac05564ddc833477e0f4632a7f 2020-01-05 08:11:55 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-05 08:11:55 INFO: process event {'orderID': 'aae3d8e8-c0a1-f51c-874a-d6339d601cb3', 'clOrdID': '7a271f6e14d1453380c7462a8dafcf38', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': None, 'displayQty': None, 'stopPx': 136.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-05T08:11:55.476Z', 'timestamp': '2020-01-05T08:11:55.476Z'} 2020-01-05 08:11:55 INFO: skip event 7a271f6e14d1453380c7462a8dafcf38 New 2020-01-05 08:11:55 INFO: process event {'orderID': '29d6f92f-c45e-e726-1270-cfffa70bd871', 'clOrdID': 'd99c3d61c2cf4658b28164b2ababa3eb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 20, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-05T08:11:55.516Z', 'timestamp': '2020-01-05T08:11:55.516Z'} 2020-01-05 08:11:55 INFO: skip event d99c3d61c2cf4658b28164b2ababa3eb New 2020-01-05 08:11:55 INFO: process event {'orderID': '29d6f92f-c45e-e726-1270-cfffa70bd871', 'workingIndicator': True, 'clOrdID': 'd99c3d61c2cf4658b28164b2ababa3eb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T08:11:55.516Z'} 2020-01-05 08:11:55 INFO: skip event d99c3d61c2cf4658b28164b2ababa3eb 2020-01-05 08:53:37 INFO: process event {'orderID': 'fe0e8abe-762d-a409-fe7c-c09fdc8f308b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-05T08:53:37.145Z', 'clOrdID': 'da427cf03432422dbda06f8c9acf2d63', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 08:53:37 INFO: skip event da427cf03432422dbda06f8c9acf2d63 2020-01-05 08:53:37 INFO: process event {'orderID': 'fe0e8abe-762d-a409-fe7c-c09fdc8f308b', 'workingIndicator': True, 'transactTime': '2020-01-05T08:53:37.145Z', 'clOrdID': 'da427cf03432422dbda06f8c9acf2d63', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T08:53:37.145Z'} 2020-01-05 08:53:37 INFO: skip event da427cf03432422dbda06f8c9acf2d63 2020-01-05 08:53:37 INFO: process event {'orderID': 'fe0e8abe-762d-a409-fe7c-c09fdc8f308b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 135.2, 'clOrdID': 'da427cf03432422dbda06f8c9acf2d63', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T08:53:37.145Z'} 2020-01-05 08:53:37 INFO: add new event={'uid': 'da427cf03432422dbda06f8c9acf2d63', 'status': 'Filled'} 2020-01-05 08:53:37 INFO: start process event-------------------------------------------- 2020-01-05 08:53:37 INFO: fetch new order event da427cf03432422dbda06f8c9acf2d63 2020-01-05 08:53:37 INFO: fetch orders by event init={'stop': '136.2', 'take': '132.50000000000009', 'qty': '11.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-05 08:53:37 INFO: process init order filled 2020-01-05 08:53:37 INFO: save profit orders to storage stop=141d0752b46746e981fd5dcec2c8c952 take=a99fce6be1894917844521773d4cc6b1 2020-01-05 08:53:37 INFO: place profit orders take_price=132.50000000000009, stop_price=136.2, qty=11.0, color=RED, ticker=ETHUSD 141d0752b46746e981fd5dcec2c8c952 a99fce6be1894917844521773d4cc6b1 2020-01-05 08:53:37 INFO: place stop order ETHUSD: qty=11.0, stop_price=136.2, stop_uid=141d0752b46746e981fd5dcec2c8c952 2020-01-05 08:53:37 INFO: exchange resp for stop order={'orderID': 'ee49cc15-763e-dbfa-2edd-1e2087c3d099', 'clOrdID': '141d0752b46746e981fd5dcec2c8c952', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 136.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 53, 37, 816000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 53, 37, 816000, tzinfo=tzlocal())} 2020-01-05 08:53:37 INFO: place limit order ETHUSD: qty=11.0, price=132.50000000000009, take_uid=a99fce6be1894917844521773d4cc6b1 2020-01-05 08:53:37 INFO: exchange resp for take profit order={'orderID': '58960c9c-bb12-c4d9-bb25-6ae995f151d7', 'clOrdID': 'a99fce6be1894917844521773d4cc6b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 132.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 53, 37, 852000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 53, 37, 852000, tzinfo=tzlocal())} 2020-01-05 08:53:37 INFO: place profit orders={'stop': {'response': {'orderID': 'ee49cc15-763e-dbfa-2edd-1e2087c3d099', 'clOrdID': '141d0752b46746e981fd5dcec2c8c952', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 136.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 53, 37, 816000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 53, 37, 816000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': '141d0752b46746e981fd5dcec2c8c952', 'price': 136.2}, 'take': {'response': {'orderID': '58960c9c-bb12-c4d9-bb25-6ae995f151d7', 'clOrdID': 'a99fce6be1894917844521773d4cc6b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 132.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 53, 37, 852000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 8, 53, 37, 852000, tzinfo=tzlocal())}, 'qty': 11.0, 'uid': 'a99fce6be1894917844521773d4cc6b1', 'price': 132.50000000000009}} 2020-01-05 08:53:37 INFO: rm init order from db da427cf03432422dbda06f8c9acf2d63 2020-01-05 08:53:37 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-05 08:53:37 INFO: process event {'orderID': 'ee49cc15-763e-dbfa-2edd-1e2087c3d099', 'clOrdID': '141d0752b46746e981fd5dcec2c8c952', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 136.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-05T08:53:37.816Z', 'timestamp': '2020-01-05T08:53:37.816Z'} 2020-01-05 08:53:37 INFO: skip event 141d0752b46746e981fd5dcec2c8c952 New 2020-01-05 08:53:38 INFO: process event {'orderID': '58960c9c-bb12-c4d9-bb25-6ae995f151d7', 'clOrdID': 'a99fce6be1894917844521773d4cc6b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 132.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-05T08:53:37.852Z', 'timestamp': '2020-01-05T08:53:37.852Z'} 2020-01-05 08:53:38 INFO: skip event a99fce6be1894917844521773d4cc6b1 New 2020-01-05 08:53:38 INFO: process event {'orderID': '58960c9c-bb12-c4d9-bb25-6ae995f151d7', 'workingIndicator': True, 'clOrdID': 'a99fce6be1894917844521773d4cc6b1', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T08:53:37.852Z'} 2020-01-05 08:53:38 INFO: skip event a99fce6be1894917844521773d4cc6b1 2020-01-05 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.3, 'low': 135.15, 'close': 135.45, 'trades': 1993, 'volume': 2800492, 'vwap': 135.6, 'lastSize': 1, 'turnover': 37972828060, 'homeNotional': 20836.764948540877, 'foreignNotional': 2825337.8279238483}, {'timestamp': datetime.datetime(2020, 1, 5, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 136.3, 'low': 135.85, 'close': 136.05, 'trades': 1335, 'volume': 2717512, 'vwap': 136.09, 'lastSize': 2000, 'turnover': 36981117610, 'homeNotional': 20262.723690190716, 'foreignNotional': 2757442.809538251}, {'timestamp': datetime.datetime(2020, 1, 5, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.15, 'high': 136.45, 'low': 135.95, 'close': 136.3, 'trades': 2050, 'volume': 3308578, 'vwap': 136.19, 'lastSize': 13, 'turnover': 45058359850, 'homeNotional': 24671.497724482357, 'foreignNotional': 3359926.954356032}] 2020-01-05 09:00:20 INFO: prepare buckets [{'low_price': 135.15, 'high_price': 136.3, 'color': 'RED'}, {'low_price': 135.85, 'high_price': 136.3, 'color': 'RED'}, {'low_price': 135.95, 'high_price': 136.45, 'color': 'GREEN'}] 2020-01-05 09:00:20 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2020-01-05 09:00:20 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2020-01-05 09:00:20 INFO: check need new order None 2020-01-05 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.45, 'high': 135.6, 'low': 135.0, 'close': 135.4, 'trades': 1693, 'volume': 2984436, 'vwap': 135.32, 'lastSize': 1000, 'turnover': 40382667295, 'homeNotional': 22148.58208784975, 'foreignNotional': 2996946.316546702}, {'timestamp': datetime.datetime(2020, 1, 5, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.3, 'low': 135.15, 'close': 135.45, 'trades': 1993, 'volume': 2800492, 'vwap': 135.6, 'lastSize': 1, 'turnover': 37972828060, 'homeNotional': 20836.764948540877, 'foreignNotional': 2825337.8279238483}, {'timestamp': datetime.datetime(2020, 1, 5, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 136.3, 'low': 135.85, 'close': 136.05, 'trades': 1335, 'volume': 2717512, 'vwap': 136.09, 'lastSize': 2000, 'turnover': 36981117610, 'homeNotional': 20262.723690190716, 'foreignNotional': 2757442.809538251}] 2020-01-05 10:00:20 INFO: prepare buckets [{'low_price': 135.0, 'high_price': 135.6, 'color': 'RED'}, {'low_price': 135.15, 'high_price': 136.3, 'color': 'RED'}, {'low_price': 135.85, 'high_price': 136.3, 'color': 'RED'}] 2020-01-05 10:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-05 10:00:20 INFO: check need new order None 2020-01-05 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.4, 'high': 135.55, 'low': 134.7, 'close': 134.75, 'trades': 2020, 'volume': 5750143, 'vwap': 135.01, 'lastSize': 118, 'turnover': 77631179850, 'homeNotional': 42641.51044442952, 'foreignNotional': 5756928.041427332}, {'timestamp': datetime.datetime(2020, 1, 5, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.45, 'high': 135.6, 'low': 135.0, 'close': 135.4, 'trades': 1693, 'volume': 2984436, 'vwap': 135.32, 'lastSize': 1000, 'turnover': 40382667295, 'homeNotional': 22148.58208784975, 'foreignNotional': 2996946.316546702}, {'timestamp': datetime.datetime(2020, 1, 5, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.3, 'low': 135.15, 'close': 135.45, 'trades': 1993, 'volume': 2800492, 'vwap': 135.6, 'lastSize': 1, 'turnover': 37972828060, 'homeNotional': 20836.764948540877, 'foreignNotional': 2825337.8279238483}] 2020-01-05 11:00:20 INFO: prepare buckets [{'low_price': 134.7, 'high_price': 135.55, 'color': 'RED'}, {'low_price': 135.0, 'high_price': 135.6, 'color': 'RED'}, {'low_price': 135.15, 'high_price': 136.3, 'color': 'RED'}] 2020-01-05 11:00:20 INFO: bucket_size=0.8500000000000227 (allowed (0.39, 0.95)) 2020-01-05 11:00:20 INFO: check need new order None 2020-01-05 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.75, 'high': 135.4, 'low': 134.7, 'close': 135.15, 'trades': 1574, 'volume': 4088817, 'vwap': 134.95, 'lastSize': 1, 'turnover': 55174735885, 'homeNotional': 30347.11846491135, 'foreignNotional': 4095062.2487037643}, {'timestamp': datetime.datetime(2020, 1, 5, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.4, 'high': 135.55, 'low': 134.7, 'close': 134.75, 'trades': 2020, 'volume': 5750143, 'vwap': 135.01, 'lastSize': 118, 'turnover': 77631179850, 'homeNotional': 42641.51044442952, 'foreignNotional': 5756928.041427332}, {'timestamp': datetime.datetime(2020, 1, 5, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.45, 'high': 135.6, 'low': 135.0, 'close': 135.4, 'trades': 1693, 'volume': 2984436, 'vwap': 135.32, 'lastSize': 1000, 'turnover': 40382667295, 'homeNotional': 22148.58208784975, 'foreignNotional': 2996946.316546702}] 2020-01-05 12:00:21 INFO: prepare buckets [{'low_price': 134.7, 'high_price': 135.4, 'color': 'GREEN'}, {'low_price': 134.7, 'high_price': 135.55, 'color': 'RED'}, {'low_price': 135.0, 'high_price': 135.6, 'color': 'RED'}] 2020-01-05 12:00:21 INFO: bucket_size=0.700000000000017 (allowed (0.39, 0.95)) 2020-01-05 12:00:21 INFO: check need new order {'low_price': 134.7, 'high_price': 135.4, 'color': 'GREEN'} 2020-01-05 12:00:21 INFO: place order: start low=134.7 high=135.4 GREEN ETHUSD price_offset=0.1 2020-01-05 12:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=135.45000000000002 init_order_price=135.5 stop_price_offset=0.0 bucket_size=0.700000000000017 stop_price=134.7 take_price=137.60000000000005 2020-01-05 12:00:21 INFO: place order: compute qty=13.0 2020-01-05 12:00:21 INFO: place order: save order to db 034c317c18ea4321806d7d868184b4d2; response=True 2020-01-05 12:00:21 INFO: post order to exchange resp={'orderID': 'b82e6559-8526-8fcc-6574-1489240898ec', 'clOrdID': '034c317c18ea4321806d7d868184b4d2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.5, 'displayQty': None, 'stopPx': 135.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 12, 0, 21, 41000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 12, 0, 21, 41000, tzinfo=tzlocal())} 2020-01-05 12:00:21 INFO: place new init order {'qty': 13.0, 'init_price': 135.45000000000002, 'stop_price': 134.7, 'take_price': 137.60000000000005, 'order_uid': '034c317c18ea4321806d7d868184b4d2', 'response': {'orderID': 'b82e6559-8526-8fcc-6574-1489240898ec', 'clOrdID': '034c317c18ea4321806d7d868184b4d2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.5, 'displayQty': None, 'stopPx': 135.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 12, 0, 21, 41000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 12, 0, 21, 41000, tzinfo=tzlocal())}} 2020-01-05 12:00:29 INFO: process event {'orderID': 'b82e6559-8526-8fcc-6574-1489240898ec', 'clOrdID': '034c317c18ea4321806d7d868184b4d2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.5, 'displayQty': None, 'stopPx': 135.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-05T12:00:21.041Z', 'timestamp': '2020-01-05T12:00:21.041Z'} 2020-01-05 12:00:29 INFO: skip event 034c317c18ea4321806d7d868184b4d2 New 2020-01-05 12:06:10 INFO: process event {'orderID': 'b82e6559-8526-8fcc-6574-1489240898ec', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-05T12:06:10.608Z', 'clOrdID': '034c317c18ea4321806d7d868184b4d2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 12:06:10 INFO: skip event 034c317c18ea4321806d7d868184b4d2 2020-01-05 12:06:10 INFO: process event {'orderID': 'b82e6559-8526-8fcc-6574-1489240898ec', 'workingIndicator': True, 'transactTime': '2020-01-05T12:06:10.608Z', 'clOrdID': '034c317c18ea4321806d7d868184b4d2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T12:06:10.608Z'} 2020-01-05 12:06:10 INFO: skip event 034c317c18ea4321806d7d868184b4d2 2020-01-05 12:06:10 INFO: process event {'orderID': 'b82e6559-8526-8fcc-6574-1489240898ec', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 135.5, 'clOrdID': '034c317c18ea4321806d7d868184b4d2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T12:06:10.608Z'} 2020-01-05 12:06:10 INFO: add new event={'uid': '034c317c18ea4321806d7d868184b4d2', 'status': 'Filled'} 2020-01-05 12:06:11 INFO: start process event-------------------------------------------- 2020-01-05 12:06:11 INFO: fetch new order event 034c317c18ea4321806d7d868184b4d2 2020-01-05 12:06:11 INFO: fetch orders by event init={'stop': '134.7', 'take': '137.60000000000005', 'qty': '13.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-05 12:06:11 INFO: process init order filled 2020-01-05 12:06:11 INFO: save profit orders to storage stop=6a12a29006a84ac085d2ef1881d801de take=fae271b049514e38aa9a780393a86d9e 2020-01-05 12:06:11 INFO: place profit orders take_price=137.60000000000005, stop_price=134.7, qty=13.0, color=GREEN, ticker=ETHUSD 6a12a29006a84ac085d2ef1881d801de fae271b049514e38aa9a780393a86d9e 2020-01-05 12:06:11 INFO: place stop order ETHUSD: qty=-13.0, stop_price=134.7, stop_uid=6a12a29006a84ac085d2ef1881d801de 2020-01-05 12:06:11 INFO: exchange resp for stop order={'orderID': '03aaaad2-e71f-f66a-e250-bcb5631b7286', 'clOrdID': '6a12a29006a84ac085d2ef1881d801de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 134.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 12, 6, 11, 824000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 12, 6, 11, 824000, tzinfo=tzlocal())} 2020-01-05 12:06:11 INFO: place limit order ETHUSD: qty=-13.0, price=137.60000000000005, take_uid=fae271b049514e38aa9a780393a86d9e 2020-01-05 12:06:11 INFO: exchange resp for take profit order={'orderID': '9f56aaa7-a9a2-806c-9a22-14dfcd1868fc', 'clOrdID': 'fae271b049514e38aa9a780393a86d9e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 137.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 12, 6, 11, 944000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 12, 6, 11, 944000, tzinfo=tzlocal())} 2020-01-05 12:06:11 INFO: place profit orders={'stop': {'response': {'orderID': '03aaaad2-e71f-f66a-e250-bcb5631b7286', 'clOrdID': '6a12a29006a84ac085d2ef1881d801de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 134.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 12, 6, 11, 824000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 12, 6, 11, 824000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': '6a12a29006a84ac085d2ef1881d801de', 'price': 134.7}, 'take': {'response': {'orderID': '9f56aaa7-a9a2-806c-9a22-14dfcd1868fc', 'clOrdID': 'fae271b049514e38aa9a780393a86d9e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 137.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 12, 6, 11, 944000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 12, 6, 11, 944000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': 'fae271b049514e38aa9a780393a86d9e', 'price': 137.60000000000005}} 2020-01-05 12:06:11 INFO: rm init order from db 034c317c18ea4321806d7d868184b4d2 2020-01-05 12:06:11 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-05 12:06:12 INFO: process event {'orderID': '03aaaad2-e71f-f66a-e250-bcb5631b7286', 'clOrdID': '6a12a29006a84ac085d2ef1881d801de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 134.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-05T12:06:11.824Z', 'timestamp': '2020-01-05T12:06:11.824Z'} 2020-01-05 12:06:12 INFO: skip event 6a12a29006a84ac085d2ef1881d801de New 2020-01-05 12:06:12 INFO: process event {'orderID': '9f56aaa7-a9a2-806c-9a22-14dfcd1868fc', 'clOrdID': 'fae271b049514e38aa9a780393a86d9e', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 137.6, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-05T12:06:11.944Z', 'timestamp': '2020-01-05T12:06:11.944Z'} 2020-01-05 12:06:12 INFO: skip event fae271b049514e38aa9a780393a86d9e New 2020-01-05 12:06:12 INFO: process event {'orderID': '9f56aaa7-a9a2-806c-9a22-14dfcd1868fc', 'workingIndicator': True, 'clOrdID': 'fae271b049514e38aa9a780393a86d9e', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T12:06:11.944Z'} 2020-01-05 12:06:12 INFO: skip event fae271b049514e38aa9a780393a86d9e 2020-01-05 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.15, 'high': 136.0, 'low': 135.1, 'close': 136.0, 'trades': 1980, 'volume': 3870353, 'vwap': 135.61, 'lastSize': 60, 'turnover': 52483816785, 'homeNotional': 28793.72245549219, 'foreignNotional': 3904571.2827881607}, {'timestamp': datetime.datetime(2020, 1, 5, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.75, 'high': 135.4, 'low': 134.7, 'close': 135.15, 'trades': 1574, 'volume': 4088817, 'vwap': 134.95, 'lastSize': 1, 'turnover': 55174735885, 'homeNotional': 30347.11846491135, 'foreignNotional': 4095062.2487037643}, {'timestamp': datetime.datetime(2020, 1, 5, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.4, 'high': 135.55, 'low': 134.7, 'close': 134.75, 'trades': 2020, 'volume': 5750143, 'vwap': 135.01, 'lastSize': 118, 'turnover': 77631179850, 'homeNotional': 42641.51044442952, 'foreignNotional': 5756928.041427332}] 2020-01-05 13:00:21 INFO: prepare buckets [{'low_price': 135.1, 'high_price': 136.0, 'color': 'GREEN'}, {'low_price': 134.7, 'high_price': 135.4, 'color': 'GREEN'}, {'low_price': 134.7, 'high_price': 135.55, 'color': 'RED'}] 2020-01-05 13:00:21 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-05 13:00:21 INFO: check need new order None 2020-01-05 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.05, 'low': 135.35, 'close': 135.75, 'trades': 1623, 'volume': 2737971, 'vwap': 135.7, 'lastSize': 1236, 'turnover': 37153968290, 'homeNotional': 20363.38939635448, 'foreignNotional': 2763295.9184594024}, {'timestamp': datetime.datetime(2020, 1, 5, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.15, 'high': 136.0, 'low': 135.1, 'close': 136.0, 'trades': 1980, 'volume': 3870353, 'vwap': 135.61, 'lastSize': 60, 'turnover': 52483816785, 'homeNotional': 28793.72245549219, 'foreignNotional': 3904571.2827881607}, {'timestamp': datetime.datetime(2020, 1, 5, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.75, 'high': 135.4, 'low': 134.7, 'close': 135.15, 'trades': 1574, 'volume': 4088817, 'vwap': 134.95, 'lastSize': 1, 'turnover': 55174735885, 'homeNotional': 30347.11846491135, 'foreignNotional': 4095062.2487037643}] 2020-01-05 14:00:20 INFO: prepare buckets [{'low_price': 135.35, 'high_price': 136.05, 'color': 'RED'}, {'low_price': 135.1, 'high_price': 136.0, 'color': 'GREEN'}, {'low_price': 134.7, 'high_price': 135.4, 'color': 'GREEN'}] 2020-01-05 14:00:20 INFO: bucket_size=0.700000000000017 (allowed (0.39, 0.95)) 2020-01-05 14:00:20 INFO: check need new order {'low_price': 135.35, 'high_price': 136.05, 'color': 'RED'} 2020-01-05 14:00:20 INFO: place order: start low=135.35 high=136.05 RED ETHUSD price_offset=0.1 2020-01-05 14:00:20 INFO: place order: side_factor=1.0 init_trigger_price=135.29999999999998 init_order_price=135.25 stop_price_offset=0.0 bucket_size=0.700000000000017 stop_price=136.05 take_price=133.14999999999995 2020-01-05 14:00:20 INFO: place order: compute qty=-13.0 2020-01-05 14:00:20 INFO: place order: save order to db 32bb482d0b414ccaa1441bc29edfaa77; response=True 2020-01-05 14:00:20 INFO: process event {'orderID': '59e602bd-bb78-f419-b41b-b34f69010f6f', 'clOrdID': '32bb482d0b414ccaa1441bc29edfaa77', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.25, 'displayQty': None, 'stopPx': 135.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-05T14:00:20.676Z', 'timestamp': '2020-01-05T14:00:20.676Z'} 2020-01-05 14:00:20 INFO: skip event 32bb482d0b414ccaa1441bc29edfaa77 New 2020-01-05 14:00:20 INFO: post order to exchange resp={'orderID': '59e602bd-bb78-f419-b41b-b34f69010f6f', 'clOrdID': '32bb482d0b414ccaa1441bc29edfaa77', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.25, 'displayQty': None, 'stopPx': 135.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 14, 0, 20, 676000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 14, 0, 20, 676000, tzinfo=tzlocal())} 2020-01-05 14:00:20 INFO: place new init order {'qty': -13.0, 'init_price': 135.29999999999998, 'stop_price': 136.05, 'take_price': 133.14999999999995, 'order_uid': '32bb482d0b414ccaa1441bc29edfaa77', 'response': {'orderID': '59e602bd-bb78-f419-b41b-b34f69010f6f', 'clOrdID': '32bb482d0b414ccaa1441bc29edfaa77', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 135.25, 'displayQty': None, 'stopPx': 135.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 5, 14, 0, 20, 676000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 14, 0, 20, 676000, tzinfo=tzlocal())}} 2020-01-05 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.75, 'high': 136.05, 'low': 135.65, 'close': 135.65, 'trades': 1021, 'volume': 1102483, 'vwap': 135.9, 'lastSize': 979, 'turnover': 14981666905, 'homeNotional': 8198.050728458493, 'foreignNotional': 1114035.2873228933}, {'timestamp': datetime.datetime(2020, 1, 5, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.05, 'low': 135.35, 'close': 135.75, 'trades': 1623, 'volume': 2737971, 'vwap': 135.7, 'lastSize': 1236, 'turnover': 37153968290, 'homeNotional': 20363.38939635448, 'foreignNotional': 2763295.9184594024}, {'timestamp': datetime.datetime(2020, 1, 5, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.15, 'high': 136.0, 'low': 135.1, 'close': 136.0, 'trades': 1980, 'volume': 3870353, 'vwap': 135.61, 'lastSize': 60, 'turnover': 52483816785, 'homeNotional': 28793.72245549219, 'foreignNotional': 3904571.2827881607}] 2020-01-05 15:00:20 INFO: prepare buckets [{'low_price': 135.65, 'high_price': 136.05, 'color': 'RED'}, {'low_price': 135.35, 'high_price': 136.05, 'color': 'RED'}, {'low_price': 135.1, 'high_price': 136.0, 'color': 'GREEN'}] 2020-01-05 15:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95)) 2020-01-05 15:00:20 INFO: check need new order None 2020-01-05 15:15:21 INFO: process event {'orderID': 'ee49cc15-763e-dbfa-2edd-1e2087c3d099', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-05T15:15:21.912Z', 'clOrdID': '141d0752b46746e981fd5dcec2c8c952', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 15:15:21 INFO: skip event 141d0752b46746e981fd5dcec2c8c952 2020-01-05 15:15:21 INFO: process event {'orderID': 'ee49cc15-763e-dbfa-2edd-1e2087c3d099', 'price': 136.2, 'workingIndicator': True, 'transactTime': '2020-01-05T15:15:21.912Z', 'clOrdID': '141d0752b46746e981fd5dcec2c8c952', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T15:15:21.912Z'} 2020-01-05 15:15:21 INFO: skip event 141d0752b46746e981fd5dcec2c8c952 2020-01-05 15:15:21 INFO: process event {'orderID': 'ee49cc15-763e-dbfa-2edd-1e2087c3d099', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 136.2, 'clOrdID': '141d0752b46746e981fd5dcec2c8c952', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T15:15:21.912Z'} 2020-01-05 15:15:21 INFO: add new event={'uid': '141d0752b46746e981fd5dcec2c8c952', 'status': 'Filled'} 2020-01-05 15:15:22 INFO: start process event-------------------------------------------- 2020-01-05 15:15:22 INFO: fetch new order event 141d0752b46746e981fd5dcec2c8c952 2020-01-05 15:15:22 INFO: fetch orders by event init=None profit_pair=a99fce6be1894917844521773d4cc6b1 2020-01-05 15:15:22 INFO: process profit order filled 2020-01-05 15:15:22 INFO: process event {'orderID': '58960c9c-bb12-c4d9-bb25-6ae995f151d7', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-05T15:15:22.489Z', 'clOrdID': 'a99fce6be1894917844521773d4cc6b1', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 15:15:22 INFO: skip event a99fce6be1894917844521773d4cc6b1 Canceled 2020-01-05 15:15:22 INFO: cancel order=a99fce6be1894917844521773d4cc6b1 [{'orderID': '58960c9c-bb12-c4d9-bb25-6ae995f151d7', 'clOrdID': 'a99fce6be1894917844521773d4cc6b1', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 132.5, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 53, 37, 852000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 15, 15, 22, 489000, tzinfo=tzlocal())}] 2020-01-05 15:15:22 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-05 15:15:55 INFO: process event {'orderID': 'aae3d8e8-c0a1-f51c-874a-d6339d601cb3', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-05T15:15:55.095Z', 'clOrdID': '7a271f6e14d1453380c7462a8dafcf38', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 15:15:55 INFO: skip event 7a271f6e14d1453380c7462a8dafcf38 2020-01-05 15:15:55 INFO: process event {'orderID': 'aae3d8e8-c0a1-f51c-874a-d6339d601cb3', 'price': 136.35, 'workingIndicator': True, 'transactTime': '2020-01-05T15:15:55.095Z', 'clOrdID': '7a271f6e14d1453380c7462a8dafcf38', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T15:15:55.095Z'} 2020-01-05 15:15:55 INFO: skip event 7a271f6e14d1453380c7462a8dafcf38 2020-01-05 15:15:55 INFO: process event {'orderID': 'aae3d8e8-c0a1-f51c-874a-d6339d601cb3', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 20, 'avgPx': 136.35, 'clOrdID': '7a271f6e14d1453380c7462a8dafcf38', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-05T15:15:55.095Z'} 2020-01-05 15:15:55 INFO: add new event={'uid': '7a271f6e14d1453380c7462a8dafcf38', 'status': 'Filled'} 2020-01-05 15:15:55 INFO: start process event-------------------------------------------- 2020-01-05 15:15:55 INFO: fetch new order event 7a271f6e14d1453380c7462a8dafcf38 2020-01-05 15:15:55 INFO: fetch orders by event init=None profit_pair=d99c3d61c2cf4658b28164b2ababa3eb 2020-01-05 15:15:55 INFO: process profit order filled 2020-01-05 15:15:55 INFO: cancel order=d99c3d61c2cf4658b28164b2ababa3eb [{'orderID': '29d6f92f-c45e-e726-1270-cfffa70bd871', 'clOrdID': 'd99c3d61c2cf4658b28164b2ababa3eb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 20, 'price': 134.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 8, 11, 55, 516000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 15, 15, 55, 837000, tzinfo=tzlocal())}] 2020-01-05 15:15:55 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-05 15:15:56 INFO: process event {'orderID': '29d6f92f-c45e-e726-1270-cfffa70bd871', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-05T15:15:55.837Z', 'clOrdID': 'd99c3d61c2cf4658b28164b2ababa3eb', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 15:15:56 INFO: skip event d99c3d61c2cf4658b28164b2ababa3eb Canceled 2020-01-05 15:32:56 INFO: process event {'orderID': '9f56aaa7-a9a2-806c-9a22-14dfcd1868fc', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 137.6, 'timestamp': '2020-01-05T15:32:56.145Z', 'clOrdID': 'fae271b049514e38aa9a780393a86d9e', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 15:32:56 INFO: add new event={'uid': 'fae271b049514e38aa9a780393a86d9e', 'status': 'Filled'} 2020-01-05 15:32:57 INFO: start process event-------------------------------------------- 2020-01-05 15:32:57 INFO: fetch new order event fae271b049514e38aa9a780393a86d9e 2020-01-05 15:32:57 INFO: fetch orders by event init=None profit_pair=6a12a29006a84ac085d2ef1881d801de 2020-01-05 15:32:57 INFO: process profit order filled 2020-01-05 15:32:58 INFO: cancel order=6a12a29006a84ac085d2ef1881d801de [{'orderID': '03aaaad2-e71f-f66a-e250-bcb5631b7286', 'clOrdID': '6a12a29006a84ac085d2ef1881d801de', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 134.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 5, 12, 6, 11, 824000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 5, 15, 32, 58, 112000, tzinfo=tzlocal())}] 2020-01-05 15:32:58 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-05 15:32:58 INFO: process event {'orderID': '03aaaad2-e71f-f66a-e250-bcb5631b7286', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-05T15:32:58.112Z', 'clOrdID': '6a12a29006a84ac085d2ef1881d801de', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 15:32:58 INFO: skip event 6a12a29006a84ac085d2ef1881d801de Canceled 2020-01-05 15:34:07 INFO: process event {'orderID': '59e602bd-bb78-f419-b41b-b34f69010f6f', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-05T15:34:06.986Z', 'clOrdID': '32bb482d0b414ccaa1441bc29edfaa77', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-05 15:34:07 INFO: skip event 32bb482d0b414ccaa1441bc29edfaa77 Canceled 2020-01-05 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.65, 'high': 138.65, 'low': 135.65, 'close': 137.1, 'trades': 8032, 'volume': 18605057, 'vwap': 137.48, 'lastSize': 1700, 'turnover': 255773457855, 'homeNotional': 138741.758609354, 'foreignNotional': 19073631.87121808}, {'timestamp': datetime.datetime(2020, 1, 5, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.75, 'high': 136.05, 'low': 135.65, 'close': 135.65, 'trades': 1021, 'volume': 1102483, 'vwap': 135.9, 'lastSize': 979, 'turnover': 14981666905, 'homeNotional': 8198.050728458493, 'foreignNotional': 1114035.2873228933}, {'timestamp': datetime.datetime(2020, 1, 5, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.05, 'low': 135.35, 'close': 135.75, 'trades': 1623, 'volume': 2737971, 'vwap': 135.7, 'lastSize': 1236, 'turnover': 37153968290, 'homeNotional': 20363.38939635448, 'foreignNotional': 2763295.9184594024}] 2020-01-05 16:00:20 INFO: prepare buckets [{'low_price': 135.65, 'high_price': 138.65, 'color': 'GREEN'}, {'low_price': 135.65, 'high_price': 136.05, 'color': 'RED'}, {'low_price': 135.35, 'high_price': 136.05, 'color': 'RED'}] 2020-01-05 16:00:20 INFO: bucket_size=3.0 (allowed (0.39, 0.95)) 2020-01-05 16:00:20 WARNING: skip bucket by bucket_size=3.0 too big 2020-01-05 16:00:20 INFO: check need new order None 2020-01-05 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.1, 'high': 138.15, 'low': 136.75, 'close': 137.2, 'trades': 7075, 'volume': 11191622, 'vwap': 137.45, 'lastSize': 1000, 'turnover': 153826889920, 'homeNotional': 83529.65314579208, 'foreignNotional': 11481028.94914291}, {'timestamp': datetime.datetime(2020, 1, 5, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.65, 'high': 138.65, 'low': 135.65, 'close': 137.1, 'trades': 8032, 'volume': 18605057, 'vwap': 137.48, 'lastSize': 1700, 'turnover': 255773457855, 'homeNotional': 138741.758609354, 'foreignNotional': 19073631.87121808}, {'timestamp': datetime.datetime(2020, 1, 5, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.75, 'high': 136.05, 'low': 135.65, 'close': 135.65, 'trades': 1021, 'volume': 1102483, 'vwap': 135.9, 'lastSize': 979, 'turnover': 14981666905, 'homeNotional': 8198.050728458493, 'foreignNotional': 1114035.2873228933}] 2020-01-05 17:00:20 INFO: prepare buckets [{'low_price': 136.75, 'high_price': 138.15, 'color': 'GREEN'}, {'low_price': 135.65, 'high_price': 138.65, 'color': 'GREEN'}, {'low_price': 135.65, 'high_price': 136.05, 'color': 'RED'}] 2020-01-05 17:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.39, 0.95)) 2020-01-05 17:00:20 WARNING: skip bucket by bucket_size=1.4000000000000057 too big 2020-01-05 17:00:20 INFO: check need new order None 2020-01-05 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.2, 'high': 138.25, 'low': 136.9, 'close': 137.95, 'trades': 2366, 'volume': 4478162, 'vwap': 137.76, 'lastSize': 500, 'turnover': 61690766345, 'homeNotional': 33403.96873723141, 'foreignNotional': 4601708.876717509}, {'timestamp': datetime.datetime(2020, 1, 5, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.1, 'high': 138.15, 'low': 136.75, 'close': 137.2, 'trades': 7075, 'volume': 11191622, 'vwap': 137.45, 'lastSize': 1000, 'turnover': 153826889920, 'homeNotional': 83529.65314579208, 'foreignNotional': 11481028.94914291}, {'timestamp': datetime.datetime(2020, 1, 5, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.65, 'high': 138.65, 'low': 135.65, 'close': 137.1, 'trades': 8032, 'volume': 18605057, 'vwap': 137.48, 'lastSize': 1700, 'turnover': 255773457855, 'homeNotional': 138741.758609354, 'foreignNotional': 19073631.87121808}] 2020-01-05 18:00:20 INFO: prepare buckets [{'low_price': 136.9, 'high_price': 138.25, 'color': 'GREEN'}, {'low_price': 136.75, 'high_price': 138.15, 'color': 'GREEN'}, {'low_price': 135.65, 'high_price': 138.65, 'color': 'GREEN'}] 2020-01-05 18:00:20 INFO: bucket_size=1.3499999999999943 (allowed (0.39, 0.95)) 2020-01-05 18:00:20 WARNING: skip bucket by bucket_size=1.3499999999999943 too big 2020-01-05 18:00:20 INFO: check need new order None 2020-01-05 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.95, 'high': 138.15, 'low': 136.95, 'close': 137.85, 'trades': 2802, 'volume': 6269350, 'vwap': 137.45, 'lastSize': 20, 'turnover': 86166373080, 'homeNotional': 46636.381566644675, 'foreignNotional': 6409754.670387098}, {'timestamp': datetime.datetime(2020, 1, 5, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.2, 'high': 138.25, 'low': 136.9, 'close': 137.95, 'trades': 2366, 'volume': 4478162, 'vwap': 137.76, 'lastSize': 500, 'turnover': 61690766345, 'homeNotional': 33403.96873723141, 'foreignNotional': 4601708.876717509}, {'timestamp': datetime.datetime(2020, 1, 5, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.1, 'high': 138.15, 'low': 136.75, 'close': 137.2, 'trades': 7075, 'volume': 11191622, 'vwap': 137.45, 'lastSize': 1000, 'turnover': 153826889920, 'homeNotional': 83529.65314579208, 'foreignNotional': 11481028.94914291}] 2020-01-05 19:00:20 INFO: prepare buckets [{'low_price': 136.95, 'high_price': 138.15, 'color': 'RED'}, {'low_price': 136.9, 'high_price': 138.25, 'color': 'GREEN'}, {'low_price': 136.75, 'high_price': 138.15, 'color': 'GREEN'}] 2020-01-05 19:00:20 INFO: bucket_size=1.200000000000017 (allowed (0.39, 0.95)) 2020-01-05 19:00:20 WARNING: skip bucket by bucket_size=1.200000000000017 too big 2020-01-05 19:00:20 INFO: check need new order None 2020-01-05 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.85, 'high': 138.05, 'low': 137.45, 'close': 138.05, 'trades': 1409, 'volume': 2311204, 'vwap': 137.72, 'lastSize': 2, 'turnover': 31827606170, 'homeNotional': 17183.90886204782, 'foreignNotional': 2366397.875287263}, {'timestamp': datetime.datetime(2020, 1, 5, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.95, 'high': 138.15, 'low': 136.95, 'close': 137.85, 'trades': 2802, 'volume': 6269350, 'vwap': 137.45, 'lastSize': 20, 'turnover': 86166373080, 'homeNotional': 46636.381566644675, 'foreignNotional': 6409754.670387098}, {'timestamp': datetime.datetime(2020, 1, 5, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.2, 'high': 138.25, 'low': 136.9, 'close': 137.95, 'trades': 2366, 'volume': 4478162, 'vwap': 137.76, 'lastSize': 500, 'turnover': 61690766345, 'homeNotional': 33403.96873723141, 'foreignNotional': 4601708.876717509}] 2020-01-05 20:00:20 INFO: prepare buckets [{'low_price': 137.45, 'high_price': 138.05, 'color': 'GREEN'}, {'low_price': 136.95, 'high_price': 138.15, 'color': 'RED'}, {'low_price': 136.9, 'high_price': 138.25, 'color': 'GREEN'}] 2020-01-05 20:00:20 INFO: bucket_size=0.6000000000000227 (allowed (0.39, 0.95)) 2020-01-05 20:00:20 INFO: check need new order None 2020-01-05 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.05, 'high': 138.2, 'low': 137.45, 'close': 137.85, 'trades': 1688, 'volume': 2651747, 'vwap': 137.91, 'lastSize': 2796, 'turnover': 36567787170, 'homeNotional': 19704.581829464532, 'foreignNotional': 2717277.273524379}, {'timestamp': datetime.datetime(2020, 1, 5, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.85, 'high': 138.05, 'low': 137.45, 'close': 138.05, 'trades': 1409, 'volume': 2311204, 'vwap': 137.72, 'lastSize': 2, 'turnover': 31827606170, 'homeNotional': 17183.90886204782, 'foreignNotional': 2366397.875287263}, {'timestamp': datetime.datetime(2020, 1, 5, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.95, 'high': 138.15, 'low': 136.95, 'close': 137.85, 'trades': 2802, 'volume': 6269350, 'vwap': 137.45, 'lastSize': 20, 'turnover': 86166373080, 'homeNotional': 46636.381566644675, 'foreignNotional': 6409754.670387098}] 2020-01-05 21:00:20 INFO: prepare buckets [{'low_price': 137.45, 'high_price': 138.2, 'color': 'RED'}, {'low_price': 137.45, 'high_price': 138.05, 'color': 'GREEN'}, {'low_price': 136.95, 'high_price': 138.15, 'color': 'RED'}] 2020-01-05 21:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-05 21:00:20 INFO: check need new order None 2020-01-05 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.85, 'high': 137.85, 'low': 134.85, 'close': 135.45, 'trades': 8356, 'volume': 18819170, 'vwap': 136.04, 'lastSize': 1000, 'turnover': 256000073325, 'homeNotional': 139049.5400602301, 'foreignNotional': 18915327.17744417}, {'timestamp': datetime.datetime(2020, 1, 5, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.05, 'high': 138.2, 'low': 137.45, 'close': 137.85, 'trades': 1688, 'volume': 2651747, 'vwap': 137.91, 'lastSize': 2796, 'turnover': 36567787170, 'homeNotional': 19704.581829464532, 'foreignNotional': 2717277.273524379}, {'timestamp': datetime.datetime(2020, 1, 5, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.85, 'high': 138.05, 'low': 137.45, 'close': 138.05, 'trades': 1409, 'volume': 2311204, 'vwap': 137.72, 'lastSize': 2, 'turnover': 31827606170, 'homeNotional': 17183.90886204782, 'foreignNotional': 2366397.875287263}] 2020-01-05 22:00:20 INFO: prepare buckets [{'low_price': 134.85, 'high_price': 137.85, 'color': 'RED'}, {'low_price': 137.45, 'high_price': 138.2, 'color': 'RED'}, {'low_price': 137.45, 'high_price': 138.05, 'color': 'GREEN'}] 2020-01-05 22:00:20 INFO: bucket_size=3.0 (allowed (0.39, 0.95)) 2020-01-05 22:00:20 WARNING: skip bucket by bucket_size=3.0 too big 2020-01-05 22:00:20 INFO: check need new order None 2020-01-05 23:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 5, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.45, 'high': 135.85, 'low': 134.2, 'close': 134.9, 'trades': 4990, 'volume': 11937798, 'vwap': 134.81, 'lastSize': 500, 'turnover': 160931672645, 'homeNotional': 87719.73051323713, 'foreignNotional': 11825422.290097147}, {'timestamp': datetime.datetime(2020, 1, 5, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.85, 'high': 137.85, 'low': 134.85, 'close': 135.45, 'trades': 8356, 'volume': 18819170, 'vwap': 136.04, 'lastSize': 1000, 'turnover': 256000073325, 'homeNotional': 139049.5400602301, 'foreignNotional': 18915327.17744417}, {'timestamp': datetime.datetime(2020, 1, 5, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.05, 'high': 138.2, 'low': 137.45, 'close': 137.85, 'trades': 1688, 'volume': 2651747, 'vwap': 137.91, 'lastSize': 2796, 'turnover': 36567787170, 'homeNotional': 19704.581829464532, 'foreignNotional': 2717277.273524379}] 2020-01-05 23:00:21 INFO: prepare buckets [{'low_price': 134.2, 'high_price': 135.85, 'color': 'RED'}, {'low_price': 134.85, 'high_price': 137.85, 'color': 'RED'}, {'low_price': 137.45, 'high_price': 138.2, 'color': 'RED'}] 2020-01-05 23:00:21 INFO: bucket_size=1.6500000000000057 (allowed (0.39, 0.95)) 2020-01-05 23:00:21 WARNING: skip bucket by bucket_size=1.6500000000000057 too big 2020-01-05 23:00:21 INFO: check need new order None 2020-01-06 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 135.4, 'low': 134.15, 'close': 135.4, 'trades': 2213, 'volume': 4575873, 'vwap': 134.85, 'lastSize': 200, 'turnover': 61701632885, 'homeNotional': 33601.929823735554, 'foreignNotional': 4530939.479831247}, {'timestamp': datetime.datetime(2020, 1, 5, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.45, 'high': 135.85, 'low': 134.2, 'close': 134.9, 'trades': 4990, 'volume': 11937798, 'vwap': 134.81, 'lastSize': 500, 'turnover': 160931672645, 'homeNotional': 87719.73051323713, 'foreignNotional': 11825422.290097147}, {'timestamp': datetime.datetime(2020, 1, 5, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.85, 'high': 137.85, 'low': 134.85, 'close': 135.45, 'trades': 8356, 'volume': 18819170, 'vwap': 136.04, 'lastSize': 1000, 'turnover': 256000073325, 'homeNotional': 139049.5400602301, 'foreignNotional': 18915327.17744417}] 2020-01-06 00:00:20 INFO: prepare buckets [{'low_price': 134.15, 'high_price': 135.4, 'color': 'GREEN'}, {'low_price': 134.2, 'high_price': 135.85, 'color': 'RED'}, {'low_price': 134.85, 'high_price': 137.85, 'color': 'RED'}] 2020-01-06 00:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-06 00:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-06 00:00:20 INFO: check need new order None 2020-01-06 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.4, 'high': 135.6, 'low': 134.8, 'close': 135.6, 'trades': 2444, 'volume': 4103767, 'vwap': 135.19, 'lastSize': 100, 'turnover': 55478728805, 'homeNotional': 30189.03917481904, 'foreignNotional': 4081255.1003424725}, {'timestamp': datetime.datetime(2020, 1, 6, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 135.4, 'low': 134.15, 'close': 135.4, 'trades': 2213, 'volume': 4575873, 'vwap': 134.85, 'lastSize': 200, 'turnover': 61701632885, 'homeNotional': 33601.929823735554, 'foreignNotional': 4530939.479831247}, {'timestamp': datetime.datetime(2020, 1, 5, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.45, 'high': 135.85, 'low': 134.2, 'close': 134.9, 'trades': 4990, 'volume': 11937798, 'vwap': 134.81, 'lastSize': 500, 'turnover': 160931672645, 'homeNotional': 87719.73051323713, 'foreignNotional': 11825422.290097147}] 2020-01-06 01:00:20 INFO: prepare buckets [{'low_price': 134.8, 'high_price': 135.6, 'color': 'GREEN'}, {'low_price': 134.15, 'high_price': 135.4, 'color': 'GREEN'}, {'low_price': 134.2, 'high_price': 135.85, 'color': 'RED'}] 2020-01-06 01:00:20 INFO: bucket_size=0.799999999999983 (allowed (0.39, 0.95)) 2020-01-06 01:00:20 INFO: check need new order None 2020-01-06 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.6, 'high': 137.45, 'low': 135.35, 'close': 137.25, 'trades': 3535, 'volume': 5619909, 'vwap': 136.12, 'lastSize': 1000, 'turnover': 76494597365, 'homeNotional': 41483.00177017815, 'foreignNotional': 5646435.237406899}, {'timestamp': datetime.datetime(2020, 1, 6, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.4, 'high': 135.6, 'low': 134.8, 'close': 135.6, 'trades': 2444, 'volume': 4103767, 'vwap': 135.19, 'lastSize': 100, 'turnover': 55478728805, 'homeNotional': 30189.03917481904, 'foreignNotional': 4081255.1003424725}, {'timestamp': datetime.datetime(2020, 1, 6, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 134.9, 'high': 135.4, 'low': 134.15, 'close': 135.4, 'trades': 2213, 'volume': 4575873, 'vwap': 134.85, 'lastSize': 200, 'turnover': 61701632885, 'homeNotional': 33601.929823735554, 'foreignNotional': 4530939.479831247}] 2020-01-06 02:00:20 INFO: prepare buckets [{'low_price': 135.35, 'high_price': 137.45, 'color': 'GREEN'}, {'low_price': 134.8, 'high_price': 135.6, 'color': 'GREEN'}, {'low_price': 134.15, 'high_price': 135.4, 'color': 'GREEN'}] 2020-01-06 02:00:20 INFO: bucket_size=2.0999999999999943 (allowed (0.39, 0.95)) 2020-01-06 02:00:20 WARNING: skip bucket by bucket_size=2.0999999999999943 too big 2020-01-06 02:00:20 INFO: check need new order None 2020-01-06 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.25, 'high': 139.75, 'low': 137.15, 'close': 139.15, 'trades': 8158, 'volume': 18520871, 'vwap': 138.75, 'lastSize': 20, 'turnover': 256973111575, 'homeNotional': 138679.49729454218, 'foreignNotional': 19241769.413006578}, {'timestamp': datetime.datetime(2020, 1, 6, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.6, 'high': 137.45, 'low': 135.35, 'close': 137.25, 'trades': 3535, 'volume': 5619909, 'vwap': 136.12, 'lastSize': 1000, 'turnover': 76494597365, 'homeNotional': 41483.00177017815, 'foreignNotional': 5646435.237406899}, {'timestamp': datetime.datetime(2020, 1, 6, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.4, 'high': 135.6, 'low': 134.8, 'close': 135.6, 'trades': 2444, 'volume': 4103767, 'vwap': 135.19, 'lastSize': 100, 'turnover': 55478728805, 'homeNotional': 30189.03917481904, 'foreignNotional': 4081255.1003424725}] 2020-01-06 03:00:20 INFO: prepare buckets [{'low_price': 137.15, 'high_price': 139.75, 'color': 'GREEN'}, {'low_price': 135.35, 'high_price': 137.45, 'color': 'GREEN'}, {'low_price': 134.8, 'high_price': 135.6, 'color': 'GREEN'}] 2020-01-06 03:00:20 INFO: bucket_size=2.5999999999999943 (allowed (0.39, 0.95)) 2020-01-06 03:00:20 WARNING: skip bucket by bucket_size=2.5999999999999943 too big 2020-01-06 03:00:20 INFO: check need new order None 2020-01-06 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.15, 'high': 139.75, 'low': 138.15, 'close': 139.65, 'trades': 3796, 'volume': 10815226, 'vwap': 139.13, 'lastSize': 80, 'turnover': 150469014375, 'homeNotional': 81469.7737995652, 'foreignNotional': 11334669.998815022}, {'timestamp': datetime.datetime(2020, 1, 6, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.25, 'high': 139.75, 'low': 137.15, 'close': 139.15, 'trades': 8158, 'volume': 18520871, 'vwap': 138.75, 'lastSize': 20, 'turnover': 256973111575, 'homeNotional': 138679.49729454218, 'foreignNotional': 19241769.413006578}, {'timestamp': datetime.datetime(2020, 1, 6, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.6, 'high': 137.45, 'low': 135.35, 'close': 137.25, 'trades': 3535, 'volume': 5619909, 'vwap': 136.12, 'lastSize': 1000, 'turnover': 76494597365, 'homeNotional': 41483.00177017815, 'foreignNotional': 5646435.237406899}] 2020-01-06 04:00:21 INFO: prepare buckets [{'low_price': 138.15, 'high_price': 139.75, 'color': 'GREEN'}, {'low_price': 137.15, 'high_price': 139.75, 'color': 'GREEN'}, {'low_price': 135.35, 'high_price': 137.45, 'color': 'GREEN'}] 2020-01-06 04:00:21 INFO: bucket_size=1.5999999999999943 (allowed (0.39, 0.95)) 2020-01-06 04:00:21 WARNING: skip bucket by bucket_size=1.5999999999999943 too big 2020-01-06 04:00:21 INFO: check need new order None 2020-01-06 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.65, 'high': 139.95, 'low': 139.25, 'close': 139.4, 'trades': 2439, 'volume': 5955968, 'vwap': 139.67, 'lastSize': 700, 'turnover': 83186074730, 'homeNotional': 44896.84274307141, 'foreignNotional': 6270680.964170232}, {'timestamp': datetime.datetime(2020, 1, 6, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.15, 'high': 139.75, 'low': 138.15, 'close': 139.65, 'trades': 3796, 'volume': 10815226, 'vwap': 139.13, 'lastSize': 80, 'turnover': 150469014375, 'homeNotional': 81469.7737995652, 'foreignNotional': 11334669.998815022}, {'timestamp': datetime.datetime(2020, 1, 6, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.25, 'high': 139.75, 'low': 137.15, 'close': 139.15, 'trades': 8158, 'volume': 18520871, 'vwap': 138.75, 'lastSize': 20, 'turnover': 256973111575, 'homeNotional': 138679.49729454218, 'foreignNotional': 19241769.413006578}] 2020-01-06 05:00:20 INFO: prepare buckets [{'low_price': 139.25, 'high_price': 139.95, 'color': 'RED'}, {'low_price': 138.15, 'high_price': 139.75, 'color': 'GREEN'}, {'low_price': 137.15, 'high_price': 139.75, 'color': 'GREEN'}] 2020-01-06 05:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 0.95)) 2020-01-06 05:00:20 INFO: check need new order {'low_price': 139.25, 'high_price': 139.95, 'color': 'RED'} 2020-01-06 05:00:20 INFO: place order: start low=139.25 high=139.95 RED ETHUSD price_offset=0.1 2020-01-06 05:00:20 INFO: place order: side_factor=1.0 init_trigger_price=139.2 init_order_price=139.15 stop_price_offset=0.0 bucket_size=0.6999999999999886 stop_price=139.95 take_price=137.05000000000004 2020-01-06 05:00:20 INFO: place order: compute qty=-13.0 2020-01-06 05:00:20 INFO: place order: save order to db 89655aa867754b6aa02ea8adcf0c0267; response=True 2020-01-06 05:00:20 INFO: post order to exchange resp={'orderID': '89458b60-e16e-0b12-693f-f9cc44a54e2c', 'clOrdID': '89655aa867754b6aa02ea8adcf0c0267', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 139.15, 'displayQty': None, 'stopPx': 139.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 6, 5, 0, 20, 796000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 6, 5, 0, 20, 796000, tzinfo=tzlocal())} 2020-01-06 05:00:20 INFO: place new init order {'qty': -13.0, 'init_price': 139.2, 'stop_price': 139.95, 'take_price': 137.05000000000004, 'order_uid': '89655aa867754b6aa02ea8adcf0c0267', 'response': {'orderID': '89458b60-e16e-0b12-693f-f9cc44a54e2c', 'clOrdID': '89655aa867754b6aa02ea8adcf0c0267', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 139.15, 'displayQty': None, 'stopPx': 139.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 6, 5, 0, 20, 796000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 6, 5, 0, 20, 796000, tzinfo=tzlocal())}} 2020-01-06 05:00:21 INFO: process event {'orderID': '89458b60-e16e-0b12-693f-f9cc44a54e2c', 'clOrdID': '89655aa867754b6aa02ea8adcf0c0267', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 139.15, 'displayQty': None, 'stopPx': 139.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-06T05:00:20.796Z', 'timestamp': '2020-01-06T05:00:20.796Z'} 2020-01-06 05:00:21 INFO: skip event 89655aa867754b6aa02ea8adcf0c0267 New 2020-01-06 05:13:49 INFO: process event {'orderID': '89458b60-e16e-0b12-693f-f9cc44a54e2c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-06T05:13:49.197Z', 'clOrdID': '89655aa867754b6aa02ea8adcf0c0267', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-06 05:13:49 INFO: skip event 89655aa867754b6aa02ea8adcf0c0267 2020-01-06 05:13:49 INFO: process event {'orderID': '89458b60-e16e-0b12-693f-f9cc44a54e2c', 'workingIndicator': True, 'transactTime': '2020-01-06T05:13:49.197Z', 'clOrdID': '89655aa867754b6aa02ea8adcf0c0267', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-06T05:13:49.197Z'} 2020-01-06 05:13:49 INFO: skip event 89655aa867754b6aa02ea8adcf0c0267 2020-01-06 05:13:49 INFO: process event {'orderID': '89458b60-e16e-0b12-693f-f9cc44a54e2c', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 139.2, 'clOrdID': '89655aa867754b6aa02ea8adcf0c0267', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-06T05:13:49.197Z'} 2020-01-06 05:13:49 INFO: add new event={'uid': '89655aa867754b6aa02ea8adcf0c0267', 'status': 'Filled'} 2020-01-06 05:13:49 INFO: start process event-------------------------------------------- 2020-01-06 05:13:49 INFO: fetch new order event 89655aa867754b6aa02ea8adcf0c0267 2020-01-06 05:13:49 INFO: fetch orders by event init={'stop': '139.95', 'take': '137.05000000000004', 'qty': '13.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-06 05:13:49 INFO: process init order filled 2020-01-06 05:13:49 INFO: save profit orders to storage stop=ea8d0417075d4330afaa407e287ba069 take=f48c2de0db8841f3a891d1835f4b2f59 2020-01-06 05:13:49 INFO: place profit orders take_price=137.05000000000004, stop_price=139.95, qty=13.0, color=RED, ticker=ETHUSD ea8d0417075d4330afaa407e287ba069 f48c2de0db8841f3a891d1835f4b2f59 2020-01-06 05:13:49 INFO: place stop order ETHUSD: qty=13.0, stop_price=139.95, stop_uid=ea8d0417075d4330afaa407e287ba069 2020-01-06 05:13:49 INFO: exchange resp for stop order={'orderID': '162abe6c-e74e-298f-bfdd-28055b9b2aee', 'clOrdID': 'ea8d0417075d4330afaa407e287ba069', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 139.95, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 6, 5, 13, 49, 966000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 6, 5, 13, 49, 966000, tzinfo=tzlocal())} 2020-01-06 05:13:49 INFO: process event {'orderID': '162abe6c-e74e-298f-bfdd-28055b9b2aee', 'clOrdID': 'ea8d0417075d4330afaa407e287ba069', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 139.95, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-06T05:13:49.966Z', 'timestamp': '2020-01-06T05:13:49.966Z'} 2020-01-06 05:13:49 INFO: skip event ea8d0417075d4330afaa407e287ba069 New 2020-01-06 05:13:49 INFO: place limit order ETHUSD: qty=13.0, price=137.05000000000004, take_uid=f48c2de0db8841f3a891d1835f4b2f59 2020-01-06 05:13:50 INFO: exchange resp for take profit order={'orderID': 'cad86e2e-2e12-617b-eb7d-fa446ea02330', 'clOrdID': 'f48c2de0db8841f3a891d1835f4b2f59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 137.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 6, 5, 13, 50, 162000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 6, 5, 13, 50, 162000, tzinfo=tzlocal())} 2020-01-06 05:13:50 INFO: place profit orders={'stop': {'response': {'orderID': '162abe6c-e74e-298f-bfdd-28055b9b2aee', 'clOrdID': 'ea8d0417075d4330afaa407e287ba069', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 139.95, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 6, 5, 13, 49, 966000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 6, 5, 13, 49, 966000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': 'ea8d0417075d4330afaa407e287ba069', 'price': 139.95}, 'take': {'response': {'orderID': 'cad86e2e-2e12-617b-eb7d-fa446ea02330', 'clOrdID': 'f48c2de0db8841f3a891d1835f4b2f59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 137.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 6, 5, 13, 50, 162000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 6, 5, 13, 50, 162000, tzinfo=tzlocal())}, 'qty': 13.0, 'uid': 'f48c2de0db8841f3a891d1835f4b2f59', 'price': 137.05000000000004}} 2020-01-06 05:13:50 INFO: rm init order from db 89655aa867754b6aa02ea8adcf0c0267 2020-01-06 05:13:50 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-06 05:13:50 INFO: process event {'orderID': 'cad86e2e-2e12-617b-eb7d-fa446ea02330', 'clOrdID': 'f48c2de0db8841f3a891d1835f4b2f59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 137.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-06T05:13:50.162Z', 'timestamp': '2020-01-06T05:13:50.162Z'} 2020-01-06 05:13:50 INFO: skip event f48c2de0db8841f3a891d1835f4b2f59 New 2020-01-06 05:13:50 INFO: process event {'orderID': 'cad86e2e-2e12-617b-eb7d-fa446ea02330', 'workingIndicator': True, 'clOrdID': 'f48c2de0db8841f3a891d1835f4b2f59', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-06T05:13:50.162Z'} 2020-01-06 05:13:50 INFO: skip event f48c2de0db8841f3a891d1835f4b2f59 2020-01-06 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.6, 'low': 138.7, 'close': 139.15, 'trades': 1754, 'volume': 3291328, 'vwap': 139.07, 'lastSize': 50, 'turnover': 45770511795, 'homeNotional': 24723.217363713822, 'foreignNotional': 3438114.316312957}, {'timestamp': datetime.datetime(2020, 1, 6, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.65, 'high': 139.95, 'low': 139.25, 'close': 139.4, 'trades': 2439, 'volume': 5955968, 'vwap': 139.67, 'lastSize': 700, 'turnover': 83186074730, 'homeNotional': 44896.84274307141, 'foreignNotional': 6270680.964170232}, {'timestamp': datetime.datetime(2020, 1, 6, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.15, 'high': 139.75, 'low': 138.15, 'close': 139.65, 'trades': 3796, 'volume': 10815226, 'vwap': 139.13, 'lastSize': 80, 'turnover': 150469014375, 'homeNotional': 81469.7737995652, 'foreignNotional': 11334669.998815022}] 2020-01-06 06:00:20 INFO: prepare buckets [{'low_price': 138.7, 'high_price': 139.6, 'color': 'RED'}, {'low_price': 139.25, 'high_price': 139.95, 'color': 'RED'}, {'low_price': 138.15, 'high_price': 139.75, 'color': 'GREEN'}] 2020-01-06 06:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-06 06:00:20 INFO: check need new order None 2020-01-06 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.15, 'high': 139.3, 'low': 138.9, 'close': 138.9, 'trades': 1386, 'volume': 2840294, 'vwap': 139.09, 'lastSize': 3200, 'turnover': 39504688290, 'homeNotional': 21341.14481982576, 'foreignNotional': 2968269.4766691304}, {'timestamp': datetime.datetime(2020, 1, 6, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.6, 'low': 138.7, 'close': 139.15, 'trades': 1754, 'volume': 3291328, 'vwap': 139.07, 'lastSize': 50, 'turnover': 45770511795, 'homeNotional': 24723.217363713822, 'foreignNotional': 3438114.316312957}, {'timestamp': datetime.datetime(2020, 1, 6, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.65, 'high': 139.95, 'low': 139.25, 'close': 139.4, 'trades': 2439, 'volume': 5955968, 'vwap': 139.67, 'lastSize': 700, 'turnover': 83186074730, 'homeNotional': 44896.84274307141, 'foreignNotional': 6270680.964170232}] 2020-01-06 07:00:20 INFO: prepare buckets [{'low_price': 138.9, 'high_price': 139.3, 'color': 'RED'}, {'low_price': 138.7, 'high_price': 139.6, 'color': 'RED'}, {'low_price': 139.25, 'high_price': 139.95, 'color': 'RED'}] 2020-01-06 07:00:20 INFO: bucket_size=0.4000000000000057 (allowed (0.39, 0.95)) 2020-01-06 07:00:20 INFO: check need new order None 2020-01-06 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.9, 'high': 139.2, 'low': 138.9, 'close': 138.95, 'trades': 720, 'volume': 1491872, 'vwap': 138.99, 'lastSize': 7847, 'turnover': 20735322395, 'homeNotional': 11209.26334650555, 'foreignNotional': 1557960.0540495494}, {'timestamp': datetime.datetime(2020, 1, 6, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.15, 'high': 139.3, 'low': 138.9, 'close': 138.9, 'trades': 1386, 'volume': 2840294, 'vwap': 139.09, 'lastSize': 3200, 'turnover': 39504688290, 'homeNotional': 21341.14481982576, 'foreignNotional': 2968269.4766691304}, {'timestamp': datetime.datetime(2020, 1, 6, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.6, 'low': 138.7, 'close': 139.15, 'trades': 1754, 'volume': 3291328, 'vwap': 139.07, 'lastSize': 50, 'turnover': 45770511795, 'homeNotional': 24723.217363713822, 'foreignNotional': 3438114.316312957}] 2020-01-06 08:00:20 INFO: prepare buckets [{'low_price': 138.9, 'high_price': 139.2, 'color': 'GREEN'}, {'low_price': 138.9, 'high_price': 139.3, 'color': 'RED'}, {'low_price': 138.7, 'high_price': 139.6, 'color': 'RED'}] 2020-01-06 08:00:20 INFO: bucket_size=0.29999999999998295 (allowed (0.39, 0.95)) 2020-01-06 08:00:20 WARNING: skip bucket by bucket_size=0.29999999999998295 too small 2020-01-06 08:00:20 INFO: check need new order None 2020-01-06 08:52:57 INFO: process event {'orderID': '162abe6c-e74e-298f-bfdd-28055b9b2aee', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-06T08:52:57.904Z', 'clOrdID': 'ea8d0417075d4330afaa407e287ba069', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-06 08:52:57 INFO: skip event ea8d0417075d4330afaa407e287ba069 2020-01-06 08:52:57 INFO: process event {'orderID': '162abe6c-e74e-298f-bfdd-28055b9b2aee', 'price': 139.95, 'workingIndicator': True, 'transactTime': '2020-01-06T08:52:57.904Z', 'clOrdID': 'ea8d0417075d4330afaa407e287ba069', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-06T08:52:57.904Z'} 2020-01-06 08:52:57 INFO: skip event ea8d0417075d4330afaa407e287ba069 2020-01-06 08:52:57 INFO: process event {'orderID': '162abe6c-e74e-298f-bfdd-28055b9b2aee', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 139.95, 'clOrdID': 'ea8d0417075d4330afaa407e287ba069', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-06T08:52:57.904Z'} 2020-01-06 08:52:57 INFO: add new event={'uid': 'ea8d0417075d4330afaa407e287ba069', 'status': 'Filled'} 2020-01-06 08:52:58 INFO: start process event-------------------------------------------- 2020-01-06 08:52:58 INFO: fetch new order event ea8d0417075d4330afaa407e287ba069 2020-01-06 08:52:58 INFO: fetch orders by event init=None profit_pair=f48c2de0db8841f3a891d1835f4b2f59 2020-01-06 08:52:58 INFO: process profit order filled 2020-01-06 08:52:59 INFO: cancel order=f48c2de0db8841f3a891d1835f4b2f59 [{'orderID': 'cad86e2e-2e12-617b-eb7d-fa446ea02330', 'clOrdID': 'f48c2de0db8841f3a891d1835f4b2f59', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 137.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 6, 5, 13, 50, 162000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 6, 8, 52, 59, 265000, tzinfo=tzlocal())}] 2020-01-06 08:52:59 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-06 08:52:59 INFO: process event {'orderID': 'cad86e2e-2e12-617b-eb7d-fa446ea02330', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-06T08:52:59.265Z', 'clOrdID': 'f48c2de0db8841f3a891d1835f4b2f59', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-06 08:52:59 INFO: skip event f48c2de0db8841f3a891d1835f4b2f59 Canceled 2020-01-06 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.95, 'high': 140.9, 'low': 138.95, 'close': 140.6, 'trades': 4774, 'volume': 8571026, 'vwap': 139.91, 'lastSize': 5000, 'turnover': 119910389280, 'homeNotional': 64502.10663604799, 'foreignNotional': 9024005.24797537}, {'timestamp': datetime.datetime(2020, 1, 6, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.9, 'high': 139.2, 'low': 138.9, 'close': 138.95, 'trades': 720, 'volume': 1491872, 'vwap': 138.99, 'lastSize': 7847, 'turnover': 20735322395, 'homeNotional': 11209.26334650555, 'foreignNotional': 1557960.0540495494}, {'timestamp': datetime.datetime(2020, 1, 6, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.15, 'high': 139.3, 'low': 138.9, 'close': 138.9, 'trades': 1386, 'volume': 2840294, 'vwap': 139.09, 'lastSize': 3200, 'turnover': 39504688290, 'homeNotional': 21341.14481982576, 'foreignNotional': 2968269.4766691304}] 2020-01-06 09:00:20 INFO: prepare buckets [{'low_price': 138.95, 'high_price': 140.9, 'color': 'GREEN'}, {'low_price': 138.9, 'high_price': 139.2, 'color': 'GREEN'}, {'low_price': 138.9, 'high_price': 139.3, 'color': 'RED'}] 2020-01-06 09:00:20 INFO: bucket_size=1.950000000000017 (allowed (0.39, 0.95)) 2020-01-06 09:00:20 WARNING: skip bucket by bucket_size=1.950000000000017 too big 2020-01-06 09:00:20 INFO: check need new order None 2020-01-06 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.6, 'high': 140.75, 'low': 139.75, 'close': 140.7, 'trades': 3074, 'volume': 6093217, 'vwap': 140.21, 'lastSize': 15, 'turnover': 85427072775, 'homeNotional': 45849.63948809404, 'foreignNotional': 6428142.821225645}, {'timestamp': datetime.datetime(2020, 1, 6, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.95, 'high': 140.9, 'low': 138.95, 'close': 140.6, 'trades': 4774, 'volume': 8571026, 'vwap': 139.91, 'lastSize': 5000, 'turnover': 119910389280, 'homeNotional': 64502.10663604799, 'foreignNotional': 9024005.24797537}, {'timestamp': datetime.datetime(2020, 1, 6, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.9, 'high': 139.2, 'low': 138.9, 'close': 138.95, 'trades': 720, 'volume': 1491872, 'vwap': 138.99, 'lastSize': 7847, 'turnover': 20735322395, 'homeNotional': 11209.26334650555, 'foreignNotional': 1557960.0540495494}] 2020-01-06 10:00:20 INFO: prepare buckets [{'low_price': 139.75, 'high_price': 140.75, 'color': 'GREEN'}, {'low_price': 138.95, 'high_price': 140.9, 'color': 'GREEN'}, {'low_price': 138.9, 'high_price': 139.2, 'color': 'GREEN'}] 2020-01-06 10:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-06 10:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-06 10:00:20 INFO: check need new order None 2020-01-06 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.7, 'high': 142.4, 'low': 140.65, 'close': 141.85, 'trades': 6053, 'volume': 10212772, 'vwap': 141.53, 'lastSize': 2897, 'turnover': 144534247895, 'homeNotional': 77053.0901405834, 'foreignNotional': 10904821.276132403}, {'timestamp': datetime.datetime(2020, 1, 6, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.6, 'high': 140.75, 'low': 139.75, 'close': 140.7, 'trades': 3074, 'volume': 6093217, 'vwap': 140.21, 'lastSize': 15, 'turnover': 85427072775, 'homeNotional': 45849.63948809404, 'foreignNotional': 6428142.821225645}, {'timestamp': datetime.datetime(2020, 1, 6, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.95, 'high': 140.9, 'low': 138.95, 'close': 140.6, 'trades': 4774, 'volume': 8571026, 'vwap': 139.91, 'lastSize': 5000, 'turnover': 119910389280, 'homeNotional': 64502.10663604799, 'foreignNotional': 9024005.24797537}] 2020-01-06 11:00:20 INFO: prepare buckets [{'low_price': 140.65, 'high_price': 142.4, 'color': 'GREEN'}, {'low_price': 139.75, 'high_price': 140.75, 'color': 'GREEN'}, {'low_price': 138.95, 'high_price': 140.9, 'color': 'GREEN'}] 2020-01-06 11:00:20 INFO: bucket_size=1.75 (allowed (0.39, 0.95)) 2020-01-06 11:00:20 WARNING: skip bucket by bucket_size=1.75 too big 2020-01-06 11:00:20 INFO: check need new order None 2020-01-06 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.85, 'high': 143.0, 'low': 140.8, 'close': 141.45, 'trades': 6423, 'volume': 13569168, 'vwap': 141.89, 'lastSize': 107, 'turnover': 192522635190, 'homeNotional': 102394.71473738425, 'foreignNotional': 14528127.38655156}, {'timestamp': datetime.datetime(2020, 1, 6, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.7, 'high': 142.4, 'low': 140.65, 'close': 141.85, 'trades': 6053, 'volume': 10212772, 'vwap': 141.53, 'lastSize': 2897, 'turnover': 144534247895, 'homeNotional': 77053.0901405834, 'foreignNotional': 10904821.276132403}, {'timestamp': datetime.datetime(2020, 1, 6, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.6, 'high': 140.75, 'low': 139.75, 'close': 140.7, 'trades': 3074, 'volume': 6093217, 'vwap': 140.21, 'lastSize': 15, 'turnover': 85427072775, 'homeNotional': 45849.63948809404, 'foreignNotional': 6428142.821225645}] 2020-01-06 12:00:20 INFO: prepare buckets [{'low_price': 140.8, 'high_price': 143.0, 'color': 'RED'}, {'low_price': 140.65, 'high_price': 142.4, 'color': 'GREEN'}, {'low_price': 139.75, 'high_price': 140.75, 'color': 'GREEN'}] 2020-01-06 12:00:20 INFO: bucket_size=2.1999999999999886 (allowed (0.39, 0.95)) 2020-01-06 12:00:20 WARNING: skip bucket by bucket_size=2.1999999999999886 too big 2020-01-06 12:00:20 INFO: check need new order None 2020-01-06 13:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.45, 'high': 142.45, 'low': 141.45, 'close': 142.2, 'trades': 3018, 'volume': 4991206, 'vwap': 141.98, 'lastSize': 352, 'turnover': 70860448120, 'homeNotional': 37654.90327442792, 'foreignNotional': 5345897.058155861}, {'timestamp': datetime.datetime(2020, 1, 6, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.85, 'high': 143.0, 'low': 140.8, 'close': 141.45, 'trades': 6423, 'volume': 13569168, 'vwap': 141.89, 'lastSize': 107, 'turnover': 192522635190, 'homeNotional': 102394.71473738425, 'foreignNotional': 14528127.38655156}, {'timestamp': datetime.datetime(2020, 1, 6, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.7, 'high': 142.4, 'low': 140.65, 'close': 141.85, 'trades': 6053, 'volume': 10212772, 'vwap': 141.53, 'lastSize': 2897, 'turnover': 144534247895, 'homeNotional': 77053.0901405834, 'foreignNotional': 10904821.276132403}] 2020-01-06 13:00:21 INFO: prepare buckets [{'low_price': 141.45, 'high_price': 142.45, 'color': 'GREEN'}, {'low_price': 140.8, 'high_price': 143.0, 'color': 'RED'}, {'low_price': 140.65, 'high_price': 142.4, 'color': 'GREEN'}] 2020-01-06 13:00:21 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-06 13:00:21 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-06 13:00:21 INFO: check need new order None 2020-01-06 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.15, 'low': 139.35, 'close': 140.2, 'trades': 8521, 'volume': 16196455, 'vwap': 141.26, 'lastSize': 2000, 'turnover': 228784424570, 'homeNotional': 122211.98859140454, 'foreignNotional': 17263524.94922608}, {'timestamp': datetime.datetime(2020, 1, 6, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.45, 'high': 142.45, 'low': 141.45, 'close': 142.2, 'trades': 3018, 'volume': 4991206, 'vwap': 141.98, 'lastSize': 352, 'turnover': 70860448120, 'homeNotional': 37654.90327442792, 'foreignNotional': 5345897.058155861}, {'timestamp': datetime.datetime(2020, 1, 6, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.85, 'high': 143.0, 'low': 140.8, 'close': 141.45, 'trades': 6423, 'volume': 13569168, 'vwap': 141.89, 'lastSize': 107, 'turnover': 192522635190, 'homeNotional': 102394.71473738425, 'foreignNotional': 14528127.38655156}] 2020-01-06 14:00:20 INFO: prepare buckets [{'low_price': 139.35, 'high_price': 143.15, 'color': 'RED'}, {'low_price': 141.45, 'high_price': 142.45, 'color': 'GREEN'}, {'low_price': 140.8, 'high_price': 143.0, 'color': 'RED'}] 2020-01-06 14:00:20 INFO: bucket_size=3.8000000000000114 (allowed (0.39, 0.95)) 2020-01-06 14:00:20 WARNING: skip bucket by bucket_size=3.8000000000000114 too big 2020-01-06 14:00:20 INFO: check need new order None 2020-01-06 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.2, 'high': 141.45, 'low': 139.8, 'close': 141.05, 'trades': 4514, 'volume': 8378392, 'vwap': 140.72, 'lastSize': 3484, 'turnover': 117896295645, 'homeNotional': 63072.570677891716, 'foreignNotional': 8875273.707630187}, {'timestamp': datetime.datetime(2020, 1, 6, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.15, 'low': 139.35, 'close': 140.2, 'trades': 8521, 'volume': 16196455, 'vwap': 141.26, 'lastSize': 2000, 'turnover': 228784424570, 'homeNotional': 122211.98859140454, 'foreignNotional': 17263524.94922608}, {'timestamp': datetime.datetime(2020, 1, 6, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.45, 'high': 142.45, 'low': 141.45, 'close': 142.2, 'trades': 3018, 'volume': 4991206, 'vwap': 141.98, 'lastSize': 352, 'turnover': 70860448120, 'homeNotional': 37654.90327442792, 'foreignNotional': 5345897.058155861}] 2020-01-06 15:00:20 INFO: prepare buckets [{'low_price': 139.8, 'high_price': 141.45, 'color': 'GREEN'}, {'low_price': 139.35, 'high_price': 143.15, 'color': 'RED'}, {'low_price': 141.45, 'high_price': 142.45, 'color': 'GREEN'}] 2020-01-06 15:00:20 INFO: bucket_size=1.6499999999999773 (allowed (0.39, 0.95)) 2020-01-06 15:00:20 WARNING: skip bucket by bucket_size=1.6499999999999773 too big 2020-01-06 15:00:20 INFO: check need new order None 2020-01-06 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.05, 'high': 141.35, 'low': 140.15, 'close': 140.3, 'trades': 2015, 'volume': 3136603, 'vwap': 140.75, 'lastSize': 2999, 'turnover': 44145368205, 'homeNotional': 23611.894857347637, 'foreignNotional': 3323204.194388127}, {'timestamp': datetime.datetime(2020, 1, 6, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.2, 'high': 141.45, 'low': 139.8, 'close': 141.05, 'trades': 4514, 'volume': 8378392, 'vwap': 140.72, 'lastSize': 3484, 'turnover': 117896295645, 'homeNotional': 63072.570677891716, 'foreignNotional': 8875273.707630187}, {'timestamp': datetime.datetime(2020, 1, 6, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.15, 'low': 139.35, 'close': 140.2, 'trades': 8521, 'volume': 16196455, 'vwap': 141.26, 'lastSize': 2000, 'turnover': 228784424570, 'homeNotional': 122211.98859140454, 'foreignNotional': 17263524.94922608}] 2020-01-06 16:00:20 INFO: prepare buckets [{'low_price': 140.15, 'high_price': 141.35, 'color': 'RED'}, {'low_price': 139.8, 'high_price': 141.45, 'color': 'GREEN'}, {'low_price': 139.35, 'high_price': 143.15, 'color': 'RED'}] 2020-01-06 16:00:20 INFO: bucket_size=1.1999999999999886 (allowed (0.39, 0.95)) 2020-01-06 16:00:20 WARNING: skip bucket by bucket_size=1.1999999999999886 too big 2020-01-06 16:00:20 INFO: check need new order None 2020-01-06 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.3, 'high': 141.4, 'low': 140.15, 'close': 140.65, 'trades': 3065, 'volume': 5446918, 'vwap': 140.68, 'lastSize': 50, 'turnover': 76625696370, 'homeNotional': 40970.04310094013, 'foreignNotional': 5763560.479993498}, {'timestamp': datetime.datetime(2020, 1, 6, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.05, 'high': 141.35, 'low': 140.15, 'close': 140.3, 'trades': 2015, 'volume': 3136603, 'vwap': 140.75, 'lastSize': 2999, 'turnover': 44145368205, 'homeNotional': 23611.894857347637, 'foreignNotional': 3323204.194388127}, {'timestamp': datetime.datetime(2020, 1, 6, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.2, 'high': 141.45, 'low': 139.8, 'close': 141.05, 'trades': 4514, 'volume': 8378392, 'vwap': 140.72, 'lastSize': 3484, 'turnover': 117896295645, 'homeNotional': 63072.570677891716, 'foreignNotional': 8875273.707630187}] 2020-01-06 17:00:20 INFO: prepare buckets [{'low_price': 140.15, 'high_price': 141.4, 'color': 'GREEN'}, {'low_price': 140.15, 'high_price': 141.35, 'color': 'RED'}, {'low_price': 139.8, 'high_price': 141.45, 'color': 'GREEN'}] 2020-01-06 17:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-06 17:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-06 17:00:20 INFO: check need new order None 2020-01-06 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.65, 'high': 141.75, 'low': 140.5, 'close': 141.75, 'trades': 2786, 'volume': 4896365, 'vwap': 141.31, 'lastSize': 160, 'turnover': 69188036270, 'homeNotional': 36931.692312333595, 'foreignNotional': 5218632.920043275}, {'timestamp': datetime.datetime(2020, 1, 6, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.3, 'high': 141.4, 'low': 140.15, 'close': 140.65, 'trades': 3065, 'volume': 5446918, 'vwap': 140.68, 'lastSize': 50, 'turnover': 76625696370, 'homeNotional': 40970.04310094013, 'foreignNotional': 5763560.479993498}, {'timestamp': datetime.datetime(2020, 1, 6, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.05, 'high': 141.35, 'low': 140.15, 'close': 140.3, 'trades': 2015, 'volume': 3136603, 'vwap': 140.75, 'lastSize': 2999, 'turnover': 44145368205, 'homeNotional': 23611.894857347637, 'foreignNotional': 3323204.194388127}] 2020-01-06 18:00:20 INFO: prepare buckets [{'low_price': 140.5, 'high_price': 141.75, 'color': 'GREEN'}, {'low_price': 140.15, 'high_price': 141.4, 'color': 'GREEN'}, {'low_price': 140.15, 'high_price': 141.35, 'color': 'RED'}] 2020-01-06 18:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-06 18:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-06 18:00:20 INFO: check need new order None 2020-01-06 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.75, 'high': 141.75, 'low': 140.7, 'close': 140.95, 'trades': 2340, 'volume': 4120524, 'vwap': 141.2, 'lastSize': 100, 'turnover': 58178386615, 'homeNotional': 31063.496057824053, 'foreignNotional': 4385916.143464549}, {'timestamp': datetime.datetime(2020, 1, 6, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.65, 'high': 141.75, 'low': 140.5, 'close': 141.75, 'trades': 2786, 'volume': 4896365, 'vwap': 141.31, 'lastSize': 160, 'turnover': 69188036270, 'homeNotional': 36931.692312333595, 'foreignNotional': 5218632.920043275}, {'timestamp': datetime.datetime(2020, 1, 6, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.3, 'high': 141.4, 'low': 140.15, 'close': 140.65, 'trades': 3065, 'volume': 5446918, 'vwap': 140.68, 'lastSize': 50, 'turnover': 76625696370, 'homeNotional': 40970.04310094013, 'foreignNotional': 5763560.479993498}] 2020-01-06 19:00:20 INFO: prepare buckets [{'low_price': 140.7, 'high_price': 141.75, 'color': 'RED'}, {'low_price': 140.5, 'high_price': 141.75, 'color': 'GREEN'}, {'low_price': 140.15, 'high_price': 141.4, 'color': 'GREEN'}] 2020-01-06 19:00:20 INFO: bucket_size=1.0500000000000114 (allowed (0.39, 0.95)) 2020-01-06 19:00:20 WARNING: skip bucket by bucket_size=1.0500000000000114 too big 2020-01-06 19:00:20 INFO: check need new order None 2020-01-06 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 141.5, 'low': 140.9, 'close': 141.4, 'trades': 1022, 'volume': 1379916, 'vwap': 141.16, 'lastSize': 400, 'turnover': 19478107090, 'homeNotional': 10393.074458956316, 'foreignNotional': 1467028.5976292691}, {'timestamp': datetime.datetime(2020, 1, 6, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.75, 'high': 141.75, 'low': 140.7, 'close': 140.95, 'trades': 2340, 'volume': 4120524, 'vwap': 141.2, 'lastSize': 100, 'turnover': 58178386615, 'homeNotional': 31063.496057824053, 'foreignNotional': 4385916.143464549}, {'timestamp': datetime.datetime(2020, 1, 6, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.65, 'high': 141.75, 'low': 140.5, 'close': 141.75, 'trades': 2786, 'volume': 4896365, 'vwap': 141.31, 'lastSize': 160, 'turnover': 69188036270, 'homeNotional': 36931.692312333595, 'foreignNotional': 5218632.920043275}] 2020-01-06 20:00:20 INFO: prepare buckets [{'low_price': 140.9, 'high_price': 141.5, 'color': 'GREEN'}, {'low_price': 140.7, 'high_price': 141.75, 'color': 'RED'}, {'low_price': 140.5, 'high_price': 141.75, 'color': 'GREEN'}] 2020-01-06 20:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-06 20:00:20 INFO: check need new order None 2020-01-06 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 142.35, 'low': 141.3, 'close': 142.25, 'trades': 2832, 'volume': 4683264, 'vwap': 141.8, 'lastSize': 60, 'turnover': 66405419700, 'homeNotional': 35315.78856764056, 'foreignNotional': 5007536.759059645}, {'timestamp': datetime.datetime(2020, 1, 6, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 141.5, 'low': 140.9, 'close': 141.4, 'trades': 1022, 'volume': 1379916, 'vwap': 141.16, 'lastSize': 400, 'turnover': 19478107090, 'homeNotional': 10393.074458956316, 'foreignNotional': 1467028.5976292691}, {'timestamp': datetime.datetime(2020, 1, 6, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.75, 'high': 141.75, 'low': 140.7, 'close': 140.95, 'trades': 2340, 'volume': 4120524, 'vwap': 141.2, 'lastSize': 100, 'turnover': 58178386615, 'homeNotional': 31063.496057824053, 'foreignNotional': 4385916.143464549}] 2020-01-06 21:00:20 INFO: prepare buckets [{'low_price': 141.3, 'high_price': 142.35, 'color': 'GREEN'}, {'low_price': 140.9, 'high_price': 141.5, 'color': 'GREEN'}, {'low_price': 140.7, 'high_price': 141.75, 'color': 'RED'}] 2020-01-06 21:00:20 INFO: bucket_size=1.049999999999983 (allowed (0.39, 0.95)) 2020-01-06 21:00:20 WARNING: skip bucket by bucket_size=1.049999999999983 too big 2020-01-06 21:00:20 INFO: check need new order None 2020-01-06 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.25, 'high': 142.65, 'low': 141.4, 'close': 141.75, 'trades': 3984, 'volume': 7356234, 'vwap': 142.12, 'lastSize': 230, 'turnover': 104539446310, 'homeNotional': 55755.44740771187, 'foreignNotional': 7923401.928654798}, {'timestamp': datetime.datetime(2020, 1, 6, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 142.35, 'low': 141.3, 'close': 142.25, 'trades': 2832, 'volume': 4683264, 'vwap': 141.8, 'lastSize': 60, 'turnover': 66405419700, 'homeNotional': 35315.78856764056, 'foreignNotional': 5007536.759059645}, {'timestamp': datetime.datetime(2020, 1, 6, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.95, 'high': 141.5, 'low': 140.9, 'close': 141.4, 'trades': 1022, 'volume': 1379916, 'vwap': 141.16, 'lastSize': 400, 'turnover': 19478107090, 'homeNotional': 10393.074458956316, 'foreignNotional': 1467028.5976292691}] 2020-01-06 22:00:20 INFO: prepare buckets [{'low_price': 141.4, 'high_price': 142.65, 'color': 'RED'}, {'low_price': 141.3, 'high_price': 142.35, 'color': 'GREEN'}, {'low_price': 140.9, 'high_price': 141.5, 'color': 'GREEN'}] 2020-01-06 22:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-06 22:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-06 22:00:20 INFO: check need new order None 2020-01-06 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 6, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.75, 'high': 143.85, 'low': 141.55, 'close': 143.1, 'trades': 8246, 'volume': 14457287, 'vwap': 142.76, 'lastSize': 12853, 'turnover': 206389254255, 'homeNotional': 111043.88703895884, 'foreignNotional': 15852651.093173211}, {'timestamp': datetime.datetime(2020, 1, 6, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.25, 'high': 142.65, 'low': 141.4, 'close': 141.75, 'trades': 3984, 'volume': 7356234, 'vwap': 142.12, 'lastSize': 230, 'turnover': 104539446310, 'homeNotional': 55755.44740771187, 'foreignNotional': 7923401.928654798}, {'timestamp': datetime.datetime(2020, 1, 6, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 142.35, 'low': 141.3, 'close': 142.25, 'trades': 2832, 'volume': 4683264, 'vwap': 141.8, 'lastSize': 60, 'turnover': 66405419700, 'homeNotional': 35315.78856764056, 'foreignNotional': 5007536.759059645}] 2020-01-06 23:00:20 INFO: prepare buckets [{'low_price': 141.55, 'high_price': 143.85, 'color': 'GREEN'}, {'low_price': 141.4, 'high_price': 142.65, 'color': 'RED'}, {'low_price': 141.3, 'high_price': 142.35, 'color': 'GREEN'}] 2020-01-06 23:00:20 INFO: bucket_size=2.299999999999983 (allowed (0.39, 0.95)) 2020-01-06 23:00:20 WARNING: skip bucket by bucket_size=2.299999999999983 too big 2020-01-06 23:00:20 INFO: check need new order None 2020-01-07 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.1, 'high': 144.7, 'low': 142.55, 'close': 144.2, 'trades': 8270, 'volume': 22408335, 'vwap': 143.79, 'lastSize': 1, 'turnover': 322209386335, 'homeNotional': 173870.7146885149, 'foreignNotional': 25000939.639897946}, {'timestamp': datetime.datetime(2020, 1, 6, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.75, 'high': 143.85, 'low': 141.55, 'close': 143.1, 'trades': 8246, 'volume': 14457287, 'vwap': 142.76, 'lastSize': 12853, 'turnover': 206389254255, 'homeNotional': 111043.88703895884, 'foreignNotional': 15852651.093173211}, {'timestamp': datetime.datetime(2020, 1, 6, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.25, 'high': 142.65, 'low': 141.4, 'close': 141.75, 'trades': 3984, 'volume': 7356234, 'vwap': 142.12, 'lastSize': 230, 'turnover': 104539446310, 'homeNotional': 55755.44740771187, 'foreignNotional': 7923401.928654798}] 2020-01-07 00:00:20 INFO: prepare buckets [{'low_price': 142.55, 'high_price': 144.7, 'color': 'GREEN'}, {'low_price': 141.55, 'high_price': 143.85, 'color': 'GREEN'}, {'low_price': 141.4, 'high_price': 142.65, 'color': 'RED'}] 2020-01-07 00:00:20 INFO: bucket_size=2.1499999999999773 (allowed (0.39, 0.95)) 2020-01-07 00:00:20 WARNING: skip bucket by bucket_size=2.1499999999999773 too big 2020-01-07 00:00:20 INFO: check need new order None 2020-01-07 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.2, 'high': 145.45, 'low': 143.2, 'close': 143.8, 'trades': 8623, 'volume': 17781085, 'vwap': 144.49, 'lastSize': 10, 'turnover': 256907589300, 'homeNotional': 140315.6202658693, 'foreignNotional': 20273371.978769824}, {'timestamp': datetime.datetime(2020, 1, 7, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.1, 'high': 144.7, 'low': 142.55, 'close': 144.2, 'trades': 8270, 'volume': 22408335, 'vwap': 143.79, 'lastSize': 1, 'turnover': 322209386335, 'homeNotional': 173870.7146885149, 'foreignNotional': 25000939.639897946}, {'timestamp': datetime.datetime(2020, 1, 6, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.75, 'high': 143.85, 'low': 141.55, 'close': 143.1, 'trades': 8246, 'volume': 14457287, 'vwap': 142.76, 'lastSize': 12853, 'turnover': 206389254255, 'homeNotional': 111043.88703895884, 'foreignNotional': 15852651.093173211}] 2020-01-07 01:00:20 INFO: prepare buckets [{'low_price': 143.2, 'high_price': 145.45, 'color': 'RED'}, {'low_price': 142.55, 'high_price': 144.7, 'color': 'GREEN'}, {'low_price': 141.55, 'high_price': 143.85, 'color': 'GREEN'}] 2020-01-07 01:00:20 INFO: bucket_size=2.25 (allowed (0.39, 0.95)) 2020-01-07 01:00:20 WARNING: skip bucket by bucket_size=2.25 too big 2020-01-07 01:00:20 INFO: check need new order None 2020-01-07 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 144.25, 'low': 143.5, 'close': 144.0, 'trades': 2259, 'volume': 3982291, 'vwap': 143.84, 'lastSize': 400, 'turnover': 57280453215, 'homeNotional': 31453.53111212111, 'foreignNotional': 4524214.242579727}, {'timestamp': datetime.datetime(2020, 1, 7, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.2, 'high': 145.45, 'low': 143.2, 'close': 143.8, 'trades': 8623, 'volume': 17781085, 'vwap': 144.49, 'lastSize': 10, 'turnover': 256907589300, 'homeNotional': 140315.6202658693, 'foreignNotional': 20273371.978769824}, {'timestamp': datetime.datetime(2020, 1, 7, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.1, 'high': 144.7, 'low': 142.55, 'close': 144.2, 'trades': 8270, 'volume': 22408335, 'vwap': 143.79, 'lastSize': 1, 'turnover': 322209386335, 'homeNotional': 173870.7146885149, 'foreignNotional': 25000939.639897946}] 2020-01-07 02:00:20 INFO: prepare buckets [{'low_price': 143.5, 'high_price': 144.25, 'color': 'GREEN'}, {'low_price': 143.2, 'high_price': 145.45, 'color': 'RED'}, {'low_price': 142.55, 'high_price': 144.7, 'color': 'GREEN'}] 2020-01-07 02:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-07 02:00:20 INFO: check need new order None 2020-01-07 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.95, 'low': 143.95, 'close': 144.0, 'trades': 2357, 'volume': 4175096, 'vwap': 144.48, 'lastSize': 50, 'turnover': 60318250670, 'homeNotional': 33065.38984452515, 'foreignNotional': 4777012.428928069}, {'timestamp': datetime.datetime(2020, 1, 7, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 144.25, 'low': 143.5, 'close': 144.0, 'trades': 2259, 'volume': 3982291, 'vwap': 143.84, 'lastSize': 400, 'turnover': 57280453215, 'homeNotional': 31453.53111212111, 'foreignNotional': 4524214.242579727}, {'timestamp': datetime.datetime(2020, 1, 7, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.2, 'high': 145.45, 'low': 143.2, 'close': 143.8, 'trades': 8623, 'volume': 17781085, 'vwap': 144.49, 'lastSize': 10, 'turnover': 256907589300, 'homeNotional': 140315.6202658693, 'foreignNotional': 20273371.978769824}] 2020-01-07 03:00:20 INFO: skip by found empty buckets 2020-01-07 03:00:20 INFO: check need new order None 2020-01-07 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.55, 'low': 143.65, 'close': 143.65, 'trades': 1305, 'volume': 2263814, 'vwap': 143.93, 'lastSize': 2, 'turnover': 32581020305, 'homeNotional': 17889.50327273997, 'foreignNotional': 2574676.151458714}, {'timestamp': datetime.datetime(2020, 1, 7, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.95, 'low': 143.95, 'close': 144.0, 'trades': 2357, 'volume': 4175096, 'vwap': 144.48, 'lastSize': 50, 'turnover': 60318250670, 'homeNotional': 33065.38984452515, 'foreignNotional': 4777012.428928069}, {'timestamp': datetime.datetime(2020, 1, 7, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 144.25, 'low': 143.5, 'close': 144.0, 'trades': 2259, 'volume': 3982291, 'vwap': 143.84, 'lastSize': 400, 'turnover': 57280453215, 'homeNotional': 31453.53111212111, 'foreignNotional': 4524214.242579727}] 2020-01-07 04:00:20 INFO: skip by found empty buckets 2020-01-07 04:00:20 INFO: check need new order None 2020-01-07 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.65, 'high': 143.7, 'low': 142.35, 'close': 142.7, 'trades': 3106, 'volume': 7980460, 'vwap': 142.82, 'lastSize': 1426, 'turnover': 113970291850, 'homeNotional': 62826.76405475121, 'foreignNotional': 8972417.52996931}, {'timestamp': datetime.datetime(2020, 1, 7, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.55, 'low': 143.65, 'close': 143.65, 'trades': 1305, 'volume': 2263814, 'vwap': 143.93, 'lastSize': 2, 'turnover': 32581020305, 'homeNotional': 17889.50327273997, 'foreignNotional': 2574676.151458714}, {'timestamp': datetime.datetime(2020, 1, 7, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.95, 'low': 143.95, 'close': 144.0, 'trades': 2357, 'volume': 4175096, 'vwap': 144.48, 'lastSize': 50, 'turnover': 60318250670, 'homeNotional': 33065.38984452515, 'foreignNotional': 4777012.428928069}] 2020-01-07 05:00:20 INFO: skip by found empty buckets 2020-01-07 05:00:20 INFO: check need new order None 2020-01-07 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 143.3, 'low': 142.45, 'close': 143.2, 'trades': 1580, 'volume': 2947315, 'vwap': 143.0, 'lastSize': 200, 'turnover': 42143814960, 'homeNotional': 23183.519561821584, 'foreignNotional': 3315030.6141091436}, {'timestamp': datetime.datetime(2020, 1, 7, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.65, 'high': 143.7, 'low': 142.35, 'close': 142.7, 'trades': 3106, 'volume': 7980460, 'vwap': 142.82, 'lastSize': 1426, 'turnover': 113970291850, 'homeNotional': 62826.76405475121, 'foreignNotional': 8972417.52996931}, {'timestamp': datetime.datetime(2020, 1, 7, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.55, 'low': 143.65, 'close': 143.65, 'trades': 1305, 'volume': 2263814, 'vwap': 143.93, 'lastSize': 2, 'turnover': 32581020305, 'homeNotional': 17889.50327273997, 'foreignNotional': 2574676.151458714}] 2020-01-07 06:00:20 INFO: prepare buckets [{'low_price': 142.45, 'high_price': 143.3, 'color': 'GREEN'}, {'low_price': 142.35, 'high_price': 143.7, 'color': 'RED'}, {'low_price': 143.65, 'high_price': 144.55, 'color': 'RED'}] 2020-01-07 06:00:20 INFO: bucket_size=0.8500000000000227 (allowed (0.39, 0.95)) 2020-01-07 06:00:20 INFO: check need new order {'low_price': 142.45, 'high_price': 143.3, 'color': 'GREEN'} 2020-01-07 06:00:20 INFO: place order: start low=142.45 high=143.3 GREEN ETHUSD price_offset=0.1 2020-01-07 06:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=143.35000000000002 init_order_price=143.4 stop_price_offset=0.0 bucket_size=0.8500000000000227 stop_price=142.45 take_price=145.95000000000007 2020-01-07 06:00:20 INFO: place order: compute qty=11.0 2020-01-07 06:00:20 INFO: place order: save order to db c7bfc26bc66948b3946a4426768b5fb2; response=True 2020-01-07 06:00:20 INFO: post order to exchange resp={'orderID': 'f38286d5-c792-5b17-276c-c63c809e635a', 'clOrdID': 'c7bfc26bc66948b3946a4426768b5fb2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 143.4, 'displayQty': None, 'stopPx': 143.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 7, 6, 0, 20, 875000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 6, 0, 20, 875000, tzinfo=tzlocal())} 2020-01-07 06:00:20 INFO: place new init order {'qty': 11.0, 'init_price': 143.35000000000002, 'stop_price': 142.45, 'take_price': 145.95000000000007, 'order_uid': 'c7bfc26bc66948b3946a4426768b5fb2', 'response': {'orderID': 'f38286d5-c792-5b17-276c-c63c809e635a', 'clOrdID': 'c7bfc26bc66948b3946a4426768b5fb2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 143.4, 'displayQty': None, 'stopPx': 143.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 7, 6, 0, 20, 875000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 6, 0, 20, 875000, tzinfo=tzlocal())}} 2020-01-07 06:00:20 INFO: process event {'orderID': 'f38286d5-c792-5b17-276c-c63c809e635a', 'clOrdID': 'c7bfc26bc66948b3946a4426768b5fb2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 143.4, 'displayQty': None, 'stopPx': 143.35, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-07T06:00:20.875Z', 'timestamp': '2020-01-07T06:00:20.875Z'} 2020-01-07 06:00:20 INFO: skip event c7bfc26bc66948b3946a4426768b5fb2 New 2020-01-07 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.2, 'high': 143.15, 'low': 142.65, 'close': 143.0, 'trades': 1537, 'volume': 2573840, 'vwap': 142.91, 'lastSize': 1300, 'turnover': 36781191750, 'homeNotional': 20251.704769775355, 'foreignNotional': 2894049.9096835493}, {'timestamp': datetime.datetime(2020, 1, 7, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 143.3, 'low': 142.45, 'close': 143.2, 'trades': 1580, 'volume': 2947315, 'vwap': 143.0, 'lastSize': 200, 'turnover': 42143814960, 'homeNotional': 23183.519561821584, 'foreignNotional': 3315030.6141091436}, {'timestamp': datetime.datetime(2020, 1, 7, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.65, 'high': 143.7, 'low': 142.35, 'close': 142.7, 'trades': 3106, 'volume': 7980460, 'vwap': 142.82, 'lastSize': 1426, 'turnover': 113970291850, 'homeNotional': 62826.76405475121, 'foreignNotional': 8972417.52996931}] 2020-01-07 07:00:20 INFO: prepare buckets [{'low_price': 142.65, 'high_price': 143.15, 'color': 'RED'}, {'low_price': 142.45, 'high_price': 143.3, 'color': 'GREEN'}, {'low_price': 142.35, 'high_price': 143.7, 'color': 'RED'}] 2020-01-07 07:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-07 07:00:20 INFO: check need new order None 2020-01-07 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.2, 'low': 142.55, 'close': 142.95, 'trades': 1293, 'volume': 2839851, 'vwap': 142.86, 'lastSize': 2500, 'turnover': 40569603100, 'homeNotional': 22366.49385802345, 'foreignNotional': 3195238.6454953505}, {'timestamp': datetime.datetime(2020, 1, 7, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.2, 'high': 143.15, 'low': 142.65, 'close': 143.0, 'trades': 1537, 'volume': 2573840, 'vwap': 142.91, 'lastSize': 1300, 'turnover': 36781191750, 'homeNotional': 20251.704769775355, 'foreignNotional': 2894049.9096835493}, {'timestamp': datetime.datetime(2020, 1, 7, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 143.3, 'low': 142.45, 'close': 143.2, 'trades': 1580, 'volume': 2947315, 'vwap': 143.0, 'lastSize': 200, 'turnover': 42143814960, 'homeNotional': 23183.519561821584, 'foreignNotional': 3315030.6141091436}] 2020-01-07 08:00:20 INFO: prepare buckets [{'low_price': 142.55, 'high_price': 143.2, 'color': 'RED'}, {'low_price': 142.65, 'high_price': 143.15, 'color': 'RED'}, {'low_price': 142.45, 'high_price': 143.3, 'color': 'GREEN'}] 2020-01-07 08:00:20 INFO: bucket_size=0.6499999999999773 (allowed (0.39, 0.95)) 2020-01-07 08:00:20 INFO: check need new order None 2020-01-07 08:24:46 INFO: process event {'orderID': 'f38286d5-c792-5b17-276c-c63c809e635a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-07T08:24:45.865Z', 'clOrdID': 'c7bfc26bc66948b3946a4426768b5fb2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 08:24:46 INFO: skip event c7bfc26bc66948b3946a4426768b5fb2 2020-01-07 08:24:46 INFO: process event {'orderID': 'f38286d5-c792-5b17-276c-c63c809e635a', 'workingIndicator': True, 'transactTime': '2020-01-07T08:24:45.865Z', 'clOrdID': 'c7bfc26bc66948b3946a4426768b5fb2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T08:24:45.865Z'} 2020-01-07 08:24:46 INFO: skip event c7bfc26bc66948b3946a4426768b5fb2 2020-01-07 08:24:46 INFO: process event {'orderID': 'f38286d5-c792-5b17-276c-c63c809e635a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 143.35, 'clOrdID': 'c7bfc26bc66948b3946a4426768b5fb2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T08:24:45.865Z'} 2020-01-07 08:24:46 INFO: add new event={'uid': 'c7bfc26bc66948b3946a4426768b5fb2', 'status': 'Filled'} 2020-01-07 08:24:46 INFO: start process event-------------------------------------------- 2020-01-07 08:24:46 INFO: fetch new order event c7bfc26bc66948b3946a4426768b5fb2 2020-01-07 08:24:46 INFO: fetch orders by event init={'stop': '142.45', 'take': '145.95000000000007', 'qty': '11.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-07 08:24:46 INFO: process init order filled 2020-01-07 08:24:46 INFO: save profit orders to storage stop=5a20f87a5fdd4db7874f5a7c73926db2 take=0e1accf3b8cd4c95bd9b6920dc484b01 2020-01-07 08:24:46 INFO: place profit orders take_price=145.95000000000007, stop_price=142.45, qty=11.0, color=GREEN, ticker=ETHUSD 5a20f87a5fdd4db7874f5a7c73926db2 0e1accf3b8cd4c95bd9b6920dc484b01 2020-01-07 08:24:46 INFO: place stop order ETHUSD: qty=-11.0, stop_price=142.45, stop_uid=5a20f87a5fdd4db7874f5a7c73926db2 2020-01-07 08:24:46 INFO: exchange resp for stop order={'orderID': 'a4826577-6ce2-6ffa-a16d-e06a80862563', 'clOrdID': '5a20f87a5fdd4db7874f5a7c73926db2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 142.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 8, 24, 46, 828000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 8, 24, 46, 828000, tzinfo=tzlocal())} 2020-01-07 08:24:46 INFO: process event {'orderID': 'a4826577-6ce2-6ffa-a16d-e06a80862563', 'clOrdID': '5a20f87a5fdd4db7874f5a7c73926db2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 142.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-07T08:24:46.828Z', 'timestamp': '2020-01-07T08:24:46.828Z'} 2020-01-07 08:24:46 INFO: skip event 5a20f87a5fdd4db7874f5a7c73926db2 New 2020-01-07 08:24:46 INFO: place limit order ETHUSD: qty=-11.0, price=145.95000000000007, take_uid=0e1accf3b8cd4c95bd9b6920dc484b01 2020-01-07 08:24:47 INFO: exchange resp for take profit order={'orderID': '48f36950-4af5-1b2f-f125-6fafaf04197f', 'clOrdID': '0e1accf3b8cd4c95bd9b6920dc484b01', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 145.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 8, 24, 47, 72000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 8, 24, 47, 72000, tzinfo=tzlocal())} 2020-01-07 08:24:47 INFO: process event {'orderID': '48f36950-4af5-1b2f-f125-6fafaf04197f', 'clOrdID': '0e1accf3b8cd4c95bd9b6920dc484b01', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 145.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-07T08:24:47.072Z', 'timestamp': '2020-01-07T08:24:47.072Z'} 2020-01-07 08:24:47 INFO: skip event 0e1accf3b8cd4c95bd9b6920dc484b01 New 2020-01-07 08:24:47 INFO: process event {'orderID': '48f36950-4af5-1b2f-f125-6fafaf04197f', 'workingIndicator': True, 'clOrdID': '0e1accf3b8cd4c95bd9b6920dc484b01', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T08:24:47.072Z'} 2020-01-07 08:24:47 INFO: skip event 0e1accf3b8cd4c95bd9b6920dc484b01 2020-01-07 08:24:47 INFO: place profit orders={'stop': {'response': {'orderID': 'a4826577-6ce2-6ffa-a16d-e06a80862563', 'clOrdID': '5a20f87a5fdd4db7874f5a7c73926db2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 142.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 8, 24, 46, 828000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 8, 24, 46, 828000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': '5a20f87a5fdd4db7874f5a7c73926db2', 'price': 142.45}, 'take': {'response': {'orderID': '48f36950-4af5-1b2f-f125-6fafaf04197f', 'clOrdID': '0e1accf3b8cd4c95bd9b6920dc484b01', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 145.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 8, 24, 47, 72000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 8, 24, 47, 72000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': '0e1accf3b8cd4c95bd9b6920dc484b01', 'price': 145.95000000000007}} 2020-01-07 08:24:47 INFO: rm init order from db c7bfc26bc66948b3946a4426768b5fb2 2020-01-07 08:24:47 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-07 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.4, 'low': 142.9, 'close': 143.1, 'trades': 1188, 'volume': 2398763, 'vwap': 143.12, 'lastSize': 2143, 'turnover': 34328960975, 'homeNotional': 18911.972462877955, 'foreignNotional': 2706514.336845648}, {'timestamp': datetime.datetime(2020, 1, 7, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.2, 'low': 142.55, 'close': 142.95, 'trades': 1293, 'volume': 2839851, 'vwap': 142.86, 'lastSize': 2500, 'turnover': 40569603100, 'homeNotional': 22366.49385802345, 'foreignNotional': 3195238.6454953505}, {'timestamp': datetime.datetime(2020, 1, 7, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.2, 'high': 143.15, 'low': 142.65, 'close': 143.0, 'trades': 1537, 'volume': 2573840, 'vwap': 142.91, 'lastSize': 1300, 'turnover': 36781191750, 'homeNotional': 20251.704769775355, 'foreignNotional': 2894049.9096835493}] 2020-01-07 09:00:20 INFO: prepare buckets [{'low_price': 142.9, 'high_price': 143.4, 'color': 'GREEN'}, {'low_price': 142.55, 'high_price': 143.2, 'color': 'RED'}, {'low_price': 142.65, 'high_price': 143.15, 'color': 'RED'}] 2020-01-07 09:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-07 09:00:20 INFO: check need new order {'low_price': 142.9, 'high_price': 143.4, 'color': 'GREEN'} 2020-01-07 09:00:20 INFO: place order: start low=142.9 high=143.4 GREEN ETHUSD price_offset=0.1 2020-01-07 09:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=143.45000000000002 init_order_price=143.5 stop_price_offset=0.0 bucket_size=0.5 stop_price=142.9 take_price=145.0 2020-01-07 09:00:20 INFO: place order: compute qty=18.0 2020-01-07 09:00:20 INFO: place order: save order to db dffa0619582b48a49877442e7cc3c7cb; response=True 2020-01-07 09:00:20 INFO: post order to exchange resp={'orderID': '99613435-5e67-3789-2e1c-9255c47e4986', 'clOrdID': 'dffa0619582b48a49877442e7cc3c7cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 143.5, 'displayQty': None, 'stopPx': 143.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 7, 9, 0, 20, 929000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 9, 0, 20, 929000, tzinfo=tzlocal())} 2020-01-07 09:00:20 INFO: place new init order {'qty': 18.0, 'init_price': 143.45000000000002, 'stop_price': 142.9, 'take_price': 145.0, 'order_uid': 'dffa0619582b48a49877442e7cc3c7cb', 'response': {'orderID': '99613435-5e67-3789-2e1c-9255c47e4986', 'clOrdID': 'dffa0619582b48a49877442e7cc3c7cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 143.5, 'displayQty': None, 'stopPx': 143.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 7, 9, 0, 20, 929000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 9, 0, 20, 929000, tzinfo=tzlocal())}} 2020-01-07 09:00:20 INFO: process event {'orderID': '99613435-5e67-3789-2e1c-9255c47e4986', 'clOrdID': 'dffa0619582b48a49877442e7cc3c7cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 143.5, 'displayQty': None, 'stopPx': 143.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-07T09:00:20.929Z', 'timestamp': '2020-01-07T09:00:20.929Z'} 2020-01-07 09:00:20 INFO: skip event dffa0619582b48a49877442e7cc3c7cb New 2020-01-07 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.1, 'high': 143.4, 'low': 142.55, 'close': 142.55, 'trades': 1422, 'volume': 2427155, 'vwap': 142.95, 'lastSize': 2, 'turnover': 34694869260, 'homeNotional': 19102.998247807194, 'foreignNotional': 2730673.378647708}, {'timestamp': datetime.datetime(2020, 1, 7, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.4, 'low': 142.9, 'close': 143.1, 'trades': 1188, 'volume': 2398763, 'vwap': 143.12, 'lastSize': 2143, 'turnover': 34328960975, 'homeNotional': 18911.972462877955, 'foreignNotional': 2706514.336845648}, {'timestamp': datetime.datetime(2020, 1, 7, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.2, 'low': 142.55, 'close': 142.95, 'trades': 1293, 'volume': 2839851, 'vwap': 142.86, 'lastSize': 2500, 'turnover': 40569603100, 'homeNotional': 22366.49385802345, 'foreignNotional': 3195238.6454953505}] 2020-01-07 10:00:20 INFO: prepare buckets [{'low_price': 142.55, 'high_price': 143.4, 'color': 'RED'}, {'low_price': 142.9, 'high_price': 143.4, 'color': 'GREEN'}, {'low_price': 142.55, 'high_price': 143.2, 'color': 'RED'}] 2020-01-07 10:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2020-01-07 10:00:20 INFO: check need new order None 2020-01-07 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 142.95, 'low': 142.5, 'close': 142.95, 'trades': 1075, 'volume': 1946583, 'vwap': 142.71, 'lastSize': 8129, 'turnover': 27778999915, 'homeNotional': 15318.464816122845, 'foreignNotional': 2186045.259657566}, {'timestamp': datetime.datetime(2020, 1, 7, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.1, 'high': 143.4, 'low': 142.55, 'close': 142.55, 'trades': 1422, 'volume': 2427155, 'vwap': 142.95, 'lastSize': 2, 'turnover': 34694869260, 'homeNotional': 19102.998247807194, 'foreignNotional': 2730673.378647708}, {'timestamp': datetime.datetime(2020, 1, 7, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.4, 'low': 142.9, 'close': 143.1, 'trades': 1188, 'volume': 2398763, 'vwap': 143.12, 'lastSize': 2143, 'turnover': 34328960975, 'homeNotional': 18911.972462877955, 'foreignNotional': 2706514.336845648}] 2020-01-07 11:00:21 INFO: prepare buckets [{'low_price': 142.5, 'high_price': 142.95, 'color': 'GREEN'}, {'low_price': 142.55, 'high_price': 143.4, 'color': 'RED'}, {'low_price': 142.9, 'high_price': 143.4, 'color': 'GREEN'}] 2020-01-07 11:00:21 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2020-01-07 11:00:21 INFO: check need new order None 2020-01-07 11:27:22 INFO: process event {'orderID': '99613435-5e67-3789-2e1c-9255c47e4986', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-07T11:27:20.852Z', 'clOrdID': 'dffa0619582b48a49877442e7cc3c7cb', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 11:27:22 INFO: skip event dffa0619582b48a49877442e7cc3c7cb 2020-01-07 11:27:22 INFO: process event {'orderID': '99613435-5e67-3789-2e1c-9255c47e4986', 'workingIndicator': True, 'transactTime': '2020-01-07T11:27:20.852Z', 'clOrdID': 'dffa0619582b48a49877442e7cc3c7cb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T11:27:20.852Z'} 2020-01-07 11:27:22 INFO: skip event dffa0619582b48a49877442e7cc3c7cb 2020-01-07 11:28:07 INFO: process event {'orderID': '99613435-5e67-3789-2e1c-9255c47e4986', 'price': 143.45, 'text': 'Amended price: Amend from www.bitmex.com\nInit order by supervisor.py', 'transactTime': '2020-01-07T11:28:06.956Z', 'timestamp': '2020-01-07T11:28:06.956Z', 'clOrdID': 'dffa0619582b48a49877442e7cc3c7cb', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 11:28:07 INFO: skip event dffa0619582b48a49877442e7cc3c7cb 2020-01-07 11:31:19 INFO: process event {'orderID': '99613435-5e67-3789-2e1c-9255c47e4986', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 143.45, 'timestamp': '2020-01-07T11:31:19.514Z', 'clOrdID': 'dffa0619582b48a49877442e7cc3c7cb', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 11:31:19 INFO: add new event={'uid': 'dffa0619582b48a49877442e7cc3c7cb', 'status': 'Filled'} 2020-01-07 11:31:20 INFO: start process event-------------------------------------------- 2020-01-07 11:31:20 INFO: fetch new order event dffa0619582b48a49877442e7cc3c7cb 2020-01-07 11:31:20 INFO: fetch orders by event init={'stop': '142.9', 'take': '145.0', 'qty': '18.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-07 11:31:20 INFO: process init order filled 2020-01-07 11:31:20 INFO: save profit orders to storage stop=629a11a844fd4b02bf3145db7928e0c7 take=fcb16b1b19c84901a7eabd017b1bdd9a 2020-01-07 11:31:20 INFO: place profit orders take_price=145.0, stop_price=142.9, qty=18.0, color=GREEN, ticker=ETHUSD 629a11a844fd4b02bf3145db7928e0c7 fcb16b1b19c84901a7eabd017b1bdd9a 2020-01-07 11:31:20 INFO: place stop order ETHUSD: qty=-18.0, stop_price=142.9, stop_uid=629a11a844fd4b02bf3145db7928e0c7 2020-01-07 11:31:20 INFO: exchange resp for stop order={'orderID': 'fffb79a1-e88f-a39a-b6ad-f17766341419', 'clOrdID': '629a11a844fd4b02bf3145db7928e0c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 142.9, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 11, 31, 20, 788000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 11, 31, 20, 788000, tzinfo=tzlocal())} 2020-01-07 11:31:20 INFO: place limit order ETHUSD: qty=-18.0, price=145.0, take_uid=fcb16b1b19c84901a7eabd017b1bdd9a 2020-01-07 11:31:20 INFO: exchange resp for take profit order={'orderID': '51b70aeb-3d82-d363-6993-212695ead96b', 'clOrdID': 'fcb16b1b19c84901a7eabd017b1bdd9a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 145.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 11, 31, 20, 893000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 11, 31, 20, 893000, tzinfo=tzlocal())} 2020-01-07 11:31:20 INFO: place profit orders={'stop': {'response': {'orderID': 'fffb79a1-e88f-a39a-b6ad-f17766341419', 'clOrdID': '629a11a844fd4b02bf3145db7928e0c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 142.9, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 11, 31, 20, 788000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 11, 31, 20, 788000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': '629a11a844fd4b02bf3145db7928e0c7', 'price': 142.9}, 'take': {'response': {'orderID': '51b70aeb-3d82-d363-6993-212695ead96b', 'clOrdID': 'fcb16b1b19c84901a7eabd017b1bdd9a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 145.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 11, 31, 20, 893000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 11, 31, 20, 893000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': 'fcb16b1b19c84901a7eabd017b1bdd9a', 'price': 145.0}} 2020-01-07 11:31:20 INFO: rm init order from db dffa0619582b48a49877442e7cc3c7cb 2020-01-07 11:31:20 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-07 11:31:21 INFO: process event {'orderID': 'fffb79a1-e88f-a39a-b6ad-f17766341419', 'clOrdID': '629a11a844fd4b02bf3145db7928e0c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 142.9, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-07T11:31:20.788Z', 'timestamp': '2020-01-07T11:31:20.788Z'} 2020-01-07 11:31:21 INFO: skip event 629a11a844fd4b02bf3145db7928e0c7 New 2020-01-07 11:31:21 INFO: process event {'orderID': '51b70aeb-3d82-d363-6993-212695ead96b', 'clOrdID': 'fcb16b1b19c84901a7eabd017b1bdd9a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 145, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-07T11:31:20.893Z', 'timestamp': '2020-01-07T11:31:20.893Z'} 2020-01-07 11:31:21 INFO: skip event fcb16b1b19c84901a7eabd017b1bdd9a New 2020-01-07 11:31:21 INFO: process event {'orderID': '51b70aeb-3d82-d363-6993-212695ead96b', 'workingIndicator': True, 'clOrdID': 'fcb16b1b19c84901a7eabd017b1bdd9a', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T11:31:20.893Z'} 2020-01-07 11:31:21 INFO: skip event fcb16b1b19c84901a7eabd017b1bdd9a 2020-01-07 11:56:29 INFO: process event {'orderID': 'fffb79a1-e88f-a39a-b6ad-f17766341419', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-07T11:56:28.436Z', 'clOrdID': '629a11a844fd4b02bf3145db7928e0c7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 11:56:29 INFO: skip event 629a11a844fd4b02bf3145db7928e0c7 2020-01-07 11:56:29 INFO: process event {'orderID': 'fffb79a1-e88f-a39a-b6ad-f17766341419', 'price': 142.9, 'workingIndicator': True, 'transactTime': '2020-01-07T11:56:28.436Z', 'clOrdID': '629a11a844fd4b02bf3145db7928e0c7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T11:56:28.436Z'} 2020-01-07 11:56:29 INFO: skip event 629a11a844fd4b02bf3145db7928e0c7 2020-01-07 11:56:29 INFO: process event {'orderID': 'fffb79a1-e88f-a39a-b6ad-f17766341419', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 142.9, 'clOrdID': '629a11a844fd4b02bf3145db7928e0c7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T11:56:28.436Z'} 2020-01-07 11:56:29 INFO: add new event={'uid': '629a11a844fd4b02bf3145db7928e0c7', 'status': 'Filled'} 2020-01-07 11:56:29 INFO: start process event-------------------------------------------- 2020-01-07 11:56:29 INFO: fetch new order event 629a11a844fd4b02bf3145db7928e0c7 2020-01-07 11:56:29 INFO: fetch orders by event init=None profit_pair=fcb16b1b19c84901a7eabd017b1bdd9a 2020-01-07 11:56:29 INFO: process profit order filled 2020-01-07 11:56:31 INFO: cancel order=fcb16b1b19c84901a7eabd017b1bdd9a [{'orderID': '51b70aeb-3d82-d363-6993-212695ead96b', 'clOrdID': 'fcb16b1b19c84901a7eabd017b1bdd9a', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 145.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 11, 31, 20, 893000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 11, 56, 31, 640000, tzinfo=tzlocal())}] 2020-01-07 11:56:31 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-07 11:56:32 INFO: process event {'orderID': '51b70aeb-3d82-d363-6993-212695ead96b', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-07T11:56:31.640Z', 'clOrdID': 'fcb16b1b19c84901a7eabd017b1bdd9a', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 11:56:32 INFO: skip event fcb16b1b19c84901a7eabd017b1bdd9a Canceled 2020-01-07 11:56:53 INFO: process event {'orderID': 'a4826577-6ce2-6ffa-a16d-e06a80862563', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-07T11:56:53.330Z', 'clOrdID': '5a20f87a5fdd4db7874f5a7c73926db2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 11:56:53 INFO: skip event 5a20f87a5fdd4db7874f5a7c73926db2 2020-01-07 11:56:53 INFO: process event {'orderID': 'a4826577-6ce2-6ffa-a16d-e06a80862563', 'price': 142.45, 'workingIndicator': True, 'transactTime': '2020-01-07T11:56:53.330Z', 'clOrdID': '5a20f87a5fdd4db7874f5a7c73926db2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T11:56:53.330Z'} 2020-01-07 11:56:53 INFO: skip event 5a20f87a5fdd4db7874f5a7c73926db2 2020-01-07 11:56:53 INFO: process event {'orderID': 'a4826577-6ce2-6ffa-a16d-e06a80862563', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 142.45, 'clOrdID': '5a20f87a5fdd4db7874f5a7c73926db2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-07T11:56:53.330Z'} 2020-01-07 11:56:53 INFO: add new event={'uid': '5a20f87a5fdd4db7874f5a7c73926db2', 'status': 'Filled'} 2020-01-07 11:56:53 INFO: start process event-------------------------------------------- 2020-01-07 11:56:53 INFO: fetch new order event 5a20f87a5fdd4db7874f5a7c73926db2 2020-01-07 11:56:53 INFO: fetch orders by event init=None profit_pair=0e1accf3b8cd4c95bd9b6920dc484b01 2020-01-07 11:56:53 INFO: process profit order filled 2020-01-07 11:56:55 INFO: cancel order=0e1accf3b8cd4c95bd9b6920dc484b01 [{'orderID': '48f36950-4af5-1b2f-f125-6fafaf04197f', 'clOrdID': '0e1accf3b8cd4c95bd9b6920dc484b01', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 145.95, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 7, 8, 24, 47, 72000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 7, 11, 56, 55, 62000, tzinfo=tzlocal())}] 2020-01-07 11:56:55 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-07 11:56:55 INFO: process event {'orderID': '48f36950-4af5-1b2f-f125-6fafaf04197f', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-07T11:56:55.062Z', 'clOrdID': '0e1accf3b8cd4c95bd9b6920dc484b01', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-07 11:56:55 INFO: skip event 0e1accf3b8cd4c95bd9b6920dc484b01 Canceled 2020-01-07 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.75, 'low': 142.45, 'close': 142.6, 'trades': 3273, 'volume': 4729257, 'vwap': 143.26, 'lastSize': 119, 'turnover': 67747081375, 'homeNotional': 37466.61063296732, 'foreignNotional': 5367153.47988402}, {'timestamp': datetime.datetime(2020, 1, 7, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 142.95, 'low': 142.5, 'close': 142.95, 'trades': 1075, 'volume': 1946583, 'vwap': 142.71, 'lastSize': 8129, 'turnover': 27778999915, 'homeNotional': 15318.464816122845, 'foreignNotional': 2186045.259657566}, {'timestamp': datetime.datetime(2020, 1, 7, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.1, 'high': 143.4, 'low': 142.55, 'close': 142.55, 'trades': 1422, 'volume': 2427155, 'vwap': 142.95, 'lastSize': 2, 'turnover': 34694869260, 'homeNotional': 19102.998247807194, 'foreignNotional': 2730673.378647708}] 2020-01-07 12:00:20 INFO: prepare buckets [{'low_price': 142.45, 'high_price': 143.75, 'color': 'RED'}, {'low_price': 142.5, 'high_price': 142.95, 'color': 'GREEN'}, {'low_price': 142.55, 'high_price': 143.4, 'color': 'RED'}] 2020-01-07 12:00:20 INFO: bucket_size=1.3000000000000114 (allowed (0.39, 0.95)) 2020-01-07 12:00:20 WARNING: skip bucket by bucket_size=1.3000000000000114 too big 2020-01-07 12:00:20 INFO: check need new order None 2020-01-07 12:23:37 INFO: Websocket Closed 2020-01-07 12:23:37 WARNING: reconnect to socket 2020-01-07 12:23:37 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-07 12:23:37 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-07 12:23:37 INFO: Authenticating with API Key. 2020-01-07 12:23:38 INFO: Connected to WS. 2020-01-07 12:23:43 ERROR: Error : Connection is already closed. 2020-01-07 12:23:43 ERROR: error from callback >: Connection is already closed. 2020-01-07 12:23:43 INFO: Websocket Closed 2020-01-07 12:23:43 WARNING: reconnect to socket 2020-01-07 12:23:43 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-07 12:23:43 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-07 12:23:43 INFO: Authenticating with API Key. 2020-01-07 12:23:44 INFO: Connected to WS. 2020-01-07 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.6, 'high': 142.6, 'low': 140.75, 'close': 141.2, 'trades': 6415, 'volume': 12257962, 'vwap': 141.6, 'lastSize': 100, 'turnover': 173567038345, 'homeNotional': 96555.75467157718, 'foreignNotional': 13671908.755451076}, {'timestamp': datetime.datetime(2020, 1, 7, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.75, 'low': 142.45, 'close': 142.6, 'trades': 3273, 'volume': 4729257, 'vwap': 143.26, 'lastSize': 119, 'turnover': 67747081375, 'homeNotional': 37466.61063296732, 'foreignNotional': 5367153.47988402}, {'timestamp': datetime.datetime(2020, 1, 7, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 142.95, 'low': 142.5, 'close': 142.95, 'trades': 1075, 'volume': 1946583, 'vwap': 142.71, 'lastSize': 8129, 'turnover': 27778999915, 'homeNotional': 15318.464816122845, 'foreignNotional': 2186045.259657566}] 2020-01-07 13:00:20 INFO: prepare buckets [{'low_price': 140.75, 'high_price': 142.6, 'color': 'RED'}, {'low_price': 142.45, 'high_price': 143.75, 'color': 'RED'}, {'low_price': 142.5, 'high_price': 142.95, 'color': 'GREEN'}] 2020-01-07 13:00:20 INFO: bucket_size=1.8499999999999943 (allowed (0.39, 0.95)) 2020-01-07 13:00:20 WARNING: skip bucket by bucket_size=1.8499999999999943 too big 2020-01-07 13:00:20 INFO: check need new order None 2020-01-07 14:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.2, 'high': 141.25, 'low': 140.25, 'close': 141.1, 'trades': 3327, 'volume': 5991949, 'vwap': 140.65, 'lastSize': 250, 'turnover': 84273503095, 'homeNotional': 47009.06084478113, 'foreignNotional': 6611577.478463602}, {'timestamp': datetime.datetime(2020, 1, 7, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.6, 'high': 142.6, 'low': 140.75, 'close': 141.2, 'trades': 6415, 'volume': 12257962, 'vwap': 141.6, 'lastSize': 100, 'turnover': 173567038345, 'homeNotional': 96555.75467157718, 'foreignNotional': 13671908.755451076}, {'timestamp': datetime.datetime(2020, 1, 7, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.75, 'low': 142.45, 'close': 142.6, 'trades': 3273, 'volume': 4729257, 'vwap': 143.26, 'lastSize': 119, 'turnover': 67747081375, 'homeNotional': 37466.61063296732, 'foreignNotional': 5367153.47988402}] 2020-01-07 14:00:21 INFO: prepare buckets [{'low_price': 140.25, 'high_price': 141.25, 'color': 'RED'}, {'low_price': 140.75, 'high_price': 142.6, 'color': 'RED'}, {'low_price': 142.45, 'high_price': 143.75, 'color': 'RED'}] 2020-01-07 14:00:21 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-07 14:00:21 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-07 14:00:21 INFO: check need new order None 2020-01-07 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.1, 'high': 141.45, 'low': 140.65, 'close': 141.1, 'trades': 2003, 'volume': 6515194, 'vwap': 141.04, 'lastSize': 200, 'turnover': 91886042475, 'homeNotional': 51228.004307659765, 'foreignNotional': 7224872.118775017}, {'timestamp': datetime.datetime(2020, 1, 7, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.2, 'high': 141.25, 'low': 140.25, 'close': 141.1, 'trades': 3327, 'volume': 5991949, 'vwap': 140.65, 'lastSize': 250, 'turnover': 84273503095, 'homeNotional': 47009.06084478113, 'foreignNotional': 6611577.478463602}, {'timestamp': datetime.datetime(2020, 1, 7, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.6, 'high': 142.6, 'low': 140.75, 'close': 141.2, 'trades': 6415, 'volume': 12257962, 'vwap': 141.6, 'lastSize': 100, 'turnover': 173567038345, 'homeNotional': 96555.75467157718, 'foreignNotional': 13671908.755451076}] 2020-01-07 15:00:20 INFO: skip by found empty buckets 2020-01-07 15:00:20 INFO: check need new order None 2020-01-07 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.1, 'high': 141.05, 'low': 139.25, 'close': 139.7, 'trades': 4855, 'volume': 10779910, 'vwap': 140.01, 'lastSize': 20, 'turnover': 150921811635, 'homeNotional': 84131.53236625638, 'foreignNotional': 11778788.033901844}, {'timestamp': datetime.datetime(2020, 1, 7, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.1, 'high': 141.45, 'low': 140.65, 'close': 141.1, 'trades': 2003, 'volume': 6515194, 'vwap': 141.04, 'lastSize': 200, 'turnover': 91886042475, 'homeNotional': 51228.004307659765, 'foreignNotional': 7224872.118775017}, {'timestamp': datetime.datetime(2020, 1, 7, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.2, 'high': 141.25, 'low': 140.25, 'close': 141.1, 'trades': 3327, 'volume': 5991949, 'vwap': 140.65, 'lastSize': 250, 'turnover': 84273503095, 'homeNotional': 47009.06084478113, 'foreignNotional': 6611577.478463602}] 2020-01-07 16:00:20 INFO: skip by found empty buckets 2020-01-07 16:00:20 INFO: check need new order None 2020-01-07 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.7, 'high': 141.8, 'low': 138.8, 'close': 141.4, 'trades': 7167, 'volume': 11369084, 'vwap': 140.63, 'lastSize': 21, 'turnover': 159881486760, 'homeNotional': 89224.47145602464, 'foreignNotional': 12548082.090546476}, {'timestamp': datetime.datetime(2020, 1, 7, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.1, 'high': 141.05, 'low': 139.25, 'close': 139.7, 'trades': 4855, 'volume': 10779910, 'vwap': 140.01, 'lastSize': 20, 'turnover': 150921811635, 'homeNotional': 84131.53236625638, 'foreignNotional': 11778788.033901844}, {'timestamp': datetime.datetime(2020, 1, 7, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.1, 'high': 141.45, 'low': 140.65, 'close': 141.1, 'trades': 2003, 'volume': 6515194, 'vwap': 141.04, 'lastSize': 200, 'turnover': 91886042475, 'homeNotional': 51228.004307659765, 'foreignNotional': 7224872.118775017}] 2020-01-07 17:00:20 INFO: skip by found empty buckets 2020-01-07 17:00:20 INFO: check need new order None 2020-01-07 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 142.8, 'low': 141.1, 'close': 142.7, 'trades': 4021, 'volume': 5423696, 'vwap': 142.09, 'lastSize': 1460, 'turnover': 77060876750, 'homeNotional': 42987.01616115682, 'foreignNotional': 6107707.513235997}, {'timestamp': datetime.datetime(2020, 1, 7, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.7, 'high': 141.8, 'low': 138.8, 'close': 141.4, 'trades': 7167, 'volume': 11369084, 'vwap': 140.63, 'lastSize': 21, 'turnover': 159881486760, 'homeNotional': 89224.47145602464, 'foreignNotional': 12548082.090546476}, {'timestamp': datetime.datetime(2020, 1, 7, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.1, 'high': 141.05, 'low': 139.25, 'close': 139.7, 'trades': 4855, 'volume': 10779910, 'vwap': 140.01, 'lastSize': 20, 'turnover': 150921811635, 'homeNotional': 84131.53236625638, 'foreignNotional': 11778788.033901844}] 2020-01-07 18:00:20 INFO: prepare buckets [{'low_price': 141.1, 'high_price': 142.8, 'color': 'GREEN'}, {'low_price': 138.8, 'high_price': 141.8, 'color': 'GREEN'}, {'low_price': 139.25, 'high_price': 141.05, 'color': 'RED'}] 2020-01-07 18:00:20 INFO: bucket_size=1.700000000000017 (allowed (0.39, 0.95)) 2020-01-07 18:00:20 WARNING: skip bucket by bucket_size=1.700000000000017 too big 2020-01-07 18:00:20 INFO: check need new order None 2020-01-07 19:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 143.55, 'low': 142.35, 'close': 142.45, 'trades': 5896, 'volume': 10389998, 'vwap': 142.98, 'lastSize': 250, 'turnover': 148546613950, 'homeNotional': 83757.12191165534, 'foreignNotional': 11974914.294319028}, {'timestamp': datetime.datetime(2020, 1, 7, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 142.8, 'low': 141.1, 'close': 142.7, 'trades': 4021, 'volume': 5423696, 'vwap': 142.09, 'lastSize': 1460, 'turnover': 77060876750, 'homeNotional': 42987.01616115682, 'foreignNotional': 6107707.513235997}, {'timestamp': datetime.datetime(2020, 1, 7, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.7, 'high': 141.8, 'low': 138.8, 'close': 141.4, 'trades': 7167, 'volume': 11369084, 'vwap': 140.63, 'lastSize': 21, 'turnover': 159881486760, 'homeNotional': 89224.47145602464, 'foreignNotional': 12548082.090546476}] 2020-01-07 19:00:21 INFO: prepare buckets [{'low_price': 142.35, 'high_price': 143.55, 'color': 'RED'}, {'low_price': 141.1, 'high_price': 142.8, 'color': 'GREEN'}, {'low_price': 138.8, 'high_price': 141.8, 'color': 'GREEN'}] 2020-01-07 19:00:21 INFO: bucket_size=1.200000000000017 (allowed (0.39, 0.95)) 2020-01-07 19:00:21 WARNING: skip bucket by bucket_size=1.200000000000017 too big 2020-01-07 19:00:21 INFO: check need new order None 2020-01-07 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.45, 'high': 143.9, 'low': 142.35, 'close': 143.25, 'trades': 4605, 'volume': 8635117, 'vwap': 143.28, 'lastSize': 200, 'turnover': 123719474970, 'homeNotional': 69812.60268575224, 'foreignNotional': 10002419.855543822}, {'timestamp': datetime.datetime(2020, 1, 7, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 143.55, 'low': 142.35, 'close': 142.45, 'trades': 5896, 'volume': 10389998, 'vwap': 142.98, 'lastSize': 250, 'turnover': 148546613950, 'homeNotional': 83757.12191165534, 'foreignNotional': 11974914.294319028}, {'timestamp': datetime.datetime(2020, 1, 7, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 142.8, 'low': 141.1, 'close': 142.7, 'trades': 4021, 'volume': 5423696, 'vwap': 142.09, 'lastSize': 1460, 'turnover': 77060876750, 'homeNotional': 42987.01616115682, 'foreignNotional': 6107707.513235997}] 2020-01-07 20:00:20 INFO: prepare buckets [{'low_price': 142.35, 'high_price': 143.9, 'color': 'GREEN'}, {'low_price': 142.35, 'high_price': 143.55, 'color': 'RED'}, {'low_price': 141.1, 'high_price': 142.8, 'color': 'GREEN'}] 2020-01-07 20:00:20 INFO: bucket_size=1.5500000000000114 (allowed (0.39, 0.95)) 2020-01-07 20:00:20 WARNING: skip bucket by bucket_size=1.5500000000000114 too big 2020-01-07 20:00:20 INFO: check need new order None 2020-01-07 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.25, 'high': 144.95, 'low': 143.1, 'close': 144.95, 'trades': 4636, 'volume': 7873788, 'vwap': 144.19, 'lastSize': 60, 'turnover': 113525203885, 'homeNotional': 64110.76591274014, 'foreignNotional': 9243697.18766528}, {'timestamp': datetime.datetime(2020, 1, 7, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.45, 'high': 143.9, 'low': 142.35, 'close': 143.25, 'trades': 4605, 'volume': 8635117, 'vwap': 143.28, 'lastSize': 200, 'turnover': 123719474970, 'homeNotional': 69812.60268575224, 'foreignNotional': 10002419.855543822}, {'timestamp': datetime.datetime(2020, 1, 7, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 143.55, 'low': 142.35, 'close': 142.45, 'trades': 5896, 'volume': 10389998, 'vwap': 142.98, 'lastSize': 250, 'turnover': 148546613950, 'homeNotional': 83757.12191165534, 'foreignNotional': 11974914.294319028}] 2020-01-07 21:00:20 INFO: prepare buckets [{'low_price': 143.1, 'high_price': 144.95, 'color': 'GREEN'}, {'low_price': 142.35, 'high_price': 143.9, 'color': 'GREEN'}, {'low_price': 142.35, 'high_price': 143.55, 'color': 'RED'}] 2020-01-07 21:00:20 INFO: bucket_size=1.8499999999999943 (allowed (0.39, 0.95)) 2020-01-07 21:00:20 WARNING: skip bucket by bucket_size=1.8499999999999943 too big 2020-01-07 21:00:20 INFO: check need new order None 2020-01-07 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.15, 'low': 142.15, 'close': 142.6, 'trades': 6619, 'volume': 16298896, 'vwap': 143.97, 'lastSize': 37, 'turnover': 234648123580, 'homeNotional': 132323.9843331134, 'foreignNotional': 19050899.297253348}, {'timestamp': datetime.datetime(2020, 1, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.25, 'high': 144.95, 'low': 143.1, 'close': 144.95, 'trades': 4636, 'volume': 7873788, 'vwap': 144.19, 'lastSize': 60, 'turnover': 113525203885, 'homeNotional': 64110.76591274014, 'foreignNotional': 9243697.18766528}, {'timestamp': datetime.datetime(2020, 1, 7, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.45, 'high': 143.9, 'low': 142.35, 'close': 143.25, 'trades': 4605, 'volume': 8635117, 'vwap': 143.28, 'lastSize': 200, 'turnover': 123719474970, 'homeNotional': 69812.60268575224, 'foreignNotional': 10002419.855543822}] 2020-01-07 22:00:20 INFO: prepare buckets [{'low_price': 142.15, 'high_price': 145.15, 'color': 'RED'}, {'low_price': 143.1, 'high_price': 144.95, 'color': 'GREEN'}, {'low_price': 142.35, 'high_price': 143.9, 'color': 'GREEN'}] 2020-01-07 22:00:20 INFO: bucket_size=3.0 (allowed (0.39, 0.95)) 2020-01-07 22:00:20 WARNING: skip bucket by bucket_size=3.0 too big 2020-01-07 22:00:20 INFO: check need new order None 2020-01-07 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.6, 'high': 143.2, 'low': 141.45, 'close': 142.2, 'trades': 3577, 'volume': 5017823, 'vwap': 142.22, 'lastSize': 500, 'turnover': 71361044755, 'homeNotional': 40268.02769595067, 'foreignNotional': 5726757.727034006}, {'timestamp': datetime.datetime(2020, 1, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.15, 'low': 142.15, 'close': 142.6, 'trades': 6619, 'volume': 16298896, 'vwap': 143.97, 'lastSize': 37, 'turnover': 234648123580, 'homeNotional': 132323.9843331134, 'foreignNotional': 19050899.297253348}, {'timestamp': datetime.datetime(2020, 1, 7, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.25, 'high': 144.95, 'low': 143.1, 'close': 144.95, 'trades': 4636, 'volume': 7873788, 'vwap': 144.19, 'lastSize': 60, 'turnover': 113525203885, 'homeNotional': 64110.76591274014, 'foreignNotional': 9243697.18766528}] 2020-01-07 23:00:20 INFO: prepare buckets [{'low_price': 141.45, 'high_price': 143.2, 'color': 'RED'}, {'low_price': 142.15, 'high_price': 145.15, 'color': 'RED'}, {'low_price': 143.1, 'high_price': 144.95, 'color': 'GREEN'}] 2020-01-07 23:00:20 INFO: bucket_size=1.75 (allowed (0.39, 0.95)) 2020-01-07 23:00:20 WARNING: skip bucket by bucket_size=1.75 too big 2020-01-07 23:00:20 INFO: check need new order None 2020-01-08 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.9, 'low': 142.2, 'close': 142.85, 'trades': 4195, 'volume': 5308855, 'vwap': 143.29, 'lastSize': 4, 'turnover': 76069339995, 'homeNotional': 43205.05705895872, 'foreignNotional': 6190847.094001885}, {'timestamp': datetime.datetime(2020, 1, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.6, 'high': 143.2, 'low': 141.45, 'close': 142.2, 'trades': 3577, 'volume': 5017823, 'vwap': 142.22, 'lastSize': 500, 'turnover': 71361044755, 'homeNotional': 40268.02769595067, 'foreignNotional': 5726757.727034006}, {'timestamp': datetime.datetime(2020, 1, 7, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.15, 'low': 142.15, 'close': 142.6, 'trades': 6619, 'volume': 16298896, 'vwap': 143.97, 'lastSize': 37, 'turnover': 234648123580, 'homeNotional': 132323.9843331134, 'foreignNotional': 19050899.297253348}] 2020-01-08 00:00:20 INFO: prepare buckets [{'low_price': 142.2, 'high_price': 143.9, 'color': 'GREEN'}, {'low_price': 141.45, 'high_price': 143.2, 'color': 'RED'}, {'low_price': 142.15, 'high_price': 145.15, 'color': 'RED'}] 2020-01-08 00:00:20 INFO: bucket_size=1.700000000000017 (allowed (0.39, 0.95)) 2020-01-08 00:00:20 WARNING: skip bucket by bucket_size=1.700000000000017 too big 2020-01-08 00:00:20 INFO: check need new order None 2020-01-08 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 148.15, 'low': 142.85, 'close': 147.7, 'trades': 10928, 'volume': 17960752, 'vwap': 145.34, 'lastSize': 15, 'turnover': 261040040195, 'homeNotional': 150295.9312040166, 'foreignNotional': 21845649.679053817}, {'timestamp': datetime.datetime(2020, 1, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.9, 'low': 142.2, 'close': 142.85, 'trades': 4195, 'volume': 5308855, 'vwap': 143.29, 'lastSize': 4, 'turnover': 76069339995, 'homeNotional': 43205.05705895872, 'foreignNotional': 6190847.094001885}, {'timestamp': datetime.datetime(2020, 1, 7, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.6, 'high': 143.2, 'low': 141.45, 'close': 142.2, 'trades': 3577, 'volume': 5017823, 'vwap': 142.22, 'lastSize': 500, 'turnover': 71361044755, 'homeNotional': 40268.02769595067, 'foreignNotional': 5726757.727034006}] 2020-01-08 01:00:20 INFO: prepare buckets [{'low_price': 142.85, 'high_price': 148.15, 'color': 'GREEN'}, {'low_price': 142.2, 'high_price': 143.9, 'color': 'GREEN'}, {'low_price': 141.45, 'high_price': 143.2, 'color': 'RED'}] 2020-01-08 01:00:20 INFO: bucket_size=5.300000000000011 (allowed (0.39, 0.95)) 2020-01-08 01:00:20 WARNING: skip bucket by bucket_size=5.300000000000011 too big 2020-01-08 01:00:20 INFO: check need new order None 2020-01-08 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 147.7, 'high': 147.9, 'low': 145.55, 'close': 145.95, 'trades': 5264, 'volume': 10681683, 'vwap': 146.75, 'lastSize': 33, 'turnover': 156746877610, 'homeNotional': 89826.88605727421, 'foreignNotional': 13181704.2669479}, {'timestamp': datetime.datetime(2020, 1, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 148.15, 'low': 142.85, 'close': 147.7, 'trades': 10928, 'volume': 17960752, 'vwap': 145.34, 'lastSize': 15, 'turnover': 261040040195, 'homeNotional': 150295.9312040166, 'foreignNotional': 21845649.679053817}, {'timestamp': datetime.datetime(2020, 1, 8, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.9, 'low': 142.2, 'close': 142.85, 'trades': 4195, 'volume': 5308855, 'vwap': 143.29, 'lastSize': 4, 'turnover': 76069339995, 'homeNotional': 43205.05705895872, 'foreignNotional': 6190847.094001885}] 2020-01-08 02:00:21 INFO: prepare buckets [{'low_price': 145.55, 'high_price': 147.9, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 148.15, 'color': 'GREEN'}, {'low_price': 142.2, 'high_price': 143.9, 'color': 'GREEN'}] 2020-01-08 02:00:21 INFO: bucket_size=2.3499999999999943 (allowed (0.39, 0.95)) 2020-01-08 02:00:21 WARNING: skip bucket by bucket_size=2.3499999999999943 too big 2020-01-08 02:00:21 INFO: check need new order None 2020-01-08 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.95, 'high': 146.7, 'low': 144.4, 'close': 144.8, 'trades': 4919, 'volume': 10617109, 'vwap': 146.02, 'lastSize': 16, 'turnover': 155021682000, 'homeNotional': 88884.48548678348, 'foreignNotional': 12978368.24913127}, {'timestamp': datetime.datetime(2020, 1, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 147.7, 'high': 147.9, 'low': 145.55, 'close': 145.95, 'trades': 5264, 'volume': 10681683, 'vwap': 146.75, 'lastSize': 33, 'turnover': 156746877610, 'homeNotional': 89826.88605727421, 'foreignNotional': 13181704.2669479}, {'timestamp': datetime.datetime(2020, 1, 8, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 148.15, 'low': 142.85, 'close': 147.7, 'trades': 10928, 'volume': 17960752, 'vwap': 145.34, 'lastSize': 15, 'turnover': 261040040195, 'homeNotional': 150295.9312040166, 'foreignNotional': 21845649.679053817}] 2020-01-08 03:00:20 INFO: prepare buckets [{'low_price': 144.4, 'high_price': 146.7, 'color': 'RED'}, {'low_price': 145.55, 'high_price': 147.9, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 148.15, 'color': 'GREEN'}] 2020-01-08 03:00:20 INFO: bucket_size=2.299999999999983 (allowed (0.39, 0.95)) 2020-01-08 03:00:20 WARNING: skip bucket by bucket_size=2.299999999999983 too big 2020-01-08 03:00:20 INFO: check need new order None 2020-01-08 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.8, 'high': 145.2, 'low': 143.9, 'close': 144.6, 'trades': 3493, 'volume': 5340433, 'vwap': 144.54, 'lastSize': 5568, 'turnover': 77189809150, 'homeNotional': 44263.141571796674, 'foreignNotional': 6397771.112979688}, {'timestamp': datetime.datetime(2020, 1, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.95, 'high': 146.7, 'low': 144.4, 'close': 144.8, 'trades': 4919, 'volume': 10617109, 'vwap': 146.02, 'lastSize': 16, 'turnover': 155021682000, 'homeNotional': 88884.48548678348, 'foreignNotional': 12978368.24913127}, {'timestamp': datetime.datetime(2020, 1, 8, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 147.7, 'high': 147.9, 'low': 145.55, 'close': 145.95, 'trades': 5264, 'volume': 10681683, 'vwap': 146.75, 'lastSize': 33, 'turnover': 156746877610, 'homeNotional': 89826.88605727421, 'foreignNotional': 13181704.2669479}] 2020-01-08 04:00:21 INFO: prepare buckets [{'low_price': 143.9, 'high_price': 145.2, 'color': 'RED'}, {'low_price': 144.4, 'high_price': 146.7, 'color': 'RED'}, {'low_price': 145.55, 'high_price': 147.9, 'color': 'RED'}] 2020-01-08 04:00:21 INFO: bucket_size=1.299999999999983 (allowed (0.39, 0.95)) 2020-01-08 04:00:21 WARNING: skip bucket by bucket_size=1.299999999999983 too big 2020-01-08 04:00:21 INFO: check need new order None 2020-01-08 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.6, 'high': 145.4, 'low': 144.65, 'close': 145.25, 'trades': 1739, 'volume': 2233504, 'vwap': 145.16, 'lastSize': 1, 'turnover': 32419368645, 'homeNotional': 18582.985548299162, 'foreignNotional': 2697328.4128715266}, {'timestamp': datetime.datetime(2020, 1, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.8, 'high': 145.2, 'low': 143.9, 'close': 144.6, 'trades': 3493, 'volume': 5340433, 'vwap': 144.54, 'lastSize': 5568, 'turnover': 77189809150, 'homeNotional': 44263.141571796674, 'foreignNotional': 6397771.112979688}, {'timestamp': datetime.datetime(2020, 1, 8, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.95, 'high': 146.7, 'low': 144.4, 'close': 144.8, 'trades': 4919, 'volume': 10617109, 'vwap': 146.02, 'lastSize': 16, 'turnover': 155021682000, 'homeNotional': 88884.48548678348, 'foreignNotional': 12978368.24913127}] 2020-01-08 05:00:20 INFO: prepare buckets [{'low_price': 144.65, 'high_price': 145.4, 'color': 'GREEN'}, {'low_price': 143.9, 'high_price': 145.2, 'color': 'RED'}, {'low_price': 144.4, 'high_price': 146.7, 'color': 'RED'}] 2020-01-08 05:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-08 05:00:20 INFO: check need new order {'low_price': 144.65, 'high_price': 145.4, 'color': 'GREEN'} 2020-01-08 05:00:20 INFO: place order: start low=144.65 high=145.4 GREEN ETHUSD price_offset=0.1 2020-01-08 05:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=145.45000000000002 init_order_price=145.5 stop_price_offset=0.0 bucket_size=0.75 stop_price=144.65 take_price=147.75 2020-01-08 05:00:20 INFO: place order: compute qty=12.0 2020-01-08 05:00:20 INFO: place order: save order to db 77276c9988e54225add0261d2c995886; response=True 2020-01-08 05:00:20 INFO: post order to exchange resp={'orderID': '0da8f5ee-034e-adfa-1861-c0a7edfc285b', 'clOrdID': '77276c9988e54225add0261d2c995886', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 145.5, 'displayQty': None, 'stopPx': 145.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 8, 5, 0, 20, 969000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 8, 5, 0, 20, 969000, tzinfo=tzlocal())} 2020-01-08 05:00:20 INFO: place new init order {'qty': 12.0, 'init_price': 145.45000000000002, 'stop_price': 144.65, 'take_price': 147.75, 'order_uid': '77276c9988e54225add0261d2c995886', 'response': {'orderID': '0da8f5ee-034e-adfa-1861-c0a7edfc285b', 'clOrdID': '77276c9988e54225add0261d2c995886', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 145.5, 'displayQty': None, 'stopPx': 145.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 8, 5, 0, 20, 969000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 8, 5, 0, 20, 969000, tzinfo=tzlocal())}} 2020-01-08 05:00:22 INFO: process event {'orderID': '0da8f5ee-034e-adfa-1861-c0a7edfc285b', 'clOrdID': '77276c9988e54225add0261d2c995886', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 145.5, 'displayQty': None, 'stopPx': 145.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-08T05:00:20.969Z', 'timestamp': '2020-01-08T05:00:20.969Z'} 2020-01-08 05:00:22 INFO: skip event 77276c9988e54225add0261d2c995886 New 2020-01-08 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.25, 'high': 145.4, 'low': 144.75, 'close': 144.95, 'trades': 1441, 'volume': 2111697, 'vwap': 145.05, 'lastSize': 3000, 'turnover': 30629891845, 'homeNotional': 17625.785005131005, 'foreignNotional': 2556601.1777352546}, {'timestamp': datetime.datetime(2020, 1, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.6, 'high': 145.4, 'low': 144.65, 'close': 145.25, 'trades': 1739, 'volume': 2233504, 'vwap': 145.16, 'lastSize': 1, 'turnover': 32419368645, 'homeNotional': 18582.985548299162, 'foreignNotional': 2697328.4128715266}, {'timestamp': datetime.datetime(2020, 1, 8, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.8, 'high': 145.2, 'low': 143.9, 'close': 144.6, 'trades': 3493, 'volume': 5340433, 'vwap': 144.54, 'lastSize': 5568, 'turnover': 77189809150, 'homeNotional': 44263.141571796674, 'foreignNotional': 6397771.112979688}] 2020-01-08 06:00:20 INFO: prepare buckets [{'low_price': 144.75, 'high_price': 145.4, 'color': 'RED'}, {'low_price': 144.65, 'high_price': 145.4, 'color': 'GREEN'}, {'low_price': 143.9, 'high_price': 145.2, 'color': 'RED'}] 2020-01-08 06:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-08 06:00:20 INFO: check need new order None 2020-01-08 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.3, 'low': 144.75, 'close': 145.25, 'trades': 1335, 'volume': 2592132, 'vwap': 145.06, 'lastSize': 907, 'turnover': 37599434980, 'homeNotional': 21618.254802668995, 'foreignNotional': 3135776.011826543}, {'timestamp': datetime.datetime(2020, 1, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.25, 'high': 145.4, 'low': 144.75, 'close': 144.95, 'trades': 1441, 'volume': 2111697, 'vwap': 145.05, 'lastSize': 3000, 'turnover': 30629891845, 'homeNotional': 17625.785005131005, 'foreignNotional': 2556601.1777352546}, {'timestamp': datetime.datetime(2020, 1, 8, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.6, 'high': 145.4, 'low': 144.65, 'close': 145.25, 'trades': 1739, 'volume': 2233504, 'vwap': 145.16, 'lastSize': 1, 'turnover': 32419368645, 'homeNotional': 18582.985548299162, 'foreignNotional': 2697328.4128715266}] 2020-01-08 07:00:20 INFO: prepare buckets [{'low_price': 144.75, 'high_price': 145.3, 'color': 'GREEN'}, {'low_price': 144.75, 'high_price': 145.4, 'color': 'RED'}, {'low_price': 144.65, 'high_price': 145.4, 'color': 'GREEN'}] 2020-01-08 07:00:20 INFO: bucket_size=0.5500000000000114 (allowed (0.39, 0.95)) 2020-01-08 07:00:20 INFO: check need new order None 2020-01-08 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.25, 'high': 145.3, 'low': 142.65, 'close': 143.75, 'trades': 3781, 'volume': 6532441, 'vwap': 143.76, 'lastSize': 7000, 'turnover': 93909440135, 'homeNotional': 54273.012569986626, 'foreignNotional': 7802277.223891055}, {'timestamp': datetime.datetime(2020, 1, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.3, 'low': 144.75, 'close': 145.25, 'trades': 1335, 'volume': 2592132, 'vwap': 145.06, 'lastSize': 907, 'turnover': 37599434980, 'homeNotional': 21618.254802668995, 'foreignNotional': 3135776.011826543}, {'timestamp': datetime.datetime(2020, 1, 8, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.25, 'high': 145.4, 'low': 144.75, 'close': 144.95, 'trades': 1441, 'volume': 2111697, 'vwap': 145.05, 'lastSize': 3000, 'turnover': 30629891845, 'homeNotional': 17625.785005131005, 'foreignNotional': 2556601.1777352546}] 2020-01-08 08:00:20 INFO: prepare buckets [{'low_price': 142.65, 'high_price': 145.3, 'color': 'RED'}, {'low_price': 144.75, 'high_price': 145.3, 'color': 'GREEN'}, {'low_price': 144.75, 'high_price': 145.4, 'color': 'RED'}] 2020-01-08 08:00:20 INFO: bucket_size=2.6500000000000057 (allowed (0.39, 0.95)) 2020-01-08 08:00:20 WARNING: skip bucket by bucket_size=2.6500000000000057 too big 2020-01-08 08:00:20 INFO: check need new order None 2020-01-08 09:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 144.15, 'low': 143.1, 'close': 144.0, 'trades': 2220, 'volume': 3150175, 'vwap': 143.7, 'lastSize': 1000, 'turnover': 45266289330, 'homeNotional': 26141.16516166126, 'foreignNotional': 3756354.6383110285}, {'timestamp': datetime.datetime(2020, 1, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.25, 'high': 145.3, 'low': 142.65, 'close': 143.75, 'trades': 3781, 'volume': 6532441, 'vwap': 143.76, 'lastSize': 7000, 'turnover': 93909440135, 'homeNotional': 54273.012569986626, 'foreignNotional': 7802277.223891055}, {'timestamp': datetime.datetime(2020, 1, 8, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.3, 'low': 144.75, 'close': 145.25, 'trades': 1335, 'volume': 2592132, 'vwap': 145.06, 'lastSize': 907, 'turnover': 37599434980, 'homeNotional': 21618.254802668995, 'foreignNotional': 3135776.011826543}] 2020-01-08 09:00:21 INFO: prepare buckets [{'low_price': 143.1, 'high_price': 144.15, 'color': 'GREEN'}, {'low_price': 142.65, 'high_price': 145.3, 'color': 'RED'}, {'low_price': 144.75, 'high_price': 145.3, 'color': 'GREEN'}] 2020-01-08 09:00:21 INFO: bucket_size=1.0500000000000114 (allowed (0.39, 0.95)) 2020-01-08 09:00:21 WARNING: skip bucket by bucket_size=1.0500000000000114 too big 2020-01-08 09:00:21 INFO: check need new order None 2020-01-08 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.1, 'low': 143.15, 'close': 143.5, 'trades': 1722, 'volume': 2812806, 'vwap': 143.62, 'lastSize': 200, 'turnover': 40397081995, 'homeNotional': 23341.868492271446, 'foreignNotional': 3352326.1829394046}, {'timestamp': datetime.datetime(2020, 1, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 144.15, 'low': 143.1, 'close': 144.0, 'trades': 2220, 'volume': 3150175, 'vwap': 143.7, 'lastSize': 1000, 'turnover': 45266289330, 'homeNotional': 26141.16516166126, 'foreignNotional': 3756354.6383110285}, {'timestamp': datetime.datetime(2020, 1, 8, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.25, 'high': 145.3, 'low': 142.65, 'close': 143.75, 'trades': 3781, 'volume': 6532441, 'vwap': 143.76, 'lastSize': 7000, 'turnover': 93909440135, 'homeNotional': 54273.012569986626, 'foreignNotional': 7802277.223891055}] 2020-01-08 10:00:20 INFO: prepare buckets [{'low_price': 143.15, 'high_price': 144.1, 'color': 'RED'}, {'low_price': 143.1, 'high_price': 144.15, 'color': 'GREEN'}, {'low_price': 142.65, 'high_price': 145.3, 'color': 'RED'}] 2020-01-08 10:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-08 10:00:20 INFO: check need new order None 2020-01-08 10:24:53 ERROR: Error : Connection is already closed. 2020-01-08 10:24:53 ERROR: error from callback >: Connection is already closed. 2020-01-08 10:24:53 INFO: Websocket Closed 2020-01-08 10:24:53 WARNING: reconnect to socket 2020-01-08 10:24:53 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-08 10:24:53 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-08 10:24:53 INFO: Authenticating with API Key. 2020-01-08 10:24:54 INFO: Connected to WS. 2020-01-08 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.5, 'high': 144.5, 'low': 143.2, 'close': 143.9, 'trades': 2054, 'volume': 3589806, 'vwap': 143.86, 'lastSize': 1000, 'turnover': 51640979635, 'homeNotional': 29909.177031896015, 'foreignNotional': 4302592.564193941}, {'timestamp': datetime.datetime(2020, 1, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.1, 'low': 143.15, 'close': 143.5, 'trades': 1722, 'volume': 2812806, 'vwap': 143.62, 'lastSize': 200, 'turnover': 40397081995, 'homeNotional': 23341.868492271446, 'foreignNotional': 3352326.1829394046}, {'timestamp': datetime.datetime(2020, 1, 8, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 144.15, 'low': 143.1, 'close': 144.0, 'trades': 2220, 'volume': 3150175, 'vwap': 143.7, 'lastSize': 1000, 'turnover': 45266289330, 'homeNotional': 26141.16516166126, 'foreignNotional': 3756354.6383110285}] 2020-01-08 11:00:20 INFO: prepare buckets [{'low_price': 143.2, 'high_price': 144.5, 'color': 'GREEN'}, {'low_price': 143.15, 'high_price': 144.1, 'color': 'RED'}, {'low_price': 143.1, 'high_price': 144.15, 'color': 'GREEN'}] 2020-01-08 11:00:20 INFO: bucket_size=1.3000000000000114 (allowed (0.39, 0.95)) 2020-01-08 11:00:20 WARNING: skip bucket by bucket_size=1.3000000000000114 too big 2020-01-08 11:00:20 INFO: check need new order None 2020-01-08 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 144.5, 'low': 143.5, 'close': 143.55, 'trades': 1629, 'volume': 2175719, 'vwap': 144.03, 'lastSize': 25, 'turnover': 31336085340, 'homeNotional': 18171.879000905883, 'foreignNotional': 2617230.2108854656}, {'timestamp': datetime.datetime(2020, 1, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.5, 'high': 144.5, 'low': 143.2, 'close': 143.9, 'trades': 2054, 'volume': 3589806, 'vwap': 143.86, 'lastSize': 1000, 'turnover': 51640979635, 'homeNotional': 29909.177031896015, 'foreignNotional': 4302592.564193941}, {'timestamp': datetime.datetime(2020, 1, 8, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.0, 'high': 144.1, 'low': 143.15, 'close': 143.5, 'trades': 1722, 'volume': 2812806, 'vwap': 143.62, 'lastSize': 200, 'turnover': 40397081995, 'homeNotional': 23341.868492271446, 'foreignNotional': 3352326.1829394046}] 2020-01-08 12:00:21 INFO: prepare buckets [{'low_price': 143.5, 'high_price': 144.5, 'color': 'RED'}, {'low_price': 143.2, 'high_price': 144.5, 'color': 'GREEN'}, {'low_price': 143.15, 'high_price': 144.1, 'color': 'RED'}] 2020-01-08 12:00:21 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-08 12:00:21 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-08 12:00:21 INFO: check need new order None 2020-01-08 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.55, 'high': 143.65, 'low': 142.1, 'close': 142.3, 'trades': 3538, 'volume': 8184442, 'vwap': 142.59, 'lastSize': 3442, 'turnover': 116696490575, 'homeNotional': 67929.86284455702, 'foreignNotional': 9685741.894346813}, {'timestamp': datetime.datetime(2020, 1, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 144.5, 'low': 143.5, 'close': 143.55, 'trades': 1629, 'volume': 2175719, 'vwap': 144.03, 'lastSize': 25, 'turnover': 31336085340, 'homeNotional': 18171.879000905883, 'foreignNotional': 2617230.2108854656}, {'timestamp': datetime.datetime(2020, 1, 8, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.5, 'high': 144.5, 'low': 143.2, 'close': 143.9, 'trades': 2054, 'volume': 3589806, 'vwap': 143.86, 'lastSize': 1000, 'turnover': 51640979635, 'homeNotional': 29909.177031896015, 'foreignNotional': 4302592.564193941}] 2020-01-08 13:00:20 INFO: prepare buckets [{'low_price': 142.1, 'high_price': 143.65, 'color': 'RED'}, {'low_price': 143.5, 'high_price': 144.5, 'color': 'RED'}, {'low_price': 143.2, 'high_price': 144.5, 'color': 'GREEN'}] 2020-01-08 13:00:20 INFO: bucket_size=1.5500000000000114 (allowed (0.39, 0.95)) 2020-01-08 13:00:20 WARNING: skip bucket by bucket_size=1.5500000000000114 too big 2020-01-08 13:00:20 INFO: check need new order None 2020-01-08 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.3, 'high': 143.4, 'low': 140.55, 'close': 143.0, 'trades': 8166, 'volume': 14268682, 'vwap': 141.99, 'lastSize': 17, 'turnover': 202599253420, 'homeNotional': 118506.87979118807, 'foreignNotional': 16827247.463079777}, {'timestamp': datetime.datetime(2020, 1, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.55, 'high': 143.65, 'low': 142.1, 'close': 142.3, 'trades': 3538, 'volume': 8184442, 'vwap': 142.59, 'lastSize': 3442, 'turnover': 116696490575, 'homeNotional': 67929.86284455702, 'foreignNotional': 9685741.894346813}, {'timestamp': datetime.datetime(2020, 1, 8, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 144.5, 'low': 143.5, 'close': 143.55, 'trades': 1629, 'volume': 2175719, 'vwap': 144.03, 'lastSize': 25, 'turnover': 31336085340, 'homeNotional': 18171.879000905883, 'foreignNotional': 2617230.2108854656}] 2020-01-08 14:00:20 INFO: prepare buckets [{'low_price': 140.55, 'high_price': 143.4, 'color': 'GREEN'}, {'low_price': 142.1, 'high_price': 143.65, 'color': 'RED'}, {'low_price': 143.5, 'high_price': 144.5, 'color': 'RED'}] 2020-01-08 14:00:20 INFO: bucket_size=2.8499999999999943 (allowed (0.39, 0.95)) 2020-01-08 14:00:20 WARNING: skip bucket by bucket_size=2.8499999999999943 too big 2020-01-08 14:00:20 INFO: check need new order None 2020-01-08 15:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.0, 'low': 140.75, 'close': 141.85, 'trades': 6146, 'volume': 12812634, 'vwap': 141.7, 'lastSize': 3411, 'turnover': 181547122890, 'homeNotional': 106255.32292030746, 'foreignNotional': 15055905.96460834}, {'timestamp': datetime.datetime(2020, 1, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.3, 'high': 143.4, 'low': 140.55, 'close': 143.0, 'trades': 8166, 'volume': 14268682, 'vwap': 141.99, 'lastSize': 17, 'turnover': 202599253420, 'homeNotional': 118506.87979118807, 'foreignNotional': 16827247.463079777}, {'timestamp': datetime.datetime(2020, 1, 8, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.55, 'high': 143.65, 'low': 142.1, 'close': 142.3, 'trades': 3538, 'volume': 8184442, 'vwap': 142.59, 'lastSize': 3442, 'turnover': 116696490575, 'homeNotional': 67929.86284455702, 'foreignNotional': 9685741.894346813}] 2020-01-08 15:00:21 INFO: prepare buckets [{'low_price': 140.75, 'high_price': 143.0, 'color': 'RED'}, {'low_price': 140.55, 'high_price': 143.4, 'color': 'GREEN'}, {'low_price': 142.1, 'high_price': 143.65, 'color': 'RED'}] 2020-01-08 15:00:21 INFO: bucket_size=2.25 (allowed (0.39, 0.95)) 2020-01-08 15:00:21 WARNING: skip bucket by bucket_size=2.25 too big 2020-01-08 15:00:21 INFO: check need new order None 2020-01-08 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.85, 'high': 142.3, 'low': 140.05, 'close': 141.4, 'trades': 5886, 'volume': 8504558, 'vwap': 141.24, 'lastSize': 945, 'turnover': 120115361260, 'homeNotional': 70561.32754502883, 'foreignNotional': 9965922.430196483}, {'timestamp': datetime.datetime(2020, 1, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.0, 'low': 140.75, 'close': 141.85, 'trades': 6146, 'volume': 12812634, 'vwap': 141.7, 'lastSize': 3411, 'turnover': 181547122890, 'homeNotional': 106255.32292030746, 'foreignNotional': 15055905.96460834}, {'timestamp': datetime.datetime(2020, 1, 8, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.3, 'high': 143.4, 'low': 140.55, 'close': 143.0, 'trades': 8166, 'volume': 14268682, 'vwap': 141.99, 'lastSize': 17, 'turnover': 202599253420, 'homeNotional': 118506.87979118807, 'foreignNotional': 16827247.463079777}] 2020-01-08 16:00:20 INFO: prepare buckets [{'low_price': 140.05, 'high_price': 142.3, 'color': 'RED'}, {'low_price': 140.75, 'high_price': 143.0, 'color': 'RED'}, {'low_price': 140.55, 'high_price': 143.4, 'color': 'GREEN'}] 2020-01-08 16:00:20 INFO: bucket_size=2.25 (allowed (0.39, 0.95)) 2020-01-08 16:00:20 WARNING: skip bucket by bucket_size=2.25 too big 2020-01-08 16:00:20 INFO: check need new order None 2020-01-08 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 141.8, 'low': 137.75, 'close': 139.0, 'trades': 11986, 'volume': 20220974, 'vwap': 139.44, 'lastSize': 300, 'turnover': 281955108730, 'homeNotional': 165064.4010779907, 'foreignNotional': 23017439.978532936}, {'timestamp': datetime.datetime(2020, 1, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.85, 'high': 142.3, 'low': 140.05, 'close': 141.4, 'trades': 5886, 'volume': 8504558, 'vwap': 141.24, 'lastSize': 945, 'turnover': 120115361260, 'homeNotional': 70561.32754502883, 'foreignNotional': 9965922.430196483}, {'timestamp': datetime.datetime(2020, 1, 8, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.0, 'low': 140.75, 'close': 141.85, 'trades': 6146, 'volume': 12812634, 'vwap': 141.7, 'lastSize': 3411, 'turnover': 181547122890, 'homeNotional': 106255.32292030746, 'foreignNotional': 15055905.96460834}] 2020-01-08 17:00:20 INFO: prepare buckets [{'low_price': 137.75, 'high_price': 141.8, 'color': 'RED'}, {'low_price': 140.05, 'high_price': 142.3, 'color': 'RED'}, {'low_price': 140.75, 'high_price': 143.0, 'color': 'RED'}] 2020-01-08 17:00:20 INFO: bucket_size=4.050000000000011 (allowed (0.39, 0.95)) 2020-01-08 17:00:20 WARNING: skip bucket by bucket_size=4.050000000000011 too big 2020-01-08 17:00:20 INFO: check need new order None 2020-01-08 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.0, 'high': 139.35, 'low': 137.8, 'close': 138.85, 'trades': 5681, 'volume': 7076304, 'vwap': 138.65, 'lastSize': 250, 'turnover': 98109095690, 'homeNotional': 57100.89311954082, 'foreignNotional': 7916778.180686738}, {'timestamp': datetime.datetime(2020, 1, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 141.8, 'low': 137.75, 'close': 139.0, 'trades': 11986, 'volume': 20220974, 'vwap': 139.44, 'lastSize': 300, 'turnover': 281955108730, 'homeNotional': 165064.4010779907, 'foreignNotional': 23017439.978532936}, {'timestamp': datetime.datetime(2020, 1, 8, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.85, 'high': 142.3, 'low': 140.05, 'close': 141.4, 'trades': 5886, 'volume': 8504558, 'vwap': 141.24, 'lastSize': 945, 'turnover': 120115361260, 'homeNotional': 70561.32754502883, 'foreignNotional': 9965922.430196483}] 2020-01-08 18:00:21 INFO: prepare buckets [{'low_price': 137.8, 'high_price': 139.35, 'color': 'RED'}, {'low_price': 137.75, 'high_price': 141.8, 'color': 'RED'}, {'low_price': 140.05, 'high_price': 142.3, 'color': 'RED'}] 2020-01-08 18:00:21 INFO: bucket_size=1.549999999999983 (allowed (0.39, 0.95)) 2020-01-08 18:00:21 WARNING: skip bucket by bucket_size=1.549999999999983 too big 2020-01-08 18:00:21 INFO: check need new order None 2020-01-08 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.85, 'high': 140.0, 'low': 138.55, 'close': 139.4, 'trades': 3233, 'volume': 3423260, 'vwap': 139.31, 'lastSize': 25, 'turnover': 47687168215, 'homeNotional': 27593.450495805202, 'foreignNotional': 3843860.8430069783}, {'timestamp': datetime.datetime(2020, 1, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.0, 'high': 139.35, 'low': 137.8, 'close': 138.85, 'trades': 5681, 'volume': 7076304, 'vwap': 138.65, 'lastSize': 250, 'turnover': 98109095690, 'homeNotional': 57100.89311954082, 'foreignNotional': 7916778.180686738}, {'timestamp': datetime.datetime(2020, 1, 8, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.4, 'high': 141.8, 'low': 137.75, 'close': 139.0, 'trades': 11986, 'volume': 20220974, 'vwap': 139.44, 'lastSize': 300, 'turnover': 281955108730, 'homeNotional': 165064.4010779907, 'foreignNotional': 23017439.978532936}] 2020-01-08 19:00:20 INFO: prepare buckets [{'low_price': 138.55, 'high_price': 140.0, 'color': 'GREEN'}, {'low_price': 137.8, 'high_price': 139.35, 'color': 'RED'}, {'low_price': 137.75, 'high_price': 141.8, 'color': 'RED'}] 2020-01-08 19:00:20 INFO: bucket_size=1.4499999999999886 (allowed (0.39, 0.95)) 2020-01-08 19:00:20 WARNING: skip bucket by bucket_size=1.4499999999999886 too big 2020-01-08 19:00:20 INFO: check need new order None 2020-01-08 19:11:32 INFO: process event {'orderID': '0da8f5ee-034e-adfa-1861-c0a7edfc285b', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-08T19:11:31.945Z', 'clOrdID': '77276c9988e54225add0261d2c995886', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-08 19:11:32 INFO: skip event 77276c9988e54225add0261d2c995886 Canceled 2020-01-08 20:00:22 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.55, 'low': 137.8, 'close': 137.9, 'trades': 4447, 'volume': 7674543, 'vwap': 138.54, 'lastSize': 91, 'turnover': 106322150785, 'homeNotional': 61448.067330438455, 'foreignNotional': 8512985.45365464}, {'timestamp': datetime.datetime(2020, 1, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.85, 'high': 140.0, 'low': 138.55, 'close': 139.4, 'trades': 3233, 'volume': 3423260, 'vwap': 139.31, 'lastSize': 25, 'turnover': 47687168215, 'homeNotional': 27593.450495805202, 'foreignNotional': 3843860.8430069783}, {'timestamp': datetime.datetime(2020, 1, 8, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.0, 'high': 139.35, 'low': 137.8, 'close': 138.85, 'trades': 5681, 'volume': 7076304, 'vwap': 138.65, 'lastSize': 250, 'turnover': 98109095690, 'homeNotional': 57100.89311954082, 'foreignNotional': 7916778.180686738}] 2020-01-08 20:00:22 INFO: prepare buckets [{'low_price': 137.8, 'high_price': 139.55, 'color': 'RED'}, {'low_price': 138.55, 'high_price': 140.0, 'color': 'GREEN'}, {'low_price': 137.8, 'high_price': 139.35, 'color': 'RED'}] 2020-01-08 20:00:22 INFO: bucket_size=1.75 (allowed (0.39, 0.95)) 2020-01-08 20:00:22 WARNING: skip bucket by bucket_size=1.75 too big 2020-01-08 20:00:22 INFO: check need new order None 2020-01-08 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.9, 'high': 139.35, 'low': 136.45, 'close': 139.1, 'trades': 6641, 'volume': 13029374, 'vwap': 137.71, 'lastSize': 200, 'turnover': 179424694285, 'homeNotional': 103517.8236566978, 'foreignNotional': 14255331.962104004}, {'timestamp': datetime.datetime(2020, 1, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.55, 'low': 137.8, 'close': 137.9, 'trades': 4447, 'volume': 7674543, 'vwap': 138.54, 'lastSize': 91, 'turnover': 106322150785, 'homeNotional': 61448.067330438455, 'foreignNotional': 8512985.45365464}, {'timestamp': datetime.datetime(2020, 1, 8, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.85, 'high': 140.0, 'low': 138.55, 'close': 139.4, 'trades': 3233, 'volume': 3423260, 'vwap': 139.31, 'lastSize': 25, 'turnover': 47687168215, 'homeNotional': 27593.450495805202, 'foreignNotional': 3843860.8430069783}] 2020-01-08 21:00:21 INFO: prepare buckets [{'low_price': 136.45, 'high_price': 139.35, 'color': 'GREEN'}, {'low_price': 137.8, 'high_price': 139.55, 'color': 'RED'}, {'low_price': 138.55, 'high_price': 140.0, 'color': 'GREEN'}] 2020-01-08 21:00:21 INFO: bucket_size=2.9000000000000057 (allowed (0.39, 0.95)) 2020-01-08 21:00:21 WARNING: skip bucket by bucket_size=2.9000000000000057 too big 2020-01-08 21:00:21 INFO: check need new order None 2020-01-08 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.1, 'high': 139.55, 'low': 138.6, 'close': 139.0, 'trades': 2187, 'volume': 2846794, 'vwap': 139.2, 'lastSize': 1000, 'turnover': 39625113385, 'homeNotional': 22799.752031832995, 'foreignNotional': 3173546.84288681}, {'timestamp': datetime.datetime(2020, 1, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.9, 'high': 139.35, 'low': 136.45, 'close': 139.1, 'trades': 6641, 'volume': 13029374, 'vwap': 137.71, 'lastSize': 200, 'turnover': 179424694285, 'homeNotional': 103517.8236566978, 'foreignNotional': 14255331.962104004}, {'timestamp': datetime.datetime(2020, 1, 8, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.55, 'low': 137.8, 'close': 137.9, 'trades': 4447, 'volume': 7674543, 'vwap': 138.54, 'lastSize': 91, 'turnover': 106322150785, 'homeNotional': 61448.067330438455, 'foreignNotional': 8512985.45365464}] 2020-01-08 22:00:20 INFO: prepare buckets [{'low_price': 138.6, 'high_price': 139.55, 'color': 'RED'}, {'low_price': 136.45, 'high_price': 139.35, 'color': 'GREEN'}, {'low_price': 137.8, 'high_price': 139.55, 'color': 'RED'}] 2020-01-08 22:00:20 INFO: bucket_size=0.950000000000017 (allowed (0.39, 0.95)) 2020-01-08 22:00:20 WARNING: skip bucket by bucket_size=0.950000000000017 too big 2020-01-08 22:00:20 INFO: check need new order None 2020-01-08 22:32:43 INFO: Websocket Closed 2020-01-08 22:32:44 WARNING: reconnect to socket 2020-01-08 22:32:44 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-08 22:32:44 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-08 22:32:44 INFO: Authenticating with API Key. 2020-01-08 22:32:45 INFO: Connected to WS. 2020-01-08 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.0, 'high': 140.4, 'low': 138.6, 'close': 140.35, 'trades': 2732, 'volume': 3750820, 'vwap': 139.53, 'lastSize': 3500, 'turnover': 52334212895, 'homeNotional': 30128.498522196885, 'foreignNotional': 4203805.552465528}, {'timestamp': datetime.datetime(2020, 1, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.1, 'high': 139.55, 'low': 138.6, 'close': 139.0, 'trades': 2187, 'volume': 2846794, 'vwap': 139.2, 'lastSize': 1000, 'turnover': 39625113385, 'homeNotional': 22799.752031832995, 'foreignNotional': 3173546.84288681}, {'timestamp': datetime.datetime(2020, 1, 8, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.9, 'high': 139.35, 'low': 136.45, 'close': 139.1, 'trades': 6641, 'volume': 13029374, 'vwap': 137.71, 'lastSize': 200, 'turnover': 179424694285, 'homeNotional': 103517.8236566978, 'foreignNotional': 14255331.962104004}] 2020-01-08 23:00:20 INFO: prepare buckets [{'low_price': 138.6, 'high_price': 140.4, 'color': 'GREEN'}, {'low_price': 138.6, 'high_price': 139.55, 'color': 'RED'}, {'low_price': 136.45, 'high_price': 139.35, 'color': 'GREEN'}] 2020-01-08 23:00:20 INFO: bucket_size=1.8000000000000114 (allowed (0.39, 0.95)) 2020-01-08 23:00:20 WARNING: skip bucket by bucket_size=1.8000000000000114 too big 2020-01-08 23:00:20 INFO: check need new order None 2020-01-09 00:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.35, 'high': 141.3, 'low': 139.9, 'close': 140.55, 'trades': 3032, 'volume': 8407019, 'vwap': 140.98, 'lastSize': 1200, 'turnover': 118514342365, 'homeNotional': 67900.76791468171, 'foreignNotional': 9572059.470727995}, {'timestamp': datetime.datetime(2020, 1, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.0, 'high': 140.4, 'low': 138.6, 'close': 140.35, 'trades': 2732, 'volume': 3750820, 'vwap': 139.53, 'lastSize': 3500, 'turnover': 52334212895, 'homeNotional': 30128.498522196885, 'foreignNotional': 4203805.552465528}, {'timestamp': datetime.datetime(2020, 1, 8, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.1, 'high': 139.55, 'low': 138.6, 'close': 139.0, 'trades': 2187, 'volume': 2846794, 'vwap': 139.2, 'lastSize': 1000, 'turnover': 39625113385, 'homeNotional': 22799.752031832995, 'foreignNotional': 3173546.84288681}] 2020-01-09 00:00:21 INFO: prepare buckets [{'low_price': 139.9, 'high_price': 141.3, 'color': 'GREEN'}, {'low_price': 138.6, 'high_price': 140.4, 'color': 'GREEN'}, {'low_price': 138.6, 'high_price': 139.55, 'color': 'RED'}] 2020-01-09 00:00:21 INFO: bucket_size=1.4000000000000057 (allowed (0.39, 0.95)) 2020-01-09 00:00:21 WARNING: skip bucket by bucket_size=1.4000000000000057 too big 2020-01-09 00:00:21 INFO: check need new order None 2020-01-09 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.55, 'high': 140.7, 'low': 139.4, 'close': 139.9, 'trades': 3391, 'volume': 4241573, 'vwap': 139.99, 'lastSize': 10, 'turnover': 59376406435, 'homeNotional': 33848.974799776246, 'foreignNotional': 4738429.001890779}, {'timestamp': datetime.datetime(2020, 1, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.35, 'high': 141.3, 'low': 139.9, 'close': 140.55, 'trades': 3032, 'volume': 8407019, 'vwap': 140.98, 'lastSize': 1200, 'turnover': 118514342365, 'homeNotional': 67900.76791468171, 'foreignNotional': 9572059.470727995}, {'timestamp': datetime.datetime(2020, 1, 8, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.0, 'high': 140.4, 'low': 138.6, 'close': 140.35, 'trades': 2732, 'volume': 3750820, 'vwap': 139.53, 'lastSize': 3500, 'turnover': 52334212895, 'homeNotional': 30128.498522196885, 'foreignNotional': 4203805.552465528}] 2020-01-09 01:00:20 INFO: prepare buckets [{'low_price': 139.4, 'high_price': 140.7, 'color': 'RED'}, {'low_price': 139.9, 'high_price': 141.3, 'color': 'GREEN'}, {'low_price': 138.6, 'high_price': 140.4, 'color': 'GREEN'}] 2020-01-09 01:00:20 INFO: bucket_size=1.299999999999983 (allowed (0.39, 0.95)) 2020-01-09 01:00:20 WARNING: skip bucket by bucket_size=1.299999999999983 too big 2020-01-09 01:00:20 INFO: check need new order None 2020-01-09 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 141.45, 'low': 139.75, 'close': 140.8, 'trades': 2131, 'volume': 4110338, 'vwap': 140.69, 'lastSize': 800, 'turnover': 57826388935, 'homeNotional': 32812.35366854922, 'foreignNotional': 4616245.485090766}, {'timestamp': datetime.datetime(2020, 1, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.55, 'high': 140.7, 'low': 139.4, 'close': 139.9, 'trades': 3391, 'volume': 4241573, 'vwap': 139.99, 'lastSize': 10, 'turnover': 59376406435, 'homeNotional': 33848.974799776246, 'foreignNotional': 4738429.001890779}, {'timestamp': datetime.datetime(2020, 1, 9, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.35, 'high': 141.3, 'low': 139.9, 'close': 140.55, 'trades': 3032, 'volume': 8407019, 'vwap': 140.98, 'lastSize': 1200, 'turnover': 118514342365, 'homeNotional': 67900.76791468171, 'foreignNotional': 9572059.470727995}] 2020-01-09 02:00:20 INFO: prepare buckets [{'low_price': 139.75, 'high_price': 141.45, 'color': 'GREEN'}, {'low_price': 139.4, 'high_price': 140.7, 'color': 'RED'}, {'low_price': 139.9, 'high_price': 141.3, 'color': 'GREEN'}] 2020-01-09 02:00:20 INFO: bucket_size=1.6999999999999886 (allowed (0.39, 0.95)) 2020-01-09 02:00:20 WARNING: skip bucket by bucket_size=1.6999999999999886 too big 2020-01-09 02:00:20 INFO: check need new order None 2020-01-09 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.8, 'high': 141.05, 'low': 140.35, 'close': 140.4, 'trades': 1210, 'volume': 2247992, 'vwap': 140.71, 'lastSize': 50, 'turnover': 31629684310, 'homeNotional': 17970.206482134017, 'foreignNotional': 2528445.45541622}, {'timestamp': datetime.datetime(2020, 1, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 141.45, 'low': 139.75, 'close': 140.8, 'trades': 2131, 'volume': 4110338, 'vwap': 140.69, 'lastSize': 800, 'turnover': 57826388935, 'homeNotional': 32812.35366854922, 'foreignNotional': 4616245.485090766}, {'timestamp': datetime.datetime(2020, 1, 9, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.55, 'high': 140.7, 'low': 139.4, 'close': 139.9, 'trades': 3391, 'volume': 4241573, 'vwap': 139.99, 'lastSize': 10, 'turnover': 59376406435, 'homeNotional': 33848.974799776246, 'foreignNotional': 4738429.001890779}] 2020-01-09 03:00:20 INFO: prepare buckets [{'low_price': 140.35, 'high_price': 141.05, 'color': 'RED'}, {'low_price': 139.75, 'high_price': 141.45, 'color': 'GREEN'}, {'low_price': 139.4, 'high_price': 140.7, 'color': 'RED'}] 2020-01-09 03:00:20 INFO: bucket_size=0.700000000000017 (allowed (0.39, 0.95)) 2020-01-09 03:00:20 INFO: check need new order None 2020-01-09 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.4, 'high': 140.4, 'low': 139.55, 'close': 139.9, 'trades': 1569, 'volume': 2195085, 'vwap': 139.9, 'lastSize': 4000, 'turnover': 30709035555, 'homeNotional': 17469.149359539348, 'foreignNotional': 2443920.7234915844}, {'timestamp': datetime.datetime(2020, 1, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.8, 'high': 141.05, 'low': 140.35, 'close': 140.4, 'trades': 1210, 'volume': 2247992, 'vwap': 140.71, 'lastSize': 50, 'turnover': 31629684310, 'homeNotional': 17970.206482134017, 'foreignNotional': 2528445.45541622}, {'timestamp': datetime.datetime(2020, 1, 9, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 141.45, 'low': 139.75, 'close': 140.8, 'trades': 2131, 'volume': 4110338, 'vwap': 140.69, 'lastSize': 800, 'turnover': 57826388935, 'homeNotional': 32812.35366854922, 'foreignNotional': 4616245.485090766}] 2020-01-09 04:00:20 INFO: prepare buckets [{'low_price': 139.55, 'high_price': 140.4, 'color': 'RED'}, {'low_price': 140.35, 'high_price': 141.05, 'color': 'RED'}, {'low_price': 139.75, 'high_price': 141.45, 'color': 'GREEN'}] 2020-01-09 04:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2020-01-09 04:00:20 INFO: check need new order None 2020-01-09 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 140.4, 'low': 139.6, 'close': 140.1, 'trades': 1406, 'volume': 2176771, 'vwap': 140.09, 'lastSize': 129, 'turnover': 30493076890, 'homeNotional': 17319.586679803393, 'foreignNotional': 2426201.768949575}, {'timestamp': datetime.datetime(2020, 1, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.4, 'high': 140.4, 'low': 139.55, 'close': 139.9, 'trades': 1569, 'volume': 2195085, 'vwap': 139.9, 'lastSize': 4000, 'turnover': 30709035555, 'homeNotional': 17469.149359539348, 'foreignNotional': 2443920.7234915844}, {'timestamp': datetime.datetime(2020, 1, 9, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.8, 'high': 141.05, 'low': 140.35, 'close': 140.4, 'trades': 1210, 'volume': 2247992, 'vwap': 140.71, 'lastSize': 50, 'turnover': 31629684310, 'homeNotional': 17970.206482134017, 'foreignNotional': 2528445.45541622}] 2020-01-09 05:00:21 INFO: prepare buckets [{'low_price': 139.6, 'high_price': 140.4, 'color': 'GREEN'}, {'low_price': 139.55, 'high_price': 140.4, 'color': 'RED'}, {'low_price': 140.35, 'high_price': 141.05, 'color': 'RED'}] 2020-01-09 05:00:21 INFO: bucket_size=0.8000000000000114 (allowed (0.39, 0.95)) 2020-01-09 05:00:21 INFO: check need new order {'low_price': 139.6, 'high_price': 140.4, 'color': 'GREEN'} 2020-01-09 05:00:21 INFO: place order: start low=139.6 high=140.4 GREEN ETHUSD price_offset=0.1 2020-01-09 05:00:21 INFO: place order: side_factor=-1.0 init_trigger_price=140.45000000000002 init_order_price=140.5 stop_price_offset=0.0 bucket_size=0.8000000000000114 stop_price=139.6 take_price=142.90000000000003 2020-01-09 05:00:21 INFO: place order: compute qty=12.0 2020-01-09 05:00:21 INFO: place order: save order to db 7aefc7b83d4e4b73acf01830c2378978; response=True 2020-01-09 05:00:21 INFO: post order to exchange resp={'orderID': '2006e286-87b9-63ee-dee5-b1c254bc12f1', 'clOrdID': '7aefc7b83d4e4b73acf01830c2378978', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 140.5, 'displayQty': None, 'stopPx': 140.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 9, 5, 0, 21, 316000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 5, 0, 21, 316000, tzinfo=tzlocal())} 2020-01-09 05:00:21 INFO: place new init order {'qty': 12.0, 'init_price': 140.45000000000002, 'stop_price': 139.6, 'take_price': 142.90000000000003, 'order_uid': '7aefc7b83d4e4b73acf01830c2378978', 'response': {'orderID': '2006e286-87b9-63ee-dee5-b1c254bc12f1', 'clOrdID': '7aefc7b83d4e4b73acf01830c2378978', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 140.5, 'displayQty': None, 'stopPx': 140.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 9, 5, 0, 21, 316000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 5, 0, 21, 316000, tzinfo=tzlocal())}} 2020-01-09 05:00:21 INFO: process event {'orderID': '2006e286-87b9-63ee-dee5-b1c254bc12f1', 'clOrdID': '7aefc7b83d4e4b73acf01830c2378978', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 140.5, 'displayQty': None, 'stopPx': 140.45, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-09T05:00:21.316Z', 'timestamp': '2020-01-09T05:00:21.316Z'} 2020-01-09 05:00:21 INFO: skip event 7aefc7b83d4e4b73acf01830c2378978 New 2020-01-09 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.1, 'high': 140.1, 'low': 138.85, 'close': 139.2, 'trades': 2368, 'volume': 5279320, 'vwap': 139.42, 'lastSize': 960, 'turnover': 73603089665, 'homeNotional': 41958.87174464435, 'foreignNotional': 5849824.76155431}, {'timestamp': datetime.datetime(2020, 1, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 140.4, 'low': 139.6, 'close': 140.1, 'trades': 1406, 'volume': 2176771, 'vwap': 140.09, 'lastSize': 129, 'turnover': 30493076890, 'homeNotional': 17319.586679803393, 'foreignNotional': 2426201.768949575}, {'timestamp': datetime.datetime(2020, 1, 9, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.4, 'high': 140.4, 'low': 139.55, 'close': 139.9, 'trades': 1569, 'volume': 2195085, 'vwap': 139.9, 'lastSize': 4000, 'turnover': 30709035555, 'homeNotional': 17469.149359539348, 'foreignNotional': 2443920.7234915844}] 2020-01-09 06:00:20 INFO: prepare buckets [{'low_price': 138.85, 'high_price': 140.1, 'color': 'RED'}, {'low_price': 139.6, 'high_price': 140.4, 'color': 'GREEN'}, {'low_price': 139.55, 'high_price': 140.4, 'color': 'RED'}] 2020-01-09 06:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-09 06:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-09 06:00:20 INFO: check need new order None 2020-01-09 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.2, 'high': 139.85, 'low': 138.75, 'close': 139.55, 'trades': 2881, 'volume': 9323527, 'vwap': 139.56, 'lastSize': 994, 'turnover': 130111325710, 'homeNotional': 73925.88558962336, 'foreignNotional': 10316480.059230994}, {'timestamp': datetime.datetime(2020, 1, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.1, 'high': 140.1, 'low': 138.85, 'close': 139.2, 'trades': 2368, 'volume': 5279320, 'vwap': 139.42, 'lastSize': 960, 'turnover': 73603089665, 'homeNotional': 41958.87174464435, 'foreignNotional': 5849824.76155431}, {'timestamp': datetime.datetime(2020, 1, 9, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 140.4, 'low': 139.6, 'close': 140.1, 'trades': 1406, 'volume': 2176771, 'vwap': 140.09, 'lastSize': 129, 'turnover': 30493076890, 'homeNotional': 17319.586679803393, 'foreignNotional': 2426201.768949575}] 2020-01-09 07:00:20 INFO: prepare buckets [{'low_price': 138.75, 'high_price': 139.85, 'color': 'GREEN'}, {'low_price': 138.85, 'high_price': 140.1, 'color': 'RED'}, {'low_price': 139.6, 'high_price': 140.4, 'color': 'GREEN'}] 2020-01-09 07:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2020-01-09 07:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2020-01-09 07:00:20 INFO: check need new order None 2020-01-09 07:41:55 ERROR: Error : Connection is already closed. 2020-01-09 07:41:55 ERROR: error from callback >: Connection is already closed. 2020-01-09 07:41:55 INFO: Websocket Closed 2020-01-09 07:41:55 WARNING: reconnect to socket 2020-01-09 07:41:55 INFO: connect to https://www.bitmex.com/api/v1 by 5Fys4FdLzNqgk7-_XfAnFOeA 2020-01-09 07:41:55 INFO: Connecting to wss://www.bitmex.com/realtime?subscribe=order,trade:ETHUSD 2020-01-09 07:41:55 INFO: Authenticating with API Key. 2020-01-09 07:41:56 INFO: Connected to WS. 2020-01-09 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.55, 'high': 140.3, 'low': 139.4, 'close': 139.9, 'trades': 1903, 'volume': 2913333, 'vwap': 140.0, 'lastSize': 39, 'turnover': 40785211405, 'homeNotional': 23114.025742363774, 'foreignNotional': 3235857.7483401783}, {'timestamp': datetime.datetime(2020, 1, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.2, 'high': 139.85, 'low': 138.75, 'close': 139.55, 'trades': 2881, 'volume': 9323527, 'vwap': 139.56, 'lastSize': 994, 'turnover': 130111325710, 'homeNotional': 73925.88558962336, 'foreignNotional': 10316480.059230994}, {'timestamp': datetime.datetime(2020, 1, 9, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.1, 'high': 140.1, 'low': 138.85, 'close': 139.2, 'trades': 2368, 'volume': 5279320, 'vwap': 139.42, 'lastSize': 960, 'turnover': 73603089665, 'homeNotional': 41958.87174464435, 'foreignNotional': 5849824.76155431}] 2020-01-09 08:00:20 INFO: prepare buckets [{'low_price': 139.4, 'high_price': 140.3, 'color': 'GREEN'}, {'low_price': 138.75, 'high_price': 139.85, 'color': 'GREEN'}, {'low_price': 138.85, 'high_price': 140.1, 'color': 'RED'}] 2020-01-09 08:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-09 08:00:20 INFO: check need new order None 2020-01-09 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 140.1, 'low': 139.15, 'close': 139.4, 'trades': 2717, 'volume': 2109277, 'vwap': 139.55, 'lastSize': 18, 'turnover': 29434295575, 'homeNotional': 16727.432805942324, 'foreignNotional': 2334264.62404261}, {'timestamp': datetime.datetime(2020, 1, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.55, 'high': 140.3, 'low': 139.4, 'close': 139.9, 'trades': 1903, 'volume': 2913333, 'vwap': 140.0, 'lastSize': 39, 'turnover': 40785211405, 'homeNotional': 23114.025742363774, 'foreignNotional': 3235857.7483401783}, {'timestamp': datetime.datetime(2020, 1, 9, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.2, 'high': 139.85, 'low': 138.75, 'close': 139.55, 'trades': 2881, 'volume': 9323527, 'vwap': 139.56, 'lastSize': 994, 'turnover': 130111325710, 'homeNotional': 73925.88558962336, 'foreignNotional': 10316480.059230994}] 2020-01-09 09:00:20 INFO: prepare buckets [{'low_price': 139.15, 'high_price': 140.1, 'color': 'RED'}, {'low_price': 139.4, 'high_price': 140.3, 'color': 'GREEN'}, {'low_price': 138.75, 'high_price': 139.85, 'color': 'GREEN'}] 2020-01-09 09:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-09 09:00:20 INFO: check need new order {'low_price': 139.15, 'high_price': 140.1, 'color': 'RED'} 2020-01-09 09:00:20 INFO: place order: start low=139.15 high=140.1 RED ETHUSD price_offset=0.1 2020-01-09 09:00:20 INFO: place order: side_factor=1.0 init_trigger_price=139.1 init_order_price=139.05 stop_price_offset=0.0 bucket_size=0.9499999999999886 stop_price=140.1 take_price=136.20000000000005 2020-01-09 09:00:20 INFO: place order: compute qty=-10.0 2020-01-09 09:00:20 INFO: place order: save order to db c2caae1ea3434d17b58ab3795c8b3381; response=True 2020-01-09 09:00:20 INFO: post order to exchange resp={'orderID': '778d7f9f-37ec-0c15-0a02-e5bb01a0ccec', 'clOrdID': 'c2caae1ea3434d17b58ab3795c8b3381', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 139.05, 'displayQty': None, 'stopPx': 139.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 9, 9, 0, 20, 878000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 9, 0, 20, 878000, tzinfo=tzlocal())} 2020-01-09 09:00:20 INFO: place new init order {'qty': -10.0, 'init_price': 139.1, 'stop_price': 140.1, 'take_price': 136.20000000000005, 'order_uid': 'c2caae1ea3434d17b58ab3795c8b3381', 'response': {'orderID': '778d7f9f-37ec-0c15-0a02-e5bb01a0ccec', 'clOrdID': 'c2caae1ea3434d17b58ab3795c8b3381', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 139.05, 'displayQty': None, 'stopPx': 139.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 9, 9, 0, 20, 878000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 9, 0, 20, 878000, tzinfo=tzlocal())}} 2020-01-09 09:00:21 INFO: process event {'orderID': '778d7f9f-37ec-0c15-0a02-e5bb01a0ccec', 'clOrdID': 'c2caae1ea3434d17b58ab3795c8b3381', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 139.05, 'displayQty': None, 'stopPx': 139.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-09T09:00:20.878Z', 'timestamp': '2020-01-09T09:00:20.878Z'} 2020-01-09 09:00:21 INFO: skip event c2caae1ea3434d17b58ab3795c8b3381 New 2020-01-09 09:01:57 INFO: process event {'orderID': '778d7f9f-37ec-0c15-0a02-e5bb01a0ccec', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-09T09:01:56.649Z', 'clOrdID': 'c2caae1ea3434d17b58ab3795c8b3381', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-09 09:01:57 INFO: skip event c2caae1ea3434d17b58ab3795c8b3381 2020-01-09 09:01:57 INFO: process event {'orderID': '778d7f9f-37ec-0c15-0a02-e5bb01a0ccec', 'workingIndicator': True, 'transactTime': '2020-01-09T09:01:56.649Z', 'clOrdID': 'c2caae1ea3434d17b58ab3795c8b3381', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-09T09:01:56.649Z'} 2020-01-09 09:01:57 INFO: skip event c2caae1ea3434d17b58ab3795c8b3381 2020-01-09 09:01:57 INFO: process event {'orderID': '778d7f9f-37ec-0c15-0a02-e5bb01a0ccec', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 139.1, 'clOrdID': 'c2caae1ea3434d17b58ab3795c8b3381', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-09T09:01:56.649Z'} 2020-01-09 09:01:57 INFO: add new event={'uid': 'c2caae1ea3434d17b58ab3795c8b3381', 'status': 'Filled'} 2020-01-09 09:01:58 INFO: start process event-------------------------------------------- 2020-01-09 09:01:58 INFO: fetch new order event c2caae1ea3434d17b58ab3795c8b3381 2020-01-09 09:01:58 INFO: fetch orders by event init={'stop': '140.1', 'take': '136.20000000000005', 'qty': '10.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-09 09:01:58 INFO: process init order filled 2020-01-09 09:01:58 INFO: save profit orders to storage stop=6486871c183845ea8b20d175f879bcda take=a5e107b074974dd38f01dc8f4cbad789 2020-01-09 09:01:58 INFO: place profit orders take_price=136.20000000000005, stop_price=140.1, qty=10.0, color=RED, ticker=ETHUSD 6486871c183845ea8b20d175f879bcda a5e107b074974dd38f01dc8f4cbad789 2020-01-09 09:01:58 INFO: place stop order ETHUSD: qty=10.0, stop_price=140.1, stop_uid=6486871c183845ea8b20d175f879bcda 2020-01-09 09:01:58 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-09 09:02:04 INFO: exchange resp for stop order={'orderID': '21c6f353-9515-9021-fbb2-6bf35d96d119', 'clOrdID': '6486871c183845ea8b20d175f879bcda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 140.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 9, 9, 2, 4, 147000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 9, 2, 4, 147000, tzinfo=tzlocal())} 2020-01-09 09:02:04 INFO: place limit order ETHUSD: qty=10.0, price=136.20000000000005, take_uid=a5e107b074974dd38f01dc8f4cbad789 2020-01-09 09:02:04 INFO: process event {'orderID': '21c6f353-9515-9021-fbb2-6bf35d96d119', 'clOrdID': '6486871c183845ea8b20d175f879bcda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 140.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-09T09:02:04.147Z', 'timestamp': '2020-01-09T09:02:04.147Z'} 2020-01-09 09:02:04 INFO: skip event 6486871c183845ea8b20d175f879bcda New 2020-01-09 09:02:05 INFO: exchange resp for take profit order={'orderID': '6af5fb39-adb4-6023-7707-15a3d01091c7', 'clOrdID': 'a5e107b074974dd38f01dc8f4cbad789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 136.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 9, 9, 2, 4, 995000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 9, 2, 4, 995000, tzinfo=tzlocal())} 2020-01-09 09:02:05 INFO: place profit orders={'stop': {'response': {'orderID': '21c6f353-9515-9021-fbb2-6bf35d96d119', 'clOrdID': '6486871c183845ea8b20d175f879bcda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 140.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 9, 9, 2, 4, 147000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 9, 2, 4, 147000, tzinfo=tzlocal())}, 'qty': 10.0, 'uid': '6486871c183845ea8b20d175f879bcda', 'price': 140.1}, 'take': {'response': {'orderID': '6af5fb39-adb4-6023-7707-15a3d01091c7', 'clOrdID': 'a5e107b074974dd38f01dc8f4cbad789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 136.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 9, 9, 2, 4, 995000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 9, 2, 4, 995000, tzinfo=tzlocal())}, 'qty': 10.0, 'uid': 'a5e107b074974dd38f01dc8f4cbad789', 'price': 136.20000000000005}} 2020-01-09 09:02:05 INFO: rm init order from db c2caae1ea3434d17b58ab3795c8b3381 2020-01-09 09:02:05 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-09 09:02:05 INFO: process event {'orderID': '6af5fb39-adb4-6023-7707-15a3d01091c7', 'clOrdID': 'a5e107b074974dd38f01dc8f4cbad789', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 136.2, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-09T09:02:04.995Z', 'timestamp': '2020-01-09T09:02:04.995Z'} 2020-01-09 09:02:05 INFO: skip event a5e107b074974dd38f01dc8f4cbad789 New 2020-01-09 09:02:05 INFO: process event {'orderID': '6af5fb39-adb4-6023-7707-15a3d01091c7', 'workingIndicator': True, 'clOrdID': 'a5e107b074974dd38f01dc8f4cbad789', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-09T09:02:04.995Z'} 2020-01-09 09:02:05 INFO: skip event a5e107b074974dd38f01dc8f4cbad789 2020-01-09 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.45, 'low': 137.65, 'close': 138.35, 'trades': 4597, 'volume': 7134921, 'vwap': 138.37, 'lastSize': 13, 'turnover': 98720129000, 'homeNotional': 56353.70572292774, 'foreignNotional': 7797212.272428299}, {'timestamp': datetime.datetime(2020, 1, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 140.1, 'low': 139.15, 'close': 139.4, 'trades': 2717, 'volume': 2109277, 'vwap': 139.55, 'lastSize': 18, 'turnover': 29434295575, 'homeNotional': 16727.432805942324, 'foreignNotional': 2334264.62404261}, {'timestamp': datetime.datetime(2020, 1, 9, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.55, 'high': 140.3, 'low': 139.4, 'close': 139.9, 'trades': 1903, 'volume': 2913333, 'vwap': 140.0, 'lastSize': 39, 'turnover': 40785211405, 'homeNotional': 23114.025742363774, 'foreignNotional': 3235857.7483401783}] 2020-01-09 10:00:20 INFO: prepare buckets [{'low_price': 137.65, 'high_price': 139.45, 'color': 'RED'}, {'low_price': 139.15, 'high_price': 140.1, 'color': 'RED'}, {'low_price': 139.4, 'high_price': 140.3, 'color': 'GREEN'}] 2020-01-09 10:00:20 INFO: bucket_size=1.799999999999983 (allowed (0.39, 0.95)) 2020-01-09 10:00:20 WARNING: skip bucket by bucket_size=1.799999999999983 too big 2020-01-09 10:00:20 INFO: check need new order None 2020-01-09 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.35, 'high': 139.15, 'low': 137.75, 'close': 138.8, 'trades': 2442, 'volume': 3060859, 'vwap': 138.53, 'lastSize': 11018, 'turnover': 42400591190, 'homeNotional': 24146.007468203425, 'foreignNotional': 3344850.349228045}, {'timestamp': datetime.datetime(2020, 1, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.45, 'low': 137.65, 'close': 138.35, 'trades': 4597, 'volume': 7134921, 'vwap': 138.37, 'lastSize': 13, 'turnover': 98720129000, 'homeNotional': 56353.70572292774, 'foreignNotional': 7797212.272428299}, {'timestamp': datetime.datetime(2020, 1, 9, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.9, 'high': 140.1, 'low': 139.15, 'close': 139.4, 'trades': 2717, 'volume': 2109277, 'vwap': 139.55, 'lastSize': 18, 'turnover': 29434295575, 'homeNotional': 16727.432805942324, 'foreignNotional': 2334264.62404261}] 2020-01-09 11:00:21 INFO: prepare buckets [{'low_price': 137.75, 'high_price': 139.15, 'color': 'GREEN'}, {'low_price': 137.65, 'high_price': 139.45, 'color': 'RED'}, {'low_price': 139.15, 'high_price': 140.1, 'color': 'RED'}] 2020-01-09 11:00:21 INFO: bucket_size=1.4000000000000057 (allowed (0.39, 0.95)) 2020-01-09 11:00:21 WARNING: skip bucket by bucket_size=1.4000000000000057 too big 2020-01-09 11:00:21 INFO: check need new order None 2020-01-09 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.8, 'high': 138.8, 'low': 137.9, 'close': 138.25, 'trades': 1731, 'volume': 2251231, 'vwap': 138.32, 'lastSize': 50, 'turnover': 31137023635, 'homeNotional': 17715.18741765037, 'foreignNotional': 2450212.337031416}, {'timestamp': datetime.datetime(2020, 1, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.35, 'high': 139.15, 'low': 137.75, 'close': 138.8, 'trades': 2442, 'volume': 3060859, 'vwap': 138.53, 'lastSize': 11018, 'turnover': 42400591190, 'homeNotional': 24146.007468203425, 'foreignNotional': 3344850.349228045}, {'timestamp': datetime.datetime(2020, 1, 9, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.4, 'high': 139.45, 'low': 137.65, 'close': 138.35, 'trades': 4597, 'volume': 7134921, 'vwap': 138.37, 'lastSize': 13, 'turnover': 98720129000, 'homeNotional': 56353.70572292774, 'foreignNotional': 7797212.272428299}] 2020-01-09 12:00:20 INFO: prepare buckets [{'low_price': 137.9, 'high_price': 138.8, 'color': 'RED'}, {'low_price': 137.75, 'high_price': 139.15, 'color': 'GREEN'}, {'low_price': 137.65, 'high_price': 139.45, 'color': 'RED'}] 2020-01-09 12:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-09 12:00:20 INFO: check need new order None 2020-01-09 12:47:26 INFO: process event {'orderID': '2006e286-87b9-63ee-dee5-b1c254bc12f1', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-09T12:47:26.623Z', 'clOrdID': '7aefc7b83d4e4b73acf01830c2378978', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-09 12:47:26 INFO: skip event 7aefc7b83d4e4b73acf01830c2378978 Canceled 2020-01-09 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.25, 'high': 138.55, 'low': 138.05, 'close': 138.4, 'trades': 1523, 'volume': 2513621, 'vwap': 138.39, 'lastSize': 50, 'turnover': 34784368450, 'homeNotional': 19819.123893382148, 'foreignNotional': 2742641.8267822033}, {'timestamp': datetime.datetime(2020, 1, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.8, 'high': 138.8, 'low': 137.9, 'close': 138.25, 'trades': 1731, 'volume': 2251231, 'vwap': 138.32, 'lastSize': 50, 'turnover': 31137023635, 'homeNotional': 17715.18741765037, 'foreignNotional': 2450212.337031416}, {'timestamp': datetime.datetime(2020, 1, 9, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.35, 'high': 139.15, 'low': 137.75, 'close': 138.8, 'trades': 2442, 'volume': 3060859, 'vwap': 138.53, 'lastSize': 11018, 'turnover': 42400591190, 'homeNotional': 24146.007468203425, 'foreignNotional': 3344850.349228045}] 2020-01-09 13:00:20 INFO: prepare buckets [{'low_price': 138.05, 'high_price': 138.55, 'color': 'GREEN'}, {'low_price': 137.9, 'high_price': 138.8, 'color': 'RED'}, {'low_price': 137.75, 'high_price': 139.15, 'color': 'GREEN'}] 2020-01-09 13:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-09 13:00:20 INFO: check need new order None 2020-01-09 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.4, 'high': 139.0, 'low': 138.1, 'close': 138.25, 'trades': 2195, 'volume': 4419623, 'vwap': 138.64, 'lastSize': 1400, 'turnover': 61271392230, 'homeNotional': 34994.204947944345, 'foreignNotional': 4851428.620199957}, {'timestamp': datetime.datetime(2020, 1, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.25, 'high': 138.55, 'low': 138.05, 'close': 138.4, 'trades': 1523, 'volume': 2513621, 'vwap': 138.39, 'lastSize': 50, 'turnover': 34784368450, 'homeNotional': 19819.123893382148, 'foreignNotional': 2742641.8267822033}, {'timestamp': datetime.datetime(2020, 1, 9, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.8, 'high': 138.8, 'low': 137.9, 'close': 138.25, 'trades': 1731, 'volume': 2251231, 'vwap': 138.32, 'lastSize': 50, 'turnover': 31137023635, 'homeNotional': 17715.18741765037, 'foreignNotional': 2450212.337031416}] 2020-01-09 14:00:20 INFO: prepare buckets [{'low_price': 138.1, 'high_price': 139.0, 'color': 'RED'}, {'low_price': 138.05, 'high_price': 138.55, 'color': 'GREEN'}, {'low_price': 137.9, 'high_price': 138.8, 'color': 'RED'}] 2020-01-09 14:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-09 14:00:20 INFO: check need new order None 2020-01-09 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.25, 'high': 138.65, 'low': 137.65, 'close': 137.7, 'trades': 3692, 'volume': 3039374, 'vwap': 138.15, 'lastSize': 33, 'turnover': 41987428635, 'homeNotional': 23969.699146479816, 'foreignNotional': 3311297.9931504424}, {'timestamp': datetime.datetime(2020, 1, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.4, 'high': 139.0, 'low': 138.1, 'close': 138.25, 'trades': 2195, 'volume': 4419623, 'vwap': 138.64, 'lastSize': 1400, 'turnover': 61271392230, 'homeNotional': 34994.204947944345, 'foreignNotional': 4851428.620199957}, {'timestamp': datetime.datetime(2020, 1, 9, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.25, 'high': 138.55, 'low': 138.05, 'close': 138.4, 'trades': 1523, 'volume': 2513621, 'vwap': 138.39, 'lastSize': 50, 'turnover': 34784368450, 'homeNotional': 19819.123893382148, 'foreignNotional': 2742641.8267822033}] 2020-01-09 15:00:20 INFO: prepare buckets [{'low_price': 137.65, 'high_price': 138.65, 'color': 'RED'}, {'low_price': 138.1, 'high_price': 139.0, 'color': 'RED'}, {'low_price': 138.05, 'high_price': 138.55, 'color': 'GREEN'}] 2020-01-09 15:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-09 15:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-09 15:00:20 INFO: check need new order None 2020-01-09 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.7, 'high': 138.45, 'low': 137.65, 'close': 138.15, 'trades': 1767, 'volume': 2781679, 'vwap': 138.14, 'lastSize': 1000, 'turnover': 38425152825, 'homeNotional': 21965.78902102569, 'foreignNotional': 3034284.827537657}, {'timestamp': datetime.datetime(2020, 1, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.25, 'high': 138.65, 'low': 137.65, 'close': 137.7, 'trades': 3692, 'volume': 3039374, 'vwap': 138.15, 'lastSize': 33, 'turnover': 41987428635, 'homeNotional': 23969.699146479816, 'foreignNotional': 3311297.9931504424}, {'timestamp': datetime.datetime(2020, 1, 9, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.4, 'high': 139.0, 'low': 138.1, 'close': 138.25, 'trades': 2195, 'volume': 4419623, 'vwap': 138.64, 'lastSize': 1400, 'turnover': 61271392230, 'homeNotional': 34994.204947944345, 'foreignNotional': 4851428.620199957}] 2020-01-09 16:00:20 INFO: prepare buckets [{'low_price': 137.65, 'high_price': 138.45, 'color': 'GREEN'}, {'low_price': 137.65, 'high_price': 138.65, 'color': 'RED'}, {'low_price': 138.1, 'high_price': 139.0, 'color': 'RED'}] 2020-01-09 16:00:20 INFO: bucket_size=0.799999999999983 (allowed (0.39, 0.95)) 2020-01-09 16:00:20 INFO: check need new order {'low_price': 137.65, 'high_price': 138.45, 'color': 'GREEN'} 2020-01-09 16:00:20 INFO: place order: start low=137.65 high=138.45 GREEN ETHUSD price_offset=0.1 2020-01-09 16:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=138.5 init_order_price=138.54999999999998 stop_price_offset=0.0 bucket_size=0.799999999999983 stop_price=137.65 take_price=140.94999999999993 2020-01-09 16:00:20 INFO: place order: compute qty=12.0 2020-01-09 16:00:20 INFO: place order: save order to db b4a65b0011414285b0caa797a7a0360c; response=True 2020-01-09 16:00:20 INFO: post order to exchange resp={'orderID': 'bc830e0b-cfc3-50c0-deee-0ce7278f67f0', 'clOrdID': 'b4a65b0011414285b0caa797a7a0360c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 138.55, 'displayQty': None, 'stopPx': 138.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 9, 16, 0, 20, 909000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 16, 0, 20, 909000, tzinfo=tzlocal())} 2020-01-09 16:00:20 INFO: place new init order {'qty': 12.0, 'init_price': 138.5, 'stop_price': 137.65, 'take_price': 140.94999999999993, 'order_uid': 'b4a65b0011414285b0caa797a7a0360c', 'response': {'orderID': 'bc830e0b-cfc3-50c0-deee-0ce7278f67f0', 'clOrdID': 'b4a65b0011414285b0caa797a7a0360c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 138.55, 'displayQty': None, 'stopPx': 138.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 9, 16, 0, 20, 909000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 16, 0, 20, 909000, tzinfo=tzlocal())}} 2020-01-09 16:00:22 INFO: process event {'orderID': 'bc830e0b-cfc3-50c0-deee-0ce7278f67f0', 'clOrdID': 'b4a65b0011414285b0caa797a7a0360c', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 138.55, 'displayQty': None, 'stopPx': 138.5, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-09T16:00:20.909Z', 'timestamp': '2020-01-09T16:00:20.909Z'} 2020-01-09 16:00:22 INFO: skip event b4a65b0011414285b0caa797a7a0360c New 2020-01-09 16:15:27 INFO: process event {'orderID': 'bc830e0b-cfc3-50c0-deee-0ce7278f67f0', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-09T16:15:26.105Z', 'clOrdID': 'b4a65b0011414285b0caa797a7a0360c', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-09 16:15:27 INFO: skip event b4a65b0011414285b0caa797a7a0360c Canceled 2020-01-09 16:20:23 INFO: process event {'orderID': '6af5fb39-adb4-6023-7707-15a3d01091c7', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 136.2, 'timestamp': '2020-01-09T16:20:22.468Z', 'clOrdID': 'a5e107b074974dd38f01dc8f4cbad789', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-09 16:20:23 INFO: add new event={'uid': 'a5e107b074974dd38f01dc8f4cbad789', 'status': 'Filled'} 2020-01-09 16:20:23 INFO: start process event-------------------------------------------- 2020-01-09 16:20:23 INFO: fetch new order event a5e107b074974dd38f01dc8f4cbad789 2020-01-09 16:20:23 INFO: fetch orders by event init=None profit_pair=6486871c183845ea8b20d175f879bcda 2020-01-09 16:20:23 INFO: process profit order filled 2020-01-09 16:20:24 INFO: cancel order=6486871c183845ea8b20d175f879bcda [{'orderID': '21c6f353-9515-9021-fbb2-6bf35d96d119', 'clOrdID': '6486871c183845ea8b20d175f879bcda', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 140.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 9, 9, 2, 4, 147000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 9, 16, 20, 24, 594000, tzinfo=tzlocal())}] 2020-01-09 16:20:24 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-09 16:20:24 INFO: process event {'orderID': '21c6f353-9515-9021-fbb2-6bf35d96d119', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-09T16:20:24.594Z', 'clOrdID': '6486871c183845ea8b20d175f879bcda', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-09 16:20:24 INFO: skip event 6486871c183845ea8b20d175f879bcda Canceled 2020-01-09 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.15, 'high': 138.4, 'low': 135.25, 'close': 136.0, 'trades': 8269, 'volume': 19039212, 'vwap': 136.2, 'lastSize': 300, 'turnover': 259306424045, 'homeNotional': 149329.0679216232, 'foreignNotional': 20338340.078203365}, {'timestamp': datetime.datetime(2020, 1, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.7, 'high': 138.45, 'low': 137.65, 'close': 138.15, 'trades': 1767, 'volume': 2781679, 'vwap': 138.14, 'lastSize': 1000, 'turnover': 38425152825, 'homeNotional': 21965.78902102569, 'foreignNotional': 3034284.827537657}, {'timestamp': datetime.datetime(2020, 1, 9, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.25, 'high': 138.65, 'low': 137.65, 'close': 137.7, 'trades': 3692, 'volume': 3039374, 'vwap': 138.15, 'lastSize': 33, 'turnover': 41987428635, 'homeNotional': 23969.699146479816, 'foreignNotional': 3311297.9931504424}] 2020-01-09 17:00:20 INFO: prepare buckets [{'low_price': 135.25, 'high_price': 138.4, 'color': 'RED'}, {'low_price': 137.65, 'high_price': 138.45, 'color': 'GREEN'}, {'low_price': 137.65, 'high_price': 138.65, 'color': 'RED'}] 2020-01-09 17:00:20 INFO: bucket_size=3.1500000000000057 (allowed (0.39, 0.95)) 2020-01-09 17:00:20 WARNING: skip bucket by bucket_size=3.1500000000000057 too big 2020-01-09 17:00:20 INFO: check need new order None 2020-01-09 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.35, 'low': 135.55, 'close': 136.0, 'trades': 2577, 'volume': 3588317, 'vwap': 135.99, 'lastSize': 2000, 'turnover': 48794454145, 'homeNotional': 27996.178787829296, 'foreignNotional': 3806968.5170311998}, {'timestamp': datetime.datetime(2020, 1, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.15, 'high': 138.4, 'low': 135.25, 'close': 136.0, 'trades': 8269, 'volume': 19039212, 'vwap': 136.2, 'lastSize': 300, 'turnover': 259306424045, 'homeNotional': 149329.0679216232, 'foreignNotional': 20338340.078203365}, {'timestamp': datetime.datetime(2020, 1, 9, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.7, 'high': 138.45, 'low': 137.65, 'close': 138.15, 'trades': 1767, 'volume': 2781679, 'vwap': 138.14, 'lastSize': 1000, 'turnover': 38425152825, 'homeNotional': 21965.78902102569, 'foreignNotional': 3034284.827537657}] 2020-01-09 18:00:20 INFO: skip by found empty buckets 2020-01-09 18:00:20 INFO: check need new order None 2020-01-09 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.3, 'low': 135.7, 'close': 136.0, 'trades': 2265, 'volume': 6159204, 'vwap': 135.86, 'lastSize': 957, 'turnover': 83675570965, 'homeNotional': 48137.23688950774, 'foreignNotional': 6539661.448294973}, {'timestamp': datetime.datetime(2020, 1, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.35, 'low': 135.55, 'close': 136.0, 'trades': 2577, 'volume': 3588317, 'vwap': 135.99, 'lastSize': 2000, 'turnover': 48794454145, 'homeNotional': 27996.178787829296, 'foreignNotional': 3806968.5170311998}, {'timestamp': datetime.datetime(2020, 1, 9, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.15, 'high': 138.4, 'low': 135.25, 'close': 136.0, 'trades': 8269, 'volume': 19039212, 'vwap': 136.2, 'lastSize': 300, 'turnover': 259306424045, 'homeNotional': 149329.0679216232, 'foreignNotional': 20338340.078203365}] 2020-01-09 19:00:20 INFO: skip by found empty buckets 2020-01-09 19:00:20 INFO: check need new order None 2020-01-09 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 138.0, 'low': 135.85, 'close': 137.5, 'trades': 3947, 'volume': 6419229, 'vwap': 137.17, 'lastSize': 1000, 'turnover': 88051610095, 'homeNotional': 50731.25156199575, 'foreignNotional': 6958859.320516015}, {'timestamp': datetime.datetime(2020, 1, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.3, 'low': 135.7, 'close': 136.0, 'trades': 2265, 'volume': 6159204, 'vwap': 135.86, 'lastSize': 957, 'turnover': 83675570965, 'homeNotional': 48137.23688950774, 'foreignNotional': 6539661.448294973}, {'timestamp': datetime.datetime(2020, 1, 9, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.35, 'low': 135.55, 'close': 136.0, 'trades': 2577, 'volume': 3588317, 'vwap': 135.99, 'lastSize': 2000, 'turnover': 48794454145, 'homeNotional': 27996.178787829296, 'foreignNotional': 3806968.5170311998}] 2020-01-09 20:00:20 INFO: skip by found empty buckets 2020-01-09 20:00:20 INFO: check need new order None 2020-01-09 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.5, 'high': 139.4, 'low': 137.4, 'close': 137.8, 'trades': 7153, 'volume': 16802521, 'vwap': 138.71, 'lastSize': 3024, 'turnover': 233061338400, 'homeNotional': 133639.34187905738, 'foreignNotional': 18536903.779468816}, {'timestamp': datetime.datetime(2020, 1, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 138.0, 'low': 135.85, 'close': 137.5, 'trades': 3947, 'volume': 6419229, 'vwap': 137.17, 'lastSize': 1000, 'turnover': 88051610095, 'homeNotional': 50731.25156199575, 'foreignNotional': 6958859.320516015}, {'timestamp': datetime.datetime(2020, 1, 9, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 136.3, 'low': 135.7, 'close': 136.0, 'trades': 2265, 'volume': 6159204, 'vwap': 135.86, 'lastSize': 957, 'turnover': 83675570965, 'homeNotional': 48137.23688950774, 'foreignNotional': 6539661.448294973}] 2020-01-09 21:00:21 INFO: skip by found empty buckets 2020-01-09 21:00:21 INFO: check need new order None 2020-01-09 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.8, 'high': 137.85, 'low': 136.6, 'close': 137.05, 'trades': 3642, 'volume': 6176090, 'vwap': 137.23, 'lastSize': 50, 'turnover': 84753382570, 'homeNotional': 48149.19799449915, 'foreignNotional': 6607453.250833047}, {'timestamp': datetime.datetime(2020, 1, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.5, 'high': 139.4, 'low': 137.4, 'close': 137.8, 'trades': 7153, 'volume': 16802521, 'vwap': 138.71, 'lastSize': 3024, 'turnover': 233061338400, 'homeNotional': 133639.34187905738, 'foreignNotional': 18536903.779468816}, {'timestamp': datetime.datetime(2020, 1, 9, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.0, 'high': 138.0, 'low': 135.85, 'close': 137.5, 'trades': 3947, 'volume': 6419229, 'vwap': 137.17, 'lastSize': 1000, 'turnover': 88051610095, 'homeNotional': 50731.25156199575, 'foreignNotional': 6958859.320516015}] 2020-01-09 22:00:20 INFO: prepare buckets [{'low_price': 136.6, 'high_price': 137.85, 'color': 'RED'}, {'low_price': 137.4, 'high_price': 139.4, 'color': 'GREEN'}, {'low_price': 135.85, 'high_price': 138.0, 'color': 'GREEN'}] 2020-01-09 22:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-09 22:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-09 22:00:20 INFO: check need new order None 2020-01-09 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 137.9, 'low': 136.8, 'close': 137.5, 'trades': 1857, 'volume': 3169229, 'vwap': 137.35, 'lastSize': 1000, 'turnover': 43527440640, 'homeNotional': 24810.239707924353, 'foreignNotional': 3407560.127837776}, {'timestamp': datetime.datetime(2020, 1, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.8, 'high': 137.85, 'low': 136.6, 'close': 137.05, 'trades': 3642, 'volume': 6176090, 'vwap': 137.23, 'lastSize': 50, 'turnover': 84753382570, 'homeNotional': 48149.19799449915, 'foreignNotional': 6607453.250833047}, {'timestamp': datetime.datetime(2020, 1, 9, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.5, 'high': 139.4, 'low': 137.4, 'close': 137.8, 'trades': 7153, 'volume': 16802521, 'vwap': 138.71, 'lastSize': 3024, 'turnover': 233061338400, 'homeNotional': 133639.34187905738, 'foreignNotional': 18536903.779468816}] 2020-01-09 23:00:20 INFO: prepare buckets [{'low_price': 136.8, 'high_price': 137.9, 'color': 'GREEN'}, {'low_price': 136.6, 'high_price': 137.85, 'color': 'RED'}, {'low_price': 137.4, 'high_price': 139.4, 'color': 'GREEN'}] 2020-01-09 23:00:20 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2020-01-09 23:00:20 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2020-01-09 23:00:20 INFO: check need new order None 2020-01-10 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.5, 'high': 138.5, 'low': 136.05, 'close': 137.8, 'trades': 2989, 'volume': 5475142, 'vwap': 137.43, 'lastSize': 100, 'turnover': 75243161585, 'homeNotional': 42763.963366943106, 'foreignNotional': 5876953.2430908065}, {'timestamp': datetime.datetime(2020, 1, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 137.9, 'low': 136.8, 'close': 137.5, 'trades': 1857, 'volume': 3169229, 'vwap': 137.35, 'lastSize': 1000, 'turnover': 43527440640, 'homeNotional': 24810.239707924353, 'foreignNotional': 3407560.127837776}, {'timestamp': datetime.datetime(2020, 1, 9, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.8, 'high': 137.85, 'low': 136.6, 'close': 137.05, 'trades': 3642, 'volume': 6176090, 'vwap': 137.23, 'lastSize': 50, 'turnover': 84753382570, 'homeNotional': 48149.19799449915, 'foreignNotional': 6607453.250833047}] 2020-01-10 00:00:20 INFO: prepare buckets [{'low_price': 136.05, 'high_price': 138.5, 'color': 'GREEN'}, {'low_price': 136.8, 'high_price': 137.9, 'color': 'GREEN'}, {'low_price': 136.6, 'high_price': 137.85, 'color': 'RED'}] 2020-01-10 00:00:20 INFO: bucket_size=2.4499999999999886 (allowed (0.39, 0.95)) 2020-01-10 00:00:20 WARNING: skip bucket by bucket_size=2.4499999999999886 too big 2020-01-10 00:00:20 INFO: check need new order None 2020-01-10 01:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.8, 'high': 137.9, 'low': 137.15, 'close': 137.15, 'trades': 3552, 'volume': 2121373, 'vwap': 137.66, 'lastSize': 1, 'turnover': 29201292880, 'homeNotional': 16612.6452527878, 'foreignNotional': 2286777.5427483236}, {'timestamp': datetime.datetime(2020, 1, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.5, 'high': 138.5, 'low': 136.05, 'close': 137.8, 'trades': 2989, 'volume': 5475142, 'vwap': 137.43, 'lastSize': 100, 'turnover': 75243161585, 'homeNotional': 42763.963366943106, 'foreignNotional': 5876953.2430908065}, {'timestamp': datetime.datetime(2020, 1, 9, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.05, 'high': 137.9, 'low': 136.8, 'close': 137.5, 'trades': 1857, 'volume': 3169229, 'vwap': 137.35, 'lastSize': 1000, 'turnover': 43527440640, 'homeNotional': 24810.239707924353, 'foreignNotional': 3407560.127837776}] 2020-01-10 01:00:21 INFO: prepare buckets [{'low_price': 137.15, 'high_price': 137.9, 'color': 'RED'}, {'low_price': 136.05, 'high_price': 138.5, 'color': 'GREEN'}, {'low_price': 136.8, 'high_price': 137.9, 'color': 'GREEN'}] 2020-01-10 01:00:21 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-10 01:00:21 INFO: check need new order {'low_price': 137.15, 'high_price': 137.9, 'color': 'RED'} 2020-01-10 01:00:21 INFO: place order: start low=137.15 high=137.9 RED ETHUSD price_offset=0.1 2020-01-10 01:00:21 INFO: place order: side_factor=1.0 init_trigger_price=137.1 init_order_price=137.05 stop_price_offset=0.0 bucket_size=0.75 stop_price=137.9 take_price=134.8 2020-01-10 01:00:21 INFO: place order: compute qty=-12.0 2020-01-10 01:00:21 INFO: place order: save order to db 5b6249513893494a93ffcfd92e58b862; response=True 2020-01-10 01:00:21 INFO: post order to exchange resp={'orderID': '2e1496d8-bf0d-e29f-3b8b-df2d36a8a89a', 'clOrdID': '5b6249513893494a93ffcfd92e58b862', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 137.05, 'displayQty': None, 'stopPx': 137.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 1, 0, 21, 36000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 1, 0, 21, 36000, tzinfo=tzlocal())} 2020-01-10 01:00:21 INFO: place new init order {'qty': -12.0, 'init_price': 137.1, 'stop_price': 137.9, 'take_price': 134.8, 'order_uid': '5b6249513893494a93ffcfd92e58b862', 'response': {'orderID': '2e1496d8-bf0d-e29f-3b8b-df2d36a8a89a', 'clOrdID': '5b6249513893494a93ffcfd92e58b862', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 137.05, 'displayQty': None, 'stopPx': 137.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 1, 0, 21, 36000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 1, 0, 21, 36000, tzinfo=tzlocal())}} 2020-01-10 01:00:21 INFO: process event {'orderID': '2e1496d8-bf0d-e29f-3b8b-df2d36a8a89a', 'clOrdID': '5b6249513893494a93ffcfd92e58b862', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 137.05, 'displayQty': None, 'stopPx': 137.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-10T01:00:21.036Z', 'timestamp': '2020-01-10T01:00:21.036Z'} 2020-01-10 01:00:21 INFO: skip event 5b6249513893494a93ffcfd92e58b862 New 2020-01-10 01:26:04 INFO: process event {'orderID': '2e1496d8-bf0d-e29f-3b8b-df2d36a8a89a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-10T01:26:04.131Z', 'clOrdID': '5b6249513893494a93ffcfd92e58b862', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 01:26:04 INFO: skip event 5b6249513893494a93ffcfd92e58b862 2020-01-10 01:26:04 INFO: process event {'orderID': '2e1496d8-bf0d-e29f-3b8b-df2d36a8a89a', 'workingIndicator': True, 'transactTime': '2020-01-10T01:26:04.131Z', 'clOrdID': '5b6249513893494a93ffcfd92e58b862', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T01:26:04.131Z'} 2020-01-10 01:26:04 INFO: skip event 5b6249513893494a93ffcfd92e58b862 2020-01-10 01:26:04 INFO: process event {'orderID': '2e1496d8-bf0d-e29f-3b8b-df2d36a8a89a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 137.05, 'clOrdID': '5b6249513893494a93ffcfd92e58b862', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T01:26:04.131Z'} 2020-01-10 01:26:04 INFO: add new event={'uid': '5b6249513893494a93ffcfd92e58b862', 'status': 'Filled'} 2020-01-10 01:26:04 INFO: start process event-------------------------------------------- 2020-01-10 01:26:04 INFO: fetch new order event 5b6249513893494a93ffcfd92e58b862 2020-01-10 01:26:04 INFO: fetch orders by event init={'stop': '137.9', 'take': '134.8', 'qty': '12.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-10 01:26:04 INFO: process init order filled 2020-01-10 01:26:04 INFO: save profit orders to storage stop=ab432fa03a774d359b94a2ffd0c248ee take=2a57113fe5344acb82d308fda942919b 2020-01-10 01:26:04 INFO: place profit orders take_price=134.8, stop_price=137.9, qty=12.0, color=RED, ticker=ETHUSD ab432fa03a774d359b94a2ffd0c248ee 2a57113fe5344acb82d308fda942919b 2020-01-10 01:26:04 INFO: place stop order ETHUSD: qty=12.0, stop_price=137.9, stop_uid=ab432fa03a774d359b94a2ffd0c248ee 2020-01-10 01:26:05 INFO: exchange resp for stop order={'orderID': 'abb341b9-0e1a-3bb8-b929-b328f8a658c9', 'clOrdID': 'ab432fa03a774d359b94a2ffd0c248ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 137.9, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 1, 26, 5, 78000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 1, 26, 5, 78000, tzinfo=tzlocal())} 2020-01-10 01:26:05 INFO: place limit order ETHUSD: qty=12.0, price=134.8, take_uid=2a57113fe5344acb82d308fda942919b 2020-01-10 01:26:05 INFO: exchange resp for take profit order={'orderID': '549fa14f-d9e9-77c0-9295-ba0ddae9dcad', 'clOrdID': '2a57113fe5344acb82d308fda942919b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.8, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 1, 26, 5, 120000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 1, 26, 5, 120000, tzinfo=tzlocal())} 2020-01-10 01:26:05 INFO: place profit orders={'stop': {'response': {'orderID': 'abb341b9-0e1a-3bb8-b929-b328f8a658c9', 'clOrdID': 'ab432fa03a774d359b94a2ffd0c248ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 137.9, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 1, 26, 5, 78000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 1, 26, 5, 78000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': 'ab432fa03a774d359b94a2ffd0c248ee', 'price': 137.9}, 'take': {'response': {'orderID': '549fa14f-d9e9-77c0-9295-ba0ddae9dcad', 'clOrdID': '2a57113fe5344acb82d308fda942919b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.8, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 1, 26, 5, 120000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 1, 26, 5, 120000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': '2a57113fe5344acb82d308fda942919b', 'price': 134.8}} 2020-01-10 01:26:05 INFO: rm init order from db 5b6249513893494a93ffcfd92e58b862 2020-01-10 01:26:05 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-10 01:26:05 INFO: process event {'orderID': 'abb341b9-0e1a-3bb8-b929-b328f8a658c9', 'clOrdID': 'ab432fa03a774d359b94a2ffd0c248ee', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 137.9, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-10T01:26:05.078Z', 'timestamp': '2020-01-10T01:26:05.078Z'} 2020-01-10 01:26:05 INFO: skip event ab432fa03a774d359b94a2ffd0c248ee New 2020-01-10 01:26:05 INFO: process event {'orderID': '549fa14f-d9e9-77c0-9295-ba0ddae9dcad', 'clOrdID': '2a57113fe5344acb82d308fda942919b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-10T01:26:05.120Z', 'timestamp': '2020-01-10T01:26:05.120Z'} 2020-01-10 01:26:05 INFO: skip event 2a57113fe5344acb82d308fda942919b New 2020-01-10 01:26:05 INFO: process event {'orderID': '549fa14f-d9e9-77c0-9295-ba0ddae9dcad', 'workingIndicator': True, 'clOrdID': '2a57113fe5344acb82d308fda942919b', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T01:26:05.120Z'} 2020-01-10 01:26:05 INFO: skip event 2a57113fe5344acb82d308fda942919b 2020-01-10 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.15, 'high': 137.3, 'low': 136.65, 'close': 136.9, 'trades': 1214, 'volume': 2843655, 'vwap': 136.96, 'lastSize': 575, 'turnover': 38944651015, 'homeNotional': 22192.072755053043, 'foreignNotional': 3039273.200291798}, {'timestamp': datetime.datetime(2020, 1, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.8, 'high': 137.9, 'low': 137.15, 'close': 137.15, 'trades': 3552, 'volume': 2121373, 'vwap': 137.66, 'lastSize': 1, 'turnover': 29201292880, 'homeNotional': 16612.6452527878, 'foreignNotional': 2286777.5427483236}, {'timestamp': datetime.datetime(2020, 1, 10, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.5, 'high': 138.5, 'low': 136.05, 'close': 137.8, 'trades': 2989, 'volume': 5475142, 'vwap': 137.43, 'lastSize': 100, 'turnover': 75243161585, 'homeNotional': 42763.963366943106, 'foreignNotional': 5876953.2430908065}] 2020-01-10 02:00:20 INFO: prepare buckets [{'low_price': 136.65, 'high_price': 137.3, 'color': 'RED'}, {'low_price': 137.15, 'high_price': 137.9, 'color': 'RED'}, {'low_price': 136.05, 'high_price': 138.5, 'color': 'GREEN'}] 2020-01-10 02:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-10 02:00:20 INFO: check need new order None 2020-01-10 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.9, 'high': 137.15, 'low': 136.45, 'close': 136.5, 'trades': 1265, 'volume': 2745716, 'vwap': 136.72, 'lastSize': 51, 'turnover': 37537989930, 'homeNotional': 21418.963331085764, 'foreignNotional': 2928290.719672227}, {'timestamp': datetime.datetime(2020, 1, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.15, 'high': 137.3, 'low': 136.65, 'close': 136.9, 'trades': 1214, 'volume': 2843655, 'vwap': 136.96, 'lastSize': 575, 'turnover': 38944651015, 'homeNotional': 22192.072755053043, 'foreignNotional': 3039273.200291798}, {'timestamp': datetime.datetime(2020, 1, 10, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.8, 'high': 137.9, 'low': 137.15, 'close': 137.15, 'trades': 3552, 'volume': 2121373, 'vwap': 137.66, 'lastSize': 1, 'turnover': 29201292880, 'homeNotional': 16612.6452527878, 'foreignNotional': 2286777.5427483236}] 2020-01-10 03:00:20 INFO: prepare buckets [{'low_price': 136.45, 'high_price': 137.15, 'color': 'RED'}, {'low_price': 136.65, 'high_price': 137.3, 'color': 'RED'}, {'low_price': 137.15, 'high_price': 137.9, 'color': 'RED'}] 2020-01-10 03:00:20 INFO: bucket_size=0.700000000000017 (allowed (0.39, 0.95)) 2020-01-10 03:00:20 INFO: check need new order None 2020-01-10 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.5, 'high': 136.8, 'low': 136.3, 'close': 136.8, 'trades': 968, 'volume': 1581479, 'vwap': 136.59, 'lastSize': 22, 'turnover': 21599954825, 'homeNotional': 12324.728103362047, 'foreignNotional': 1683321.9730327458}, {'timestamp': datetime.datetime(2020, 1, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.9, 'high': 137.15, 'low': 136.45, 'close': 136.5, 'trades': 1265, 'volume': 2745716, 'vwap': 136.72, 'lastSize': 51, 'turnover': 37537989930, 'homeNotional': 21418.963331085764, 'foreignNotional': 2928290.719672227}, {'timestamp': datetime.datetime(2020, 1, 10, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 137.15, 'high': 137.3, 'low': 136.65, 'close': 136.9, 'trades': 1214, 'volume': 2843655, 'vwap': 136.96, 'lastSize': 575, 'turnover': 38944651015, 'homeNotional': 22192.072755053043, 'foreignNotional': 3039273.200291798}] 2020-01-10 04:00:20 INFO: prepare buckets [{'low_price': 136.3, 'high_price': 136.8, 'color': 'GREEN'}, {'low_price': 136.45, 'high_price': 137.15, 'color': 'RED'}, {'low_price': 136.65, 'high_price': 137.3, 'color': 'RED'}] 2020-01-10 04:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-10 04:00:20 INFO: check need new order {'low_price': 136.3, 'high_price': 136.8, 'color': 'GREEN'} 2020-01-10 04:00:20 INFO: place order: start low=136.3 high=136.8 GREEN ETHUSD price_offset=0.1 2020-01-10 04:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=136.85000000000002 init_order_price=136.9 stop_price_offset=0.0 bucket_size=0.5 stop_price=136.3 take_price=138.4 2020-01-10 04:00:20 INFO: place order: compute qty=18.0 2020-01-10 04:00:20 INFO: place order: save order to db da8c9579352c4f25aa2370ef33469d96; response=True 2020-01-10 04:00:20 INFO: post order to exchange resp={'orderID': 'a7dfcd02-f1c4-5fe2-bdae-8b4a277fb542', 'clOrdID': 'da8c9579352c4f25aa2370ef33469d96', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 136.9, 'displayQty': None, 'stopPx': 136.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 4, 0, 20, 881000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 4, 0, 20, 881000, tzinfo=tzlocal())} 2020-01-10 04:00:20 INFO: place new init order {'qty': 18.0, 'init_price': 136.85000000000002, 'stop_price': 136.3, 'take_price': 138.4, 'order_uid': 'da8c9579352c4f25aa2370ef33469d96', 'response': {'orderID': 'a7dfcd02-f1c4-5fe2-bdae-8b4a277fb542', 'clOrdID': 'da8c9579352c4f25aa2370ef33469d96', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 136.9, 'displayQty': None, 'stopPx': 136.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 4, 0, 20, 881000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 4, 0, 20, 881000, tzinfo=tzlocal())}} 2020-01-10 04:00:21 INFO: process event {'orderID': 'a7dfcd02-f1c4-5fe2-bdae-8b4a277fb542', 'clOrdID': 'da8c9579352c4f25aa2370ef33469d96', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 136.9, 'displayQty': None, 'stopPx': 136.85, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-10T04:00:20.881Z', 'timestamp': '2020-01-10T04:00:20.881Z'} 2020-01-10 04:00:21 INFO: skip event da8c9579352c4f25aa2370ef33469d96 New 2020-01-10 04:00:21 INFO: process event {'orderID': 'a7dfcd02-f1c4-5fe2-bdae-8b4a277fb542', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-10T04:00:20.881Z', 'clOrdID': 'da8c9579352c4f25aa2370ef33469d96', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 04:00:21 INFO: skip event da8c9579352c4f25aa2370ef33469d96 2020-01-10 04:00:21 INFO: process event {'orderID': 'a7dfcd02-f1c4-5fe2-bdae-8b4a277fb542', 'workingIndicator': True, 'transactTime': '2020-01-10T04:00:20.881Z', 'clOrdID': 'da8c9579352c4f25aa2370ef33469d96', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T04:00:20.881Z'} 2020-01-10 04:00:21 INFO: skip event da8c9579352c4f25aa2370ef33469d96 2020-01-10 04:00:21 INFO: process event {'orderID': 'a7dfcd02-f1c4-5fe2-bdae-8b4a277fb542', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 136.85, 'clOrdID': 'da8c9579352c4f25aa2370ef33469d96', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T04:00:20.881Z'} 2020-01-10 04:00:21 INFO: add new event={'uid': 'da8c9579352c4f25aa2370ef33469d96', 'status': 'Filled'} 2020-01-10 04:00:21 INFO: start process event-------------------------------------------- 2020-01-10 04:00:21 INFO: fetch new order event da8c9579352c4f25aa2370ef33469d96 2020-01-10 04:00:21 INFO: fetch orders by event init={'stop': '136.3', 'take': '138.4', 'qty': '18.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-10 04:00:21 INFO: process init order filled 2020-01-10 04:00:21 INFO: save profit orders to storage stop=3e53b23e0511425c98e51f8f89eb8879 take=88c4c6ed758d4e75af1f07d752a14844 2020-01-10 04:00:21 INFO: place profit orders take_price=138.4, stop_price=136.3, qty=18.0, color=GREEN, ticker=ETHUSD 3e53b23e0511425c98e51f8f89eb8879 88c4c6ed758d4e75af1f07d752a14844 2020-01-10 04:00:21 INFO: place stop order ETHUSD: qty=-18.0, stop_price=136.3, stop_uid=3e53b23e0511425c98e51f8f89eb8879 2020-01-10 04:00:21 INFO: exchange resp for stop order={'orderID': 'ce22b1ed-fe3d-7d5d-efdc-5a2eb675a7d7', 'clOrdID': '3e53b23e0511425c98e51f8f89eb8879', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 136.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 4, 0, 21, 931000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 4, 0, 21, 931000, tzinfo=tzlocal())} 2020-01-10 04:00:21 INFO: place limit order ETHUSD: qty=-18.0, price=138.4, take_uid=88c4c6ed758d4e75af1f07d752a14844 2020-01-10 04:00:21 INFO: process event {'orderID': 'ce22b1ed-fe3d-7d5d-efdc-5a2eb675a7d7', 'clOrdID': '3e53b23e0511425c98e51f8f89eb8879', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 136.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-10T04:00:21.931Z', 'timestamp': '2020-01-10T04:00:21.931Z'} 2020-01-10 04:00:21 INFO: skip event 3e53b23e0511425c98e51f8f89eb8879 New 2020-01-10 04:00:21 INFO: process event {'orderID': 'eeccf450-eb30-e9a5-b9c3-3b4a3fcdcaff', 'clOrdID': '88c4c6ed758d4e75af1f07d752a14844', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 138.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-10T04:00:21.976Z', 'timestamp': '2020-01-10T04:00:21.976Z'} 2020-01-10 04:00:21 INFO: skip event 88c4c6ed758d4e75af1f07d752a14844 New 2020-01-10 04:00:21 INFO: process event {'orderID': 'eeccf450-eb30-e9a5-b9c3-3b4a3fcdcaff', 'workingIndicator': True, 'clOrdID': '88c4c6ed758d4e75af1f07d752a14844', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T04:00:21.976Z'} 2020-01-10 04:00:21 INFO: skip event 88c4c6ed758d4e75af1f07d752a14844 2020-01-10 04:00:21 INFO: exchange resp for take profit order={'orderID': 'eeccf450-eb30-e9a5-b9c3-3b4a3fcdcaff', 'clOrdID': '88c4c6ed758d4e75af1f07d752a14844', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 138.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 4, 0, 21, 976000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 4, 0, 21, 976000, tzinfo=tzlocal())} 2020-01-10 04:00:21 INFO: place profit orders={'stop': {'response': {'orderID': 'ce22b1ed-fe3d-7d5d-efdc-5a2eb675a7d7', 'clOrdID': '3e53b23e0511425c98e51f8f89eb8879', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 136.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 4, 0, 21, 931000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 4, 0, 21, 931000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': '3e53b23e0511425c98e51f8f89eb8879', 'price': 136.3}, 'take': {'response': {'orderID': 'eeccf450-eb30-e9a5-b9c3-3b4a3fcdcaff', 'clOrdID': '88c4c6ed758d4e75af1f07d752a14844', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 138.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 4, 0, 21, 976000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 4, 0, 21, 976000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': '88c4c6ed758d4e75af1f07d752a14844', 'price': 138.4}} 2020-01-10 04:00:21 INFO: rm init order from db da8c9579352c4f25aa2370ef33469d96 2020-01-10 04:00:21 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-10 04:26:28 INFO: process event {'orderID': 'ce22b1ed-fe3d-7d5d-efdc-5a2eb675a7d7', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-10T04:26:28.302Z', 'clOrdID': '3e53b23e0511425c98e51f8f89eb8879', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 04:26:28 INFO: skip event 3e53b23e0511425c98e51f8f89eb8879 2020-01-10 04:26:28 INFO: process event {'orderID': 'ce22b1ed-fe3d-7d5d-efdc-5a2eb675a7d7', 'price': 136.25, 'workingIndicator': True, 'transactTime': '2020-01-10T04:26:28.302Z', 'clOrdID': '3e53b23e0511425c98e51f8f89eb8879', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T04:26:28.302Z'} 2020-01-10 04:26:28 INFO: skip event 3e53b23e0511425c98e51f8f89eb8879 2020-01-10 04:26:28 INFO: process event {'orderID': 'ce22b1ed-fe3d-7d5d-efdc-5a2eb675a7d7', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 136.25, 'clOrdID': '3e53b23e0511425c98e51f8f89eb8879', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T04:26:28.302Z'} 2020-01-10 04:26:28 INFO: add new event={'uid': '3e53b23e0511425c98e51f8f89eb8879', 'status': 'Filled'} 2020-01-10 04:26:28 INFO: start process event-------------------------------------------- 2020-01-10 04:26:28 INFO: fetch new order event 3e53b23e0511425c98e51f8f89eb8879 2020-01-10 04:26:28 INFO: fetch orders by event init=None profit_pair=88c4c6ed758d4e75af1f07d752a14844 2020-01-10 04:26:28 INFO: process profit order filled 2020-01-10 04:26:29 INFO: process event {'orderID': 'eeccf450-eb30-e9a5-b9c3-3b4a3fcdcaff', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-10T04:26:29.042Z', 'clOrdID': '88c4c6ed758d4e75af1f07d752a14844', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 04:26:29 INFO: skip event 88c4c6ed758d4e75af1f07d752a14844 Canceled 2020-01-10 04:26:29 INFO: cancel order=88c4c6ed758d4e75af1f07d752a14844 [{'orderID': 'eeccf450-eb30-e9a5-b9c3-3b4a3fcdcaff', 'clOrdID': '88c4c6ed758d4e75af1f07d752a14844', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 138.4, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 4, 0, 21, 976000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 4, 26, 29, 42000, tzinfo=tzlocal())}] 2020-01-10 04:26:29 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-10 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.8, 'high': 136.85, 'low': 136.05, 'close': 136.3, 'trades': 1087, 'volume': 1457251, 'vwap': 136.4, 'lastSize': 4000, 'turnover': 19876576985, 'homeNotional': 11335.947194540544, 'foreignNotional': 1546199.7851292698}, {'timestamp': datetime.datetime(2020, 1, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.5, 'high': 136.8, 'low': 136.3, 'close': 136.8, 'trades': 968, 'volume': 1581479, 'vwap': 136.59, 'lastSize': 22, 'turnover': 21599954825, 'homeNotional': 12324.728103362047, 'foreignNotional': 1683321.9730327458}, {'timestamp': datetime.datetime(2020, 1, 10, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.9, 'high': 137.15, 'low': 136.45, 'close': 136.5, 'trades': 1265, 'volume': 2745716, 'vwap': 136.72, 'lastSize': 51, 'turnover': 37537989930, 'homeNotional': 21418.963331085764, 'foreignNotional': 2928290.719672227}] 2020-01-10 05:00:20 INFO: prepare buckets [{'low_price': 136.05, 'high_price': 136.85, 'color': 'RED'}, {'low_price': 136.3, 'high_price': 136.8, 'color': 'GREEN'}, {'low_price': 136.45, 'high_price': 137.15, 'color': 'RED'}] 2020-01-10 05:00:20 INFO: bucket_size=0.799999999999983 (allowed (0.39, 0.95)) 2020-01-10 05:00:20 INFO: check need new order None 2020-01-10 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 136.35, 'low': 135.3, 'close': 135.75, 'trades': 2084, 'volume': 7230014, 'vwap': 135.82, 'lastSize': 50, 'turnover': 98197833645, 'homeNotional': 56047.63083529779, 'foreignNotional': 7612377.967975886}, {'timestamp': datetime.datetime(2020, 1, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.8, 'high': 136.85, 'low': 136.05, 'close': 136.3, 'trades': 1087, 'volume': 1457251, 'vwap': 136.4, 'lastSize': 4000, 'turnover': 19876576985, 'homeNotional': 11335.947194540544, 'foreignNotional': 1546199.7851292698}, {'timestamp': datetime.datetime(2020, 1, 10, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.5, 'high': 136.8, 'low': 136.3, 'close': 136.8, 'trades': 968, 'volume': 1581479, 'vwap': 136.59, 'lastSize': 22, 'turnover': 21599954825, 'homeNotional': 12324.728103362047, 'foreignNotional': 1683321.9730327458}] 2020-01-10 06:00:20 INFO: prepare buckets [{'low_price': 135.3, 'high_price': 136.35, 'color': 'RED'}, {'low_price': 136.05, 'high_price': 136.85, 'color': 'RED'}, {'low_price': 136.3, 'high_price': 136.8, 'color': 'GREEN'}] 2020-01-10 06:00:20 INFO: bucket_size=1.049999999999983 (allowed (0.39, 0.95)) 2020-01-10 06:00:20 WARNING: skip bucket by bucket_size=1.049999999999983 too big 2020-01-10 06:00:20 INFO: check need new order None 2020-01-10 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.75, 'high': 136.7, 'low': 135.75, 'close': 136.65, 'trades': 2544, 'volume': 5746037, 'vwap': 136.27, 'lastSize': 1672, 'turnover': 78296746185, 'homeNotional': 44468.99544548203, 'foreignNotional': 6059447.139389589}, {'timestamp': datetime.datetime(2020, 1, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 136.35, 'low': 135.3, 'close': 135.75, 'trades': 2084, 'volume': 7230014, 'vwap': 135.82, 'lastSize': 50, 'turnover': 98197833645, 'homeNotional': 56047.63083529779, 'foreignNotional': 7612377.967975886}, {'timestamp': datetime.datetime(2020, 1, 10, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.8, 'high': 136.85, 'low': 136.05, 'close': 136.3, 'trades': 1087, 'volume': 1457251, 'vwap': 136.4, 'lastSize': 4000, 'turnover': 19876576985, 'homeNotional': 11335.947194540544, 'foreignNotional': 1546199.7851292698}] 2020-01-10 07:00:20 INFO: prepare buckets [{'low_price': 135.75, 'high_price': 136.7, 'color': 'GREEN'}, {'low_price': 135.3, 'high_price': 136.35, 'color': 'RED'}, {'low_price': 136.05, 'high_price': 136.85, 'color': 'RED'}] 2020-01-10 07:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-10 07:00:20 INFO: check need new order {'low_price': 135.75, 'high_price': 136.7, 'color': 'GREEN'} 2020-01-10 07:00:20 INFO: place order: start low=135.75 high=136.7 GREEN ETHUSD price_offset=0.1 2020-01-10 07:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=136.75 init_order_price=136.79999999999998 stop_price_offset=0.0 bucket_size=0.9499999999999886 stop_price=135.75 take_price=139.64999999999995 2020-01-10 07:00:20 INFO: place order: compute qty=10.0 2020-01-10 07:00:20 INFO: place order: save order to db 4cb0d3ef1c5f472c8c2e705b8aa796ad; response=True 2020-01-10 07:00:20 INFO: post order to exchange resp={'orderID': '0dde1184-8e35-35bb-5dcd-3ce3c5a9365d', 'clOrdID': '4cb0d3ef1c5f472c8c2e705b8aa796ad', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 136.8, 'displayQty': None, 'stopPx': 136.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 7, 0, 20, 855000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 7, 0, 20, 855000, tzinfo=tzlocal())} 2020-01-10 07:00:20 INFO: place new init order {'qty': 10.0, 'init_price': 136.75, 'stop_price': 135.75, 'take_price': 139.64999999999995, 'order_uid': '4cb0d3ef1c5f472c8c2e705b8aa796ad', 'response': {'orderID': '0dde1184-8e35-35bb-5dcd-3ce3c5a9365d', 'clOrdID': '4cb0d3ef1c5f472c8c2e705b8aa796ad', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 136.8, 'displayQty': None, 'stopPx': 136.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 7, 0, 20, 855000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 7, 0, 20, 855000, tzinfo=tzlocal())}} 2020-01-10 07:00:21 INFO: process event {'orderID': '0dde1184-8e35-35bb-5dcd-3ce3c5a9365d', 'clOrdID': '4cb0d3ef1c5f472c8c2e705b8aa796ad', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 136.8, 'displayQty': None, 'stopPx': 136.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-10T07:00:20.855Z', 'timestamp': '2020-01-10T07:00:20.855Z'} 2020-01-10 07:00:21 INFO: skip event 4cb0d3ef1c5f472c8c2e705b8aa796ad New 2020-01-10 07:53:43 INFO: process event {'orderID': '0dde1184-8e35-35bb-5dcd-3ce3c5a9365d', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel from www.bitmex.com\nInit order by supervisor.py', 'timestamp': '2020-01-10T07:53:43.735Z', 'clOrdID': '4cb0d3ef1c5f472c8c2e705b8aa796ad', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 07:53:43 INFO: skip event 4cb0d3ef1c5f472c8c2e705b8aa796ad Canceled 2020-01-10 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.65, 'high': 136.7, 'low': 136.25, 'close': 136.55, 'trades': 1476, 'volume': 4068634, 'vwap': 136.48, 'lastSize': 16, 'turnover': 55526622360, 'homeNotional': 31446.449272063717, 'foreignNotional': 4291651.81950181}, {'timestamp': datetime.datetime(2020, 1, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.75, 'high': 136.7, 'low': 135.75, 'close': 136.65, 'trades': 2544, 'volume': 5746037, 'vwap': 136.27, 'lastSize': 1672, 'turnover': 78296746185, 'homeNotional': 44468.99544548203, 'foreignNotional': 6059447.139389589}, {'timestamp': datetime.datetime(2020, 1, 10, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.3, 'high': 136.35, 'low': 135.3, 'close': 135.75, 'trades': 2084, 'volume': 7230014, 'vwap': 135.82, 'lastSize': 50, 'turnover': 98197833645, 'homeNotional': 56047.63083529779, 'foreignNotional': 7612377.967975886}] 2020-01-10 08:00:20 INFO: prepare buckets [{'low_price': 136.25, 'high_price': 136.7, 'color': 'RED'}, {'low_price': 135.75, 'high_price': 136.7, 'color': 'GREEN'}, {'low_price': 135.3, 'high_price': 136.35, 'color': 'RED'}] 2020-01-10 08:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2020-01-10 08:00:20 INFO: check need new order None 2020-01-10 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.55, 'high': 136.6, 'low': 135.6, 'close': 136.05, 'trades': 2103, 'volume': 3402346, 'vwap': 136.01, 'lastSize': 4388, 'turnover': 46274012090, 'homeNotional': 26212.48151902203, 'foreignNotional': 3565073.226633718}, {'timestamp': datetime.datetime(2020, 1, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.65, 'high': 136.7, 'low': 136.25, 'close': 136.55, 'trades': 1476, 'volume': 4068634, 'vwap': 136.48, 'lastSize': 16, 'turnover': 55526622360, 'homeNotional': 31446.449272063717, 'foreignNotional': 4291651.81950181}, {'timestamp': datetime.datetime(2020, 1, 10, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 135.75, 'high': 136.7, 'low': 135.75, 'close': 136.65, 'trades': 2544, 'volume': 5746037, 'vwap': 136.27, 'lastSize': 1672, 'turnover': 78296746185, 'homeNotional': 44468.99544548203, 'foreignNotional': 6059447.139389589}] 2020-01-10 09:00:20 INFO: prepare buckets [{'low_price': 135.6, 'high_price': 136.6, 'color': 'RED'}, {'low_price': 136.25, 'high_price': 136.7, 'color': 'RED'}, {'low_price': 135.75, 'high_price': 136.7, 'color': 'GREEN'}] 2020-01-10 09:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-10 09:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-10 09:00:20 INFO: check need new order None 2020-01-10 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.35, 'low': 135.9, 'close': 136.05, 'trades': 1239, 'volume': 2264317, 'vwap': 136.16, 'lastSize': 988, 'turnover': 30830763935, 'homeNotional': 17482.019059152666, 'foreignNotional': 2380340.377312322}, {'timestamp': datetime.datetime(2020, 1, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.55, 'high': 136.6, 'low': 135.6, 'close': 136.05, 'trades': 2103, 'volume': 3402346, 'vwap': 136.01, 'lastSize': 4388, 'turnover': 46274012090, 'homeNotional': 26212.48151902203, 'foreignNotional': 3565073.226633718}, {'timestamp': datetime.datetime(2020, 1, 10, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.65, 'high': 136.7, 'low': 136.25, 'close': 136.55, 'trades': 1476, 'volume': 4068634, 'vwap': 136.48, 'lastSize': 16, 'turnover': 55526622360, 'homeNotional': 31446.449272063717, 'foreignNotional': 4291651.81950181}] 2020-01-10 10:00:20 INFO: skip by found empty buckets 2020-01-10 10:00:20 INFO: check need new order None 2020-01-10 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.8, 'low': 135.5, 'close': 136.75, 'trades': 3317, 'volume': 3865987, 'vwap': 136.11, 'lastSize': 200, 'turnover': 52617325265, 'homeNotional': 29877.8459819668, 'foreignNotional': 4066495.6420517648}, {'timestamp': datetime.datetime(2020, 1, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.35, 'low': 135.9, 'close': 136.05, 'trades': 1239, 'volume': 2264317, 'vwap': 136.16, 'lastSize': 988, 'turnover': 30830763935, 'homeNotional': 17482.019059152666, 'foreignNotional': 2380340.377312322}, {'timestamp': datetime.datetime(2020, 1, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.55, 'high': 136.6, 'low': 135.6, 'close': 136.05, 'trades': 2103, 'volume': 3402346, 'vwap': 136.01, 'lastSize': 4388, 'turnover': 46274012090, 'homeNotional': 26212.48151902203, 'foreignNotional': 3565073.226633718}] 2020-01-10 11:00:20 INFO: skip by found empty buckets 2020-01-10 11:00:20 INFO: check need new order None 2020-01-10 11:17:12 INFO: process event {'orderID': 'abb341b9-0e1a-3bb8-b929-b328f8a658c9', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-10T11:17:11.775Z', 'clOrdID': 'ab432fa03a774d359b94a2ffd0c248ee', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 11:17:12 INFO: skip event ab432fa03a774d359b94a2ffd0c248ee 2020-01-10 11:17:12 INFO: process event {'orderID': 'abb341b9-0e1a-3bb8-b929-b328f8a658c9', 'price': 137.9, 'workingIndicator': True, 'transactTime': '2020-01-10T11:17:11.775Z', 'clOrdID': 'ab432fa03a774d359b94a2ffd0c248ee', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T11:17:11.775Z'} 2020-01-10 11:17:12 INFO: skip event ab432fa03a774d359b94a2ffd0c248ee 2020-01-10 11:17:12 INFO: process event {'orderID': 'abb341b9-0e1a-3bb8-b929-b328f8a658c9', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 137.9, 'clOrdID': 'ab432fa03a774d359b94a2ffd0c248ee', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T11:17:11.775Z'} 2020-01-10 11:17:12 INFO: add new event={'uid': 'ab432fa03a774d359b94a2ffd0c248ee', 'status': 'Filled'} 2020-01-10 11:17:13 INFO: start process event-------------------------------------------- 2020-01-10 11:17:13 INFO: fetch new order event ab432fa03a774d359b94a2ffd0c248ee 2020-01-10 11:17:13 INFO: fetch orders by event init=None profit_pair=2a57113fe5344acb82d308fda942919b 2020-01-10 11:17:13 INFO: process profit order filled 2020-01-10 11:17:13 INFO: cancel order=2a57113fe5344acb82d308fda942919b [{'orderID': '549fa14f-d9e9-77c0-9295-ba0ddae9dcad', 'clOrdID': '2a57113fe5344acb82d308fda942919b', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 134.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 1, 26, 5, 120000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 11, 17, 13, 787000, tzinfo=tzlocal())}] 2020-01-10 11:17:13 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-10 11:17:14 INFO: process event {'orderID': '549fa14f-d9e9-77c0-9295-ba0ddae9dcad', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-10T11:17:13.787Z', 'clOrdID': '2a57113fe5344acb82d308fda942919b', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 11:17:14 INFO: skip event 2a57113fe5344acb82d308fda942919b Canceled 2020-01-10 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.8, 'low': 135.5, 'close': 136.75, 'trades': 3317, 'volume': 3865987, 'vwap': 136.11, 'lastSize': 200, 'turnover': 52617325265, 'homeNotional': 29877.8459819668, 'foreignNotional': 4066495.6420517648}, {'timestamp': datetime.datetime(2020, 1, 10, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.35, 'low': 135.9, 'close': 136.05, 'trades': 1239, 'volume': 2264317, 'vwap': 136.16, 'lastSize': 988, 'turnover': 30830763935, 'homeNotional': 17482.019059152666, 'foreignNotional': 2380340.377312322}, {'timestamp': datetime.datetime(2020, 1, 10, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.55, 'high': 136.6, 'low': 135.6, 'close': 136.05, 'trades': 2103, 'volume': 3402346, 'vwap': 136.01, 'lastSize': 4388, 'turnover': 46274012090, 'homeNotional': 26212.48151902203, 'foreignNotional': 3565073.226633718}] 2020-01-10 12:00:20 INFO: skip by found empty buckets 2020-01-10 12:00:20 INFO: check need new order None 2020-01-10 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.3, 'high': 139.8, 'low': 138.1, 'close': 139.6, 'trades': 3525, 'volume': 5309939, 'vwap': 138.96, 'lastSize': 8000, 'turnover': 73786130445, 'homeNotional': 41719.43682923304, 'foreignNotional': 5797323.502688062}, {'timestamp': datetime.datetime(2020, 1, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 139.6, 'low': 136.75, 'close': 138.3, 'trades': 7546, 'volume': 13865133, 'vwap': 138.3, 'lastSize': 73, 'turnover': 191746274020, 'homeNotional': 108397.27299800608, 'foreignNotional': 14990793.992156422}, {'timestamp': datetime.datetime(2020, 1, 10, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.05, 'high': 136.8, 'low': 135.5, 'close': 136.75, 'trades': 3317, 'volume': 3865987, 'vwap': 136.11, 'lastSize': 200, 'turnover': 52617325265, 'homeNotional': 29877.8459819668, 'foreignNotional': 4066495.6420517648}] 2020-01-10 13:00:20 INFO: prepare buckets [{'low_price': 138.1, 'high_price': 139.8, 'color': 'GREEN'}, {'low_price': 136.75, 'high_price': 139.6, 'color': 'GREEN'}, {'low_price': 135.5, 'high_price': 136.8, 'color': 'GREEN'}] 2020-01-10 13:00:20 INFO: bucket_size=1.700000000000017 (allowed (0.39, 0.95)) 2020-01-10 13:00:20 WARNING: skip bucket by bucket_size=1.700000000000017 too big 2020-01-10 13:00:20 INFO: check need new order None 2020-01-10 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.6, 'high': 139.75, 'low': 138.75, 'close': 138.75, 'trades': 3145, 'volume': 5856358, 'vwap': 139.35, 'lastSize': 4000, 'turnover': 81607053465, 'homeNotional': 46251.8763073837, 'foreignNotional': 6445111.358875326}, {'timestamp': datetime.datetime(2020, 1, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.3, 'high': 139.8, 'low': 138.1, 'close': 139.6, 'trades': 3525, 'volume': 5309939, 'vwap': 138.96, 'lastSize': 8000, 'turnover': 73786130445, 'homeNotional': 41719.43682923304, 'foreignNotional': 5797323.502688062}, {'timestamp': datetime.datetime(2020, 1, 10, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 136.75, 'high': 139.6, 'low': 136.75, 'close': 138.3, 'trades': 7546, 'volume': 13865133, 'vwap': 138.3, 'lastSize': 73, 'turnover': 191746274020, 'homeNotional': 108397.27299800608, 'foreignNotional': 14990793.992156422}] 2020-01-10 14:00:20 INFO: prepare buckets [{'low_price': 138.75, 'high_price': 139.75, 'color': 'RED'}, {'low_price': 138.1, 'high_price': 139.8, 'color': 'GREEN'}, {'low_price': 136.75, 'high_price': 139.6, 'color': 'GREEN'}] 2020-01-10 14:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-10 14:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-10 14:00:20 INFO: check need new order None 2020-01-10 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.75, 'high': 140.1, 'low': 138.7, 'close': 140.05, 'trades': 3373, 'volume': 4897328, 'vwap': 139.48, 'lastSize': 4, 'turnover': 68303620910, 'homeNotional': 38842.16507600056, 'foreignNotional': 5417417.56906962}, {'timestamp': datetime.datetime(2020, 1, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.6, 'high': 139.75, 'low': 138.75, 'close': 138.75, 'trades': 3145, 'volume': 5856358, 'vwap': 139.35, 'lastSize': 4000, 'turnover': 81607053465, 'homeNotional': 46251.8763073837, 'foreignNotional': 6445111.358875326}, {'timestamp': datetime.datetime(2020, 1, 10, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.3, 'high': 139.8, 'low': 138.1, 'close': 139.6, 'trades': 3525, 'volume': 5309939, 'vwap': 138.96, 'lastSize': 8000, 'turnover': 73786130445, 'homeNotional': 41719.43682923304, 'foreignNotional': 5797323.502688062}] 2020-01-10 15:00:20 INFO: prepare buckets [{'low_price': 138.7, 'high_price': 140.1, 'color': 'GREEN'}, {'low_price': 138.75, 'high_price': 139.75, 'color': 'RED'}, {'low_price': 138.1, 'high_price': 139.8, 'color': 'GREEN'}] 2020-01-10 15:00:20 INFO: bucket_size=1.4000000000000057 (allowed (0.39, 0.95)) 2020-01-10 15:00:20 WARNING: skip bucket by bucket_size=1.4000000000000057 too big 2020-01-10 15:00:20 INFO: check need new order None 2020-01-10 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.75, 'low': 139.75, 'close': 142.5, 'trades': 9235, 'volume': 16363118, 'vwap': 141.44, 'lastSize': 2608, 'turnover': 231434922140, 'homeNotional': 131346.64351114526, 'foreignNotional': 18577661.083329275}, {'timestamp': datetime.datetime(2020, 1, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.75, 'high': 140.1, 'low': 138.7, 'close': 140.05, 'trades': 3373, 'volume': 4897328, 'vwap': 139.48, 'lastSize': 4, 'turnover': 68303620910, 'homeNotional': 38842.16507600056, 'foreignNotional': 5417417.56906962}, {'timestamp': datetime.datetime(2020, 1, 10, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 139.6, 'high': 139.75, 'low': 138.75, 'close': 138.75, 'trades': 3145, 'volume': 5856358, 'vwap': 139.35, 'lastSize': 4000, 'turnover': 81607053465, 'homeNotional': 46251.8763073837, 'foreignNotional': 6445111.358875326}] 2020-01-10 16:00:20 INFO: prepare buckets [{'low_price': 139.75, 'high_price': 142.75, 'color': 'GREEN'}, {'low_price': 138.7, 'high_price': 140.1, 'color': 'GREEN'}, {'low_price': 138.75, 'high_price': 139.75, 'color': 'RED'}] 2020-01-10 16:00:20 INFO: bucket_size=3.0 (allowed (0.39, 0.95)) 2020-01-10 16:00:20 WARNING: skip bucket by bucket_size=3.0 too big 2020-01-10 16:00:20 INFO: check need new order None 2020-01-10 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.5, 'high': 143.65, 'low': 141.0, 'close': 141.25, 'trades': 6259, 'volume': 12585485, 'vwap': 142.19, 'lastSize': 2633, 'turnover': 178944183965, 'homeNotional': 101226.8505955883, 'foreignNotional': 14393118.467113152}, {'timestamp': datetime.datetime(2020, 1, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.75, 'low': 139.75, 'close': 142.5, 'trades': 9235, 'volume': 16363118, 'vwap': 141.44, 'lastSize': 2608, 'turnover': 231434922140, 'homeNotional': 131346.64351114526, 'foreignNotional': 18577661.083329275}, {'timestamp': datetime.datetime(2020, 1, 10, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 138.75, 'high': 140.1, 'low': 138.7, 'close': 140.05, 'trades': 3373, 'volume': 4897328, 'vwap': 139.48, 'lastSize': 4, 'turnover': 68303620910, 'homeNotional': 38842.16507600056, 'foreignNotional': 5417417.56906962}] 2020-01-10 17:00:20 INFO: prepare buckets [{'low_price': 141.0, 'high_price': 143.65, 'color': 'RED'}, {'low_price': 139.75, 'high_price': 142.75, 'color': 'GREEN'}, {'low_price': 138.7, 'high_price': 140.1, 'color': 'GREEN'}] 2020-01-10 17:00:20 INFO: bucket_size=2.6500000000000057 (allowed (0.39, 0.95)) 2020-01-10 17:00:20 WARNING: skip bucket by bucket_size=2.6500000000000057 too big 2020-01-10 17:00:20 INFO: check need new order None 2020-01-10 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.25, 'high': 142.3, 'low': 140.95, 'close': 142.15, 'trades': 3832, 'volume': 7947751, 'vwap': 141.44, 'lastSize': 36, 'turnover': 112406388635, 'homeNotional': 63125.42105538649, 'foreignNotional': 8927943.905867983}, {'timestamp': datetime.datetime(2020, 1, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.5, 'high': 143.65, 'low': 141.0, 'close': 141.25, 'trades': 6259, 'volume': 12585485, 'vwap': 142.19, 'lastSize': 2633, 'turnover': 178944183965, 'homeNotional': 101226.8505955883, 'foreignNotional': 14393118.467113152}, {'timestamp': datetime.datetime(2020, 1, 10, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 140.05, 'high': 142.75, 'low': 139.75, 'close': 142.5, 'trades': 9235, 'volume': 16363118, 'vwap': 141.44, 'lastSize': 2608, 'turnover': 231434922140, 'homeNotional': 131346.64351114526, 'foreignNotional': 18577661.083329275}] 2020-01-10 18:00:20 INFO: prepare buckets [{'low_price': 140.95, 'high_price': 142.3, 'color': 'GREEN'}, {'low_price': 141.0, 'high_price': 143.65, 'color': 'RED'}, {'low_price': 139.75, 'high_price': 142.75, 'color': 'GREEN'}] 2020-01-10 18:00:20 INFO: bucket_size=1.3500000000000227 (allowed (0.39, 0.95)) 2020-01-10 18:00:20 WARNING: skip bucket by bucket_size=1.3500000000000227 too big 2020-01-10 18:00:20 INFO: check need new order None 2020-01-10 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.15, 'high': 145.45, 'low': 142.15, 'close': 142.85, 'trades': 10216, 'volume': 20549660, 'vwap': 144.05, 'lastSize': 200, 'turnover': 296001824415, 'homeNotional': 165563.91014436784, 'foreignNotional': 23848606.588387106}, {'timestamp': datetime.datetime(2020, 1, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.25, 'high': 142.3, 'low': 140.95, 'close': 142.15, 'trades': 3832, 'volume': 7947751, 'vwap': 141.44, 'lastSize': 36, 'turnover': 112406388635, 'homeNotional': 63125.42105538649, 'foreignNotional': 8927943.905867983}, {'timestamp': datetime.datetime(2020, 1, 10, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.5, 'high': 143.65, 'low': 141.0, 'close': 141.25, 'trades': 6259, 'volume': 12585485, 'vwap': 142.19, 'lastSize': 2633, 'turnover': 178944183965, 'homeNotional': 101226.8505955883, 'foreignNotional': 14393118.467113152}] 2020-01-10 19:00:20 INFO: prepare buckets [{'low_price': 142.15, 'high_price': 145.45, 'color': 'GREEN'}, {'low_price': 140.95, 'high_price': 142.3, 'color': 'GREEN'}, {'low_price': 141.0, 'high_price': 143.65, 'color': 'RED'}] 2020-01-10 19:00:20 INFO: bucket_size=3.299999999999983 (allowed (0.39, 0.95)) 2020-01-10 19:00:20 WARNING: skip bucket by bucket_size=3.299999999999983 too big 2020-01-10 19:00:20 INFO: check need new order None 2020-01-10 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 144.85, 'low': 142.7, 'close': 143.75, 'trades': 4586, 'volume': 7740646, 'vwap': 143.71, 'lastSize': 480, 'turnover': 111235936325, 'homeNotional': 62407.83443213437, 'foreignNotional': 8968360.071813146}, {'timestamp': datetime.datetime(2020, 1, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.15, 'high': 145.45, 'low': 142.15, 'close': 142.85, 'trades': 10216, 'volume': 20549660, 'vwap': 144.05, 'lastSize': 200, 'turnover': 296001824415, 'homeNotional': 165563.91014436784, 'foreignNotional': 23848606.588387106}, {'timestamp': datetime.datetime(2020, 1, 10, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 141.25, 'high': 142.3, 'low': 140.95, 'close': 142.15, 'trades': 3832, 'volume': 7947751, 'vwap': 141.44, 'lastSize': 36, 'turnover': 112406388635, 'homeNotional': 63125.42105538649, 'foreignNotional': 8927943.905867983}] 2020-01-10 20:00:20 INFO: prepare buckets [{'low_price': 142.7, 'high_price': 144.85, 'color': 'GREEN'}, {'low_price': 142.15, 'high_price': 145.45, 'color': 'GREEN'}, {'low_price': 140.95, 'high_price': 142.3, 'color': 'GREEN'}] 2020-01-10 20:00:20 INFO: bucket_size=2.1500000000000057 (allowed (0.39, 0.95)) 2020-01-10 20:00:20 WARNING: skip bucket by bucket_size=2.1500000000000057 too big 2020-01-10 20:00:20 INFO: check need new order None 2020-01-10 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 144.2, 'low': 143.25, 'close': 143.35, 'trades': 2469, 'volume': 3327077, 'vwap': 143.83, 'lastSize': 1, 'turnover': 47852101435, 'homeNotional': 26880.10750759333, 'foreignNotional': 3866070.21892978}, {'timestamp': datetime.datetime(2020, 1, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 144.85, 'low': 142.7, 'close': 143.75, 'trades': 4586, 'volume': 7740646, 'vwap': 143.71, 'lastSize': 480, 'turnover': 111235936325, 'homeNotional': 62407.83443213437, 'foreignNotional': 8968360.071813146}, {'timestamp': datetime.datetime(2020, 1, 10, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.15, 'high': 145.45, 'low': 142.15, 'close': 142.85, 'trades': 10216, 'volume': 20549660, 'vwap': 144.05, 'lastSize': 200, 'turnover': 296001824415, 'homeNotional': 165563.91014436784, 'foreignNotional': 23848606.588387106}] 2020-01-10 21:00:20 INFO: prepare buckets [{'low_price': 143.25, 'high_price': 144.2, 'color': 'RED'}, {'low_price': 142.7, 'high_price': 144.85, 'color': 'GREEN'}, {'low_price': 142.15, 'high_price': 145.45, 'color': 'GREEN'}] 2020-01-10 21:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-10 21:00:20 INFO: check need new order {'low_price': 143.25, 'high_price': 144.2, 'color': 'RED'} 2020-01-10 21:00:20 INFO: place order: start low=143.25 high=144.2 RED ETHUSD price_offset=0.1 2020-01-10 21:00:20 INFO: place order: side_factor=1.0 init_trigger_price=143.2 init_order_price=143.15 stop_price_offset=0.0 bucket_size=0.9499999999999886 stop_price=144.2 take_price=140.30000000000004 2020-01-10 21:00:20 INFO: place order: compute qty=-10.0 2020-01-10 21:00:20 INFO: place order: save order to db 01e79f2b032743bca2645456f3c5d3cb; response=True 2020-01-10 21:00:20 INFO: post order to exchange resp={'orderID': '1c96dc56-3db0-16e7-4aea-055987a368d5', 'clOrdID': '01e79f2b032743bca2645456f3c5d3cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 143.15, 'displayQty': None, 'stopPx': 143.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 21, 0, 20, 827000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 21, 0, 20, 827000, tzinfo=tzlocal())} 2020-01-10 21:00:20 INFO: place new init order {'qty': -10.0, 'init_price': 143.2, 'stop_price': 144.2, 'take_price': 140.30000000000004, 'order_uid': '01e79f2b032743bca2645456f3c5d3cb', 'response': {'orderID': '1c96dc56-3db0-16e7-4aea-055987a368d5', 'clOrdID': '01e79f2b032743bca2645456f3c5d3cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 143.15, 'displayQty': None, 'stopPx': 143.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 10, 21, 0, 20, 827000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 21, 0, 20, 827000, tzinfo=tzlocal())}} 2020-01-10 21:00:21 INFO: process event {'orderID': '1c96dc56-3db0-16e7-4aea-055987a368d5', 'clOrdID': '01e79f2b032743bca2645456f3c5d3cb', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 143.15, 'displayQty': None, 'stopPx': 143.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-10T21:00:20.827Z', 'timestamp': '2020-01-10T21:00:20.827Z'} 2020-01-10 21:00:21 INFO: skip event 01e79f2b032743bca2645456f3c5d3cb New 2020-01-10 21:03:06 INFO: process event {'orderID': '1c96dc56-3db0-16e7-4aea-055987a368d5', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-10T21:03:06.608Z', 'clOrdID': '01e79f2b032743bca2645456f3c5d3cb', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 21:03:06 INFO: skip event 01e79f2b032743bca2645456f3c5d3cb 2020-01-10 21:03:06 INFO: process event {'orderID': '1c96dc56-3db0-16e7-4aea-055987a368d5', 'workingIndicator': True, 'transactTime': '2020-01-10T21:03:06.608Z', 'clOrdID': '01e79f2b032743bca2645456f3c5d3cb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T21:03:06.608Z'} 2020-01-10 21:03:06 INFO: skip event 01e79f2b032743bca2645456f3c5d3cb 2020-01-10 21:03:06 INFO: process event {'orderID': '1c96dc56-3db0-16e7-4aea-055987a368d5', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 143.2, 'clOrdID': '01e79f2b032743bca2645456f3c5d3cb', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T21:03:06.608Z'} 2020-01-10 21:03:06 INFO: add new event={'uid': '01e79f2b032743bca2645456f3c5d3cb', 'status': 'Filled'} 2020-01-10 21:03:07 INFO: start process event-------------------------------------------- 2020-01-10 21:03:07 INFO: fetch new order event 01e79f2b032743bca2645456f3c5d3cb 2020-01-10 21:03:07 INFO: fetch orders by event init={'stop': '144.2', 'take': '140.30000000000004', 'qty': '10.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-10 21:03:07 INFO: process init order filled 2020-01-10 21:03:07 INFO: save profit orders to storage stop=3f4f6f7d16de4b778d8ba9b3424ecfae take=f92334c7fec844108e0428477abb36e2 2020-01-10 21:03:07 INFO: place profit orders take_price=140.30000000000004, stop_price=144.2, qty=10.0, color=RED, ticker=ETHUSD 3f4f6f7d16de4b778d8ba9b3424ecfae f92334c7fec844108e0428477abb36e2 2020-01-10 21:03:07 INFO: place stop order ETHUSD: qty=10.0, stop_price=144.2, stop_uid=3f4f6f7d16de4b778d8ba9b3424ecfae 2020-01-10 21:03:07 INFO: exchange resp for stop order={'orderID': 'd393fc46-6cfe-61fa-5932-d369b157c8a4', 'clOrdID': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 144.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 21, 3, 7, 434000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 21, 3, 7, 434000, tzinfo=tzlocal())} 2020-01-10 21:03:07 INFO: place limit order ETHUSD: qty=10.0, price=140.30000000000004, take_uid=f92334c7fec844108e0428477abb36e2 2020-01-10 21:03:07 INFO: process event {'orderID': 'd393fc46-6cfe-61fa-5932-d369b157c8a4', 'clOrdID': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 144.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-10T21:03:07.434Z', 'timestamp': '2020-01-10T21:03:07.434Z'} 2020-01-10 21:03:07 INFO: skip event 3f4f6f7d16de4b778d8ba9b3424ecfae New 2020-01-10 21:03:07 INFO: process event {'orderID': '0610e8ec-81eb-1611-b6e2-aae78edd5dae', 'clOrdID': 'f92334c7fec844108e0428477abb36e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 140.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-10T21:03:07.751Z', 'timestamp': '2020-01-10T21:03:07.751Z'} 2020-01-10 21:03:07 INFO: skip event f92334c7fec844108e0428477abb36e2 New 2020-01-10 21:03:07 INFO: process event {'orderID': '0610e8ec-81eb-1611-b6e2-aae78edd5dae', 'workingIndicator': True, 'clOrdID': 'f92334c7fec844108e0428477abb36e2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T21:03:07.751Z'} 2020-01-10 21:03:07 INFO: skip event f92334c7fec844108e0428477abb36e2 2020-01-10 21:03:07 INFO: exchange resp for take profit order={'orderID': '0610e8ec-81eb-1611-b6e2-aae78edd5dae', 'clOrdID': 'f92334c7fec844108e0428477abb36e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 140.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 21, 3, 7, 751000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 21, 3, 7, 751000, tzinfo=tzlocal())} 2020-01-10 21:03:07 INFO: place profit orders={'stop': {'response': {'orderID': 'd393fc46-6cfe-61fa-5932-d369b157c8a4', 'clOrdID': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 144.2, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 21, 3, 7, 434000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 21, 3, 7, 434000, tzinfo=tzlocal())}, 'qty': 10.0, 'uid': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'price': 144.2}, 'take': {'response': {'orderID': '0610e8ec-81eb-1611-b6e2-aae78edd5dae', 'clOrdID': 'f92334c7fec844108e0428477abb36e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 140.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 21, 3, 7, 751000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 21, 3, 7, 751000, tzinfo=tzlocal())}, 'qty': 10.0, 'uid': 'f92334c7fec844108e0428477abb36e2', 'price': 140.30000000000004}} 2020-01-10 21:03:07 INFO: rm init order from db 01e79f2b032743bca2645456f3c5d3cb 2020-01-10 21:03:07 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-10 22:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 144.05, 'low': 142.95, 'close': 142.95, 'trades': 2924, 'volume': 3835088, 'vwap': 143.49, 'lastSize': 7, 'turnover': 55026238495, 'homeNotional': 31012.376526718337, 'foreignNotional': 4449707.706485625}, {'timestamp': datetime.datetime(2020, 1, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 144.2, 'low': 143.25, 'close': 143.35, 'trades': 2469, 'volume': 3327077, 'vwap': 143.83, 'lastSize': 1, 'turnover': 47852101435, 'homeNotional': 26880.10750759333, 'foreignNotional': 3866070.21892978}, {'timestamp': datetime.datetime(2020, 1, 10, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 144.85, 'low': 142.7, 'close': 143.75, 'trades': 4586, 'volume': 7740646, 'vwap': 143.71, 'lastSize': 480, 'turnover': 111235936325, 'homeNotional': 62407.83443213437, 'foreignNotional': 8968360.071813146}] 2020-01-10 22:00:21 INFO: prepare buckets [{'low_price': 142.95, 'high_price': 144.05, 'color': 'RED'}, {'low_price': 143.25, 'high_price': 144.2, 'color': 'RED'}, {'low_price': 142.7, 'high_price': 144.85, 'color': 'GREEN'}] 2020-01-10 22:00:21 INFO: bucket_size=1.1000000000000227 (allowed (0.39, 0.95)) 2020-01-10 22:00:21 WARNING: skip bucket by bucket_size=1.1000000000000227 too big 2020-01-10 22:00:21 INFO: check need new order None 2020-01-10 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.2, 'low': 141.8, 'close': 143.0, 'trades': 2673, 'volume': 3807917, 'vwap': 142.54, 'lastSize': 2450, 'turnover': 54275143790, 'homeNotional': 30610.679335007844, 'foreignNotional': 4363052.803653111}, {'timestamp': datetime.datetime(2020, 1, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 144.05, 'low': 142.95, 'close': 142.95, 'trades': 2924, 'volume': 3835088, 'vwap': 143.49, 'lastSize': 7, 'turnover': 55026238495, 'homeNotional': 31012.376526718337, 'foreignNotional': 4449707.706485625}, {'timestamp': datetime.datetime(2020, 1, 10, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 144.2, 'low': 143.25, 'close': 143.35, 'trades': 2469, 'volume': 3327077, 'vwap': 143.83, 'lastSize': 1, 'turnover': 47852101435, 'homeNotional': 26880.10750759333, 'foreignNotional': 3866070.21892978}] 2020-01-10 23:00:20 INFO: prepare buckets [{'low_price': 141.8, 'high_price': 143.2, 'color': 'GREEN'}, {'low_price': 142.95, 'high_price': 144.05, 'color': 'RED'}, {'low_price': 143.25, 'high_price': 144.2, 'color': 'RED'}] 2020-01-10 23:00:20 INFO: bucket_size=1.3999999999999773 (allowed (0.39, 0.95)) 2020-01-10 23:00:20 WARNING: skip bucket by bucket_size=1.3999999999999773 too big 2020-01-10 23:00:20 INFO: check need new order None 2020-01-10 23:49:53 INFO: process event {'orderID': 'd393fc46-6cfe-61fa-5932-d369b157c8a4', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-10T23:49:52.956Z', 'clOrdID': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 23:49:53 INFO: skip event 3f4f6f7d16de4b778d8ba9b3424ecfae 2020-01-10 23:49:53 INFO: process event {'orderID': 'd393fc46-6cfe-61fa-5932-d369b157c8a4', 'price': 144.2, 'workingIndicator': True, 'transactTime': '2020-01-10T23:49:52.956Z', 'clOrdID': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T23:49:52.956Z'} 2020-01-10 23:49:53 INFO: skip event 3f4f6f7d16de4b778d8ba9b3424ecfae 2020-01-10 23:49:53 INFO: process event {'orderID': 'd393fc46-6cfe-61fa-5932-d369b157c8a4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 144.2, 'clOrdID': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-10T23:49:52.956Z'} 2020-01-10 23:49:53 INFO: add new event={'uid': '3f4f6f7d16de4b778d8ba9b3424ecfae', 'status': 'Filled'} 2020-01-10 23:49:53 INFO: start process event-------------------------------------------- 2020-01-10 23:49:53 INFO: fetch new order event 3f4f6f7d16de4b778d8ba9b3424ecfae 2020-01-10 23:49:53 INFO: fetch orders by event init=None profit_pair=f92334c7fec844108e0428477abb36e2 2020-01-10 23:49:53 INFO: process profit order filled 2020-01-10 23:49:54 INFO: cancel order=f92334c7fec844108e0428477abb36e2 [{'orderID': '0610e8ec-81eb-1611-b6e2-aae78edd5dae', 'clOrdID': 'f92334c7fec844108e0428477abb36e2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 140.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 10, 21, 3, 7, 751000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 10, 23, 49, 54, 713000, tzinfo=tzlocal())}] 2020-01-10 23:49:54 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-10 23:49:54 INFO: process event {'orderID': '0610e8ec-81eb-1611-b6e2-aae78edd5dae', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-10T23:49:54.713Z', 'clOrdID': 'f92334c7fec844108e0428477abb36e2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-10 23:49:54 INFO: skip event f92334c7fec844108e0428477abb36e2 Canceled 2020-01-11 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 145.15, 'low': 142.85, 'close': 144.95, 'trades': 4028, 'volume': 4371989, 'vwap': 144.0, 'lastSize': 126, 'turnover': 62954358875, 'homeNotional': 35535.39984982422, 'foreignNotional': 5117014.689105317}, {'timestamp': datetime.datetime(2020, 1, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.2, 'low': 141.8, 'close': 143.0, 'trades': 2673, 'volume': 3807917, 'vwap': 142.54, 'lastSize': 2450, 'turnover': 54275143790, 'homeNotional': 30610.679335007844, 'foreignNotional': 4363052.803653111}, {'timestamp': datetime.datetime(2020, 1, 10, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 144.05, 'low': 142.95, 'close': 142.95, 'trades': 2924, 'volume': 3835088, 'vwap': 143.49, 'lastSize': 7, 'turnover': 55026238495, 'homeNotional': 31012.376526718337, 'foreignNotional': 4449707.706485625}] 2020-01-11 00:00:20 INFO: prepare buckets [{'low_price': 142.85, 'high_price': 145.15, 'color': 'GREEN'}, {'low_price': 141.8, 'high_price': 143.2, 'color': 'GREEN'}, {'low_price': 142.95, 'high_price': 144.05, 'color': 'RED'}] 2020-01-11 00:00:20 INFO: bucket_size=2.3000000000000114 (allowed (0.39, 0.95)) 2020-01-11 00:00:20 WARNING: skip bucket by bucket_size=2.3000000000000114 too big 2020-01-11 00:00:20 INFO: check need new order None 2020-01-11 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.0, 'low': 143.4, 'close': 143.9, 'trades': 3226, 'volume': 3775772, 'vwap': 144.09, 'lastSize': 80, 'turnover': 54401880185, 'homeNotional': 30838.839993353547, 'foreignNotional': 4443319.034314867}, {'timestamp': datetime.datetime(2020, 1, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 145.15, 'low': 142.85, 'close': 144.95, 'trades': 4028, 'volume': 4371989, 'vwap': 144.0, 'lastSize': 126, 'turnover': 62954358875, 'homeNotional': 35535.39984982422, 'foreignNotional': 5117014.689105317}, {'timestamp': datetime.datetime(2020, 1, 10, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.2, 'low': 141.8, 'close': 143.0, 'trades': 2673, 'volume': 3807917, 'vwap': 142.54, 'lastSize': 2450, 'turnover': 54275143790, 'homeNotional': 30610.679335007844, 'foreignNotional': 4363052.803653111}] 2020-01-11 01:00:20 INFO: prepare buckets [{'low_price': 143.4, 'high_price': 145.0, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 145.15, 'color': 'GREEN'}, {'low_price': 141.8, 'high_price': 143.2, 'color': 'GREEN'}] 2020-01-11 01:00:20 INFO: bucket_size=1.5999999999999943 (allowed (0.39, 0.95)) 2020-01-11 01:00:20 WARNING: skip bucket by bucket_size=1.5999999999999943 too big 2020-01-11 01:00:20 INFO: check need new order None 2020-01-11 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 145.5, 'low': 143.85, 'close': 144.45, 'trades': 3338, 'volume': 3684712, 'vwap': 144.84, 'lastSize': 200, 'turnover': 53368670520, 'homeNotional': 30275.76601743799, 'foreignNotional': 4385111.438792683}, {'timestamp': datetime.datetime(2020, 1, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.0, 'low': 143.4, 'close': 143.9, 'trades': 3226, 'volume': 3775772, 'vwap': 144.09, 'lastSize': 80, 'turnover': 54401880185, 'homeNotional': 30838.839993353547, 'foreignNotional': 4443319.034314867}, {'timestamp': datetime.datetime(2020, 1, 11, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 145.15, 'low': 142.85, 'close': 144.95, 'trades': 4028, 'volume': 4371989, 'vwap': 144.0, 'lastSize': 126, 'turnover': 62954358875, 'homeNotional': 35535.39984982422, 'foreignNotional': 5117014.689105317}] 2020-01-11 02:00:20 INFO: prepare buckets [{'low_price': 143.85, 'high_price': 145.5, 'color': 'GREEN'}, {'low_price': 143.4, 'high_price': 145.0, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 145.15, 'color': 'GREEN'}] 2020-01-11 02:00:20 INFO: bucket_size=1.6500000000000057 (allowed (0.39, 0.95)) 2020-01-11 02:00:20 WARNING: skip bucket by bucket_size=1.6500000000000057 too big 2020-01-11 02:00:20 INFO: check need new order None 2020-01-11 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.45, 'high': 144.6, 'low': 143.65, 'close': 144.05, 'trades': 2016, 'volume': 2326303, 'vwap': 144.06, 'lastSize': 1, 'turnover': 33510997155, 'homeNotional': 19045.64702077621, 'foreignNotional': 2743581.6707349867}, {'timestamp': datetime.datetime(2020, 1, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 145.5, 'low': 143.85, 'close': 144.45, 'trades': 3338, 'volume': 3684712, 'vwap': 144.84, 'lastSize': 200, 'turnover': 53368670520, 'homeNotional': 30275.76601743799, 'foreignNotional': 4385111.438792683}, {'timestamp': datetime.datetime(2020, 1, 11, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.95, 'high': 145.0, 'low': 143.4, 'close': 143.9, 'trades': 3226, 'volume': 3775772, 'vwap': 144.09, 'lastSize': 80, 'turnover': 54401880185, 'homeNotional': 30838.839993353547, 'foreignNotional': 4443319.034314867}] 2020-01-11 03:00:20 INFO: prepare buckets [{'low_price': 143.65, 'high_price': 144.6, 'color': 'RED'}, {'low_price': 143.85, 'high_price': 145.5, 'color': 'GREEN'}, {'low_price': 143.4, 'high_price': 145.0, 'color': 'RED'}] 2020-01-11 03:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-11 03:00:20 INFO: check need new order None 2020-01-11 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.05, 'high': 144.1, 'low': 142.95, 'close': 143.6, 'trades': 2109, 'volume': 2915009, 'vwap': 143.52, 'lastSize': 9900, 'turnover': 41835977905, 'homeNotional': 23789.209347937933, 'foreignNotional': 3414215.3117475156}, {'timestamp': datetime.datetime(2020, 1, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.45, 'high': 144.6, 'low': 143.65, 'close': 144.05, 'trades': 2016, 'volume': 2326303, 'vwap': 144.06, 'lastSize': 1, 'turnover': 33510997155, 'homeNotional': 19045.64702077621, 'foreignNotional': 2743581.6707349867}, {'timestamp': datetime.datetime(2020, 1, 11, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 145.5, 'low': 143.85, 'close': 144.45, 'trades': 3338, 'volume': 3684712, 'vwap': 144.84, 'lastSize': 200, 'turnover': 53368670520, 'homeNotional': 30275.76601743799, 'foreignNotional': 4385111.438792683}] 2020-01-11 04:00:21 INFO: prepare buckets [{'low_price': 142.95, 'high_price': 144.1, 'color': 'RED'}, {'low_price': 143.65, 'high_price': 144.6, 'color': 'RED'}, {'low_price': 143.85, 'high_price': 145.5, 'color': 'GREEN'}] 2020-01-11 04:00:21 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2020-01-11 04:00:21 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2020-01-11 04:00:21 INFO: check need new order None 2020-01-11 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.6, 'high': 144.1, 'low': 143.05, 'close': 143.4, 'trades': 1408, 'volume': 2714602, 'vwap': 143.51, 'lastSize': 27, 'turnover': 38955567695, 'homeNotional': 22074.824934401135, 'foreignNotional': 3167835.2296754746}, {'timestamp': datetime.datetime(2020, 1, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.05, 'high': 144.1, 'low': 142.95, 'close': 143.6, 'trades': 2109, 'volume': 2915009, 'vwap': 143.52, 'lastSize': 9900, 'turnover': 41835977905, 'homeNotional': 23789.209347937933, 'foreignNotional': 3414215.3117475156}, {'timestamp': datetime.datetime(2020, 1, 11, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.45, 'high': 144.6, 'low': 143.65, 'close': 144.05, 'trades': 2016, 'volume': 2326303, 'vwap': 144.06, 'lastSize': 1, 'turnover': 33510997155, 'homeNotional': 19045.64702077621, 'foreignNotional': 2743581.6707349867}] 2020-01-11 05:00:20 INFO: prepare buckets [{'low_price': 143.05, 'high_price': 144.1, 'color': 'RED'}, {'low_price': 142.95, 'high_price': 144.1, 'color': 'RED'}, {'low_price': 143.65, 'high_price': 144.6, 'color': 'RED'}] 2020-01-11 05:00:20 INFO: bucket_size=1.049999999999983 (allowed (0.39, 0.95)) 2020-01-11 05:00:20 WARNING: skip bucket by bucket_size=1.049999999999983 too big 2020-01-11 05:00:20 INFO: check need new order None 2020-01-11 06:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.45, 'low': 142.35, 'close': 143.0, 'trades': 2526, 'volume': 8096731, 'vwap': 142.66, 'lastSize': 24, 'turnover': 115504198375, 'homeNotional': 65374.24332056227, 'foreignNotional': 9326012.507238802}, {'timestamp': datetime.datetime(2020, 1, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.6, 'high': 144.1, 'low': 143.05, 'close': 143.4, 'trades': 1408, 'volume': 2714602, 'vwap': 143.51, 'lastSize': 27, 'turnover': 38955567695, 'homeNotional': 22074.824934401135, 'foreignNotional': 3167835.2296754746}, {'timestamp': datetime.datetime(2020, 1, 11, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.05, 'high': 144.1, 'low': 142.95, 'close': 143.6, 'trades': 2109, 'volume': 2915009, 'vwap': 143.52, 'lastSize': 9900, 'turnover': 41835977905, 'homeNotional': 23789.209347937933, 'foreignNotional': 3414215.3117475156}] 2020-01-11 06:00:21 INFO: prepare buckets [{'low_price': 142.35, 'high_price': 143.45, 'color': 'RED'}, {'low_price': 143.05, 'high_price': 144.1, 'color': 'RED'}, {'low_price': 142.95, 'high_price': 144.1, 'color': 'RED'}] 2020-01-11 06:00:21 INFO: bucket_size=1.0999999999999943 (allowed (0.39, 0.95)) 2020-01-11 06:00:21 WARNING: skip bucket by bucket_size=1.0999999999999943 too big 2020-01-11 06:00:21 INFO: check need new order None 2020-01-11 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.55, 'low': 142.2, 'close': 142.75, 'trades': 3177, 'volume': 7223521, 'vwap': 142.83, 'lastSize': 256, 'turnover': 103170995130, 'homeNotional': 58505.11454381234, 'foreignNotional': 8356117.324455475}, {'timestamp': datetime.datetime(2020, 1, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.45, 'low': 142.35, 'close': 143.0, 'trades': 2526, 'volume': 8096731, 'vwap': 142.66, 'lastSize': 24, 'turnover': 115504198375, 'homeNotional': 65374.24332056227, 'foreignNotional': 9326012.507238802}, {'timestamp': datetime.datetime(2020, 1, 11, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.6, 'high': 144.1, 'low': 143.05, 'close': 143.4, 'trades': 1408, 'volume': 2714602, 'vwap': 143.51, 'lastSize': 27, 'turnover': 38955567695, 'homeNotional': 22074.824934401135, 'foreignNotional': 3167835.2296754746}] 2020-01-11 07:00:20 INFO: prepare buckets [{'low_price': 142.2, 'high_price': 143.55, 'color': 'RED'}, {'low_price': 142.35, 'high_price': 143.45, 'color': 'RED'}, {'low_price': 143.05, 'high_price': 144.1, 'color': 'RED'}] 2020-01-11 07:00:20 INFO: bucket_size=1.3500000000000227 (allowed (0.39, 0.95)) 2020-01-11 07:00:20 WARNING: skip bucket by bucket_size=1.3500000000000227 too big 2020-01-11 07:00:20 INFO: check need new order None 2020-01-11 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.65, 'low': 142.75, 'close': 142.75, 'trades': 1861, 'volume': 4033831, 'vwap': 143.15, 'lastSize': 150, 'turnover': 57740886365, 'homeNotional': 32676.9846269625, 'foreignNotional': 4677461.436380786}, {'timestamp': datetime.datetime(2020, 1, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.55, 'low': 142.2, 'close': 142.75, 'trades': 3177, 'volume': 7223521, 'vwap': 142.83, 'lastSize': 256, 'turnover': 103170995130, 'homeNotional': 58505.11454381234, 'foreignNotional': 8356117.324455475}, {'timestamp': datetime.datetime(2020, 1, 11, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.45, 'low': 142.35, 'close': 143.0, 'trades': 2526, 'volume': 8096731, 'vwap': 142.66, 'lastSize': 24, 'turnover': 115504198375, 'homeNotional': 65374.24332056227, 'foreignNotional': 9326012.507238802}] 2020-01-11 08:00:20 INFO: skip by found empty buckets 2020-01-11 08:00:20 INFO: check need new order None 2020-01-11 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.4, 'low': 142.6, 'close': 142.85, 'trades': 2057, 'volume': 4468598, 'vwap': 142.92, 'lastSize': 46, 'turnover': 63861356320, 'homeNotional': 36060.438888605095, 'foreignNotional': 5153462.222890227}, {'timestamp': datetime.datetime(2020, 1, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.65, 'low': 142.75, 'close': 142.75, 'trades': 1861, 'volume': 4033831, 'vwap': 143.15, 'lastSize': 150, 'turnover': 57740886365, 'homeNotional': 32676.9846269625, 'foreignNotional': 4677461.436380786}, {'timestamp': datetime.datetime(2020, 1, 11, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.55, 'low': 142.2, 'close': 142.75, 'trades': 3177, 'volume': 7223521, 'vwap': 142.83, 'lastSize': 256, 'turnover': 103170995130, 'homeNotional': 58505.11454381234, 'foreignNotional': 8356117.324455475}] 2020-01-11 09:00:20 INFO: skip by found empty buckets 2020-01-11 09:00:20 INFO: check need new order None 2020-01-11 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 144.05, 'low': 142.85, 'close': 143.95, 'trades': 1793, 'volume': 3029258, 'vwap': 143.58, 'lastSize': 1550, 'turnover': 43491806190, 'homeNotional': 24521.09718448169, 'foreignNotional': 3520571.6566686765}, {'timestamp': datetime.datetime(2020, 1, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.4, 'low': 142.6, 'close': 142.85, 'trades': 2057, 'volume': 4468598, 'vwap': 142.92, 'lastSize': 46, 'turnover': 63861356320, 'homeNotional': 36060.438888605095, 'foreignNotional': 5153462.222890227}, {'timestamp': datetime.datetime(2020, 1, 11, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.65, 'low': 142.75, 'close': 142.75, 'trades': 1861, 'volume': 4033831, 'vwap': 143.15, 'lastSize': 150, 'turnover': 57740886365, 'homeNotional': 32676.9846269625, 'foreignNotional': 4677461.436380786}] 2020-01-11 10:00:20 INFO: skip by found empty buckets 2020-01-11 10:00:20 INFO: check need new order None 2020-01-11 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.95, 'high': 143.95, 'low': 142.9, 'close': 143.0, 'trades': 1367, 'volume': 2113903, 'vwap': 143.43, 'lastSize': 1250, 'turnover': 30318813095, 'homeNotional': 17066.43091707057, 'foreignNotional': 2447774.868627688}, {'timestamp': datetime.datetime(2020, 1, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 144.05, 'low': 142.85, 'close': 143.95, 'trades': 1793, 'volume': 3029258, 'vwap': 143.58, 'lastSize': 1550, 'turnover': 43491806190, 'homeNotional': 24521.09718448169, 'foreignNotional': 3520571.6566686765}, {'timestamp': datetime.datetime(2020, 1, 11, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.4, 'low': 142.6, 'close': 142.85, 'trades': 2057, 'volume': 4468598, 'vwap': 142.92, 'lastSize': 46, 'turnover': 63861356320, 'homeNotional': 36060.438888605095, 'foreignNotional': 5153462.222890227}] 2020-01-11 11:00:21 INFO: prepare buckets [{'low_price': 142.9, 'high_price': 143.95, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 144.05, 'color': 'GREEN'}, {'low_price': 142.6, 'high_price': 143.4, 'color': 'GREEN'}] 2020-01-11 11:00:21 INFO: bucket_size=1.049999999999983 (allowed (0.39, 0.95)) 2020-01-11 11:00:21 WARNING: skip bucket by bucket_size=1.049999999999983 too big 2020-01-11 11:00:21 INFO: check need new order None 2020-01-11 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.2, 'low': 142.5, 'close': 142.7, 'trades': 1934, 'volume': 2369708, 'vwap': 142.87, 'lastSize': 22, 'turnover': 33854657520, 'homeNotional': 19054.22134225939, 'foreignNotional': 2722170.829197119}, {'timestamp': datetime.datetime(2020, 1, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.95, 'high': 143.95, 'low': 142.9, 'close': 143.0, 'trades': 1367, 'volume': 2113903, 'vwap': 143.43, 'lastSize': 1250, 'turnover': 30318813095, 'homeNotional': 17066.43091707057, 'foreignNotional': 2447774.868627688}, {'timestamp': datetime.datetime(2020, 1, 11, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 144.05, 'low': 142.85, 'close': 143.95, 'trades': 1793, 'volume': 3029258, 'vwap': 143.58, 'lastSize': 1550, 'turnover': 43491806190, 'homeNotional': 24521.09718448169, 'foreignNotional': 3520571.6566686765}] 2020-01-11 12:00:20 INFO: prepare buckets [{'low_price': 142.5, 'high_price': 143.2, 'color': 'RED'}, {'low_price': 142.9, 'high_price': 143.95, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 144.05, 'color': 'GREEN'}] 2020-01-11 12:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 0.95)) 2020-01-11 12:00:20 INFO: check need new order None 2020-01-11 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 142.95, 'low': 142.25, 'close': 142.8, 'trades': 2035, 'volume': 2696786, 'vwap': 142.65, 'lastSize': 1, 'turnover': 38468414290, 'homeNotional': 21682.857581030963, 'foreignNotional': 3092966.1625833386}, {'timestamp': datetime.datetime(2020, 1, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.2, 'low': 142.5, 'close': 142.7, 'trades': 1934, 'volume': 2369708, 'vwap': 142.87, 'lastSize': 22, 'turnover': 33854657520, 'homeNotional': 19054.22134225939, 'foreignNotional': 2722170.829197119}, {'timestamp': datetime.datetime(2020, 1, 11, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.95, 'high': 143.95, 'low': 142.9, 'close': 143.0, 'trades': 1367, 'volume': 2113903, 'vwap': 143.43, 'lastSize': 1250, 'turnover': 30318813095, 'homeNotional': 17066.43091707057, 'foreignNotional': 2447774.868627688}] 2020-01-11 13:00:20 INFO: prepare buckets [{'low_price': 142.25, 'high_price': 142.95, 'color': 'GREEN'}, {'low_price': 142.5, 'high_price': 143.2, 'color': 'RED'}, {'low_price': 142.9, 'high_price': 143.95, 'color': 'RED'}] 2020-01-11 13:00:20 INFO: bucket_size=0.6999999999999886 (allowed (0.39, 0.95)) 2020-01-11 13:00:20 INFO: check need new order {'low_price': 142.25, 'high_price': 142.95, 'color': 'GREEN'} 2020-01-11 13:00:20 INFO: place order: start low=142.25 high=142.95 GREEN ETHUSD price_offset=0.1 2020-01-11 13:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=143.0 init_order_price=143.04999999999998 stop_price_offset=0.0 bucket_size=0.6999999999999886 stop_price=142.25 take_price=145.14999999999995 2020-01-11 13:00:20 INFO: place order: compute qty=13.0 2020-01-11 13:00:20 INFO: place order: save order to db b32f71567c284a44b247c22f988e51e5; response=True 2020-01-11 13:00:20 INFO: process event {'orderID': 'fe876b32-c736-d507-8aad-ce222b06e92a', 'clOrdID': 'b32f71567c284a44b247c22f988e51e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 143.05, 'displayQty': None, 'stopPx': 143, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-11T13:00:20.210Z', 'timestamp': '2020-01-11T13:00:20.210Z'} 2020-01-11 13:00:20 INFO: skip event b32f71567c284a44b247c22f988e51e5 New 2020-01-11 13:00:20 INFO: post order to exchange resp={'orderID': 'fe876b32-c736-d507-8aad-ce222b06e92a', 'clOrdID': 'b32f71567c284a44b247c22f988e51e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 143.05, 'displayQty': None, 'stopPx': 143.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 11, 13, 0, 20, 210000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 11, 13, 0, 20, 210000, tzinfo=tzlocal())} 2020-01-11 13:00:20 INFO: place new init order {'qty': 13.0, 'init_price': 143.0, 'stop_price': 142.25, 'take_price': 145.14999999999995, 'order_uid': 'b32f71567c284a44b247c22f988e51e5', 'response': {'orderID': 'fe876b32-c736-d507-8aad-ce222b06e92a', 'clOrdID': 'b32f71567c284a44b247c22f988e51e5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 13, 'price': 143.05, 'displayQty': None, 'stopPx': 143.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 11, 13, 0, 20, 210000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 11, 13, 0, 20, 210000, tzinfo=tzlocal())}} 2020-01-11 13:05:37 INFO: process event {'orderID': 'fe876b32-c736-d507-8aad-ce222b06e92a', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-11T13:05:37.868Z', 'clOrdID': 'b32f71567c284a44b247c22f988e51e5', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-11 13:05:37 INFO: skip event b32f71567c284a44b247c22f988e51e5 2020-01-11 13:05:37 INFO: process event {'orderID': 'fe876b32-c736-d507-8aad-ce222b06e92a', 'workingIndicator': True, 'transactTime': '2020-01-11T13:05:37.868Z', 'clOrdID': 'b32f71567c284a44b247c22f988e51e5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-11T13:05:37.868Z'} 2020-01-11 13:05:37 INFO: skip event b32f71567c284a44b247c22f988e51e5 2020-01-11 13:05:37 INFO: process event {'orderID': 'fe876b32-c736-d507-8aad-ce222b06e92a', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 143.05, 'clOrdID': 'b32f71567c284a44b247c22f988e51e5', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-11T13:05:37.868Z'} 2020-01-11 13:05:37 INFO: add new event={'uid': 'b32f71567c284a44b247c22f988e51e5', 'status': 'Filled'} 2020-01-11 13:05:38 INFO: start process event-------------------------------------------- 2020-01-11 13:05:38 INFO: fetch new order event b32f71567c284a44b247c22f988e51e5 2020-01-11 13:05:38 INFO: fetch orders by event init={'stop': '142.25', 'take': '145.14999999999995', 'qty': '13.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-11 13:05:38 INFO: process init order filled 2020-01-11 13:05:38 INFO: save profit orders to storage stop=0337ae63056344dda8733d834444c272 take=34e7ae79dbf04212bdfa2bfa5faea307 2020-01-11 13:05:38 INFO: place profit orders take_price=145.14999999999995, stop_price=142.25, qty=13.0, color=GREEN, ticker=ETHUSD 0337ae63056344dda8733d834444c272 34e7ae79dbf04212bdfa2bfa5faea307 2020-01-11 13:05:38 INFO: place stop order ETHUSD: qty=-13.0, stop_price=142.25, stop_uid=0337ae63056344dda8733d834444c272 2020-01-11 13:05:38 INFO: exchange resp for stop order={'orderID': '16f3bbca-ef37-36ac-7417-82749d1b774a', 'clOrdID': '0337ae63056344dda8733d834444c272', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 142.25, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 11, 13, 5, 38, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 11, 13, 5, 38, 861000, tzinfo=tzlocal())} 2020-01-11 13:05:38 INFO: place limit order ETHUSD: qty=-13.0, price=145.14999999999995, take_uid=34e7ae79dbf04212bdfa2bfa5faea307 2020-01-11 13:05:38 INFO: process event {'orderID': '16f3bbca-ef37-36ac-7417-82749d1b774a', 'clOrdID': '0337ae63056344dda8733d834444c272', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 142.25, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-11T13:05:38.861Z', 'timestamp': '2020-01-11T13:05:38.861Z'} 2020-01-11 13:05:38 INFO: skip event 0337ae63056344dda8733d834444c272 New 2020-01-11 13:05:38 INFO: process event {'orderID': 'ab83723f-b518-c890-ba5a-d205e93cced4', 'clOrdID': '34e7ae79dbf04212bdfa2bfa5faea307', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 145.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-11T13:05:38.958Z', 'timestamp': '2020-01-11T13:05:38.958Z'} 2020-01-11 13:05:38 INFO: skip event 34e7ae79dbf04212bdfa2bfa5faea307 New 2020-01-11 13:05:38 INFO: process event {'orderID': 'ab83723f-b518-c890-ba5a-d205e93cced4', 'workingIndicator': True, 'clOrdID': '34e7ae79dbf04212bdfa2bfa5faea307', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-11T13:05:38.958Z'} 2020-01-11 13:05:38 INFO: skip event 34e7ae79dbf04212bdfa2bfa5faea307 2020-01-11 13:05:38 INFO: exchange resp for take profit order={'orderID': 'ab83723f-b518-c890-ba5a-d205e93cced4', 'clOrdID': '34e7ae79dbf04212bdfa2bfa5faea307', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 145.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 11, 13, 5, 38, 958000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 11, 13, 5, 38, 958000, tzinfo=tzlocal())} 2020-01-11 13:05:38 INFO: place profit orders={'stop': {'response': {'orderID': '16f3bbca-ef37-36ac-7417-82749d1b774a', 'clOrdID': '0337ae63056344dda8733d834444c272', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 142.25, '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': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 11, 13, 5, 38, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 11, 13, 5, 38, 861000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': '0337ae63056344dda8733d834444c272', 'price': 142.25}, 'take': {'response': {'orderID': 'ab83723f-b518-c890-ba5a-d205e93cced4', 'clOrdID': '34e7ae79dbf04212bdfa2bfa5faea307', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': 145.15, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 13, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 11, 13, 5, 38, 958000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 11, 13, 5, 38, 958000, tzinfo=tzlocal())}, 'qty': -13.0, 'uid': '34e7ae79dbf04212bdfa2bfa5faea307', 'price': 145.14999999999995}} 2020-01-11 13:05:38 INFO: rm init order from db b32f71567c284a44b247c22f988e51e5 2020-01-11 13:05:38 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-11 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.8, 'high': 143.75, 'low': 142.6, 'close': 143.6, 'trades': 2039, 'volume': 3041100, 'vwap': 143.1, 'lastSize': 17658, 'turnover': 43516851190, 'homeNotional': 24549.58044563757, 'foreignNotional': 3512952.37787337}, {'timestamp': datetime.datetime(2020, 1, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 142.95, 'low': 142.25, 'close': 142.8, 'trades': 2035, 'volume': 2696786, 'vwap': 142.65, 'lastSize': 1, 'turnover': 38468414290, 'homeNotional': 21682.857581030963, 'foreignNotional': 3092966.1625833386}, {'timestamp': datetime.datetime(2020, 1, 11, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.2, 'low': 142.5, 'close': 142.7, 'trades': 1934, 'volume': 2369708, 'vwap': 142.87, 'lastSize': 22, 'turnover': 33854657520, 'homeNotional': 19054.22134225939, 'foreignNotional': 2722170.829197119}] 2020-01-11 14:00:20 INFO: prepare buckets [{'low_price': 142.6, 'high_price': 143.75, 'color': 'GREEN'}, {'low_price': 142.25, 'high_price': 142.95, 'color': 'GREEN'}, {'low_price': 142.5, 'high_price': 143.2, 'color': 'RED'}] 2020-01-11 14:00:20 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2020-01-11 14:00:20 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2020-01-11 14:00:20 INFO: check need new order None 2020-01-11 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.6, 'high': 143.7, 'low': 142.45, 'close': 142.55, 'trades': 1805, 'volume': 3243417, 'vwap': 143.07, 'lastSize': 700, 'turnover': 46401359840, 'homeNotional': 26191.880187289895, 'foreignNotional': 3747109.792161148}, {'timestamp': datetime.datetime(2020, 1, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.8, 'high': 143.75, 'low': 142.6, 'close': 143.6, 'trades': 2039, 'volume': 3041100, 'vwap': 143.1, 'lastSize': 17658, 'turnover': 43516851190, 'homeNotional': 24549.58044563757, 'foreignNotional': 3512952.37787337}, {'timestamp': datetime.datetime(2020, 1, 11, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.7, 'high': 142.95, 'low': 142.25, 'close': 142.8, 'trades': 2035, 'volume': 2696786, 'vwap': 142.65, 'lastSize': 1, 'turnover': 38468414290, 'homeNotional': 21682.857581030963, 'foreignNotional': 3092966.1625833386}] 2020-01-11 15:00:20 INFO: prepare buckets [{'low_price': 142.45, 'high_price': 143.7, 'color': 'RED'}, {'low_price': 142.6, 'high_price': 143.75, 'color': 'GREEN'}, {'low_price': 142.25, 'high_price': 142.95, 'color': 'GREEN'}] 2020-01-11 15:00:20 INFO: bucket_size=1.25 (allowed (0.39, 0.95)) 2020-01-11 15:00:20 WARNING: skip bucket by bucket_size=1.25 too big 2020-01-11 15:00:20 INFO: check need new order None 2020-01-11 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 143.5, 'low': 142.3, 'close': 143.35, 'trades': 2174, 'volume': 4045937, 'vwap': 142.69, 'lastSize': 200, 'turnover': 57731058935, 'homeNotional': 32643.91148706427, 'foreignNotional': 4657941.77122019}, {'timestamp': datetime.datetime(2020, 1, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.6, 'high': 143.7, 'low': 142.45, 'close': 142.55, 'trades': 1805, 'volume': 3243417, 'vwap': 143.07, 'lastSize': 700, 'turnover': 46401359840, 'homeNotional': 26191.880187289895, 'foreignNotional': 3747109.792161148}, {'timestamp': datetime.datetime(2020, 1, 11, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.8, 'high': 143.75, 'low': 142.6, 'close': 143.6, 'trades': 2039, 'volume': 3041100, 'vwap': 143.1, 'lastSize': 17658, 'turnover': 43516851190, 'homeNotional': 24549.58044563757, 'foreignNotional': 3512952.37787337}] 2020-01-11 16:00:20 INFO: prepare buckets [{'low_price': 142.3, 'high_price': 143.5, 'color': 'GREEN'}, {'low_price': 142.45, 'high_price': 143.7, 'color': 'RED'}, {'low_price': 142.6, 'high_price': 143.75, 'color': 'GREEN'}] 2020-01-11 16:00:20 INFO: bucket_size=1.1999999999999886 (allowed (0.39, 0.95)) 2020-01-11 16:00:20 WARNING: skip bucket by bucket_size=1.1999999999999886 too big 2020-01-11 16:00:20 INFO: check need new order None 2020-01-11 16:48:42 INFO: process event {'orderID': 'ab83723f-b518-c890-ba5a-d205e93cced4', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 13, 'avgPx': 145.15, 'timestamp': '2020-01-11T16:48:41.209Z', 'clOrdID': '34e7ae79dbf04212bdfa2bfa5faea307', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-11 16:48:42 INFO: add new event={'uid': '34e7ae79dbf04212bdfa2bfa5faea307', 'status': 'Filled'} 2020-01-11 16:48:42 INFO: start process event-------------------------------------------- 2020-01-11 16:48:42 INFO: fetch new order event 34e7ae79dbf04212bdfa2bfa5faea307 2020-01-11 16:48:42 INFO: fetch orders by event init=None profit_pair=0337ae63056344dda8733d834444c272 2020-01-11 16:48:42 INFO: process profit order filled 2020-01-11 16:48:42 INFO: cancel order=0337ae63056344dda8733d834444c272 [{'orderID': '16f3bbca-ef37-36ac-7417-82749d1b774a', 'clOrdID': '0337ae63056344dda8733d834444c272', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 13, 'price': None, 'displayQty': None, 'stopPx': 142.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 11, 13, 5, 38, 861000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 11, 16, 48, 42, 529000, tzinfo=tzlocal())}] 2020-01-11 16:48:42 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-11 16:48:43 INFO: process event {'orderID': '16f3bbca-ef37-36ac-7417-82749d1b774a', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-11T16:48:42.529Z', 'clOrdID': '0337ae63056344dda8733d834444c272', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-11 16:48:43 INFO: skip event 0337ae63056344dda8733d834444c272 Canceled 2020-01-11 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 146.9, 'low': 142.65, 'close': 146.45, 'trades': 8965, 'volume': 17692033, 'vwap': 145.21, 'lastSize': 60, 'turnover': 256903089945, 'homeNotional': 144114.88364835148, 'foreignNotional': 20927101.618434627}, {'timestamp': datetime.datetime(2020, 1, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 143.5, 'low': 142.3, 'close': 143.35, 'trades': 2174, 'volume': 4045937, 'vwap': 142.69, 'lastSize': 200, 'turnover': 57731058935, 'homeNotional': 32643.91148706427, 'foreignNotional': 4657941.77122019}, {'timestamp': datetime.datetime(2020, 1, 11, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.6, 'high': 143.7, 'low': 142.45, 'close': 142.55, 'trades': 1805, 'volume': 3243417, 'vwap': 143.07, 'lastSize': 700, 'turnover': 46401359840, 'homeNotional': 26191.880187289895, 'foreignNotional': 3747109.792161148}] 2020-01-11 17:00:20 INFO: prepare buckets [{'low_price': 142.65, 'high_price': 146.9, 'color': 'GREEN'}, {'low_price': 142.3, 'high_price': 143.5, 'color': 'GREEN'}, {'low_price': 142.45, 'high_price': 143.7, 'color': 'RED'}] 2020-01-11 17:00:20 INFO: bucket_size=4.25 (allowed (0.39, 0.95)) 2020-01-11 17:00:20 WARNING: skip bucket by bucket_size=4.25 too big 2020-01-11 17:00:20 INFO: check need new order None 2020-01-11 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.45, 'high': 148.35, 'low': 146.0, 'close': 146.8, 'trades': 6520, 'volume': 8409572, 'vwap': 147.2, 'lastSize': 10000, 'turnover': 123784222450, 'homeNotional': 68821.13285077442, 'foreignNotional': 10130144.582548691}, {'timestamp': datetime.datetime(2020, 1, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 146.9, 'low': 142.65, 'close': 146.45, 'trades': 8965, 'volume': 17692033, 'vwap': 145.21, 'lastSize': 60, 'turnover': 256903089945, 'homeNotional': 144114.88364835148, 'foreignNotional': 20927101.618434627}, {'timestamp': datetime.datetime(2020, 1, 11, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 143.5, 'low': 142.3, 'close': 143.35, 'trades': 2174, 'volume': 4045937, 'vwap': 142.69, 'lastSize': 200, 'turnover': 57731058935, 'homeNotional': 32643.91148706427, 'foreignNotional': 4657941.77122019}] 2020-01-11 18:00:20 INFO: prepare buckets [{'low_price': 146.0, 'high_price': 148.35, 'color': 'GREEN'}, {'low_price': 142.65, 'high_price': 146.9, 'color': 'GREEN'}, {'low_price': 142.3, 'high_price': 143.5, 'color': 'GREEN'}] 2020-01-11 18:00:20 INFO: bucket_size=2.3499999999999943 (allowed (0.39, 0.95)) 2020-01-11 18:00:20 WARNING: skip bucket by bucket_size=2.3499999999999943 too big 2020-01-11 18:00:20 INFO: check need new order None 2020-01-11 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.8, 'high': 147.25, 'low': 146.1, 'close': 146.6, 'trades': 3130, 'volume': 4963075, 'vwap': 146.66, 'lastSize': 20, 'turnover': 72786348635, 'homeNotional': 40478.74939501567, 'foreignNotional': 5936452.32926538}, {'timestamp': datetime.datetime(2020, 1, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.45, 'high': 148.35, 'low': 146.0, 'close': 146.8, 'trades': 6520, 'volume': 8409572, 'vwap': 147.2, 'lastSize': 10000, 'turnover': 123784222450, 'homeNotional': 68821.13285077442, 'foreignNotional': 10130144.582548691}, {'timestamp': datetime.datetime(2020, 1, 11, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 146.9, 'low': 142.65, 'close': 146.45, 'trades': 8965, 'volume': 17692033, 'vwap': 145.21, 'lastSize': 60, 'turnover': 256903089945, 'homeNotional': 144114.88364835148, 'foreignNotional': 20927101.618434627}] 2020-01-11 19:00:20 INFO: prepare buckets [{'low_price': 146.1, 'high_price': 147.25, 'color': 'RED'}, {'low_price': 146.0, 'high_price': 148.35, 'color': 'GREEN'}, {'low_price': 142.65, 'high_price': 146.9, 'color': 'GREEN'}] 2020-01-11 19:00:20 INFO: bucket_size=1.1500000000000057 (allowed (0.39, 0.95)) 2020-01-11 19:00:20 WARNING: skip bucket by bucket_size=1.1500000000000057 too big 2020-01-11 19:00:20 INFO: check need new order None 2020-01-11 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.6, 'high': 147.15, 'low': 145.85, 'close': 146.45, 'trades': 2555, 'volume': 3899536, 'vwap': 146.48, 'lastSize': 4445, 'turnover': 57118181145, 'homeNotional': 31775.400484395177, 'foreignNotional': 4654288.203697254}, {'timestamp': datetime.datetime(2020, 1, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.8, 'high': 147.25, 'low': 146.1, 'close': 146.6, 'trades': 3130, 'volume': 4963075, 'vwap': 146.66, 'lastSize': 20, 'turnover': 72786348635, 'homeNotional': 40478.74939501567, 'foreignNotional': 5936452.32926538}, {'timestamp': datetime.datetime(2020, 1, 11, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.45, 'high': 148.35, 'low': 146.0, 'close': 146.8, 'trades': 6520, 'volume': 8409572, 'vwap': 147.2, 'lastSize': 10000, 'turnover': 123784222450, 'homeNotional': 68821.13285077442, 'foreignNotional': 10130144.582548691}] 2020-01-11 20:00:20 INFO: prepare buckets [{'low_price': 145.85, 'high_price': 147.15, 'color': 'RED'}, {'low_price': 146.1, 'high_price': 147.25, 'color': 'RED'}, {'low_price': 146.0, 'high_price': 148.35, 'color': 'GREEN'}] 2020-01-11 20:00:20 INFO: bucket_size=1.3000000000000114 (allowed (0.39, 0.95)) 2020-01-11 20:00:20 WARNING: skip bucket by bucket_size=1.3000000000000114 too big 2020-01-11 20:00:20 INFO: check need new order None 2020-01-11 21:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.45, 'high': 147.05, 'low': 145.35, 'close': 145.85, 'trades': 3121, 'volume': 4840063, 'vwap': 145.97, 'lastSize': 500, 'turnover': 70646153325, 'homeNotional': 39467.37746736769, 'foreignNotional': 5760726.238939315}, {'timestamp': datetime.datetime(2020, 1, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.6, 'high': 147.15, 'low': 145.85, 'close': 146.45, 'trades': 2555, 'volume': 3899536, 'vwap': 146.48, 'lastSize': 4445, 'turnover': 57118181145, 'homeNotional': 31775.400484395177, 'foreignNotional': 4654288.203697254}, {'timestamp': datetime.datetime(2020, 1, 11, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.8, 'high': 147.25, 'low': 146.1, 'close': 146.6, 'trades': 3130, 'volume': 4963075, 'vwap': 146.66, 'lastSize': 20, 'turnover': 72786348635, 'homeNotional': 40478.74939501567, 'foreignNotional': 5936452.32926538}] 2020-01-11 21:00:21 INFO: prepare buckets [{'low_price': 145.35, 'high_price': 147.05, 'color': 'RED'}, {'low_price': 145.85, 'high_price': 147.15, 'color': 'RED'}, {'low_price': 146.1, 'high_price': 147.25, 'color': 'RED'}] 2020-01-11 21:00:21 INFO: bucket_size=1.700000000000017 (allowed (0.39, 0.95)) 2020-01-11 21:00:21 WARNING: skip bucket by bucket_size=1.700000000000017 too big 2020-01-11 21:00:21 INFO: check need new order None 2020-01-11 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.85, 'high': 147.95, 'low': 142.6, 'close': 143.95, 'trades': 8195, 'volume': 16248074, 'vwap': 145.87, 'lastSize': 128, 'turnover': 236994684795, 'homeNotional': 132666.62014003797, 'foreignNotional': 19351911.820419416}, {'timestamp': datetime.datetime(2020, 1, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.45, 'high': 147.05, 'low': 145.35, 'close': 145.85, 'trades': 3121, 'volume': 4840063, 'vwap': 145.97, 'lastSize': 500, 'turnover': 70646153325, 'homeNotional': 39467.37746736769, 'foreignNotional': 5760726.238939315}, {'timestamp': datetime.datetime(2020, 1, 11, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.6, 'high': 147.15, 'low': 145.85, 'close': 146.45, 'trades': 2555, 'volume': 3899536, 'vwap': 146.48, 'lastSize': 4445, 'turnover': 57118181145, 'homeNotional': 31775.400484395177, 'foreignNotional': 4654288.203697254}] 2020-01-11 22:00:20 INFO: prepare buckets [{'low_price': 142.6, 'high_price': 147.95, 'color': 'RED'}, {'low_price': 145.35, 'high_price': 147.05, 'color': 'RED'}, {'low_price': 145.85, 'high_price': 147.15, 'color': 'RED'}] 2020-01-11 22:00:20 INFO: bucket_size=5.349999999999994 (allowed (0.39, 0.95)) 2020-01-11 22:00:20 WARNING: skip bucket by bucket_size=5.349999999999994 too big 2020-01-11 22:00:20 INFO: check need new order None 2020-01-11 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.95, 'high': 144.15, 'low': 142.25, 'close': 143.25, 'trades': 6644, 'volume': 18068603, 'vwap': 143.44, 'lastSize': 20, 'turnover': 259169382345, 'homeNotional': 145886.5542764629, 'foreignNotional': 20925543.85628372}, {'timestamp': datetime.datetime(2020, 1, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.85, 'high': 147.95, 'low': 142.6, 'close': 143.95, 'trades': 8195, 'volume': 16248074, 'vwap': 145.87, 'lastSize': 128, 'turnover': 236994684795, 'homeNotional': 132666.62014003797, 'foreignNotional': 19351911.820419416}, {'timestamp': datetime.datetime(2020, 1, 11, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.45, 'high': 147.05, 'low': 145.35, 'close': 145.85, 'trades': 3121, 'volume': 4840063, 'vwap': 145.97, 'lastSize': 500, 'turnover': 70646153325, 'homeNotional': 39467.37746736769, 'foreignNotional': 5760726.238939315}] 2020-01-11 23:00:20 INFO: prepare buckets [{'low_price': 142.25, 'high_price': 144.15, 'color': 'RED'}, {'low_price': 142.6, 'high_price': 147.95, 'color': 'RED'}, {'low_price': 145.35, 'high_price': 147.05, 'color': 'RED'}] 2020-01-11 23:00:20 INFO: bucket_size=1.9000000000000057 (allowed (0.39, 0.95)) 2020-01-11 23:00:20 WARNING: skip bucket by bucket_size=1.9000000000000057 too big 2020-01-11 23:00:20 INFO: check need new order None 2020-01-12 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.25, 'high': 143.3, 'low': 142.4, 'close': 142.55, 'trades': 2907, 'volume': 4332908, 'vwap': 142.85, 'lastSize': 133, 'turnover': 61892671710, 'homeNotional': 34834.379238717105, 'foreignNotional': 4975871.242875705}, {'timestamp': datetime.datetime(2020, 1, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.95, 'high': 144.15, 'low': 142.25, 'close': 143.25, 'trades': 6644, 'volume': 18068603, 'vwap': 143.44, 'lastSize': 20, 'turnover': 259169382345, 'homeNotional': 145886.5542764629, 'foreignNotional': 20925543.85628372}, {'timestamp': datetime.datetime(2020, 1, 11, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.85, 'high': 147.95, 'low': 142.6, 'close': 143.95, 'trades': 8195, 'volume': 16248074, 'vwap': 145.87, 'lastSize': 128, 'turnover': 236994684795, 'homeNotional': 132666.62014003797, 'foreignNotional': 19351911.820419416}] 2020-01-12 00:00:20 INFO: prepare buckets [{'low_price': 142.4, 'high_price': 143.3, 'color': 'RED'}, {'low_price': 142.25, 'high_price': 144.15, 'color': 'RED'}, {'low_price': 142.6, 'high_price': 147.95, 'color': 'RED'}] 2020-01-12 00:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-12 00:00:20 INFO: check need new order None 2020-01-12 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 143.65, 'low': 141.9, 'close': 143.3, 'trades': 3609, 'volume': 6081478, 'vwap': 142.47, 'lastSize': 291, 'turnover': 86641093940, 'homeNotional': 48658.01392151742, 'foreignNotional': 6932239.193255395}, {'timestamp': datetime.datetime(2020, 1, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.25, 'high': 143.3, 'low': 142.4, 'close': 142.55, 'trades': 2907, 'volume': 4332908, 'vwap': 142.85, 'lastSize': 133, 'turnover': 61892671710, 'homeNotional': 34834.379238717105, 'foreignNotional': 4975871.242875705}, {'timestamp': datetime.datetime(2020, 1, 11, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.95, 'high': 144.15, 'low': 142.25, 'close': 143.25, 'trades': 6644, 'volume': 18068603, 'vwap': 143.44, 'lastSize': 20, 'turnover': 259169382345, 'homeNotional': 145886.5542764629, 'foreignNotional': 20925543.85628372}] 2020-01-12 01:00:20 INFO: prepare buckets [{'low_price': 141.9, 'high_price': 143.65, 'color': 'GREEN'}, {'low_price': 142.4, 'high_price': 143.3, 'color': 'RED'}, {'low_price': 142.25, 'high_price': 144.15, 'color': 'RED'}] 2020-01-12 01:00:20 INFO: bucket_size=1.75 (allowed (0.39, 0.95)) 2020-01-12 01:00:20 WARNING: skip bucket by bucket_size=1.75 too big 2020-01-12 01:00:20 INFO: check need new order None 2020-01-12 02:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.3, 'high': 144.0, 'low': 143.05, 'close': 143.5, 'trades': 2330, 'volume': 5009349, 'vwap': 143.47, 'lastSize': 10000, 'turnover': 71864880440, 'homeNotional': 40369.96381320686, 'foreignNotional': 5791544.183986178}, {'timestamp': datetime.datetime(2020, 1, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 143.65, 'low': 141.9, 'close': 143.3, 'trades': 3609, 'volume': 6081478, 'vwap': 142.47, 'lastSize': 291, 'turnover': 86641093940, 'homeNotional': 48658.01392151742, 'foreignNotional': 6932239.193255395}, {'timestamp': datetime.datetime(2020, 1, 12, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.25, 'high': 143.3, 'low': 142.4, 'close': 142.55, 'trades': 2907, 'volume': 4332908, 'vwap': 142.85, 'lastSize': 133, 'turnover': 61892671710, 'homeNotional': 34834.379238717105, 'foreignNotional': 4975871.242875705}] 2020-01-12 02:00:21 INFO: prepare buckets [{'low_price': 143.05, 'high_price': 144.0, 'color': 'GREEN'}, {'low_price': 141.9, 'high_price': 143.65, 'color': 'GREEN'}, {'low_price': 142.4, 'high_price': 143.3, 'color': 'RED'}] 2020-01-12 02:00:21 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-12 02:00:21 INFO: check need new order None 2020-01-12 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.5, 'high': 144.45, 'low': 143.25, 'close': 144.15, 'trades': 1774, 'volume': 2645102, 'vwap': 144.05, 'lastSize': 200, 'turnover': 38101733665, 'homeNotional': 21347.716705527873, 'foreignNotional': 3075065.0691471365}, {'timestamp': datetime.datetime(2020, 1, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.3, 'high': 144.0, 'low': 143.05, 'close': 143.5, 'trades': 2330, 'volume': 5009349, 'vwap': 143.47, 'lastSize': 10000, 'turnover': 71864880440, 'homeNotional': 40369.96381320686, 'foreignNotional': 5791544.183986178}, {'timestamp': datetime.datetime(2020, 1, 12, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.55, 'high': 143.65, 'low': 141.9, 'close': 143.3, 'trades': 3609, 'volume': 6081478, 'vwap': 142.47, 'lastSize': 291, 'turnover': 86641093940, 'homeNotional': 48658.01392151742, 'foreignNotional': 6932239.193255395}] 2020-01-12 03:00:20 INFO: prepare buckets [{'low_price': 143.25, 'high_price': 144.45, 'color': 'GREEN'}, {'low_price': 143.05, 'high_price': 144.0, 'color': 'GREEN'}, {'low_price': 141.9, 'high_price': 143.65, 'color': 'GREEN'}] 2020-01-12 03:00:20 INFO: bucket_size=1.1999999999999886 (allowed (0.39, 0.95)) 2020-01-12 03:00:20 WARNING: skip bucket by bucket_size=1.1999999999999886 too big 2020-01-12 03:00:20 INFO: check need new order None 2020-01-12 04:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.15, 'high': 144.55, 'low': 143.5, 'close': 143.9, 'trades': 1467, 'volume': 2181365, 'vwap': 144.07, 'lastSize': 236, 'turnover': 31425573805, 'homeNotional': 17637.61891797327, 'foreignNotional': 2540947.458120666}, {'timestamp': datetime.datetime(2020, 1, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.5, 'high': 144.45, 'low': 143.25, 'close': 144.15, 'trades': 1774, 'volume': 2645102, 'vwap': 144.05, 'lastSize': 200, 'turnover': 38101733665, 'homeNotional': 21347.716705527873, 'foreignNotional': 3075065.0691471365}, {'timestamp': datetime.datetime(2020, 1, 12, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.3, 'high': 144.0, 'low': 143.05, 'close': 143.5, 'trades': 2330, 'volume': 5009349, 'vwap': 143.47, 'lastSize': 10000, 'turnover': 71864880440, 'homeNotional': 40369.96381320686, 'foreignNotional': 5791544.183986178}] 2020-01-12 04:00:20 INFO: prepare buckets [{'low_price': 143.5, 'high_price': 144.55, 'color': 'RED'}, {'low_price': 143.25, 'high_price': 144.45, 'color': 'GREEN'}, {'low_price': 143.05, 'high_price': 144.0, 'color': 'GREEN'}] 2020-01-12 04:00:20 INFO: bucket_size=1.0500000000000114 (allowed (0.39, 0.95)) 2020-01-12 04:00:20 WARNING: skip bucket by bucket_size=1.0500000000000114 too big 2020-01-12 04:00:20 INFO: check need new order None 2020-01-12 05:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 144.35, 'low': 143.55, 'close': 143.7, 'trades': 1097, 'volume': 1554348, 'vwap': 143.99, 'lastSize': 1200, 'turnover': 22379768040, 'homeNotional': 12563.887573289683, 'foreignNotional': 1808972.3646919548}, {'timestamp': datetime.datetime(2020, 1, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.15, 'high': 144.55, 'low': 143.5, 'close': 143.9, 'trades': 1467, 'volume': 2181365, 'vwap': 144.07, 'lastSize': 236, 'turnover': 31425573805, 'homeNotional': 17637.61891797327, 'foreignNotional': 2540947.458120666}, {'timestamp': datetime.datetime(2020, 1, 12, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.5, 'high': 144.45, 'low': 143.25, 'close': 144.15, 'trades': 1774, 'volume': 2645102, 'vwap': 144.05, 'lastSize': 200, 'turnover': 38101733665, 'homeNotional': 21347.716705527873, 'foreignNotional': 3075065.0691471365}] 2020-01-12 05:00:21 INFO: prepare buckets [{'low_price': 143.55, 'high_price': 144.35, 'color': 'RED'}, {'low_price': 143.5, 'high_price': 144.55, 'color': 'RED'}, {'low_price': 143.25, 'high_price': 144.45, 'color': 'GREEN'}] 2020-01-12 05:00:21 INFO: bucket_size=0.799999999999983 (allowed (0.39, 0.95)) 2020-01-12 05:00:21 INFO: check need new order None 2020-01-12 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.7, 'high': 144.2, 'low': 143.7, 'close': 144.1, 'trades': 684, 'volume': 755974, 'vwap': 144.05, 'lastSize': 200, 'turnover': 10889544650, 'homeNotional': 6117.084793742573, 'foreignNotional': 881145.3971995527}, {'timestamp': datetime.datetime(2020, 1, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 144.35, 'low': 143.55, 'close': 143.7, 'trades': 1097, 'volume': 1554348, 'vwap': 143.99, 'lastSize': 1200, 'turnover': 22379768040, 'homeNotional': 12563.887573289683, 'foreignNotional': 1808972.3646919548}, {'timestamp': datetime.datetime(2020, 1, 12, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.15, 'high': 144.55, 'low': 143.5, 'close': 143.9, 'trades': 1467, 'volume': 2181365, 'vwap': 144.07, 'lastSize': 236, 'turnover': 31425573805, 'homeNotional': 17637.61891797327, 'foreignNotional': 2540947.458120666}] 2020-01-12 06:00:20 INFO: prepare buckets [{'low_price': 143.7, 'high_price': 144.2, 'color': 'GREEN'}, {'low_price': 143.55, 'high_price': 144.35, 'color': 'RED'}, {'low_price': 143.5, 'high_price': 144.55, 'color': 'RED'}] 2020-01-12 06:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-12 06:00:20 INFO: check need new order {'low_price': 143.7, 'high_price': 144.2, 'color': 'GREEN'} 2020-01-12 06:00:20 INFO: place order: start low=143.7 high=144.2 GREEN ETHUSD price_offset=0.1 2020-01-12 06:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=144.25 init_order_price=144.29999999999998 stop_price_offset=0.0 bucket_size=0.5 stop_price=143.7 take_price=145.79999999999998 2020-01-12 06:00:20 INFO: place order: compute qty=18.0 2020-01-12 06:00:20 INFO: place order: save order to db 92068b6d8206496995a47dc0199ed890; response=True 2020-01-12 06:00:20 INFO: post order to exchange resp={'orderID': '9f2e65ba-061b-bdc4-ae22-aa6acc71b5ce', 'clOrdID': '92068b6d8206496995a47dc0199ed890', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 144.3, 'displayQty': None, 'stopPx': 144.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 6, 0, 20, 607000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 6, 0, 20, 607000, tzinfo=tzlocal())} 2020-01-12 06:00:20 INFO: place new init order {'qty': 18.0, 'init_price': 144.25, 'stop_price': 143.7, 'take_price': 145.79999999999998, 'order_uid': '92068b6d8206496995a47dc0199ed890', 'response': {'orderID': '9f2e65ba-061b-bdc4-ae22-aa6acc71b5ce', 'clOrdID': '92068b6d8206496995a47dc0199ed890', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 144.3, 'displayQty': None, 'stopPx': 144.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 6, 0, 20, 607000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 6, 0, 20, 607000, tzinfo=tzlocal())}} 2020-01-12 06:00:20 INFO: process event {'orderID': '9f2e65ba-061b-bdc4-ae22-aa6acc71b5ce', 'clOrdID': '92068b6d8206496995a47dc0199ed890', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 18, 'price': 144.3, 'displayQty': None, 'stopPx': 144.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-12T06:00:20.607Z', 'timestamp': '2020-01-12T06:00:20.607Z'} 2020-01-12 06:00:20 INFO: skip event 92068b6d8206496995a47dc0199ed890 New 2020-01-12 06:03:01 INFO: process event {'orderID': '9f2e65ba-061b-bdc4-ae22-aa6acc71b5ce', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-12T06:03:00.840Z', 'clOrdID': '92068b6d8206496995a47dc0199ed890', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 06:03:01 INFO: skip event 92068b6d8206496995a47dc0199ed890 2020-01-12 06:03:01 INFO: process event {'orderID': '9f2e65ba-061b-bdc4-ae22-aa6acc71b5ce', 'workingIndicator': True, 'transactTime': '2020-01-12T06:03:00.840Z', 'clOrdID': '92068b6d8206496995a47dc0199ed890', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T06:03:00.840Z'} 2020-01-12 06:03:01 INFO: skip event 92068b6d8206496995a47dc0199ed890 2020-01-12 06:03:01 INFO: process event {'orderID': '9f2e65ba-061b-bdc4-ae22-aa6acc71b5ce', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 144.25, 'clOrdID': '92068b6d8206496995a47dc0199ed890', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T06:03:00.840Z'} 2020-01-12 06:03:01 INFO: add new event={'uid': '92068b6d8206496995a47dc0199ed890', 'status': 'Filled'} 2020-01-12 06:03:01 INFO: start process event-------------------------------------------- 2020-01-12 06:03:01 INFO: fetch new order event 92068b6d8206496995a47dc0199ed890 2020-01-12 06:03:01 INFO: fetch orders by event init={'stop': '143.7', 'take': '145.79999999999998', 'qty': '18.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-12 06:03:01 INFO: process init order filled 2020-01-12 06:03:01 INFO: save profit orders to storage stop=6ccdf2d08c7c40a6b2afea1ccb9d34f2 take=830921127b6a4670840391720dcbcf16 2020-01-12 06:03:01 INFO: place profit orders take_price=145.79999999999998, stop_price=143.7, qty=18.0, color=GREEN, ticker=ETHUSD 6ccdf2d08c7c40a6b2afea1ccb9d34f2 830921127b6a4670840391720dcbcf16 2020-01-12 06:03:01 INFO: place stop order ETHUSD: qty=-18.0, stop_price=143.7, stop_uid=6ccdf2d08c7c40a6b2afea1ccb9d34f2 2020-01-12 06:03:01 INFO: process event {'orderID': '536e26ca-0959-b690-1d67-ae2c843f0085', 'clOrdID': '6ccdf2d08c7c40a6b2afea1ccb9d34f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 143.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-12T06:03:01.882Z', 'timestamp': '2020-01-12T06:03:01.882Z'} 2020-01-12 06:03:01 INFO: skip event 6ccdf2d08c7c40a6b2afea1ccb9d34f2 New 2020-01-12 06:03:01 INFO: exchange resp for stop order={'orderID': '536e26ca-0959-b690-1d67-ae2c843f0085', 'clOrdID': '6ccdf2d08c7c40a6b2afea1ccb9d34f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 143.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 6, 3, 1, 882000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 6, 3, 1, 882000, tzinfo=tzlocal())} 2020-01-12 06:03:01 INFO: place limit order ETHUSD: qty=-18.0, price=145.79999999999998, take_uid=830921127b6a4670840391720dcbcf16 2020-01-12 06:03:01 INFO: process event {'orderID': '774cd3a9-5775-42e2-308a-de4c3a6fb0e6', 'clOrdID': '830921127b6a4670840391720dcbcf16', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 145.8, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-12T06:03:01.931Z', 'timestamp': '2020-01-12T06:03:01.931Z'} 2020-01-12 06:03:01 INFO: skip event 830921127b6a4670840391720dcbcf16 New 2020-01-12 06:03:01 INFO: exchange resp for take profit order={'orderID': '774cd3a9-5775-42e2-308a-de4c3a6fb0e6', 'clOrdID': '830921127b6a4670840391720dcbcf16', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 145.8, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 6, 3, 1, 931000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 6, 3, 1, 931000, tzinfo=tzlocal())} 2020-01-12 06:03:01 INFO: process event {'orderID': '774cd3a9-5775-42e2-308a-de4c3a6fb0e6', 'workingIndicator': True, 'clOrdID': '830921127b6a4670840391720dcbcf16', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T06:03:01.931Z'} 2020-01-12 06:03:01 INFO: skip event 830921127b6a4670840391720dcbcf16 2020-01-12 06:03:01 INFO: place profit orders={'stop': {'response': {'orderID': '536e26ca-0959-b690-1d67-ae2c843f0085', 'clOrdID': '6ccdf2d08c7c40a6b2afea1ccb9d34f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 143.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 6, 3, 1, 882000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 6, 3, 1, 882000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': '6ccdf2d08c7c40a6b2afea1ccb9d34f2', 'price': 143.7}, 'take': {'response': {'orderID': '774cd3a9-5775-42e2-308a-de4c3a6fb0e6', 'clOrdID': '830921127b6a4670840391720dcbcf16', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': 145.8, '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': 18, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 6, 3, 1, 931000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 6, 3, 1, 931000, tzinfo=tzlocal())}, 'qty': -18.0, 'uid': '830921127b6a4670840391720dcbcf16', 'price': 145.79999999999998}} 2020-01-12 06:03:01 INFO: rm init order from db 92068b6d8206496995a47dc0199ed890 2020-01-12 06:03:01 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-12 06:20:18 INFO: process event {'orderID': '774cd3a9-5775-42e2-308a-de4c3a6fb0e6', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 18, 'avgPx': 145.8, 'timestamp': '2020-01-12T06:20:18.211Z', 'clOrdID': '830921127b6a4670840391720dcbcf16', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 06:20:18 INFO: add new event={'uid': '830921127b6a4670840391720dcbcf16', 'status': 'Filled'} 2020-01-12 06:20:18 INFO: start process event-------------------------------------------- 2020-01-12 06:20:18 INFO: fetch new order event 830921127b6a4670840391720dcbcf16 2020-01-12 06:20:18 INFO: fetch orders by event init=None profit_pair=6ccdf2d08c7c40a6b2afea1ccb9d34f2 2020-01-12 06:20:18 INFO: process profit order filled 2020-01-12 06:20:18 INFO: process event {'orderID': '536e26ca-0959-b690-1d67-ae2c843f0085', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-12T06:20:18.415Z', 'clOrdID': '6ccdf2d08c7c40a6b2afea1ccb9d34f2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 06:20:18 INFO: skip event 6ccdf2d08c7c40a6b2afea1ccb9d34f2 Canceled 2020-01-12 06:20:18 INFO: cancel order=6ccdf2d08c7c40a6b2afea1ccb9d34f2 [{'orderID': '536e26ca-0959-b690-1d67-ae2c843f0085', 'clOrdID': '6ccdf2d08c7c40a6b2afea1ccb9d34f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 18, 'price': None, 'displayQty': None, 'stopPx': 143.7, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 6, 3, 1, 882000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 6, 20, 18, 415000, tzinfo=tzlocal())}] 2020-01-12 06:20:18 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-12 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.1, 'high': 145.95, 'low': 144.1, 'close': 144.35, 'trades': 4301, 'volume': 9015797, 'vwap': 145.13, 'lastSize': 300, 'turnover': 130838761770, 'homeNotional': 73186.39383028704, 'foreignNotional': 10620968.565039175}, {'timestamp': datetime.datetime(2020, 1, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.7, 'high': 144.2, 'low': 143.7, 'close': 144.1, 'trades': 684, 'volume': 755974, 'vwap': 144.05, 'lastSize': 200, 'turnover': 10889544650, 'homeNotional': 6117.084793742573, 'foreignNotional': 881145.3971995527}, {'timestamp': datetime.datetime(2020, 1, 12, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.9, 'high': 144.35, 'low': 143.55, 'close': 143.7, 'trades': 1097, 'volume': 1554348, 'vwap': 143.99, 'lastSize': 1200, 'turnover': 22379768040, 'homeNotional': 12563.887573289683, 'foreignNotional': 1808972.3646919548}] 2020-01-12 07:00:20 INFO: prepare buckets [{'low_price': 144.1, 'high_price': 145.95, 'color': 'GREEN'}, {'low_price': 143.7, 'high_price': 144.2, 'color': 'GREEN'}, {'low_price': 143.55, 'high_price': 144.35, 'color': 'RED'}] 2020-01-12 07:00:20 INFO: bucket_size=1.8499999999999943 (allowed (0.39, 0.95)) 2020-01-12 07:00:20 WARNING: skip bucket by bucket_size=1.8499999999999943 too big 2020-01-12 07:00:20 INFO: check need new order None 2020-01-12 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.35, 'high': 144.85, 'low': 144.35, 'close': 144.55, 'trades': 2190, 'volume': 6094899, 'vwap': 144.51, 'lastSize': 50, 'turnover': 88074855830, 'homeNotional': 49304.718830307436, 'foreignNotional': 7124823.493485131}, {'timestamp': datetime.datetime(2020, 1, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.1, 'high': 145.95, 'low': 144.1, 'close': 144.35, 'trades': 4301, 'volume': 9015797, 'vwap': 145.13, 'lastSize': 300, 'turnover': 130838761770, 'homeNotional': 73186.39383028704, 'foreignNotional': 10620968.565039175}, {'timestamp': datetime.datetime(2020, 1, 12, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.7, 'high': 144.2, 'low': 143.7, 'close': 144.1, 'trades': 684, 'volume': 755974, 'vwap': 144.05, 'lastSize': 200, 'turnover': 10889544650, 'homeNotional': 6117.084793742573, 'foreignNotional': 881145.3971995527}] 2020-01-12 08:00:20 INFO: prepare buckets [{'low_price': 144.35, 'high_price': 144.85, 'color': 'GREEN'}, {'low_price': 144.1, 'high_price': 145.95, 'color': 'GREEN'}, {'low_price': 143.7, 'high_price': 144.2, 'color': 'GREEN'}] 2020-01-12 08:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-12 08:00:20 INFO: check need new order None 2020-01-12 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.55, 'high': 145.45, 'low': 144.55, 'close': 145.05, 'trades': 2151, 'volume': 5279015, 'vwap': 145.07, 'lastSize': 25, 'turnover': 76582570270, 'homeNotional': 42820.96712434445, 'foreignNotional': 6212038.55950653}, {'timestamp': datetime.datetime(2020, 1, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.35, 'high': 144.85, 'low': 144.35, 'close': 144.55, 'trades': 2190, 'volume': 6094899, 'vwap': 144.51, 'lastSize': 50, 'turnover': 88074855830, 'homeNotional': 49304.718830307436, 'foreignNotional': 7124823.493485131}, {'timestamp': datetime.datetime(2020, 1, 12, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.1, 'high': 145.95, 'low': 144.1, 'close': 144.35, 'trades': 4301, 'volume': 9015797, 'vwap': 145.13, 'lastSize': 300, 'turnover': 130838761770, 'homeNotional': 73186.39383028704, 'foreignNotional': 10620968.565039175}] 2020-01-12 09:00:20 INFO: prepare buckets [{'low_price': 144.55, 'high_price': 145.45, 'color': 'GREEN'}, {'low_price': 144.35, 'high_price': 144.85, 'color': 'GREEN'}, {'low_price': 144.1, 'high_price': 145.95, 'color': 'GREEN'}] 2020-01-12 09:00:20 INFO: bucket_size=0.8999999999999773 (allowed (0.39, 0.95)) 2020-01-12 09:00:20 INFO: check need new order None 2020-01-12 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.05, 'high': 145.15, 'low': 144.35, 'close': 144.5, 'trades': 1900, 'volume': 3114634, 'vwap': 144.74, 'lastSize': 20000, 'turnover': 45080280160, 'homeNotional': 25333.14606973429, 'foreignNotional': 3666648.2656771345}, {'timestamp': datetime.datetime(2020, 1, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.55, 'high': 145.45, 'low': 144.55, 'close': 145.05, 'trades': 2151, 'volume': 5279015, 'vwap': 145.07, 'lastSize': 25, 'turnover': 76582570270, 'homeNotional': 42820.96712434445, 'foreignNotional': 6212038.55950653}, {'timestamp': datetime.datetime(2020, 1, 12, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.35, 'high': 144.85, 'low': 144.35, 'close': 144.55, 'trades': 2190, 'volume': 6094899, 'vwap': 144.51, 'lastSize': 50, 'turnover': 88074855830, 'homeNotional': 49304.718830307436, 'foreignNotional': 7124823.493485131}] 2020-01-12 10:00:20 INFO: prepare buckets [{'low_price': 144.35, 'high_price': 145.15, 'color': 'RED'}, {'low_price': 144.55, 'high_price': 145.45, 'color': 'GREEN'}, {'low_price': 144.35, 'high_price': 144.85, 'color': 'GREEN'}] 2020-01-12 10:00:20 INFO: bucket_size=0.8000000000000114 (allowed (0.39, 0.95)) 2020-01-12 10:00:20 INFO: check need new order {'low_price': 144.35, 'high_price': 145.15, 'color': 'RED'} 2020-01-12 10:00:20 INFO: place order: start low=144.35 high=145.15 RED ETHUSD price_offset=0.1 2020-01-12 10:00:20 INFO: place order: side_factor=1.0 init_trigger_price=144.29999999999998 init_order_price=144.25 stop_price_offset=0.0 bucket_size=0.8000000000000114 stop_price=145.15 take_price=141.84999999999997 2020-01-12 10:00:20 INFO: place order: compute qty=-12.0 2020-01-12 10:00:20 INFO: place order: save order to db c49d3a0c83dd428e86da2113e34d6e97; response=True 2020-01-12 10:00:20 INFO: process event {'orderID': '5c9df09b-945a-c30c-78f1-f243605e7505', 'clOrdID': 'c49d3a0c83dd428e86da2113e34d6e97', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 144.25, 'displayQty': None, 'stopPx': 144.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-12T10:00:20.192Z', 'timestamp': '2020-01-12T10:00:20.192Z'} 2020-01-12 10:00:20 INFO: skip event c49d3a0c83dd428e86da2113e34d6e97 New 2020-01-12 10:00:20 INFO: post order to exchange resp={'orderID': '5c9df09b-945a-c30c-78f1-f243605e7505', 'clOrdID': 'c49d3a0c83dd428e86da2113e34d6e97', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 144.25, 'displayQty': None, 'stopPx': 144.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 10, 0, 20, 192000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 10, 0, 20, 192000, tzinfo=tzlocal())} 2020-01-12 10:00:20 INFO: place new init order {'qty': -12.0, 'init_price': 144.29999999999998, 'stop_price': 145.15, 'take_price': 141.84999999999997, 'order_uid': 'c49d3a0c83dd428e86da2113e34d6e97', 'response': {'orderID': '5c9df09b-945a-c30c-78f1-f243605e7505', 'clOrdID': 'c49d3a0c83dd428e86da2113e34d6e97', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 12, 'price': 144.25, 'displayQty': None, 'stopPx': 144.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 10, 0, 20, 192000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 10, 0, 20, 192000, tzinfo=tzlocal())}} 2020-01-12 10:03:36 INFO: process event {'orderID': '5c9df09b-945a-c30c-78f1-f243605e7505', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-12T10:03:36.694Z', 'clOrdID': 'c49d3a0c83dd428e86da2113e34d6e97', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 10:03:36 INFO: skip event c49d3a0c83dd428e86da2113e34d6e97 2020-01-12 10:03:36 INFO: process event {'orderID': '5c9df09b-945a-c30c-78f1-f243605e7505', 'workingIndicator': True, 'transactTime': '2020-01-12T10:03:36.694Z', 'clOrdID': 'c49d3a0c83dd428e86da2113e34d6e97', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T10:03:36.694Z'} 2020-01-12 10:03:36 INFO: skip event c49d3a0c83dd428e86da2113e34d6e97 2020-01-12 10:03:36 INFO: process event {'orderID': '5c9df09b-945a-c30c-78f1-f243605e7505', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 144.3, 'clOrdID': 'c49d3a0c83dd428e86da2113e34d6e97', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T10:03:36.694Z'} 2020-01-12 10:03:36 INFO: add new event={'uid': 'c49d3a0c83dd428e86da2113e34d6e97', 'status': 'Filled'} 2020-01-12 10:03:37 INFO: start process event-------------------------------------------- 2020-01-12 10:03:37 INFO: fetch new order event c49d3a0c83dd428e86da2113e34d6e97 2020-01-12 10:03:37 INFO: fetch orders by event init={'stop': '145.15', 'take': '141.84999999999997', 'qty': '12.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-12 10:03:37 INFO: process init order filled 2020-01-12 10:03:37 INFO: save profit orders to storage stop=168be4aee5d34fff8af40f89d57745fe take=7e5b2546c1fd4c5996cf1e877d615581 2020-01-12 10:03:37 INFO: place profit orders take_price=141.84999999999997, stop_price=145.15, qty=12.0, color=RED, ticker=ETHUSD 168be4aee5d34fff8af40f89d57745fe 7e5b2546c1fd4c5996cf1e877d615581 2020-01-12 10:03:37 INFO: place stop order ETHUSD: qty=12.0, stop_price=145.15, stop_uid=168be4aee5d34fff8af40f89d57745fe 2020-01-12 10:03:37 INFO: process event {'orderID': '48a93712-07c7-18bd-ae4a-1e190a21f997', 'clOrdID': '168be4aee5d34fff8af40f89d57745fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 145.15, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-12T10:03:37.580Z', 'timestamp': '2020-01-12T10:03:37.580Z'} 2020-01-12 10:03:37 INFO: skip event 168be4aee5d34fff8af40f89d57745fe New 2020-01-12 10:03:37 INFO: exchange resp for stop order={'orderID': '48a93712-07c7-18bd-ae4a-1e190a21f997', 'clOrdID': '168be4aee5d34fff8af40f89d57745fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 145.15, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 10, 3, 37, 580000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 10, 3, 37, 580000, tzinfo=tzlocal())} 2020-01-12 10:03:37 INFO: place limit order ETHUSD: qty=12.0, price=141.84999999999997, take_uid=7e5b2546c1fd4c5996cf1e877d615581 2020-01-12 10:03:37 INFO: exchange resp for take profit order={'orderID': 'af409f3a-673e-2d88-f4bb-864b6385c7a6', 'clOrdID': '7e5b2546c1fd4c5996cf1e877d615581', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 141.85, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 10, 3, 37, 620000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 10, 3, 37, 620000, tzinfo=tzlocal())} 2020-01-12 10:03:37 INFO: place profit orders={'stop': {'response': {'orderID': '48a93712-07c7-18bd-ae4a-1e190a21f997', 'clOrdID': '168be4aee5d34fff8af40f89d57745fe', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': None, 'displayQty': None, 'stopPx': 145.15, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 10, 3, 37, 580000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 10, 3, 37, 580000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': '168be4aee5d34fff8af40f89d57745fe', 'price': 145.15}, 'take': {'response': {'orderID': 'af409f3a-673e-2d88-f4bb-864b6385c7a6', 'clOrdID': '7e5b2546c1fd4c5996cf1e877d615581', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 141.85, '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': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 10, 3, 37, 620000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 10, 3, 37, 620000, tzinfo=tzlocal())}, 'qty': 12.0, 'uid': '7e5b2546c1fd4c5996cf1e877d615581', 'price': 141.84999999999997}} 2020-01-12 10:03:37 INFO: rm init order from db c49d3a0c83dd428e86da2113e34d6e97 2020-01-12 10:03:37 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-12 10:03:37 INFO: process event {'orderID': 'af409f3a-673e-2d88-f4bb-864b6385c7a6', 'clOrdID': '7e5b2546c1fd4c5996cf1e877d615581', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 141.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 12, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-12T10:03:37.620Z', 'timestamp': '2020-01-12T10:03:37.620Z'} 2020-01-12 10:03:37 INFO: skip event 7e5b2546c1fd4c5996cf1e877d615581 New 2020-01-12 10:03:37 INFO: process event {'orderID': 'af409f3a-673e-2d88-f4bb-864b6385c7a6', 'workingIndicator': True, 'clOrdID': '7e5b2546c1fd4c5996cf1e877d615581', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T10:03:37.620Z'} 2020-01-12 10:03:37 INFO: skip event 7e5b2546c1fd4c5996cf1e877d615581 2020-01-12 11:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.5, 'high': 144.55, 'low': 142.85, 'close': 143.75, 'trades': 3596, 'volume': 8448703, 'vwap': 143.69, 'lastSize': 631, 'turnover': 121392926245, 'homeNotional': 68526.05168616744, 'foreignNotional': 9846000.58182768}, {'timestamp': datetime.datetime(2020, 1, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.05, 'high': 145.15, 'low': 144.35, 'close': 144.5, 'trades': 1900, 'volume': 3114634, 'vwap': 144.74, 'lastSize': 20000, 'turnover': 45080280160, 'homeNotional': 25333.14606973429, 'foreignNotional': 3666648.2656771345}, {'timestamp': datetime.datetime(2020, 1, 12, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.55, 'high': 145.45, 'low': 144.55, 'close': 145.05, 'trades': 2151, 'volume': 5279015, 'vwap': 145.07, 'lastSize': 25, 'turnover': 76582570270, 'homeNotional': 42820.96712434445, 'foreignNotional': 6212038.55950653}] 2020-01-12 11:00:21 INFO: prepare buckets [{'low_price': 142.85, 'high_price': 144.55, 'color': 'RED'}, {'low_price': 144.35, 'high_price': 145.15, 'color': 'RED'}, {'low_price': 144.55, 'high_price': 145.45, 'color': 'GREEN'}] 2020-01-12 11:00:21 INFO: bucket_size=1.700000000000017 (allowed (0.39, 0.95)) 2020-01-12 11:00:21 WARNING: skip bucket by bucket_size=1.700000000000017 too big 2020-01-12 11:00:21 INFO: check need new order None 2020-01-12 12:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 143.85, 'low': 143.3, 'close': 143.3, 'trades': 1566, 'volume': 2306469, 'vwap': 143.55, 'lastSize': 1000, 'turnover': 33109143390, 'homeNotional': 18703.76248405539, 'foreignNotional': 2684908.983791544}, {'timestamp': datetime.datetime(2020, 1, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.5, 'high': 144.55, 'low': 142.85, 'close': 143.75, 'trades': 3596, 'volume': 8448703, 'vwap': 143.69, 'lastSize': 631, 'turnover': 121392926245, 'homeNotional': 68526.05168616744, 'foreignNotional': 9846000.58182768}, {'timestamp': datetime.datetime(2020, 1, 12, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.05, 'high': 145.15, 'low': 144.35, 'close': 144.5, 'trades': 1900, 'volume': 3114634, 'vwap': 144.74, 'lastSize': 20000, 'turnover': 45080280160, 'homeNotional': 25333.14606973429, 'foreignNotional': 3666648.2656771345}] 2020-01-12 12:00:20 INFO: prepare buckets [{'low_price': 143.3, 'high_price': 143.85, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 144.55, 'color': 'RED'}, {'low_price': 144.35, 'high_price': 145.15, 'color': 'RED'}] 2020-01-12 12:00:20 INFO: bucket_size=0.549999999999983 (allowed (0.39, 0.95)) 2020-01-12 12:00:20 INFO: check need new order None 2020-01-12 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.3, 'high': 144.2, 'low': 143.3, 'close': 143.8, 'trades': 2064, 'volume': 3282835, 'vwap': 143.75, 'lastSize': 200, 'turnover': 47188621250, 'homeNotional': 26678.35698209902, 'foreignNotional': 3834848.9157126476}, {'timestamp': datetime.datetime(2020, 1, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 143.85, 'low': 143.3, 'close': 143.3, 'trades': 1566, 'volume': 2306469, 'vwap': 143.55, 'lastSize': 1000, 'turnover': 33109143390, 'homeNotional': 18703.76248405539, 'foreignNotional': 2684908.983791544}, {'timestamp': datetime.datetime(2020, 1, 12, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.5, 'high': 144.55, 'low': 142.85, 'close': 143.75, 'trades': 3596, 'volume': 8448703, 'vwap': 143.69, 'lastSize': 631, 'turnover': 121392926245, 'homeNotional': 68526.05168616744, 'foreignNotional': 9846000.58182768}] 2020-01-12 13:00:20 INFO: prepare buckets [{'low_price': 143.3, 'high_price': 144.2, 'color': 'GREEN'}, {'low_price': 143.3, 'high_price': 143.85, 'color': 'RED'}, {'low_price': 142.85, 'high_price': 144.55, 'color': 'RED'}] 2020-01-12 13:00:20 INFO: bucket_size=0.8999999999999773 (allowed (0.39, 0.95)) 2020-01-12 13:00:20 INFO: check need new order {'low_price': 143.3, 'high_price': 144.2, 'color': 'GREEN'} 2020-01-12 13:00:20 INFO: place order: start low=143.3 high=144.2 GREEN ETHUSD price_offset=0.1 2020-01-12 13:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=144.25 init_order_price=144.29999999999998 stop_price_offset=0.0 bucket_size=0.8999999999999773 stop_price=143.3 take_price=146.99999999999991 2020-01-12 13:00:20 INFO: place order: compute qty=11.0 2020-01-12 13:00:20 INFO: place order: save order to db 60cfc574109c4f2281f1b2116249a5c7; response=True 2020-01-12 13:00:20 INFO: post order to exchange resp={'orderID': '98f59827-7384-3a12-6419-2030a16b68c7', 'clOrdID': '60cfc574109c4f2281f1b2116249a5c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 144.3, 'displayQty': None, 'stopPx': 144.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 13, 0, 20, 624000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 13, 0, 20, 624000, tzinfo=tzlocal())} 2020-01-12 13:00:20 INFO: place new init order {'qty': 11.0, 'init_price': 144.25, 'stop_price': 143.3, 'take_price': 146.99999999999991, 'order_uid': '60cfc574109c4f2281f1b2116249a5c7', 'response': {'orderID': '98f59827-7384-3a12-6419-2030a16b68c7', 'clOrdID': '60cfc574109c4f2281f1b2116249a5c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 144.3, 'displayQty': None, 'stopPx': 144.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 13, 0, 20, 624000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 13, 0, 20, 624000, tzinfo=tzlocal())}} 2020-01-12 13:00:20 INFO: process event {'orderID': '98f59827-7384-3a12-6419-2030a16b68c7', 'clOrdID': '60cfc574109c4f2281f1b2116249a5c7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 11, 'price': 144.3, 'displayQty': None, 'stopPx': 144.25, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-12T13:00:20.624Z', 'timestamp': '2020-01-12T13:00:20.624Z'} 2020-01-12 13:00:20 INFO: skip event 60cfc574109c4f2281f1b2116249a5c7 New 2020-01-12 13:47:17 INFO: process event {'orderID': '98f59827-7384-3a12-6419-2030a16b68c7', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-12T13:47:17.977Z', 'clOrdID': '60cfc574109c4f2281f1b2116249a5c7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 13:47:17 INFO: skip event 60cfc574109c4f2281f1b2116249a5c7 2020-01-12 13:47:17 INFO: process event {'orderID': '98f59827-7384-3a12-6419-2030a16b68c7', 'workingIndicator': True, 'transactTime': '2020-01-12T13:47:17.977Z', 'clOrdID': '60cfc574109c4f2281f1b2116249a5c7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T13:47:17.977Z'} 2020-01-12 13:47:17 INFO: skip event 60cfc574109c4f2281f1b2116249a5c7 2020-01-12 13:47:25 INFO: process event {'orderID': '98f59827-7384-3a12-6419-2030a16b68c7', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 144.3, 'timestamp': '2020-01-12T13:47:25.068Z', 'clOrdID': '60cfc574109c4f2281f1b2116249a5c7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 13:47:25 INFO: add new event={'uid': '60cfc574109c4f2281f1b2116249a5c7', 'status': 'Filled'} 2020-01-12 13:47:26 INFO: start process event-------------------------------------------- 2020-01-12 13:47:26 INFO: fetch new order event 60cfc574109c4f2281f1b2116249a5c7 2020-01-12 13:47:26 INFO: fetch orders by event init={'stop': '143.3', 'take': '146.99999999999991', 'qty': '11.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-12 13:47:26 INFO: process init order filled 2020-01-12 13:47:26 INFO: save profit orders to storage stop=5e0399bb1dab42e38c97b4d44df2c5c5 take=f85085d6f5c94bebaad3af104fd5f458 2020-01-12 13:47:26 INFO: place profit orders take_price=146.99999999999991, stop_price=143.3, qty=11.0, color=GREEN, ticker=ETHUSD 5e0399bb1dab42e38c97b4d44df2c5c5 f85085d6f5c94bebaad3af104fd5f458 2020-01-12 13:47:26 INFO: place stop order ETHUSD: qty=-11.0, stop_price=143.3, stop_uid=5e0399bb1dab42e38c97b4d44df2c5c5 2020-01-12 13:47:26 INFO: exchange resp for stop order={'orderID': '3f9744d5-7ba3-fa1d-fae1-d86306278184', 'clOrdID': '5e0399bb1dab42e38c97b4d44df2c5c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 143.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 13, 47, 26, 778000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 13, 47, 26, 778000, tzinfo=tzlocal())} 2020-01-12 13:47:26 INFO: place limit order ETHUSD: qty=-11.0, price=146.99999999999991, take_uid=f85085d6f5c94bebaad3af104fd5f458 2020-01-12 13:47:27 INFO: process event {'orderID': '3f9744d5-7ba3-fa1d-fae1-d86306278184', 'clOrdID': '5e0399bb1dab42e38c97b4d44df2c5c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 143.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-12T13:47:26.778Z', 'timestamp': '2020-01-12T13:47:26.778Z'} 2020-01-12 13:47:27 INFO: skip event 5e0399bb1dab42e38c97b4d44df2c5c5 New 2020-01-12 13:47:27 INFO: exchange resp for take profit order={'orderID': 'fd2f40c4-aa3d-44bf-4ece-98214fdd3db3', 'clOrdID': 'f85085d6f5c94bebaad3af104fd5f458', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 147.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 13, 47, 27, 178000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 13, 47, 27, 178000, tzinfo=tzlocal())} 2020-01-12 13:47:27 INFO: place profit orders={'stop': {'response': {'orderID': '3f9744d5-7ba3-fa1d-fae1-d86306278184', 'clOrdID': '5e0399bb1dab42e38c97b4d44df2c5c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 143.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 13, 47, 26, 778000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 13, 47, 26, 778000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': '5e0399bb1dab42e38c97b4d44df2c5c5', 'price': 143.3}, 'take': {'response': {'orderID': 'fd2f40c4-aa3d-44bf-4ece-98214fdd3db3', 'clOrdID': 'f85085d6f5c94bebaad3af104fd5f458', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 147.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 13, 47, 27, 178000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 13, 47, 27, 178000, tzinfo=tzlocal())}, 'qty': -11.0, 'uid': 'f85085d6f5c94bebaad3af104fd5f458', 'price': 146.99999999999991}} 2020-01-12 13:47:27 INFO: rm init order from db 60cfc574109c4f2281f1b2116249a5c7 2020-01-12 13:47:27 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-12 13:47:27 INFO: process event {'orderID': 'fd2f40c4-aa3d-44bf-4ece-98214fdd3db3', 'clOrdID': 'f85085d6f5c94bebaad3af104fd5f458', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': 147, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 11, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-12T13:47:27.178Z', 'timestamp': '2020-01-12T13:47:27.178Z'} 2020-01-12 13:47:27 INFO: skip event f85085d6f5c94bebaad3af104fd5f458 New 2020-01-12 13:47:27 INFO: process event {'orderID': 'fd2f40c4-aa3d-44bf-4ece-98214fdd3db3', 'workingIndicator': True, 'clOrdID': 'f85085d6f5c94bebaad3af104fd5f458', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T13:47:27.178Z'} 2020-01-12 13:47:27 INFO: skip event f85085d6f5c94bebaad3af104fd5f458 2020-01-12 13:58:15 INFO: process event {'orderID': '48a93712-07c7-18bd-ae4a-1e190a21f997', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-12T13:58:15.149Z', 'clOrdID': '168be4aee5d34fff8af40f89d57745fe', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 13:58:15 INFO: skip event 168be4aee5d34fff8af40f89d57745fe 2020-01-12 13:58:15 INFO: process event {'orderID': '48a93712-07c7-18bd-ae4a-1e190a21f997', 'price': 145.15, 'workingIndicator': True, 'transactTime': '2020-01-12T13:58:15.149Z', 'clOrdID': '168be4aee5d34fff8af40f89d57745fe', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T13:58:15.149Z'} 2020-01-12 13:58:15 INFO: skip event 168be4aee5d34fff8af40f89d57745fe 2020-01-12 13:58:15 INFO: process event {'orderID': '48a93712-07c7-18bd-ae4a-1e190a21f997', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 12, 'avgPx': 145.15, 'clOrdID': '168be4aee5d34fff8af40f89d57745fe', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-12T13:58:15.149Z'} 2020-01-12 13:58:15 INFO: add new event={'uid': '168be4aee5d34fff8af40f89d57745fe', 'status': 'Filled'} 2020-01-12 13:58:15 INFO: start process event-------------------------------------------- 2020-01-12 13:58:15 INFO: fetch new order event 168be4aee5d34fff8af40f89d57745fe 2020-01-12 13:58:15 INFO: fetch orders by event init=None profit_pair=7e5b2546c1fd4c5996cf1e877d615581 2020-01-12 13:58:15 INFO: process profit order filled 2020-01-12 13:58:16 INFO: cancel order=7e5b2546c1fd4c5996cf1e877d615581 [{'orderID': 'af409f3a-673e-2d88-f4bb-864b6385c7a6', 'clOrdID': '7e5b2546c1fd4c5996cf1e877d615581', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 12, 'price': 141.85, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 10, 3, 37, 620000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 13, 58, 16, 110000, tzinfo=tzlocal())}] 2020-01-12 13:58:16 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-12 13:58:16 INFO: process event {'orderID': 'af409f3a-673e-2d88-f4bb-864b6385c7a6', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-12T13:58:16.110Z', 'clOrdID': '7e5b2546c1fd4c5996cf1e877d615581', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-12 13:58:16 INFO: skip event 7e5b2546c1fd4c5996cf1e877d615581 Canceled 2020-01-12 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 145.2, 'low': 143.35, 'close': 145.1, 'trades': 2907, 'volume': 5285008, 'vwap': 144.25, 'lastSize': 900, 'turnover': 76231402595, 'homeNotional': 43026.296596855565, 'foreignNotional': 6206178.063108686}, {'timestamp': datetime.datetime(2020, 1, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.3, 'high': 144.2, 'low': 143.3, 'close': 143.8, 'trades': 2064, 'volume': 3282835, 'vwap': 143.75, 'lastSize': 200, 'turnover': 47188621250, 'homeNotional': 26678.35698209902, 'foreignNotional': 3834848.9157126476}, {'timestamp': datetime.datetime(2020, 1, 12, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.75, 'high': 143.85, 'low': 143.3, 'close': 143.3, 'trades': 1566, 'volume': 2306469, 'vwap': 143.55, 'lastSize': 1000, 'turnover': 33109143390, 'homeNotional': 18703.76248405539, 'foreignNotional': 2684908.983791544}] 2020-01-12 14:00:20 INFO: prepare buckets [{'low_price': 143.35, 'high_price': 145.2, 'color': 'GREEN'}, {'low_price': 143.3, 'high_price': 144.2, 'color': 'GREEN'}, {'low_price': 143.3, 'high_price': 143.85, 'color': 'RED'}] 2020-01-12 14:00:20 INFO: bucket_size=1.8499999999999943 (allowed (0.39, 0.95)) 2020-01-12 14:00:20 WARNING: skip bucket by bucket_size=1.8499999999999943 too big 2020-01-12 14:00:20 INFO: check need new order None 2020-01-12 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.1, 'high': 145.4, 'low': 143.85, 'close': 144.3, 'trades': 2605, 'volume': 4534490, 'vwap': 144.7, 'lastSize': 40, 'turnover': 65612214075, 'homeNotional': 36970.70668512145, 'foreignNotional': 5349537.851743433}, {'timestamp': datetime.datetime(2020, 1, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 145.2, 'low': 143.35, 'close': 145.1, 'trades': 2907, 'volume': 5285008, 'vwap': 144.25, 'lastSize': 900, 'turnover': 76231402595, 'homeNotional': 43026.296596855565, 'foreignNotional': 6206178.063108686}, {'timestamp': datetime.datetime(2020, 1, 12, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.3, 'high': 144.2, 'low': 143.3, 'close': 143.8, 'trades': 2064, 'volume': 3282835, 'vwap': 143.75, 'lastSize': 200, 'turnover': 47188621250, 'homeNotional': 26678.35698209902, 'foreignNotional': 3834848.9157126476}] 2020-01-12 15:00:20 INFO: prepare buckets [{'low_price': 143.85, 'high_price': 145.4, 'color': 'RED'}, {'low_price': 143.35, 'high_price': 145.2, 'color': 'GREEN'}, {'low_price': 143.3, 'high_price': 144.2, 'color': 'GREEN'}] 2020-01-12 15:00:20 INFO: bucket_size=1.5500000000000114 (allowed (0.39, 0.95)) 2020-01-12 15:00:20 WARNING: skip bucket by bucket_size=1.5500000000000114 too big 2020-01-12 15:00:20 INFO: check need new order None 2020-01-12 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.3, 'high': 145.05, 'low': 144.15, 'close': 144.9, 'trades': 1535, 'volume': 3028953, 'vwap': 144.59, 'lastSize': 1, 'turnover': 43792983630, 'homeNotional': 24695.852408498362, 'foreignNotional': 3570560.2470074734}, {'timestamp': datetime.datetime(2020, 1, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.1, 'high': 145.4, 'low': 143.85, 'close': 144.3, 'trades': 2605, 'volume': 4534490, 'vwap': 144.7, 'lastSize': 40, 'turnover': 65612214075, 'homeNotional': 36970.70668512145, 'foreignNotional': 5349537.851743433}, {'timestamp': datetime.datetime(2020, 1, 12, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 145.2, 'low': 143.35, 'close': 145.1, 'trades': 2907, 'volume': 5285008, 'vwap': 144.25, 'lastSize': 900, 'turnover': 76231402595, 'homeNotional': 43026.296596855565, 'foreignNotional': 6206178.063108686}] 2020-01-12 16:00:20 INFO: prepare buckets [{'low_price': 144.15, 'high_price': 145.05, 'color': 'GREEN'}, {'low_price': 143.85, 'high_price': 145.4, 'color': 'RED'}, {'low_price': 143.35, 'high_price': 145.2, 'color': 'GREEN'}] 2020-01-12 16:00:20 INFO: bucket_size=0.9000000000000057 (allowed (0.39, 0.95)) 2020-01-12 16:00:20 INFO: check need new order None 2020-01-12 17:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.9, 'high': 145.5, 'low': 143.8, 'close': 144.05, 'trades': 2939, 'volume': 4999795, 'vwap': 144.69, 'lastSize': 1326, 'turnover': 72340699270, 'homeNotional': 40692.82411067884, 'foreignNotional': 5887773.739914742}, {'timestamp': datetime.datetime(2020, 1, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.3, 'high': 145.05, 'low': 144.15, 'close': 144.9, 'trades': 1535, 'volume': 3028953, 'vwap': 144.59, 'lastSize': 1, 'turnover': 43792983630, 'homeNotional': 24695.852408498362, 'foreignNotional': 3570560.2470074734}, {'timestamp': datetime.datetime(2020, 1, 12, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.1, 'high': 145.4, 'low': 143.85, 'close': 144.3, 'trades': 2605, 'volume': 4534490, 'vwap': 144.7, 'lastSize': 40, 'turnover': 65612214075, 'homeNotional': 36970.70668512145, 'foreignNotional': 5349537.851743433}] 2020-01-12 17:00:21 INFO: prepare buckets [{'low_price': 143.8, 'high_price': 145.5, 'color': 'RED'}, {'low_price': 144.15, 'high_price': 145.05, 'color': 'GREEN'}, {'low_price': 143.85, 'high_price': 145.4, 'color': 'RED'}] 2020-01-12 17:00:21 INFO: bucket_size=1.6999999999999886 (allowed (0.39, 0.95)) 2020-01-12 17:00:21 WARNING: skip bucket by bucket_size=1.6999999999999886 too big 2020-01-12 17:00:21 INFO: check need new order None 2020-01-12 18:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.05, 'high': 145.8, 'low': 143.5, 'close': 144.2, 'trades': 5147, 'volume': 9767676, 'vwap': 144.6, 'lastSize': 2500, 'turnover': 141240281225, 'homeNotional': 79292.76026629122, 'foreignNotional': 11465868.707660994}, {'timestamp': datetime.datetime(2020, 1, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.9, 'high': 145.5, 'low': 143.8, 'close': 144.05, 'trades': 2939, 'volume': 4999795, 'vwap': 144.69, 'lastSize': 1326, 'turnover': 72340699270, 'homeNotional': 40692.82411067884, 'foreignNotional': 5887773.739914742}, {'timestamp': datetime.datetime(2020, 1, 12, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.3, 'high': 145.05, 'low': 144.15, 'close': 144.9, 'trades': 1535, 'volume': 3028953, 'vwap': 144.59, 'lastSize': 1, 'turnover': 43792983630, 'homeNotional': 24695.852408498362, 'foreignNotional': 3570560.2470074734}] 2020-01-12 18:00:20 INFO: prepare buckets [{'low_price': 143.5, 'high_price': 145.8, 'color': 'GREEN'}, {'low_price': 143.8, 'high_price': 145.5, 'color': 'RED'}, {'low_price': 144.15, 'high_price': 145.05, 'color': 'GREEN'}] 2020-01-12 18:00:20 INFO: bucket_size=2.3000000000000114 (allowed (0.39, 0.95)) 2020-01-12 18:00:20 WARNING: skip bucket by bucket_size=2.3000000000000114 too big 2020-01-12 18:00:20 INFO: check need new order None 2020-01-12 19:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.2, 'high': 144.85, 'low': 144.2, 'close': 144.8, 'trades': 1377, 'volume': 3783665, 'vwap': 144.72, 'lastSize': 21, 'turnover': 54754248365, 'homeNotional': 30661.5641836174, 'foreignNotional': 4437103.847765569}, {'timestamp': datetime.datetime(2020, 1, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.05, 'high': 145.8, 'low': 143.5, 'close': 144.2, 'trades': 5147, 'volume': 9767676, 'vwap': 144.6, 'lastSize': 2500, 'turnover': 141240281225, 'homeNotional': 79292.76026629122, 'foreignNotional': 11465868.707660994}, {'timestamp': datetime.datetime(2020, 1, 12, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.9, 'high': 145.5, 'low': 143.8, 'close': 144.05, 'trades': 2939, 'volume': 4999795, 'vwap': 144.69, 'lastSize': 1326, 'turnover': 72340699270, 'homeNotional': 40692.82411067884, 'foreignNotional': 5887773.739914742}] 2020-01-12 19:00:20 INFO: prepare buckets [{'low_price': 144.2, 'high_price': 144.85, 'color': 'GREEN'}, {'low_price': 143.5, 'high_price': 145.8, 'color': 'GREEN'}, {'low_price': 143.8, 'high_price': 145.5, 'color': 'RED'}] 2020-01-12 19:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-12 19:00:20 INFO: check need new order None 2020-01-12 20:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.8, 'high': 145.0, 'low': 144.35, 'close': 144.45, 'trades': 1551, 'volume': 3413612, 'vwap': 144.81, 'lastSize': 300, 'turnover': 49429817225, 'homeNotional': 27765.769027248905, 'foreignNotional': 4020544.4390634}, {'timestamp': datetime.datetime(2020, 1, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.2, 'high': 144.85, 'low': 144.2, 'close': 144.8, 'trades': 1377, 'volume': 3783665, 'vwap': 144.72, 'lastSize': 21, 'turnover': 54754248365, 'homeNotional': 30661.5641836174, 'foreignNotional': 4437103.847765569}, {'timestamp': datetime.datetime(2020, 1, 12, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.05, 'high': 145.8, 'low': 143.5, 'close': 144.2, 'trades': 5147, 'volume': 9767676, 'vwap': 144.6, 'lastSize': 2500, 'turnover': 141240281225, 'homeNotional': 79292.76026629122, 'foreignNotional': 11465868.707660994}] 2020-01-12 20:00:20 INFO: prepare buckets [{'low_price': 144.35, 'high_price': 145.0, 'color': 'RED'}, {'low_price': 144.2, 'high_price': 144.85, 'color': 'GREEN'}, {'low_price': 143.5, 'high_price': 145.8, 'color': 'GREEN'}] 2020-01-12 20:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-12 20:00:20 INFO: check need new order {'low_price': 144.35, 'high_price': 145.0, 'color': 'RED'} 2020-01-12 20:00:20 INFO: place order: start low=144.35 high=145.0 RED ETHUSD price_offset=0.1 2020-01-12 20:00:20 INFO: place order: side_factor=1.0 init_trigger_price=144.29999999999998 init_order_price=144.25 stop_price_offset=0.0 bucket_size=0.6500000000000057 stop_price=145.0 take_price=142.29999999999998 2020-01-12 20:00:20 INFO: place order: compute qty=-14.0 2020-01-12 20:00:20 INFO: place order: save order to db f0a720dadf0f4a4a8fac6e1ca0d0d6f2; response=True 2020-01-12 20:00:20 INFO: post order to exchange resp={'orderID': 'd0b8e4b9-16b5-757f-a2cd-d97f5cc0e7c7', 'clOrdID': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 144.25, 'displayQty': None, 'stopPx': 144.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 20, 0, 20, 898000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 20, 0, 20, 898000, tzinfo=tzlocal())} 2020-01-12 20:00:20 INFO: place new init order {'qty': -14.0, 'init_price': 144.29999999999998, 'stop_price': 145.0, 'take_price': 142.29999999999998, 'order_uid': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'response': {'orderID': 'd0b8e4b9-16b5-757f-a2cd-d97f5cc0e7c7', 'clOrdID': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 144.25, 'displayQty': None, 'stopPx': 144.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 12, 20, 0, 20, 898000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 12, 20, 0, 20, 898000, tzinfo=tzlocal())}} 2020-01-12 20:00:21 INFO: process event {'orderID': 'd0b8e4b9-16b5-757f-a2cd-d97f5cc0e7c7', 'clOrdID': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 144.25, 'displayQty': None, 'stopPx': 144.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-12T20:00:20.898Z', 'timestamp': '2020-01-12T20:00:20.898Z'} 2020-01-12 20:00:21 INFO: skip event f0a720dadf0f4a4a8fac6e1ca0d0d6f2 New 2020-01-12 21:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.45, 'high': 144.95, 'low': 144.4, 'close': 144.9, 'trades': 940, 'volume': 1286404, 'vwap': 144.79, 'lastSize': 2, 'turnover': 18625005945, 'homeNotional': 10465.117589828884, 'foreignNotional': 1515176.8339906028}, {'timestamp': datetime.datetime(2020, 1, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.8, 'high': 145.0, 'low': 144.35, 'close': 144.45, 'trades': 1551, 'volume': 3413612, 'vwap': 144.81, 'lastSize': 300, 'turnover': 49429817225, 'homeNotional': 27765.769027248905, 'foreignNotional': 4020544.4390634}, {'timestamp': datetime.datetime(2020, 1, 12, 19, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.2, 'high': 144.85, 'low': 144.2, 'close': 144.8, 'trades': 1377, 'volume': 3783665, 'vwap': 144.72, 'lastSize': 21, 'turnover': 54754248365, 'homeNotional': 30661.5641836174, 'foreignNotional': 4437103.847765569}] 2020-01-12 21:00:20 INFO: prepare buckets [{'low_price': 144.4, 'high_price': 144.95, 'color': 'GREEN'}, {'low_price': 144.35, 'high_price': 145.0, 'color': 'RED'}, {'low_price': 144.2, 'high_price': 144.85, 'color': 'GREEN'}] 2020-01-12 21:00:20 INFO: bucket_size=0.549999999999983 (allowed (0.39, 0.95)) 2020-01-12 21:00:20 INFO: check need new order None 2020-01-12 22:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.9, 'high': 144.95, 'low': 144.5, 'close': 144.5, 'trades': 720, 'volume': 1314903, 'vwap': 144.79, 'lastSize': 1010, 'turnover': 19037174840, 'homeNotional': 10686.2967296835, 'foreignNotional': 1547164.7507328829}, {'timestamp': datetime.datetime(2020, 1, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.45, 'high': 144.95, 'low': 144.4, 'close': 144.9, 'trades': 940, 'volume': 1286404, 'vwap': 144.79, 'lastSize': 2, 'turnover': 18625005945, 'homeNotional': 10465.117589828884, 'foreignNotional': 1515176.8339906028}, {'timestamp': datetime.datetime(2020, 1, 12, 20, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.8, 'high': 145.0, 'low': 144.35, 'close': 144.45, 'trades': 1551, 'volume': 3413612, 'vwap': 144.81, 'lastSize': 300, 'turnover': 49429817225, 'homeNotional': 27765.769027248905, 'foreignNotional': 4020544.4390634}] 2020-01-12 22:00:20 INFO: prepare buckets [{'low_price': 144.5, 'high_price': 144.95, 'color': 'RED'}, {'low_price': 144.4, 'high_price': 144.95, 'color': 'GREEN'}, {'low_price': 144.35, 'high_price': 145.0, 'color': 'RED'}] 2020-01-12 22:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2020-01-12 22:00:20 INFO: check need new order None 2020-01-12 23:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.5, 'high': 145.7, 'low': 144.4, 'close': 145.65, 'trades': 2407, 'volume': 6705863, 'vwap': 145.38, 'lastSize': 300, 'turnover': 97487641490, 'homeNotional': 54605.02749233072, 'foreignNotional': 7938332.041728979}, {'timestamp': datetime.datetime(2020, 1, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.9, 'high': 144.95, 'low': 144.5, 'close': 144.5, 'trades': 720, 'volume': 1314903, 'vwap': 144.79, 'lastSize': 1010, 'turnover': 19037174840, 'homeNotional': 10686.2967296835, 'foreignNotional': 1547164.7507328829}, {'timestamp': datetime.datetime(2020, 1, 12, 21, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.45, 'high': 144.95, 'low': 144.4, 'close': 144.9, 'trades': 940, 'volume': 1286404, 'vwap': 144.79, 'lastSize': 2, 'turnover': 18625005945, 'homeNotional': 10465.117589828884, 'foreignNotional': 1515176.8339906028}] 2020-01-12 23:00:20 INFO: prepare buckets [{'low_price': 144.4, 'high_price': 145.7, 'color': 'GREEN'}, {'low_price': 144.5, 'high_price': 144.95, 'color': 'RED'}, {'low_price': 144.4, 'high_price': 144.95, 'color': 'GREEN'}] 2020-01-12 23:00:20 INFO: bucket_size=1.299999999999983 (allowed (0.39, 0.95)) 2020-01-12 23:00:20 WARNING: skip bucket by bucket_size=1.299999999999983 too big 2020-01-12 23:00:20 INFO: check need new order None 2020-01-13 00:00:16 INFO: process event {'orderID': 'fd2f40c4-aa3d-44bf-4ece-98214fdd3db3', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 11, 'avgPx': 147, 'timestamp': '2020-01-13T00:00:16.113Z', 'clOrdID': 'f85085d6f5c94bebaad3af104fd5f458', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 00:00:16 INFO: add new event={'uid': 'f85085d6f5c94bebaad3af104fd5f458', 'status': 'Filled'} 2020-01-13 00:00:17 INFO: start process event-------------------------------------------- 2020-01-13 00:00:17 INFO: fetch new order event f85085d6f5c94bebaad3af104fd5f458 2020-01-13 00:00:17 INFO: fetch orders by event init=None profit_pair=5e0399bb1dab42e38c97b4d44df2c5c5 2020-01-13 00:00:17 INFO: process profit order filled 2020-01-13 00:00:17 INFO: process event {'orderID': '3f9744d5-7ba3-fa1d-fae1-d86306278184', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-13T00:00:17.371Z', 'clOrdID': '5e0399bb1dab42e38c97b4d44df2c5c5', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 00:00:17 INFO: skip event 5e0399bb1dab42e38c97b4d44df2c5c5 Canceled 2020-01-13 00:00:17 INFO: cancel order=5e0399bb1dab42e38c97b4d44df2c5c5 [{'orderID': '3f9744d5-7ba3-fa1d-fae1-d86306278184', 'clOrdID': '5e0399bb1dab42e38c97b4d44df2c5c5', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 11, 'price': None, 'displayQty': None, 'stopPx': 143.3, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 12, 13, 47, 26, 778000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 0, 0, 17, 371000, tzinfo=tzlocal())}] 2020-01-13 00:00:17 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-13 00:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.65, 'high': 146.8, 'low': 144.8, 'close': 146.75, 'trades': 4326, 'volume': 9045969, 'vwap': 145.8, 'lastSize': 125, 'turnover': 131886581485, 'homeNotional': 73862.19309626435, 'foreignNotional': 10768851.574292367}, {'timestamp': datetime.datetime(2020, 1, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.5, 'high': 145.7, 'low': 144.4, 'close': 145.65, 'trades': 2407, 'volume': 6705863, 'vwap': 145.38, 'lastSize': 300, 'turnover': 97487641490, 'homeNotional': 54605.02749233072, 'foreignNotional': 7938332.041728979}, {'timestamp': datetime.datetime(2020, 1, 12, 22, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.9, 'high': 144.95, 'low': 144.5, 'close': 144.5, 'trades': 720, 'volume': 1314903, 'vwap': 144.79, 'lastSize': 1010, 'turnover': 19037174840, 'homeNotional': 10686.2967296835, 'foreignNotional': 1547164.7507328829}] 2020-01-13 00:00:20 INFO: prepare buckets [{'low_price': 144.8, 'high_price': 146.8, 'color': 'GREEN'}, {'low_price': 144.4, 'high_price': 145.7, 'color': 'GREEN'}, {'low_price': 144.5, 'high_price': 144.95, 'color': 'RED'}] 2020-01-13 00:00:20 INFO: bucket_size=2.0 (allowed (0.39, 0.95)) 2020-01-13 00:00:20 WARNING: skip bucket by bucket_size=2.0 too big 2020-01-13 00:00:20 INFO: check need new order None 2020-01-13 01:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.75, 'high': 147.35, 'low': 144.95, 'close': 145.05, 'trades': 5140, 'volume': 8860894, 'vwap': 146.2, 'lastSize': 2164, 'turnover': 129540849290, 'homeNotional': 72349.23075327874, 'foreignNotional': 10577113.35177123}, {'timestamp': datetime.datetime(2020, 1, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.65, 'high': 146.8, 'low': 144.8, 'close': 146.75, 'trades': 4326, 'volume': 9045969, 'vwap': 145.8, 'lastSize': 125, 'turnover': 131886581485, 'homeNotional': 73862.19309626435, 'foreignNotional': 10768851.574292367}, {'timestamp': datetime.datetime(2020, 1, 12, 23, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 144.5, 'high': 145.7, 'low': 144.4, 'close': 145.65, 'trades': 2407, 'volume': 6705863, 'vwap': 145.38, 'lastSize': 300, 'turnover': 97487641490, 'homeNotional': 54605.02749233072, 'foreignNotional': 7938332.041728979}] 2020-01-13 01:00:20 INFO: prepare buckets [{'low_price': 144.95, 'high_price': 147.35, 'color': 'RED'}, {'low_price': 144.8, 'high_price': 146.8, 'color': 'GREEN'}, {'low_price': 144.4, 'high_price': 145.7, 'color': 'GREEN'}] 2020-01-13 01:00:20 INFO: bucket_size=2.4000000000000057 (allowed (0.39, 0.95)) 2020-01-13 01:00:20 WARNING: skip bucket by bucket_size=2.4000000000000057 too big 2020-01-13 01:00:20 INFO: check need new order None 2020-01-13 02:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.05, 'high': 145.5, 'low': 145.05, 'close': 145.45, 'trades': 902, 'volume': 2014479, 'vwap': 145.26, 'lastSize': 1145, 'turnover': 29260612000, 'homeNotional': 16410.27517563489, 'foreignNotional': 2383617.7486283984}, {'timestamp': datetime.datetime(2020, 1, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.75, 'high': 147.35, 'low': 144.95, 'close': 145.05, 'trades': 5140, 'volume': 8860894, 'vwap': 146.2, 'lastSize': 2164, 'turnover': 129540849290, 'homeNotional': 72349.23075327874, 'foreignNotional': 10577113.35177123}, {'timestamp': datetime.datetime(2020, 1, 13, 0, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.65, 'high': 146.8, 'low': 144.8, 'close': 146.75, 'trades': 4326, 'volume': 9045969, 'vwap': 145.8, 'lastSize': 125, 'turnover': 131886581485, 'homeNotional': 73862.19309626435, 'foreignNotional': 10768851.574292367}] 2020-01-13 02:00:20 INFO: prepare buckets [{'low_price': 145.05, 'high_price': 145.5, 'color': 'GREEN'}, {'low_price': 144.95, 'high_price': 147.35, 'color': 'RED'}, {'low_price': 144.8, 'high_price': 146.8, 'color': 'GREEN'}] 2020-01-13 02:00:20 INFO: bucket_size=0.44999999999998863 (allowed (0.39, 0.95)) 2020-01-13 02:00:20 INFO: check need new order None 2020-01-13 02:38:48 INFO: process event {'orderID': 'd0b8e4b9-16b5-757f-a2cd-d97f5cc0e7c7', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-13T02:38:48.262Z', 'clOrdID': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 02:38:48 INFO: skip event f0a720dadf0f4a4a8fac6e1ca0d0d6f2 2020-01-13 02:38:48 INFO: process event {'orderID': 'd0b8e4b9-16b5-757f-a2cd-d97f5cc0e7c7', 'workingIndicator': True, 'transactTime': '2020-01-13T02:38:48.262Z', 'clOrdID': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T02:38:48.262Z'} 2020-01-13 02:38:48 INFO: skip event f0a720dadf0f4a4a8fac6e1ca0d0d6f2 2020-01-13 02:38:48 INFO: process event {'orderID': 'd0b8e4b9-16b5-757f-a2cd-d97f5cc0e7c7', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 144.3, 'clOrdID': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T02:38:48.262Z'} 2020-01-13 02:38:48 INFO: add new event={'uid': 'f0a720dadf0f4a4a8fac6e1ca0d0d6f2', 'status': 'Filled'} 2020-01-13 02:38:48 INFO: start process event-------------------------------------------- 2020-01-13 02:38:48 INFO: fetch new order event f0a720dadf0f4a4a8fac6e1ca0d0d6f2 2020-01-13 02:38:48 INFO: fetch orders by event init={'stop': '145.0', 'take': '142.29999999999998', 'qty': '14.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-13 02:38:48 INFO: process init order filled 2020-01-13 02:38:48 INFO: save profit orders to storage stop=f729b7f4f7584a1b8826b9b44ce3df40 take=aebe888fbded42d8b41e796bd7261bd7 2020-01-13 02:38:48 INFO: place profit orders take_price=142.29999999999998, stop_price=145.0, qty=14.0, color=RED, ticker=ETHUSD f729b7f4f7584a1b8826b9b44ce3df40 aebe888fbded42d8b41e796bd7261bd7 2020-01-13 02:38:48 INFO: place stop order ETHUSD: qty=14.0, stop_price=145.0, stop_uid=f729b7f4f7584a1b8826b9b44ce3df40 2020-01-13 02:38:48 INFO: exchange resp for stop order={'orderID': '594c9163-b274-0ea5-9838-e8ca8d5f4316', 'clOrdID': 'f729b7f4f7584a1b8826b9b44ce3df40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 145.0, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 2, 38, 48, 610000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 2, 38, 48, 610000, tzinfo=tzlocal())} 2020-01-13 02:38:48 INFO: place limit order ETHUSD: qty=14.0, price=142.29999999999998, take_uid=aebe888fbded42d8b41e796bd7261bd7 2020-01-13 02:38:48 INFO: process event {'orderID': '594c9163-b274-0ea5-9838-e8ca8d5f4316', 'clOrdID': 'f729b7f4f7584a1b8826b9b44ce3df40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 145, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-13T02:38:48.610Z', 'timestamp': '2020-01-13T02:38:48.610Z'} 2020-01-13 02:38:48 INFO: skip event f729b7f4f7584a1b8826b9b44ce3df40 New 2020-01-13 02:38:48 INFO: exchange resp for take profit order={'orderID': '7b0f645a-699b-9dad-104b-62b8afff2122', 'clOrdID': 'aebe888fbded42d8b41e796bd7261bd7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 142.3, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 2, 38, 48, 707000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 2, 38, 48, 707000, tzinfo=tzlocal())} 2020-01-13 02:38:48 INFO: place profit orders={'stop': {'response': {'orderID': '594c9163-b274-0ea5-9838-e8ca8d5f4316', 'clOrdID': 'f729b7f4f7584a1b8826b9b44ce3df40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 145.0, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 2, 38, 48, 610000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 2, 38, 48, 610000, tzinfo=tzlocal())}, 'qty': 14.0, 'uid': 'f729b7f4f7584a1b8826b9b44ce3df40', 'price': 145.0}, 'take': {'response': {'orderID': '7b0f645a-699b-9dad-104b-62b8afff2122', 'clOrdID': 'aebe888fbded42d8b41e796bd7261bd7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 142.3, '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': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 2, 38, 48, 707000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 2, 38, 48, 707000, tzinfo=tzlocal())}, 'qty': 14.0, 'uid': 'aebe888fbded42d8b41e796bd7261bd7', 'price': 142.29999999999998}} 2020-01-13 02:38:48 INFO: process event {'orderID': '7b0f645a-699b-9dad-104b-62b8afff2122', 'clOrdID': 'aebe888fbded42d8b41e796bd7261bd7', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 142.3, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-13T02:38:48.707Z', 'timestamp': '2020-01-13T02:38:48.707Z'} 2020-01-13 02:38:48 INFO: skip event aebe888fbded42d8b41e796bd7261bd7 New 2020-01-13 02:38:48 INFO: rm init order from db f0a720dadf0f4a4a8fac6e1ca0d0d6f2 2020-01-13 02:38:48 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-13 02:38:48 INFO: process event {'orderID': '7b0f645a-699b-9dad-104b-62b8afff2122', 'workingIndicator': True, 'clOrdID': 'aebe888fbded42d8b41e796bd7261bd7', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T02:38:48.707Z'} 2020-01-13 02:38:48 INFO: skip event aebe888fbded42d8b41e796bd7261bd7 2020-01-13 03:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.45, 'high': 145.7, 'low': 142.55, 'close': 142.95, 'trades': 4699, 'volume': 12848815, 'vwap': 143.94, 'lastSize': 50, 'turnover': 184944019350, 'homeNotional': 104323.81295917658, 'foreignNotional': 15016298.638501389}, {'timestamp': datetime.datetime(2020, 1, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.05, 'high': 145.5, 'low': 145.05, 'close': 145.45, 'trades': 902, 'volume': 2014479, 'vwap': 145.26, 'lastSize': 1145, 'turnover': 29260612000, 'homeNotional': 16410.27517563489, 'foreignNotional': 2383617.7486283984}, {'timestamp': datetime.datetime(2020, 1, 13, 1, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 146.75, 'high': 147.35, 'low': 144.95, 'close': 145.05, 'trades': 5140, 'volume': 8860894, 'vwap': 146.2, 'lastSize': 2164, 'turnover': 129540849290, 'homeNotional': 72349.23075327874, 'foreignNotional': 10577113.35177123}] 2020-01-13 03:00:20 INFO: prepare buckets [{'low_price': 142.55, 'high_price': 145.7, 'color': 'RED'}, {'low_price': 145.05, 'high_price': 145.5, 'color': 'GREEN'}, {'low_price': 144.95, 'high_price': 147.35, 'color': 'RED'}] 2020-01-13 03:00:20 INFO: bucket_size=3.1499999999999773 (allowed (0.39, 0.95)) 2020-01-13 03:00:20 WARNING: skip bucket by bucket_size=3.1499999999999773 too big 2020-01-13 03:00:20 INFO: check need new order None 2020-01-13 04:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.65, 'low': 142.6, 'close': 143.4, 'trades': 2682, 'volume': 6303047, 'vwap': 143.18, 'lastSize': 39, 'turnover': 90246341465, 'homeNotional': 51075.24800699132, 'foreignNotional': 7312905.760859002}, {'timestamp': datetime.datetime(2020, 1, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.45, 'high': 145.7, 'low': 142.55, 'close': 142.95, 'trades': 4699, 'volume': 12848815, 'vwap': 143.94, 'lastSize': 50, 'turnover': 184944019350, 'homeNotional': 104323.81295917658, 'foreignNotional': 15016298.638501389}, {'timestamp': datetime.datetime(2020, 1, 13, 2, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.05, 'high': 145.5, 'low': 145.05, 'close': 145.45, 'trades': 902, 'volume': 2014479, 'vwap': 145.26, 'lastSize': 1145, 'turnover': 29260612000, 'homeNotional': 16410.27517563489, 'foreignNotional': 2383617.7486283984}] 2020-01-13 04:00:21 INFO: prepare buckets [{'low_price': 142.6, 'high_price': 143.65, 'color': 'GREEN'}, {'low_price': 142.55, 'high_price': 145.7, 'color': 'RED'}, {'low_price': 145.05, 'high_price': 145.5, 'color': 'GREEN'}] 2020-01-13 04:00:21 INFO: bucket_size=1.0500000000000114 (allowed (0.39, 0.95)) 2020-01-13 04:00:21 WARNING: skip bucket by bucket_size=1.0500000000000114 too big 2020-01-13 04:00:21 INFO: check need new order None 2020-01-13 05:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.85, 'low': 143.05, 'close': 143.8, 'trades': 1383, 'volume': 2399345, 'vwap': 143.45, 'lastSize': 62, 'turnover': 34417106910, 'homeNotional': 19430.352807842086, 'foreignNotional': 2787167.6091404073}, {'timestamp': datetime.datetime(2020, 1, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.65, 'low': 142.6, 'close': 143.4, 'trades': 2682, 'volume': 6303047, 'vwap': 143.18, 'lastSize': 39, 'turnover': 90246341465, 'homeNotional': 51075.24800699132, 'foreignNotional': 7312905.760859002}, {'timestamp': datetime.datetime(2020, 1, 13, 3, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 145.45, 'high': 145.7, 'low': 142.55, 'close': 142.95, 'trades': 4699, 'volume': 12848815, 'vwap': 143.94, 'lastSize': 50, 'turnover': 184944019350, 'homeNotional': 104323.81295917658, 'foreignNotional': 15016298.638501389}] 2020-01-13 05:00:20 INFO: prepare buckets [{'low_price': 143.05, 'high_price': 143.85, 'color': 'GREEN'}, {'low_price': 142.6, 'high_price': 143.65, 'color': 'GREEN'}, {'low_price': 142.55, 'high_price': 145.7, 'color': 'RED'}] 2020-01-13 05:00:20 INFO: bucket_size=0.799999999999983 (allowed (0.39, 0.95)) 2020-01-13 05:00:20 INFO: check need new order None 2020-01-13 06:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 143.8, 'low': 143.15, 'close': 143.4, 'trades': 972, 'volume': 1529960, 'vwap': 143.42, 'lastSize': 925, 'turnover': 21942511730, 'homeNotional': 12376.051560275508, 'foreignNotional': 1774961.4761787995}, {'timestamp': datetime.datetime(2020, 1, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.85, 'low': 143.05, 'close': 143.8, 'trades': 1383, 'volume': 2399345, 'vwap': 143.45, 'lastSize': 62, 'turnover': 34417106910, 'homeNotional': 19430.352807842086, 'foreignNotional': 2787167.6091404073}, {'timestamp': datetime.datetime(2020, 1, 13, 4, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.95, 'high': 143.65, 'low': 142.6, 'close': 143.4, 'trades': 2682, 'volume': 6303047, 'vwap': 143.18, 'lastSize': 39, 'turnover': 90246341465, 'homeNotional': 51075.24800699132, 'foreignNotional': 7312905.760859002}] 2020-01-13 06:00:20 INFO: prepare buckets [{'low_price': 143.15, 'high_price': 143.8, 'color': 'RED'}, {'low_price': 143.05, 'high_price': 143.85, 'color': 'GREEN'}, {'low_price': 142.6, 'high_price': 143.65, 'color': 'GREEN'}] 2020-01-13 06:00:20 INFO: bucket_size=0.6500000000000057 (allowed (0.39, 0.95)) 2020-01-13 06:00:20 INFO: check need new order {'low_price': 143.15, 'high_price': 143.8, 'color': 'RED'} 2020-01-13 06:00:20 INFO: place order: start low=143.15 high=143.8 RED ETHUSD price_offset=0.1 2020-01-13 06:00:20 INFO: place order: side_factor=1.0 init_trigger_price=143.1 init_order_price=143.05 stop_price_offset=0.0 bucket_size=0.6500000000000057 stop_price=143.8 take_price=141.1 2020-01-13 06:00:20 INFO: place order: compute qty=-14.0 2020-01-13 06:00:20 INFO: place order: save order to db 44932eabc1fc4c918f7cdcb55b6a6659; response=True 2020-01-13 06:00:20 INFO: post order to exchange resp={'orderID': '6f022edd-8a26-479d-cbc7-e3ee05fcd303', 'clOrdID': '44932eabc1fc4c918f7cdcb55b6a6659', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 143.05, 'displayQty': None, 'stopPx': 143.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 13, 6, 0, 20, 145000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 6, 0, 20, 145000, tzinfo=tzlocal())} 2020-01-13 06:00:20 INFO: process event {'orderID': '6f022edd-8a26-479d-cbc7-e3ee05fcd303', 'clOrdID': '44932eabc1fc4c918f7cdcb55b6a6659', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 143.05, 'displayQty': None, 'stopPx': 143.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-13T06:00:20.145Z', 'timestamp': '2020-01-13T06:00:20.145Z'} 2020-01-13 06:00:20 INFO: skip event 44932eabc1fc4c918f7cdcb55b6a6659 New 2020-01-13 06:00:20 INFO: place new init order {'qty': -14.0, 'init_price': 143.1, 'stop_price': 143.8, 'take_price': 141.1, 'order_uid': '44932eabc1fc4c918f7cdcb55b6a6659', 'response': {'orderID': '6f022edd-8a26-479d-cbc7-e3ee05fcd303', 'clOrdID': '44932eabc1fc4c918f7cdcb55b6a6659', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 14, 'price': 143.05, 'displayQty': None, 'stopPx': 143.1, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 13, 6, 0, 20, 145000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 6, 0, 20, 145000, tzinfo=tzlocal())}} 2020-01-13 06:36:56 INFO: process event {'orderID': '6f022edd-8a26-479d-cbc7-e3ee05fcd303', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-13T06:36:56.390Z', 'clOrdID': '44932eabc1fc4c918f7cdcb55b6a6659', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 06:36:56 INFO: skip event 44932eabc1fc4c918f7cdcb55b6a6659 2020-01-13 06:36:56 INFO: process event {'orderID': '6f022edd-8a26-479d-cbc7-e3ee05fcd303', 'workingIndicator': True, 'transactTime': '2020-01-13T06:36:56.390Z', 'clOrdID': '44932eabc1fc4c918f7cdcb55b6a6659', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T06:36:56.390Z'} 2020-01-13 06:36:56 INFO: skip event 44932eabc1fc4c918f7cdcb55b6a6659 2020-01-13 06:36:56 INFO: process event {'orderID': '6f022edd-8a26-479d-cbc7-e3ee05fcd303', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 143.05, 'clOrdID': '44932eabc1fc4c918f7cdcb55b6a6659', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T06:36:56.390Z'} 2020-01-13 06:36:56 INFO: add new event={'uid': '44932eabc1fc4c918f7cdcb55b6a6659', 'status': 'Filled'} 2020-01-13 06:36:56 INFO: start process event-------------------------------------------- 2020-01-13 06:36:56 INFO: fetch new order event 44932eabc1fc4c918f7cdcb55b6a6659 2020-01-13 06:36:56 INFO: fetch orders by event init={'stop': '143.8', 'take': '141.1', 'qty': '14.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-13 06:36:56 INFO: process init order filled 2020-01-13 06:36:56 INFO: save profit orders to storage stop=37c22ca0bb8946d38ddf88a4094bd710 take=c441b417ca2f4489b9a7791c522d2953 2020-01-13 06:36:56 INFO: place profit orders take_price=141.1, stop_price=143.8, qty=14.0, color=RED, ticker=ETHUSD 37c22ca0bb8946d38ddf88a4094bd710 c441b417ca2f4489b9a7791c522d2953 2020-01-13 06:36:56 INFO: place stop order ETHUSD: qty=14.0, stop_price=143.8, stop_uid=37c22ca0bb8946d38ddf88a4094bd710 2020-01-13 06:36:57 INFO: process event {'orderID': '857a8e40-d4cf-fcb8-e60b-c6c3f5d48f14', 'clOrdID': '37c22ca0bb8946d38ddf88a4094bd710', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 143.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-13T06:36:57.108Z', 'timestamp': '2020-01-13T06:36:57.108Z'} 2020-01-13 06:36:57 INFO: skip event 37c22ca0bb8946d38ddf88a4094bd710 New 2020-01-13 06:36:57 INFO: exchange resp for stop order={'orderID': '857a8e40-d4cf-fcb8-e60b-c6c3f5d48f14', 'clOrdID': '37c22ca0bb8946d38ddf88a4094bd710', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 143.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 6, 36, 57, 108000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 6, 36, 57, 108000, tzinfo=tzlocal())} 2020-01-13 06:36:57 INFO: place limit order ETHUSD: qty=14.0, price=141.1, take_uid=c441b417ca2f4489b9a7791c522d2953 2020-01-13 06:36:57 INFO: process event {'orderID': '3f15705f-430e-6547-c6cc-434eca25c1f1', 'clOrdID': 'c441b417ca2f4489b9a7791c522d2953', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 141.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-13T06:36:57.159Z', 'timestamp': '2020-01-13T06:36:57.159Z'} 2020-01-13 06:36:57 INFO: skip event c441b417ca2f4489b9a7791c522d2953 New 2020-01-13 06:36:57 INFO: process event {'orderID': '3f15705f-430e-6547-c6cc-434eca25c1f1', 'workingIndicator': True, 'clOrdID': 'c441b417ca2f4489b9a7791c522d2953', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T06:36:57.159Z'} 2020-01-13 06:36:57 INFO: skip event c441b417ca2f4489b9a7791c522d2953 2020-01-13 06:36:57 INFO: exchange resp for take profit order={'orderID': '3f15705f-430e-6547-c6cc-434eca25c1f1', 'clOrdID': 'c441b417ca2f4489b9a7791c522d2953', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 141.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 6, 36, 57, 159000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 6, 36, 57, 159000, tzinfo=tzlocal())} 2020-01-13 06:36:57 INFO: place profit orders={'stop': {'response': {'orderID': '857a8e40-d4cf-fcb8-e60b-c6c3f5d48f14', 'clOrdID': '37c22ca0bb8946d38ddf88a4094bd710', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 143.8, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 6, 36, 57, 108000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 6, 36, 57, 108000, tzinfo=tzlocal())}, 'qty': 14.0, 'uid': '37c22ca0bb8946d38ddf88a4094bd710', 'price': 143.8}, 'take': {'response': {'orderID': '3f15705f-430e-6547-c6cc-434eca25c1f1', 'clOrdID': 'c441b417ca2f4489b9a7791c522d2953', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 141.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 14, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 6, 36, 57, 159000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 6, 36, 57, 159000, tzinfo=tzlocal())}, 'qty': 14.0, 'uid': 'c441b417ca2f4489b9a7791c522d2953', 'price': 141.1}} 2020-01-13 06:36:57 INFO: rm init order from db 44932eabc1fc4c918f7cdcb55b6a6659 2020-01-13 06:36:57 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-13 06:59:06 INFO: process event {'orderID': '7b0f645a-699b-9dad-104b-62b8afff2122', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 142.3, 'timestamp': '2020-01-13T06:59:05.846Z', 'clOrdID': 'aebe888fbded42d8b41e796bd7261bd7', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 06:59:06 INFO: add new event={'uid': 'aebe888fbded42d8b41e796bd7261bd7', 'status': 'Filled'} 2020-01-13 06:59:06 INFO: start process event-------------------------------------------- 2020-01-13 06:59:06 INFO: fetch new order event aebe888fbded42d8b41e796bd7261bd7 2020-01-13 06:59:06 INFO: fetch orders by event init=None profit_pair=f729b7f4f7584a1b8826b9b44ce3df40 2020-01-13 06:59:06 INFO: process profit order filled 2020-01-13 06:59:07 INFO: cancel order=f729b7f4f7584a1b8826b9b44ce3df40 [{'orderID': '594c9163-b274-0ea5-9838-e8ca8d5f4316', 'clOrdID': 'f729b7f4f7584a1b8826b9b44ce3df40', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': None, 'displayQty': None, 'stopPx': 145.0, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 2, 38, 48, 610000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 6, 59, 7, 107000, tzinfo=tzlocal())}] 2020-01-13 06:59:07 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-13 06:59:07 INFO: process event {'orderID': '594c9163-b274-0ea5-9838-e8ca8d5f4316', 'ordStatus': 'Canceled', 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nStop order by trader.py', 'timestamp': '2020-01-13T06:59:07.107Z', 'clOrdID': 'f729b7f4f7584a1b8826b9b44ce3df40', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 06:59:07 INFO: skip event f729b7f4f7584a1b8826b9b44ce3df40 Canceled 2020-01-13 07:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.65, 'low': 142.05, 'close': 142.2, 'trades': 2420, 'volume': 6107688, 'vwap': 142.84, 'lastSize': 61, 'turnover': 87238497105, 'homeNotional': 49254.990144021634, 'foreignNotional': 7035318.516310265}, {'timestamp': datetime.datetime(2020, 1, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 143.8, 'low': 143.15, 'close': 143.4, 'trades': 972, 'volume': 1529960, 'vwap': 143.42, 'lastSize': 925, 'turnover': 21942511730, 'homeNotional': 12376.051560275508, 'foreignNotional': 1774961.4761787995}, {'timestamp': datetime.datetime(2020, 1, 13, 5, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.85, 'low': 143.05, 'close': 143.8, 'trades': 1383, 'volume': 2399345, 'vwap': 143.45, 'lastSize': 62, 'turnover': 34417106910, 'homeNotional': 19430.352807842086, 'foreignNotional': 2787167.6091404073}] 2020-01-13 07:00:20 INFO: prepare buckets [{'low_price': 142.05, 'high_price': 143.65, 'color': 'RED'}, {'low_price': 143.15, 'high_price': 143.8, 'color': 'RED'}, {'low_price': 143.05, 'high_price': 143.85, 'color': 'GREEN'}] 2020-01-13 07:00:20 INFO: bucket_size=1.5999999999999943 (allowed (0.39, 0.95)) 2020-01-13 07:00:20 WARNING: skip bucket by bucket_size=1.5999999999999943 too big 2020-01-13 07:00:20 INFO: check need new order None 2020-01-13 08:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.1, 'low': 142.15, 'close': 142.75, 'trades': 2312, 'volume': 5750726, 'vwap': 142.49, 'lastSize': 150, 'turnover': 81941099670, 'homeNotional': 46345.34982493715, 'foreignNotional': 6603680.123686717}, {'timestamp': datetime.datetime(2020, 1, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.65, 'low': 142.05, 'close': 142.2, 'trades': 2420, 'volume': 6107688, 'vwap': 142.84, 'lastSize': 61, 'turnover': 87238497105, 'homeNotional': 49254.990144021634, 'foreignNotional': 7035318.516310265}, {'timestamp': datetime.datetime(2020, 1, 13, 6, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.8, 'high': 143.8, 'low': 143.15, 'close': 143.4, 'trades': 972, 'volume': 1529960, 'vwap': 143.42, 'lastSize': 925, 'turnover': 21942511730, 'homeNotional': 12376.051560275508, 'foreignNotional': 1774961.4761787995}] 2020-01-13 08:00:20 INFO: prepare buckets [{'low_price': 142.15, 'high_price': 143.1, 'color': 'GREEN'}, {'low_price': 142.05, 'high_price': 143.65, 'color': 'RED'}, {'low_price': 143.15, 'high_price': 143.8, 'color': 'RED'}] 2020-01-13 08:00:20 INFO: bucket_size=0.9499999999999886 (allowed (0.39, 0.95)) 2020-01-13 08:00:20 INFO: check need new order {'low_price': 142.15, 'high_price': 143.1, 'color': 'GREEN'} 2020-01-13 08:00:20 INFO: place order: start low=142.15 high=143.1 GREEN ETHUSD price_offset=0.1 2020-01-13 08:00:20 INFO: place order: side_factor=-1.0 init_trigger_price=143.15 init_order_price=143.2 stop_price_offset=0.0 bucket_size=0.9499999999999886 stop_price=142.15 take_price=146.04999999999995 2020-01-13 08:00:20 INFO: place order: compute qty=10.0 2020-01-13 08:00:20 INFO: place order: save order to db 3a5caa4e4a4b4a36923ef27a4d676f12; response=True 2020-01-13 08:00:20 INFO: post order to exchange resp={'orderID': '7374edc6-d0ee-3e23-fba0-a5c407328e8b', 'clOrdID': '3a5caa4e4a4b4a36923ef27a4d676f12', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 143.2, 'displayQty': None, 'stopPx': 143.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 13, 8, 0, 20, 914000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 8, 0, 20, 914000, tzinfo=tzlocal())} 2020-01-13 08:00:20 INFO: place new init order {'qty': 10.0, 'init_price': 143.15, 'stop_price': 142.15, 'take_price': 146.04999999999995, 'order_uid': '3a5caa4e4a4b4a36923ef27a4d676f12', 'response': {'orderID': '7374edc6-d0ee-3e23-fba0-a5c407328e8b', 'clOrdID': '3a5caa4e4a4b4a36923ef27a4d676f12', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 143.2, 'displayQty': None, 'stopPx': 143.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 13, 8, 0, 20, 914000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 8, 0, 20, 914000, tzinfo=tzlocal())}} 2020-01-13 08:00:21 INFO: process event {'orderID': '7374edc6-d0ee-3e23-fba0-a5c407328e8b', 'clOrdID': '3a5caa4e4a4b4a36923ef27a4d676f12', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 10, 'price': 143.2, 'displayQty': None, 'stopPx': 143.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-13T08:00:20.914Z', 'timestamp': '2020-01-13T08:00:20.914Z'} 2020-01-13 08:00:21 INFO: skip event 3a5caa4e4a4b4a36923ef27a4d676f12 New 2020-01-13 08:23:14 INFO: process event {'orderID': '7374edc6-d0ee-3e23-fba0-a5c407328e8b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-13T08:23:14.212Z', 'clOrdID': '3a5caa4e4a4b4a36923ef27a4d676f12', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 08:23:14 INFO: skip event 3a5caa4e4a4b4a36923ef27a4d676f12 2020-01-13 08:23:14 INFO: process event {'orderID': '7374edc6-d0ee-3e23-fba0-a5c407328e8b', 'workingIndicator': True, 'transactTime': '2020-01-13T08:23:14.212Z', 'clOrdID': '3a5caa4e4a4b4a36923ef27a4d676f12', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T08:23:14.212Z'} 2020-01-13 08:23:14 INFO: skip event 3a5caa4e4a4b4a36923ef27a4d676f12 2020-01-13 08:23:14 INFO: process event {'orderID': '7374edc6-d0ee-3e23-fba0-a5c407328e8b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 10, 'avgPx': 143.2, 'clOrdID': '3a5caa4e4a4b4a36923ef27a4d676f12', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T08:23:14.212Z'} 2020-01-13 08:23:14 INFO: add new event={'uid': '3a5caa4e4a4b4a36923ef27a4d676f12', 'status': 'Filled'} 2020-01-13 08:23:14 INFO: start process event-------------------------------------------- 2020-01-13 08:23:14 INFO: fetch new order event 3a5caa4e4a4b4a36923ef27a4d676f12 2020-01-13 08:23:14 INFO: fetch orders by event init={'stop': '142.15', 'take': '146.04999999999995', 'qty': '10.0', 'color': 'GREEN', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-13 08:23:14 INFO: process init order filled 2020-01-13 08:23:14 INFO: save profit orders to storage stop=32b2ba0669084361baf752f05c1f986f take=0ebc1a2e458444098b03dbe44ab23612 2020-01-13 08:23:14 INFO: place profit orders take_price=146.04999999999995, stop_price=142.15, qty=10.0, color=GREEN, ticker=ETHUSD 32b2ba0669084361baf752f05c1f986f 0ebc1a2e458444098b03dbe44ab23612 2020-01-13 08:23:14 INFO: place stop order ETHUSD: qty=-10.0, stop_price=142.15, stop_uid=32b2ba0669084361baf752f05c1f986f 2020-01-13 08:23:14 INFO: process event {'orderID': '6a1fe2bb-8beb-7781-10a6-cb73b1854bf7', 'clOrdID': '32b2ba0669084361baf752f05c1f986f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 142.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-13T08:23:14.843Z', 'timestamp': '2020-01-13T08:23:14.843Z'} 2020-01-13 08:23:14 INFO: skip event 32b2ba0669084361baf752f05c1f986f New 2020-01-13 08:23:14 INFO: exchange resp for stop order={'orderID': '6a1fe2bb-8beb-7781-10a6-cb73b1854bf7', 'clOrdID': '32b2ba0669084361baf752f05c1f986f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 142.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 8, 23, 14, 843000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 8, 23, 14, 843000, tzinfo=tzlocal())} 2020-01-13 08:23:14 INFO: place limit order ETHUSD: qty=-10.0, price=146.04999999999995, take_uid=0ebc1a2e458444098b03dbe44ab23612 2020-01-13 08:23:14 INFO: process event {'orderID': '20d94818-a0d9-7df8-a2fd-f74865ca7b69', 'clOrdID': '0ebc1a2e458444098b03dbe44ab23612', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 146.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-13T08:23:14.880Z', 'timestamp': '2020-01-13T08:23:14.880Z'} 2020-01-13 08:23:14 INFO: skip event 0ebc1a2e458444098b03dbe44ab23612 New 2020-01-13 08:23:14 INFO: process event {'orderID': '20d94818-a0d9-7df8-a2fd-f74865ca7b69', 'workingIndicator': True, 'clOrdID': '0ebc1a2e458444098b03dbe44ab23612', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T08:23:14.880Z'} 2020-01-13 08:23:14 INFO: skip event 0ebc1a2e458444098b03dbe44ab23612 2020-01-13 08:23:14 INFO: exchange resp for take profit order={'orderID': '20d94818-a0d9-7df8-a2fd-f74865ca7b69', 'clOrdID': '0ebc1a2e458444098b03dbe44ab23612', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 146.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 8, 23, 14, 880000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 8, 23, 14, 880000, tzinfo=tzlocal())} 2020-01-13 08:23:14 INFO: place profit orders={'stop': {'response': {'orderID': '6a1fe2bb-8beb-7781-10a6-cb73b1854bf7', 'clOrdID': '32b2ba0669084361baf752f05c1f986f', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': None, 'displayQty': None, 'stopPx': 142.15, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 8, 23, 14, 843000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 8, 23, 14, 843000, tzinfo=tzlocal())}, 'qty': -10.0, 'uid': '32b2ba0669084361baf752f05c1f986f', 'price': 142.15}, 'take': {'response': {'orderID': '20d94818-a0d9-7df8-a2fd-f74865ca7b69', 'clOrdID': '0ebc1a2e458444098b03dbe44ab23612', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 10, 'price': 146.05, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 10, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 8, 23, 14, 880000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 8, 23, 14, 880000, tzinfo=tzlocal())}, 'qty': -10.0, 'uid': '0ebc1a2e458444098b03dbe44ab23612', 'price': 146.04999999999995}} 2020-01-13 08:23:14 INFO: rm init order from db 3a5caa4e4a4b4a36923ef27a4d676f12 2020-01-13 08:23:14 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-13 09:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.35, 'low': 142.5, 'close': 143.35, 'trades': 1666, 'volume': 3062107, 'vwap': 143.01, 'lastSize': 332, 'turnover': 43789709765, 'homeNotional': 24741.546690055904, 'foreignNotional': 3538180.5932847806}, {'timestamp': datetime.datetime(2020, 1, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.1, 'low': 142.15, 'close': 142.75, 'trades': 2312, 'volume': 5750726, 'vwap': 142.49, 'lastSize': 150, 'turnover': 81941099670, 'homeNotional': 46345.34982493715, 'foreignNotional': 6603680.123686717}, {'timestamp': datetime.datetime(2020, 1, 13, 7, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.4, 'high': 143.65, 'low': 142.05, 'close': 142.2, 'trades': 2420, 'volume': 6107688, 'vwap': 142.84, 'lastSize': 61, 'turnover': 87238497105, 'homeNotional': 49254.990144021634, 'foreignNotional': 7035318.516310265}] 2020-01-13 09:00:20 INFO: prepare buckets [{'low_price': 142.5, 'high_price': 143.35, 'color': 'GREEN'}, {'low_price': 142.15, 'high_price': 143.1, 'color': 'GREEN'}, {'low_price': 142.05, 'high_price': 143.65, 'color': 'RED'}] 2020-01-13 09:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2020-01-13 09:00:20 INFO: check need new order None 2020-01-13 10:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 143.4, 'low': 142.8, 'close': 143.15, 'trades': 1316, 'volume': 2604448, 'vwap': 142.99, 'lastSize': 3411, 'turnover': 37240607660, 'homeNotional': 21078.253484372726, 'foreignNotional': 3013951.405157011}, {'timestamp': datetime.datetime(2020, 1, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.35, 'low': 142.5, 'close': 143.35, 'trades': 1666, 'volume': 3062107, 'vwap': 143.01, 'lastSize': 332, 'turnover': 43789709765, 'homeNotional': 24741.546690055904, 'foreignNotional': 3538180.5932847806}, {'timestamp': datetime.datetime(2020, 1, 13, 8, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.2, 'high': 143.1, 'low': 142.15, 'close': 142.75, 'trades': 2312, 'volume': 5750726, 'vwap': 142.49, 'lastSize': 150, 'turnover': 81941099670, 'homeNotional': 46345.34982493715, 'foreignNotional': 6603680.123686717}] 2020-01-13 10:00:20 INFO: prepare buckets [{'low_price': 142.8, 'high_price': 143.4, 'color': 'RED'}, {'low_price': 142.5, 'high_price': 143.35, 'color': 'GREEN'}, {'low_price': 142.15, 'high_price': 143.1, 'color': 'GREEN'}] 2020-01-13 10:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-13 10:00:20 INFO: check need new order {'low_price': 142.8, 'high_price': 143.4, 'color': 'RED'} 2020-01-13 10:00:20 INFO: place order: start low=142.8 high=143.4 RED ETHUSD price_offset=0.1 2020-01-13 10:00:20 INFO: place order: side_factor=1.0 init_trigger_price=142.75 init_order_price=142.70000000000002 stop_price_offset=0.0 bucket_size=0.5999999999999943 stop_price=143.4 take_price=140.90000000000003 2020-01-13 10:00:20 INFO: place order: compute qty=-15.0 2020-01-13 10:00:20 INFO: place order: save order to db 2724e7bad1de4aaab482487cc081a573; response=True 2020-01-13 10:00:20 INFO: process event {'orderID': 'f48b3f28-0fa3-1c41-2035-308bc9866a3b', 'clOrdID': '2724e7bad1de4aaab482487cc081a573', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 142.7, 'displayQty': None, 'stopPx': 142.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': '2020-01-13T10:00:20.311Z', 'timestamp': '2020-01-13T10:00:20.311Z'} 2020-01-13 10:00:20 INFO: skip event 2724e7bad1de4aaab482487cc081a573 New 2020-01-13 10:00:20 INFO: post order to exchange resp={'orderID': 'f48b3f28-0fa3-1c41-2035-308bc9866a3b', 'clOrdID': '2724e7bad1de4aaab482487cc081a573', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 142.7, 'displayQty': None, 'stopPx': 142.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 13, 10, 0, 20, 311000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 10, 0, 20, 311000, tzinfo=tzlocal())} 2020-01-13 10:00:20 INFO: place new init order {'qty': -15.0, 'init_price': 142.75, 'stop_price': 143.4, 'take_price': 140.90000000000003, 'order_uid': '2724e7bad1de4aaab482487cc081a573', 'response': {'orderID': 'f48b3f28-0fa3-1c41-2035-308bc9866a3b', 'clOrdID': '2724e7bad1de4aaab482487cc081a573', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Sell', 'simpleOrderQty': None, 'orderQty': 15, 'price': 142.7, 'displayQty': None, 'stopPx': 142.75, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'StopLimit', 'timeInForce': 'GoodTillCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Init order by supervisor.py', 'transactTime': datetime.datetime(2020, 1, 13, 10, 0, 20, 311000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 10, 0, 20, 311000, tzinfo=tzlocal())}} 2020-01-13 10:56:41 INFO: process event {'orderID': '857a8e40-d4cf-fcb8-e60b-c6c3f5d48f14', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-13T10:56:40.909Z', 'clOrdID': '37c22ca0bb8946d38ddf88a4094bd710', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 10:56:41 INFO: skip event 37c22ca0bb8946d38ddf88a4094bd710 2020-01-13 10:56:41 INFO: process event {'orderID': '857a8e40-d4cf-fcb8-e60b-c6c3f5d48f14', 'price': 143.8, 'workingIndicator': True, 'transactTime': '2020-01-13T10:56:40.909Z', 'clOrdID': '37c22ca0bb8946d38ddf88a4094bd710', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T10:56:40.909Z'} 2020-01-13 10:56:41 INFO: skip event 37c22ca0bb8946d38ddf88a4094bd710 2020-01-13 10:56:41 INFO: process event {'orderID': '857a8e40-d4cf-fcb8-e60b-c6c3f5d48f14', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 14, 'avgPx': 143.8, 'clOrdID': '37c22ca0bb8946d38ddf88a4094bd710', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T10:56:40.909Z'} 2020-01-13 10:56:41 INFO: add new event={'uid': '37c22ca0bb8946d38ddf88a4094bd710', 'status': 'Filled'} 2020-01-13 10:56:42 INFO: start process event-------------------------------------------- 2020-01-13 10:56:42 INFO: fetch new order event 37c22ca0bb8946d38ddf88a4094bd710 2020-01-13 10:56:42 INFO: fetch orders by event init=None profit_pair=c441b417ca2f4489b9a7791c522d2953 2020-01-13 10:56:42 INFO: process profit order filled 2020-01-13 10:56:42 INFO: process event {'orderID': '3f15705f-430e-6547-c6cc-434eca25c1f1', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-13T10:56:42.709Z', 'clOrdID': 'c441b417ca2f4489b9a7791c522d2953', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 10:56:42 INFO: skip event c441b417ca2f4489b9a7791c522d2953 Canceled 2020-01-13 10:56:42 INFO: cancel order=c441b417ca2f4489b9a7791c522d2953 [{'orderID': '3f15705f-430e-6547-c6cc-434eca25c1f1', 'clOrdID': 'c441b417ca2f4489b9a7791c522d2953', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 14, 'price': 141.1, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 6, 36, 57, 159000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 10, 56, 42, 709000, tzinfo=tzlocal())}] 2020-01-13 10:56:42 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-13 11:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.15, 'high': 143.95, 'low': 142.95, 'close': 143.85, 'trades': 1819, 'volume': 4428027, 'vwap': 143.45, 'lastSize': 2500, 'turnover': 63519495125, 'homeNotional': 35858.03396938966, 'foreignNotional': 5143792.1875571}, {'timestamp': datetime.datetime(2020, 1, 13, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 143.4, 'low': 142.8, 'close': 143.15, 'trades': 1316, 'volume': 2604448, 'vwap': 142.99, 'lastSize': 3411, 'turnover': 37240607660, 'homeNotional': 21078.253484372726, 'foreignNotional': 3013951.405157011}, {'timestamp': datetime.datetime(2020, 1, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.35, 'low': 142.5, 'close': 143.35, 'trades': 1666, 'volume': 3062107, 'vwap': 143.01, 'lastSize': 332, 'turnover': 43789709765, 'homeNotional': 24741.546690055904, 'foreignNotional': 3538180.5932847806}] 2020-01-13 11:00:20 INFO: prepare buckets [{'low_price': 142.95, 'high_price': 143.95, 'color': 'GREEN'}, {'low_price': 142.8, 'high_price': 143.4, 'color': 'RED'}, {'low_price': 142.5, 'high_price': 143.35, 'color': 'GREEN'}] 2020-01-13 11:00:20 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-13 11:00:20 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-13 11:00:20 INFO: check need new order None 2020-01-13 11:59:19 INFO: process event {'orderID': 'f48b3f28-0fa3-1c41-2035-308bc9866a3b', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nInit order by supervisor.py', 'timestamp': '2020-01-13T11:59:19.538Z', 'clOrdID': '2724e7bad1de4aaab482487cc081a573', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 11:59:19 INFO: skip event 2724e7bad1de4aaab482487cc081a573 2020-01-13 11:59:19 INFO: process event {'orderID': 'f48b3f28-0fa3-1c41-2035-308bc9866a3b', 'workingIndicator': True, 'transactTime': '2020-01-13T11:59:19.538Z', 'clOrdID': '2724e7bad1de4aaab482487cc081a573', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T11:59:19.538Z'} 2020-01-13 11:59:19 INFO: skip event 2724e7bad1de4aaab482487cc081a573 2020-01-13 11:59:19 INFO: process event {'orderID': 'f48b3f28-0fa3-1c41-2035-308bc9866a3b', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 142.75, 'clOrdID': '2724e7bad1de4aaab482487cc081a573', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T11:59:19.538Z'} 2020-01-13 11:59:19 INFO: add new event={'uid': '2724e7bad1de4aaab482487cc081a573', 'status': 'Filled'} 2020-01-13 11:59:20 INFO: start process event-------------------------------------------- 2020-01-13 11:59:20 INFO: fetch new order event 2724e7bad1de4aaab482487cc081a573 2020-01-13 11:59:20 INFO: fetch orders by event init={'stop': '143.4', 'take': '140.90000000000003', 'qty': '15.0', 'color': 'RED', 'ticker': 'ETHUSD'} profit_pair=None 2020-01-13 11:59:20 INFO: process init order filled 2020-01-13 11:59:20 INFO: save profit orders to storage stop=52d664a55eb04c47a9f3b649abfb546d take=c99724610b3f4b37bced1348ffef9ae3 2020-01-13 11:59:20 INFO: place profit orders take_price=140.90000000000003, stop_price=143.4, qty=15.0, color=RED, ticker=ETHUSD 52d664a55eb04c47a9f3b649abfb546d c99724610b3f4b37bced1348ffef9ae3 2020-01-13 11:59:20 INFO: place stop order ETHUSD: qty=15.0, stop_price=143.4, stop_uid=52d664a55eb04c47a9f3b649abfb546d 2020-01-13 11:59:22 INFO: exchange resp for stop order={'orderID': 'f79fa94c-fa95-cb9f-0f66-81e5e1270c0c', 'clOrdID': '52d664a55eb04c47a9f3b649abfb546d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 143.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 11, 59, 22, 110000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 11, 59, 22, 110000, tzinfo=tzlocal())} 2020-01-13 11:59:22 INFO: place limit order ETHUSD: qty=15.0, price=140.90000000000003, take_uid=c99724610b3f4b37bced1348ffef9ae3 2020-01-13 11:59:22 INFO: exchange exception=503 Service Unavailable: {"error":{"message":"The system is currently overloaded. Please try again later.","name":"HTTPError"}} 2020-01-13 11:59:22 INFO: process event {'orderID': 'f79fa94c-fa95-cb9f-0f66-81e5e1270c0c', 'clOrdID': '52d664a55eb04c47a9f3b649abfb546d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 143.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': '2020-01-13T11:59:22.110Z', 'timestamp': '2020-01-13T11:59:22.110Z'} 2020-01-13 11:59:22 INFO: skip event 52d664a55eb04c47a9f3b649abfb546d New 2020-01-13 11:59:27 INFO: exchange resp for take profit order={'orderID': 'a4acdeb9-490b-577c-3bac-885889f7ec15', 'clOrdID': 'c99724610b3f4b37bced1348ffef9ae3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 140.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 11, 59, 27, 862000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 11, 59, 27, 862000, tzinfo=tzlocal())} 2020-01-13 11:59:27 INFO: place profit orders={'stop': {'response': {'orderID': 'f79fa94c-fa95-cb9f-0f66-81e5e1270c0c', 'clOrdID': '52d664a55eb04c47a9f3b649abfb546d', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': None, 'displayQty': None, 'stopPx': 143.4, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Stop', 'timeInForce': 'ImmediateOrCancel', 'execInst': 'LastPrice', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Stop order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 11, 59, 22, 110000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 11, 59, 22, 110000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': '52d664a55eb04c47a9f3b649abfb546d', 'price': 143.4}, 'take': {'response': {'orderID': 'a4acdeb9-490b-577c-3bac-885889f7ec15', 'clOrdID': 'c99724610b3f4b37bced1348ffef9ae3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 140.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': True, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 11, 59, 27, 862000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 11, 59, 27, 862000, tzinfo=tzlocal())}, 'qty': 15.0, 'uid': 'c99724610b3f4b37bced1348ffef9ae3', 'price': 140.90000000000003}} 2020-01-13 11:59:27 INFO: rm init order from db 2724e7bad1de4aaab482487cc081a573 2020-01-13 11:59:27 INFO: end process event_processing_result='proceed init order'--------------------------------------------------- 2020-01-13 11:59:28 INFO: process event {'orderID': 'a4acdeb9-490b-577c-3bac-885889f7ec15', 'clOrdID': 'c99724610b3f4b37bced1348ffef9ae3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 140.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'New', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 15, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Profit order by trader.py', 'transactTime': '2020-01-13T11:59:27.862Z', 'timestamp': '2020-01-13T11:59:27.862Z'} 2020-01-13 11:59:28 INFO: skip event c99724610b3f4b37bced1348ffef9ae3 New 2020-01-13 11:59:28 INFO: process event {'orderID': 'a4acdeb9-490b-577c-3bac-885889f7ec15', 'workingIndicator': True, 'clOrdID': 'c99724610b3f4b37bced1348ffef9ae3', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T11:59:27.862Z'} 2020-01-13 11:59:28 INFO: skip event c99724610b3f4b37bced1348ffef9ae3 2020-01-13 12:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.15, 'high': 143.95, 'low': 142.95, 'close': 143.85, 'trades': 1819, 'volume': 4428027, 'vwap': 143.45, 'lastSize': 2500, 'turnover': 63519495125, 'homeNotional': 35858.03396938966, 'foreignNotional': 5143792.1875571}, {'timestamp': datetime.datetime(2020, 1, 13, 10, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.35, 'high': 143.4, 'low': 142.8, 'close': 143.15, 'trades': 1316, 'volume': 2604448, 'vwap': 142.99, 'lastSize': 3411, 'turnover': 37240607660, 'homeNotional': 21078.253484372726, 'foreignNotional': 3013951.405157011}, {'timestamp': datetime.datetime(2020, 1, 13, 9, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.35, 'low': 142.5, 'close': 143.35, 'trades': 1666, 'volume': 3062107, 'vwap': 143.01, 'lastSize': 332, 'turnover': 43789709765, 'homeNotional': 24741.546690055904, 'foreignNotional': 3538180.5932847806}] 2020-01-13 12:00:21 INFO: prepare buckets [{'low_price': 142.95, 'high_price': 143.95, 'color': 'GREEN'}, {'low_price': 142.8, 'high_price': 143.4, 'color': 'RED'}, {'low_price': 142.5, 'high_price': 143.35, 'color': 'GREEN'}] 2020-01-13 12:00:21 INFO: bucket_size=1.0 (allowed (0.39, 0.95)) 2020-01-13 12:00:21 WARNING: skip bucket by bucket_size=1.0 too big 2020-01-13 12:00:21 INFO: check need new order None 2020-01-13 13:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.65, 'high': 143.15, 'low': 142.55, 'close': 143.0, 'trades': 2427, 'volume': 5086607, 'vwap': 142.88, 'lastSize': 10960, 'turnover': 72672943040, 'homeNotional': 41041.09832178357, 'foreignNotional': 5863594.137717925}, {'timestamp': datetime.datetime(2020, 1, 13, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.85, 'high': 143.9, 'low': 142.6, 'close': 142.65, 'trades': 1897, 'volume': 3357869, 'vwap': 143.27, 'lastSize': 18, 'turnover': 48105611195, 'homeNotional': 27191.38791546035, 'foreignNotional': 3895509.086950222}, {'timestamp': datetime.datetime(2020, 1, 13, 11, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.15, 'high': 143.95, 'low': 142.95, 'close': 143.85, 'trades': 1819, 'volume': 4428027, 'vwap': 143.45, 'lastSize': 2500, 'turnover': 63519495125, 'homeNotional': 35858.03396938966, 'foreignNotional': 5143792.1875571}] 2020-01-13 13:00:20 INFO: prepare buckets [{'low_price': 142.55, 'high_price': 143.15, 'color': 'GREEN'}, {'low_price': 142.6, 'high_price': 143.9, 'color': 'RED'}, {'low_price': 142.95, 'high_price': 143.95, 'color': 'GREEN'}] 2020-01-13 13:00:20 INFO: bucket_size=0.5999999999999943 (allowed (0.39, 0.95)) 2020-01-13 13:00:20 INFO: check need new order None 2020-01-13 13:14:48 INFO: process event {'orderID': 'f79fa94c-fa95-cb9f-0f66-81e5e1270c0c', 'triggered': 'StopOrderTriggered', 'text': 'Triggered: Order stop price reached\nStop order by trader.py', 'timestamp': '2020-01-13T13:14:48.402Z', 'clOrdID': '52d664a55eb04c47a9f3b649abfb546d', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 13:14:48 INFO: skip event 52d664a55eb04c47a9f3b649abfb546d 2020-01-13 13:14:48 INFO: process event {'orderID': 'f79fa94c-fa95-cb9f-0f66-81e5e1270c0c', 'price': 143.4, 'workingIndicator': True, 'transactTime': '2020-01-13T13:14:48.402Z', 'clOrdID': '52d664a55eb04c47a9f3b649abfb546d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T13:14:48.402Z'} 2020-01-13 13:14:48 INFO: skip event 52d664a55eb04c47a9f3b649abfb546d 2020-01-13 13:14:48 INFO: process event {'orderID': 'f79fa94c-fa95-cb9f-0f66-81e5e1270c0c', 'ordStatus': 'Filled', 'workingIndicator': False, 'leavesQty': 0, 'cumQty': 15, 'avgPx': 143.4, 'clOrdID': '52d664a55eb04c47a9f3b649abfb546d', 'account': 605536, 'symbol': 'ETHUSD', 'timestamp': '2020-01-13T13:14:48.402Z'} 2020-01-13 13:14:48 INFO: add new event={'uid': '52d664a55eb04c47a9f3b649abfb546d', 'status': 'Filled'} 2020-01-13 13:14:49 INFO: start process event-------------------------------------------- 2020-01-13 13:14:49 INFO: fetch new order event 52d664a55eb04c47a9f3b649abfb546d 2020-01-13 13:14:49 INFO: fetch orders by event init=None profit_pair=c99724610b3f4b37bced1348ffef9ae3 2020-01-13 13:14:49 INFO: process profit order filled 2020-01-13 13:14:49 INFO: process event {'orderID': 'a4acdeb9-490b-577c-3bac-885889f7ec15', 'ordStatus': 'Canceled', 'workingIndicator': False, 'leavesQty': 0, 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'timestamp': '2020-01-13T13:14:49.152Z', 'clOrdID': 'c99724610b3f4b37bced1348ffef9ae3', 'account': 605536, 'symbol': 'ETHUSD'} 2020-01-13 13:14:49 INFO: skip event c99724610b3f4b37bced1348ffef9ae3 Canceled 2020-01-13 13:14:49 INFO: cancel order=c99724610b3f4b37bced1348ffef9ae3 [{'orderID': 'a4acdeb9-490b-577c-3bac-885889f7ec15', 'clOrdID': 'c99724610b3f4b37bced1348ffef9ae3', 'clOrdLinkID': '', 'account': 605536, 'symbol': 'ETHUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 15, 'price': 140.9, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Canceled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 0, 'avgPx': None, 'multiLegReportingType': 'SingleSecurity', 'text': 'Canceled: Cancel order by trader.py\nProfit order by trader.py', 'transactTime': datetime.datetime(2020, 1, 13, 11, 59, 27, 862000, tzinfo=tzlocal()), 'timestamp': datetime.datetime(2020, 1, 13, 13, 14, 49, 152000, tzinfo=tzlocal())}] 2020-01-13 13:14:49 INFO: end process event_processing_result='proceed profit order'--------------------------------------------------- 2020-01-13 14:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.55, 'low': 142.8, 'close': 142.85, 'trades': 2154, 'volume': 3542414, 'vwap': 143.16, 'lastSize': 35, 'turnover': 50712974115, 'homeNotional': 28640.316799366014, 'foreignNotional': 4100133.640384916}, {'timestamp': datetime.datetime(2020, 1, 13, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.65, 'high': 143.15, 'low': 142.55, 'close': 143.0, 'trades': 2427, 'volume': 5086607, 'vwap': 142.88, 'lastSize': 10960, 'turnover': 72672943040, 'homeNotional': 41041.09832178357, 'foreignNotional': 5863594.137717925}, {'timestamp': datetime.datetime(2020, 1, 13, 12, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.85, 'high': 143.9, 'low': 142.6, 'close': 142.65, 'trades': 1897, 'volume': 3357869, 'vwap': 143.27, 'lastSize': 18, 'turnover': 48105611195, 'homeNotional': 27191.38791546035, 'foreignNotional': 3895509.086950222}] 2020-01-13 14:00:20 INFO: prepare buckets [{'low_price': 142.8, 'high_price': 143.55, 'color': 'RED'}, {'low_price': 142.55, 'high_price': 143.15, 'color': 'GREEN'}, {'low_price': 142.6, 'high_price': 143.9, 'color': 'RED'}] 2020-01-13 14:00:20 INFO: bucket_size=0.75 (allowed (0.39, 0.95)) 2020-01-13 14:00:20 INFO: check need new order None 2020-01-13 15:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 142.95, 'low': 142.45, 'close': 142.9, 'trades': 1327, 'volume': 1687443, 'vwap': 142.73, 'lastSize': 1000, 'turnover': 24083889535, 'homeNotional': 13620.579641119992, 'foreignNotional': 1943987.5128715162}, {'timestamp': datetime.datetime(2020, 1, 13, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.55, 'low': 142.8, 'close': 142.85, 'trades': 2154, 'volume': 3542414, 'vwap': 143.16, 'lastSize': 35, 'turnover': 50712974115, 'homeNotional': 28640.316799366014, 'foreignNotional': 4100133.640384916}, {'timestamp': datetime.datetime(2020, 1, 13, 13, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.65, 'high': 143.15, 'low': 142.55, 'close': 143.0, 'trades': 2427, 'volume': 5086607, 'vwap': 142.88, 'lastSize': 10960, 'turnover': 72672943040, 'homeNotional': 41041.09832178357, 'foreignNotional': 5863594.137717925}] 2020-01-13 15:00:20 INFO: prepare buckets [{'low_price': 142.45, 'high_price': 142.95, 'color': 'GREEN'}, {'low_price': 142.8, 'high_price': 143.55, 'color': 'RED'}, {'low_price': 142.55, 'high_price': 143.15, 'color': 'GREEN'}] 2020-01-13 15:00:20 INFO: bucket_size=0.5 (allowed (0.39, 0.95)) 2020-01-13 15:00:20 INFO: check need new order None 2020-01-13 16:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.9, 'high': 143.1, 'low': 142.75, 'close': 142.75, 'trades': 1349, 'volume': 2152722, 'vwap': 142.97, 'lastSize': 5000, 'turnover': 30776106050, 'homeNotional': 17385.53003741186, 'foreignNotional': 2485500.6052139015}, {'timestamp': datetime.datetime(2020, 1, 13, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 142.95, 'low': 142.45, 'close': 142.9, 'trades': 1327, 'volume': 1687443, 'vwap': 142.73, 'lastSize': 1000, 'turnover': 24083889535, 'homeNotional': 13620.579641119992, 'foreignNotional': 1943987.5128715162}, {'timestamp': datetime.datetime(2020, 1, 13, 14, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.0, 'high': 143.55, 'low': 142.8, 'close': 142.85, 'trades': 2154, 'volume': 3542414, 'vwap': 143.16, 'lastSize': 35, 'turnover': 50712974115, 'homeNotional': 28640.316799366014, 'foreignNotional': 4100133.640384916}] 2020-01-13 16:00:20 INFO: prepare buckets [{'low_price': 142.75, 'high_price': 143.1, 'color': 'RED'}, {'low_price': 142.45, 'high_price': 142.95, 'color': 'GREEN'}, {'low_price': 142.8, 'high_price': 143.55, 'color': 'RED'}] 2020-01-13 16:00:20 INFO: bucket_size=0.3499999999999943 (allowed (0.39, 0.95)) 2020-01-13 16:00:20 WARNING: skip bucket by bucket_size=0.3499999999999943 too small 2020-01-13 16:00:20 INFO: check need new order None 2020-01-13 17:00:20 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 17, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.75, 'high': 143.45, 'low': 142.6, 'close': 143.2, 'trades': 2315, 'volume': 4005000, 'vwap': 143.01, 'lastSize': 15660, 'turnover': 57274708295, 'homeNotional': 32375.231934820473, 'foreignNotional': 4629922.361771272}, {'timestamp': datetime.datetime(2020, 1, 13, 16, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.9, 'high': 143.1, 'low': 142.75, 'close': 142.75, 'trades': 1349, 'volume': 2152722, 'vwap': 142.97, 'lastSize': 5000, 'turnover': 30776106050, 'homeNotional': 17385.53003741186, 'foreignNotional': 2485500.6052139015}, {'timestamp': datetime.datetime(2020, 1, 13, 15, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 142.85, 'high': 142.95, 'low': 142.45, 'close': 142.9, 'trades': 1327, 'volume': 1687443, 'vwap': 142.73, 'lastSize': 1000, 'turnover': 24083889535, 'homeNotional': 13620.579641119992, 'foreignNotional': 1943987.5128715162}] 2020-01-13 17:00:20 INFO: prepare buckets [{'low_price': 142.6, 'high_price': 143.45, 'color': 'GREEN'}, {'low_price': 142.75, 'high_price': 143.1, 'color': 'RED'}, {'low_price': 142.45, 'high_price': 142.95, 'color': 'GREEN'}] 2020-01-13 17:00:20 INFO: bucket_size=0.8499999999999943 (allowed (0.39, 0.95)) 2020-01-13 17:00:20 INFO: check need new order None 2020-01-13 18:00:21 INFO: fetch buckets [{'timestamp': datetime.datetime(2020, 1, 13, 18, 0, tzinfo=tzlocal()), 'symbol': 'ETHUSD', 'open': 143.2, 'high': 143.8, 'low': 142.95, 'close': 143.0, 'trades': 1747, 'volume': 3510395, 'vwap': 143.4, 'lastSize': 2000, 'turnover': 50338961600, 'homeNotional': 28453.180670968613, 'foreignNotional': 4080183.1191821173}, {'timestamp': datetime.datetime(2020, 1, 13, 17, 0, tzinf