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- ubuntu@ip-172-31-31-23:~/connector_demo/main$ ./test LOTTUSDT_mm
- file name -> LOTTUSDT_mm.config
- market: MEXC_SPOT
- symbol: LOTTUSDT
- api: mx0vglRsnmcTEgpmkD
- secret: ef47dd75fb8b41eebf145056dc98032f
- strategy: MARKET_MAKING
- available_base_balance_to_total: 0.5
- available_quote_balance_to_total: 0.13
- n_base: 3
- n_lvl: 3
- spread_size: 0.1
- cooldown: 7000
- debug: 1
- risk_manager: MARKET_MAKING_MANAGER
- max_position: 7
- logger is empty
- {"asset": "ORDITT", "free": 288.29, "locked": 0, "update_time": 138066790435600}
- {"asset": "LOTT", "free": 5250.44, "locked": 5250.42, "update_time": 138066790435600}
- {"asset": "RSR", "free": 33682.3, "locked": 3193.8, "update_time": 138066790435600}
- {"asset": "USDT", "free": 299.254, "locked": 70.9963, "update_time": 138066790435600}
- {"params":["spot@private.account.v3.api","spot@public.limit.depth.v3.api@LOTTUSDT@20","spot@private.orders.v3.api"],"method":"SUBSCRIPTION"}
- in mm __process
- get_timestamp() - last_upd > cooldown: upd = 106572488995952
- new mid price: 0.009380
- [ 2024-05-21-17-49-15 ] INFO : OrderEvent: delta=1.71618e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.009849, 1750.14); (0.00985, 1750.14); (0.009851, 1750.14); ], bids: [(0.008911, 1800.49); (0.00891, 1800.69); (0.008909, 1800.9); ]
- LIMIT_GRID
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008909, "quantity": 1800.890000, "client_order_id": 1716313754516, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008910, "quantity": 1800.690000, "client_order_id": 1716313754517, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008911, "quantity": 1800.490000, "client_order_id": 1716313754518, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009851, "quantity": 1750.140000, "client_order_id": 1716313754519, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009850, "quantity": 1750.140000, "client_order_id": 1716313754520, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009849, "quantity": 1750.140000, "client_order_id": 1716313754521, "type": LIMIT", "side": SELL"}
- csize: 6
- [ 2024-05-21-17-49-15 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313495750, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- [ 2024-05-21-17-49-15 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008910, "quantity": 1800.690000, "client_order_id": 1716313754517, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-15 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313495749, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- [ 2024-05-21-17-49-15 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009851, "quantity": 1750.140000, "client_order_id": 1716313754519, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-15 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313495746, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- [ 2024-05-21-17-49-15 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313495751, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- [ 2024-05-21-17-49-15 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008911, "quantity": 1800.490000, "client_order_id": 1716313754518, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-15 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313495748, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- [ 2024-05-21-17-49-15 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008909, "quantity": 1800.890000, "client_order_id": 1716313754516, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-15 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009849, "quantity": 1750.140000, "client_order_id": 1716313754521, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-15 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313495747, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- [ 2024-05-21-17-49-15 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009850, "quantity": 1750.140000, "client_order_id": 1716313754520, "type": LIMIT", "side": SELL"}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755067", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495750, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755067", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495750, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313495750, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313495750, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- Erase
- limit_orders size: 11
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755076", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313495750, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066412952912}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755076", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008910, "quantity": 1800.690000, "update_time": 106572502701560}
- limit_orders size: 11
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755079", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495746, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755079", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495746, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313495746, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313495746, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- Erase
- limit_orders size: 10
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755075", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489347072, "balance": {"asset": "USDT", "free": 283.194, "locked": 87.0565, "update_time": 1716313755070}}
- [ 2024-05-21-17-49-15 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313495746, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066379382096}
- [ 2024-05-21-17-49-15 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.690000, "update_time": 1716313755067}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755092", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489359728, "balance": {"asset": "LOTT", "free": 7000.58, "locked": 3500.28, "update_time": 1716313755085}}
- [ 2024-05-21-17-49-15 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313495751, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066370989392}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755113", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495751, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755113", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495751, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313495751, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313495751, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- Erase
- limit_orders size: 9
- ! LOTTUSDT
- In fill event risk manager
- [ 2024-05-21-17-49-15 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313495748, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066396167504}
- [ 2024-05-21-17-49-15 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313495749, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066404560208}
- [ 2024-05-21-17-49-15 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313495747, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066387774800}
- [ 2024-05-21-17-49-15 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313755121}
- [ 2024-05-21-17-49-15 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.490000, "update_time": 1716313755120}
- [ 2024-05-21-17-49-15 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313755128}
- [ 2024-05-21-17-49-15 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313755128}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755127", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495748, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755127", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495748, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313495748, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313495748, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- Erase
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755126", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489360400, "balance": {"asset": "LOTT", "free": 5250.44, "locked": 5250.42, "update_time": 1716313755123}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755126", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489355728, "balance": {"asset": "USDT", "free": 267.134, "locked": 103.117, "update_time": 1716313755123}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755130", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495747, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755130", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495747, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313495747, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313495747, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- Erase
- limit_orders size: 7
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755133", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495749, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755133", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313495749, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313495749, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313495749, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 1716313754543}
- Erase
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755134", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489359728, "balance": {"asset": "LOTT", "free": 3500.3, "locked": 7000.56, "update_time": 1716313755131}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755137", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489360400, "balance": {"asset": "LOTT", "free": 1750.16, "locked": 8750.7, "update_time": 1716313755134}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755141", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755141", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009850, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755141", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755141", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008911, "quantity": 1800.490000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755147", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755147", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009849, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755151", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755151", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009851, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755159", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489344976, "balance": {"asset": "USDT", "free": 315.314, "locked": 54.9361, "update_time": 1716313755156}}
- [ 2024-05-21-17-49-15 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.890000, "update_time": 1716313755180}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755217", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489347072, "balance": {"asset": "USDT", "free": 299.254, "locked": 70.9963, "update_time": 1716313755184}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755226", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489359728, "balance": {"asset": "LOTT", "free": 5250.44, "locked": 5250.42, "update_time": 1716313755224}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313755233", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313755233", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-15 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-15 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008909, "quantity": 1800.890000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- get_timestamp() - last_upd > cooldown: upd = 1716313755037
- previous mid price: 0.009380
- new mid price: 0.009380
- [ 2024-05-21-17-49-22 ] INFO : OrderEvent: delta=1.71618e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.009849, 1750.14); (0.00985, 1750.14); (0.009851, 1750.14); ], bids: [(0.008911, 1800.49); (0.00891, 1800.69); (0.008909, 1800.9); ]
- LIMIT_GRID
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008909, "quantity": 1800.890000, "client_order_id": 1716313754522, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008910, "quantity": 1800.690000, "client_order_id": 1716313754523, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008911, "quantity": 1800.490000, "client_order_id": 1716313754524, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009851, "quantity": 1750.140000, "client_order_id": 1716313754525, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009850, "quantity": 1750.140000, "client_order_id": 1716313754526, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009849, "quantity": 1750.140000, "client_order_id": 1716313754527, "type": LIMIT", "side": SELL"}
- csize: 6
- [ 2024-05-21-17-49-22 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008910, "quantity": 1800.690000, "client_order_id": 1716313754523, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-22 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008911, "quantity": 1800.490000, "client_order_id": 1716313754524, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-22 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009851, "quantity": 1750.140000, "client_order_id": 1716313754525, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-22 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008909, "quantity": 1800.890000, "client_order_id": 1716313754522, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-22 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009850, "quantity": 1750.140000, "client_order_id": 1716313754526, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-22 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009849, "quantity": 1750.140000, "client_order_id": 1716313754527, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-22 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138065976728912}
- [ 2024-05-21-17-49-22 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066018692432}
- [ 2024-05-21-17-49-22 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138065993514320}
- [ 2024-05-21-17-49-22 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066404560208}
- [ 2024-05-21-17-49-22 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.890000, "update_time": 1716313762549}
- [ 2024-05-21-17-49-22 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066001907024}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762555", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489355728, "balance": {"asset": "USDT", "free": 283.194, "locked": 87.0565, "update_time": 1716313762552}}
- [ 2024-05-21-17-49-22 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066412952912}
- [ 2024-05-21-17-49-22 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313762557}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762565", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762565", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754517, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- Erase
- limit_orders size: 11
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762563", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489360400, "balance": {"asset": "LOTT", "free": 3500.3, "locked": 7000.56, "update_time": 1716313762559}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762570", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762570", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754519, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- Erase
- limit_orders size: 10
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762570", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762570", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754520, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- Erase
- limit_orders size: 9
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762571", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}[ 2024-05-21-17-49-22 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.690000, "update_time": 1716313762569}
- [ 2024-05-21-17-49-22 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313762569}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762571", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313762569}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754521, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- Erase
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762573", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762573", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008909, "quantity": 1800.890000, "update_time": 106572502701560}
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762573", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": [ 2024-05-21-17-49-22 ] DEBUG1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- ? new: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.490000, "update_time": 1716313762569}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762573", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754516, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- Erase
- limit_orders size: 7
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762576", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762576", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754518, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- Erase
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762576", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489359728, "balance": {"asset": "LOTT", "free": 0.02, "locked": 10500.8, "update_time": 1716313762572}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762576", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489347072, "balance": {"asset": "USDT", "free": 267.134, "locked": 103.117, "update_time": 1716313762572}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762577", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489355728, "balance": {"asset": "USDT", "free": 251.074, "locked": 119.177, "update_time": 1716313762575}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762576", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489360400, "balance": {"asset": "LOTT", "free": 1750.16, "locked": 8750.7, "update_time": 1716313762572}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762581", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762581", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009849, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762596", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762596", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009851, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762596", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762596", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009850, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762596", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762596", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008910, "quantity": 1800.690000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762603", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313762603", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-22 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-22 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008911, "quantity": 1800.490000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762613", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489344976, "balance": {"asset": "USDT", "free": 299.254, "locked": 70.9963, "update_time": 1716313762610}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313762649", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489359728, "balance": {"asset": "LOTT", "free": 5250.44, "locked": 5250.42, "update_time": 1716313762647}}
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- {"asset": "ORDITT", "free": 288.29, "locked": 0, "update_time": 138066790435600}
- {"asset": "LOTT", "free": 5250.44, "locked": 5250.42, "update_time": 138066790435600}
- {"asset": "RSR", "free": 33682.3, "locked": 3193.8, "update_time": 138066790435600}
- {"asset": "USDT", "free": 299.254, "locked": 70.9963, "update_time": 138066790435600}
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- get_timestamp() - last_upd > cooldown: upd = 1716313762532
- previous mid price: 0.009380
- new mid price: 0.009380
- [ 2024-05-21-17-49-30 ] INFO : OrderEvent: delta=1.71618e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.009849, 1750.14); (0.00985, 1750.14); (0.009851, 1750.14); ], bids: [(0.008911, 1800.49); (0.00891, 1800.69); (0.008909, 1800.9); ]
- LIMIT_GRID
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008909, "quantity": 1800.890000, "client_order_id": 1716313754528, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008910, "quantity": 1800.690000, "client_order_id": 1716313754529, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.008911, "quantity": 1800.490000, "client_order_id": 1716313754530, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009851, "quantity": 1750.140000, "client_order_id": 1716313754531, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009850, "quantity": 1750.140000, "client_order_id": 1716313754532, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.009849, "quantity": 1750.140000, "client_order_id": 1716313754533, "type": LIMIT", "side": SELL"}
- csize: 6
- [ 2024-05-21-17-49-30 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008910, "quantity": 1800.690000, "client_order_id": 1716313754529, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-30 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008911, "quantity": 1800.490000, "client_order_id": 1716313754530, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-30 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.008909, "quantity": 1800.890000, "client_order_id": 1716313754528, "type": LIMIT", "side": BUY"}
- [ 2024-05-21-17-49-30 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009851, "quantity": 1750.140000, "client_order_id": 1716313754531, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-30 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009849, "quantity": 1750.140000, "client_order_id": 1716313754533, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-30 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.009850, "quantity": 1750.140000, "client_order_id": 1716313754532, "type": LIMIT", "side": SELL"}
- [ 2024-05-21-17-49-30 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066412952912}
- [ 2024-05-21-17-49-30 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066370989392}
- [ 2024-05-21-17-49-30 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066404560208}
- [ 2024-05-21-17-49-30 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.690000, "update_time": 1716313770054}
- [ 2024-05-21-17-49-30 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066010299728}
- [ 2024-05-21-17-49-30 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313770055}
- [ 2024-05-21-17-49-30 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313770054}
- [ 2024-05-21-17-49-30 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.490000, "update_time": 1716313770056}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770062", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489360400, "balance": {"asset": "LOTT", "free": 1750.16, "locked": 8750.7, "update_time": 1716313770058}}
- [ 2024-05-21-17-49-30 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066379382096}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770061", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489347072, "balance": {"asset": "USDT", "free": 283.194, "locked": 87.0565, "update_time": 1716313770057}}
- [ 2024-05-21-17-49-30 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066396167504}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770061", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489359728, "balance": {"asset": "LOTT", "free": 3500.3, "locked": 7000.56, "update_time": 1716313770057}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770062", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489355728, "balance": {"asset": "USDT", "free": 267.134, "locked": 103.117, "update_time": 1716313770059}}
- [ 2024-05-21-17-49-30 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1800.890000, "update_time": 1716313770062}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770068", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489347072, "balance": {"asset": "USDT", "free": 251.074, "locked": 119.177, "update_time": 1716313770065}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770074", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770074", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754526, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- Erase
- limit_orders size: 11
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770078", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770078", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754524, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- Erase
- limit_orders size: 10
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770078", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770078", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754523, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- Erase
- limit_orders size: 9
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770078", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770078", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1750.140000, "update_time": 1716313770077}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754525, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- Erase
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770079", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770079", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009850, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754532, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009850, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770079", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754529, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770079", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754529, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754529, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008910, "quantity": 1800.690000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754529, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008910, "quantity": 1800.690000, "update_time": 106572502701560}
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770081", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754531, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770081", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754531, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754531, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009851, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754531, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009851, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770082", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754530, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770082", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754530, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754530, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008911, "quantity": 1800.490000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754530, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008911, "quantity": 1800.490000, "update_time": 106572502701560}
- limit_orders size: 8
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770082", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770082", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754527, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- Erase
- limit_orders size: 7
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770084", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754528, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770084", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754528, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754528, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754528, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.008909, "quantity": 1800.890000, "update_time": 106572502701560}
- limit_orders size: 7
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770084", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770084", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754522, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.008909, "quantity": 1800.890000, "filled_quantity": 0.000000, "update_time": 138066489366240}
- Erase
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770092", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489360400, "balance": {"asset": "LOTT", "free": 5250.44, "locked": 5250.42, "update_time": 1716313770090}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770093", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489344976, "balance": {"asset": "USDT", "free": 283.194, "locked": 87.0565, "update_time": 1716313770091}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770083", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489359728, "balance": {"asset": "LOTT", "free": 0.02, "locked": 10500.8, "update_time": 1716313770080}}
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770104", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754533, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] INFO : WebSocketEvent: delta=1.71631e+11, event_time=1716313770104", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 138066799553688, "order": {"symbol": "LOTTUSDT", "coid": 1716313754533, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}}
- [ 2024-05-21-17-49-30 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1716313754533, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.009849, "quantity": 1750.140000, "filled_quantity": 0.000000, "update_time": 138066489388608}
- [ 2024-05-21-17-49-30 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1716313754533, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.009849, "quantity": 1750.140000, "update_time": 106572502701560}
- limit_orders size: 6
- ! LOTTUSDT
- In fill event risk manager
- callback
- WebSocketEvent: delta=1.71631e+11, event_time=1716313770102", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 138066489344976, "balance": {"asset": "USDT", "free": 299.254, "locked": 70.9963, "update_time": 1716313770101}}
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
- in mm __process
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