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den4ik2003

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Jun 1st, 2024
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  1. ubuntu@ip-172-31-31-23:~/connector_demo/main$ ./test LOTTUSDT_mm
  2. file name -> LOTTUSDT_mm.config
  3. logger is empty
  4. call_back portfolio 1
  5. {"asset": "ORDITT", "free": 288.29, "locked": 0, "update_time": 134515861211920}
  6. {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 134515861211920}
  7. {"asset": "RSR", "free": 39554.1, "locked": 0, "update_time": 134515861211920}
  8. {"asset": "USDT", "free": 361.551, "locked": 30.0266, "update_time": 134515861211920}
  9. {"params":["spot@private.account.v3.api","spot@public.limit.depth.v3.api@LOTTUSDT@20","spot@private.orders.v3.api"],"method":"SUBSCRIPTION"}
  10. in mm _process
  11. get_timestamp() - last_upd > cooldown: upd = 6872266739256801826
  12. new mid price: 0.012398
  13. start orders calculating
  14. calculating completed
  15. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012646, 782.221); (0.012647, 782.221); (0.012648, 782.221); ], bids: [(0.012151, 1074.2); (0.01215, 1074.29); (0.012149, 1074.38); ]
  16. [ 2024-06-01-11-12-29 ] INFO : OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012646, 782.221); (0.012647, 782.221); (0.012648, 782.221); ], bids: [(0.012151, 1074.2); (0.01215, 1074.29); (0.012149, 1074.38); ]
  17. LIMIT_GRID
  18. 0.012646 782.221
  19. 0.012647 782.221
  20. 0.012648 782.221
  21. 0.012151 1074.2
  22. 0.01215 1074.29
  23. 0.012149 1074.38
  24. @#*&* {"symbol": "LOTTUSDT", "price": 0.012149, "quantity": 1074.370000, "type": LIMIT", "side": BUY"}
  25. @#*&* {"symbol": "LOTTUSDT", "price": 0.012150, "quantity": 1074.280000, "type": LIMIT", "side": BUY"}
  26. @#*&* {"symbol": "LOTTUSDT", "price": 0.012151, "quantity": 1074.190000, "type": LIMIT", "side": BUY"}
  27. @#*&* {"symbol": "LOTTUSDT", "price": 0.012648, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
  28. @#*&* {"symbol": "LOTTUSDT", "price": 0.012647, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
  29. @#*&* {"symbol": "LOTTUSDT", "price": 0.012646, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
  30. csize: 3
  31. [ 2024-06-01-11-12-29 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717163165208, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013827, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717240348827}
  32. [ 2024-06-01-11-12-29 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717163165209, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013826, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717240348827}
  33. [ 2024-06-01-11-12-29 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012646, "quantity": 782.220000, "client_order_id": 1717240348813, "type": LIMIT", "side": SELL"}
  34. [ 2024-06-01-11-12-29 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012149, "quantity": 1074.370000, "client_order_id": 1717240348808, "type": LIMIT", "side": BUY"}
  35. [ 2024-06-01-11-12-29 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012150, "quantity": 1074.280000, "client_order_id": 1717240348809, "type": LIMIT", "side": BUY"}
  36. [ 2024-06-01-11-12-29 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012151, "quantity": 1074.190000, "client_order_id": 1717240348810, "type": LIMIT", "side": BUY"}
  37. [ 2024-06-01-11-12-29 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012648, "quantity": 782.220000, "client_order_id": 1717240348811, "type": LIMIT", "side": SELL"}
  38. [ 2024-06-01-11-12-29 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012647, "quantity": 782.220000, "client_order_id": 1717240348812, "type": LIMIT", "side": SELL"}
  39. [ 2024-06-01-11-12-29 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717163165207, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013828, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717240348827}
  40. [ 2024-06-01-11-12-29 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717163165208, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013827, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515490024784}
  41.  
  42. callback
  43. WebSocketEvent: delta=1.71724e+11, event_time=1717240349349", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717163165208, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013827, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  44.  
  45. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349349", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717163165208, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013827, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  46. limit
  47. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717163165208, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013827, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}
  48. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717163165208, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013827, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717240348827}
  49. Erase
  50. limit/market orders size: 8
  51. ! LOTTUSDT
  52.  
  53. In fill event risk manager
  54.  
  55. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  56. [ 2024-06-01-11-12-29 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717163165209, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013826, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515481632080}
  57. [ 2024-06-01-11-12-29 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717163165207, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013828, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515473239376}
  58. [ 2024-06-01-11-12-29 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717240349372}
  59. [ 2024-06-01-11-12-29 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717240349374}
  60.  
  61. callback
  62. WebSocketEvent: delta=1.71724e+11, event_time=1717240349359", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717163165209, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013826, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  63.  
  64. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349359", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717163165209, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013826, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  65. limit
  66. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717163165209, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013826, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}
  67. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717163165209, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013826, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717240348827}
  68. Erase
  69. limit/market orders size: 7
  70. ! LOTTUSDT
  71.  
  72. In fill event risk manager
  73.  
  74. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  75.  
  76. callback
  77. WebSocketEvent: delta=1.71724e+11, event_time=1717240349365", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558057296, "balance": {"asset": "LOTT", "free": 4302.22, "locked": 1564.44, "update_time": 1717240349359}}
  78.  
  79.  
  80. callback
  81. WebSocketEvent: delta=1.71724e+11, event_time=1717240349371", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558057840, "balance": {"asset": "LOTT", "free": 5084.44, "locked": 782.22, "update_time": 1717240349368}}
  82.  
  83.  
  84. callback
  85. WebSocketEvent: delta=1.71724e+11, event_time=1717240349379", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717163165207, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013828, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  86.  
  87. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349379", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717163165207, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013828, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  88. limit
  89. [ 2024-06-01-11-12-29 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717240349380}
  90. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717163165207, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.013828, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}
  91. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717163165207, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.013828, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717240348827}
  92. Erase
  93. limit/market orders size: 6
  94. ! LOTTUSDT
  95.  
  96. In fill event risk manager
  97.  
  98. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  99.  
  100. callback
  101. WebSocketEvent: delta=1.71724e+11, event_time=1717240349379", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558038736, "balance": {"asset": "LOTT", "free": 4302.22, "locked": 1564.44, "update_time": 1717240349375}}
  102.  
  103.  
  104. callback
  105. WebSocketEvent: delta=1.71724e+11, event_time=1717240349382", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012647, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  106.  
  107. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349382", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012647, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  108. limit
  109. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012647, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}
  110. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012647, "quantity": 782.220000, "update_time": 134515558075520}
  111. limit/market orders size: 6
  112. ! LOTTUSDT
  113.  
  114. In fill event risk manager
  115.  
  116. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  117.  
  118. callback
  119. WebSocketEvent: delta=1.71724e+11, event_time=1717240349385", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348813, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012646, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  120.  
  121. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349385", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348813, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012646, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  122. limit
  123. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348813, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012646, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558045248}
  124. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348813, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012646, "quantity": 782.220000, "update_time": 134515558075520}
  125. limit/market orders size: 6
  126. ! LOTTUSDT
  127.  
  128. In fill event risk manager
  129.  
  130. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  131.  
  132. callback
  133. WebSocketEvent: delta=1.71724e+11, event_time=1717240349380", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558039408, "balance": {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 1717240349377}}
  134.  
  135.  
  136. callback
  137. WebSocketEvent: delta=1.71724e+11, event_time=1717240349385", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558038736, "balance": {"asset": "LOTT", "free": 2737.78, "locked": 3128.88, "update_time": 1717240349382}}
  138.  
  139. [ 2024-06-01-11-12-29 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1074.190000, "update_time": 1717240349385}
  140.  
  141. callback
  142. WebSocketEvent: delta=1.71724e+11, event_time=1717240349392", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558074992, "balance": {"asset": "USDT", "free": 335.42, "locked": 56.1577, "update_time": 1717240349388}}
  143.  
  144. [ 2024-06-01-11-12-29 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1074.280000, "update_time": 1717240349385}
  145.  
  146. callback
  147. WebSocketEvent: delta=1.71724e+11, event_time=1717240349399", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348811, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012648, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  148.  
  149. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349399", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348811, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012648, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  150. limit
  151. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348811, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012648, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 134515558067616}
  152. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348811, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012648, "quantity": 782.220000, "update_time": 134515558075520}
  153. limit/market orders size: 6
  154. ! LOTTUSDT
  155.  
  156. In fill event risk manager
  157.  
  158. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  159.  
  160. callback
  161. WebSocketEvent: delta=1.71724e+11, event_time=1717240349394", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558025424, "balance": {"asset": "USDT", "free": 322.355, "locked": 69.2233, "update_time": 1717240349391}}
  162.  
  163.  
  164. callback
  165. WebSocketEvent: delta=1.71724e+11, event_time=1717240349404", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348810, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012151, "quantity": 1074.190000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  166.  
  167. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349404", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348810, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012151, "quantity": 1074.190000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  168. limit
  169. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348810, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012151, "quantity": 1074.190000, "filled_quantity": 0.000000, "update_time": 134515558045248}
  170. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348810, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012151, "quantity": 1074.190000, "update_time": 134515558075520}
  171. limit/market orders size: 6
  172. ! LOTTUSDT
  173.  
  174. In fill event risk manager
  175.  
  176. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  177.  
  178. callback
  179. WebSocketEvent: delta=1.71724e+11, event_time=1717240349397", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558023792, "balance": {"asset": "USDT", "free": 309.289, "locked": 82.2888, "update_time": 1717240349394}}
  180.  
  181.  
  182. callback
  183. WebSocketEvent: delta=1.71724e+11, event_time=1717240349406", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  184.  
  185. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349406", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  186. limit
  187. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}
  188. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012149, "quantity": 1074.370000, "update_time": 134515558075520}
  189. limit/market orders size: 6
  190. ! LOTTUSDT
  191.  
  192. In fill event risk manager
  193.  
  194. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  195.  
  196. callback
  197. WebSocketEvent: delta=1.71724e+11, event_time=1717240349408", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348809, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012150, "quantity": 1074.280000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  198.  
  199. [ 2024-06-01-11-12-29 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717240348812, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1074.360000, "update_time": 1717240349385}
  200. [ 2024-06-01-11-12-29 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240349408", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348809, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012150, "quantity": 1074.280000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  201. limit
  202. [ 2024-06-01-11-12-29 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348809, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012150, "quantity": 1074.280000, "filled_quantity": 0.000000, "update_time": 134515558045248}
  203. [ 2024-06-01-11-12-29 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348809, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012150, "quantity": 1074.280000, "update_time": 134515558075520}
  204. limit/market orders size: 6
  205. ! LOTTUSDT
  206.  
  207. In fill event risk manager
  208.  
  209. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  210.  
  211. callback
  212. WebSocketEvent: delta=1.71724e+11, event_time=1717240349481", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558057296, "balance": {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 1717240349479}}
  213.  
  214. in mm _process
  215. in mm _process
  216. in mm _process
  217. in mm _process
  218. in mm _process
  219. in mm _process
  220. in mm _process
  221. in mm _process
  222. in mm _process
  223. in mm _process
  224. in mm _process
  225. in mm _process
  226. in mm _process
  227. in mm _process
  228. in mm _process
  229. in mm _process
  230. in mm _process
  231. in mm _process
  232. in mm _process
  233. {"asset": "ORDITT", "free": 288.29, "locked": 0, "update_time": 134515861211920}
  234. {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 134515861211920}
  235. {"asset": "RSR", "free": 39554.1, "locked": 0, "update_time": 134515861211920}
  236. {"asset": "USDT", "free": 322.355, "locked": 69.2232, "update_time": 134515861211920}
  237. in mm _process
  238. in mm _process
  239. get_timestamp() - last_upd > cooldown: upd = 1717240349325
  240. previous mid price: 0.012398
  241. new mid price: 0.012398
  242. start orders calculating
  243. calculating completed
  244. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012646, 782.221); (0.012647, 782.221); (0.012648, 782.221); ], bids: [(0.012151, 1074.2); (0.01215, 1074.29); (0.012149, 1074.38); ]
  245. [ 2024-06-01-11-12-39 ] INFO : OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012646, 782.221); (0.012647, 782.221); (0.012648, 782.221); ], bids: [(0.012151, 1074.2); (0.01215, 1074.29); (0.012149, 1074.38); ]
  246. LIMIT_GRID
  247. 0.012646 782.221
  248. 0.012647 782.221
  249. 0.012648 782.221
  250. 0.012151 1074.2
  251. 0.01215 1074.29
  252. 0.012149 1074.38
  253. @#*&* {"symbol": "LOTTUSDT", "price": 0.012149, "quantity": 1074.370000, "type": LIMIT", "side": BUY"}
  254. csize: 1
  255. [ 2024-06-01-11-12-39 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}
  256. [ 2024-06-01-11-12-39 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012149, "quantity": 1074.370000, "client_order_id": 1717240348814, "type": LIMIT", "side": BUY"}
  257. [ 2024-06-01-11-12-39 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515464846672}
  258.  
  259. callback
  260. WebSocketEvent: delta=1.71724e+11, event_time=1717240359854", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  261.  
  262. [ 2024-06-01-11-12-39 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240359854", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}}
  263. limit
  264. [ 2024-06-01-11-12-39 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}
  265. [ 2024-06-01-11-12-39 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348808, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558067616}
  266. Erase
  267. limit/market orders size: 6
  268. ! LOTTUSDT
  269.  
  270. In fill event risk manager
  271.  
  272. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  273. [ 2024-06-01-11-12-39 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717240348814, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1074.360000, "update_time": 1717240359855}
  274.  
  275. callback
  276. WebSocketEvent: delta=1.71724e+11, event_time=1717240359861", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558023792, "balance": {"asset": "USDT", "free": 296.223, "locked": 95.3544, "update_time": 1717240359858}}
  277.  
  278.  
  279. callback
  280. WebSocketEvent: delta=1.71724e+11, event_time=1717240359875", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348814, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  281.  
  282. [ 2024-06-01-11-12-39 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717240359875", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 134515870330008, "order": {"symbol": "LOTTUSDT", "coid": 1717240348814, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558045248}}
  283. limit
  284. [ 2024-06-01-11-12-39 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240348814, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012149, "quantity": 1074.360000, "filled_quantity": 0.000000, "update_time": 134515558045248}
  285. [ 2024-06-01-11-12-39 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240348814, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012149, "quantity": 1074.370000, "update_time": 134515557149232}
  286. limit/market orders size: 6
  287. ! LOTTUSDT
  288.  
  289. In fill event risk manager
  290.  
  291. OrderEvent: delta=1.71711e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  292.  
  293. callback
  294. WebSocketEvent: delta=1.71724e+11, event_time=1717240359911", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 134515558058176, "balance": {"asset": "USDT", "free": 309.289, "locked": 82.2888, "update_time": 1717240359909}}
  295.  
  296. in mm _process
  297. in mm _process
  298. in mm _process
  299. in mm _process
  300. in mm _process
  301. in mm _process
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