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- ubuntu@ip-172-31-31-23:~/connector_demo/main$ ./test LOTTUSDT_mm
- file name -> LOTTUSDT_mm.config
- logger is empty
- {"asset": "ORDITT", "free": 288.29, "locked": 0, "update_time": 137039041252112}
- {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 137039041252112}
- {"asset": "RSR", "free": 39554.1, "locked": 0, "update_time": 137039041252112}
- {"asset": "USDT", "free": 322.354, "locked": 69.2234, "update_time": 137039041252112}
- {"params":["spot@private.account.v3.api","spot@public.limit.depth.v3.api@LOTTUSDT@20","spot@private.orders.v3.api"],"method":"SUBSCRIPTION"}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390814", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241390820, "asks": [[0.012607, 1961.89], [0.012626, 593.37], [0.012629, 782.22], [0.012630, 782.22], [0.012631, 782.22], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012132, 1075.88], [0.012133, 1075.79], [0.012134, 1075.7]]}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241390820, "asks": [[0.012607, 1961.89], [0.012626, 593.37], [0.012629, 782.22], [0.012630, 782.22], [0.012631, 782.22], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012132, 1075.88], [0.012133, 1075.79], [0.012134, 1075.7]]}
- in mm _process
- get_timestamp() - last_upd > cooldown: upd = 6859598247333864036
- new mid price: 0.012370
- start orders calculating
- calculating completed
- OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012617, 782.221); (0.012618, 782.221); (0.012619, 782.221); ], bids: [(0.012123, 1076.68); (0.012122, 1076.77); (0.012121, 1076.86); ]
- handle OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012617, 782.221); (0.012618, 782.221); (0.012619, 782.221); ], bids: [(0.012123, 1076.68); (0.012122, 1076.77); (0.012121, 1076.86); ]
- handle OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012617, 782.221); (0.012618, 782.221); (0.012619, 782.221); ], bids: [(0.012123, 1076.68); (0.012122, 1076.77); (0.012121, 1076.86); ]
- [ 2024-06-01-11-29-50 ] INFO : OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.012617, 782.221); (0.012618, 782.221); (0.012619, 782.221); ], bids: [(0.012123, 1076.68); (0.012122, 1076.77); (0.012121, 1076.86); ]
- LIMIT_GRID
- 0.012617 782.221
- 0.012618 782.221
- 0.012619 782.221
- 0.012123 1076.68
- 0.012122 1076.77
- 0.012121 1076.86
- @#*&* {"symbol": "LOTTUSDT", "price": 0.012121, "quantity": 1076.850000, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.012122, "quantity": 1076.760000, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.012619, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.012618, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.012123, "quantity": 1076.680000, "type": LIMIT", "side": BUY"}
- @#*&* {"symbol": "LOTTUSDT", "price": 0.012617, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
- csize: 6
- [ 2024-06-01-11-29-50 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- [ 2024-06-01-11-29-50 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012122, "quantity": 1076.760000, "client_order_id": 1717241390609, "type": LIMIT", "side": BUY"}
- [ 2024-06-01-11-29-50 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- [ 2024-06-01-11-29-50 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- [ 2024-06-01-11-29-50 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012619, "quantity": 782.220000, "client_order_id": 1717241390610, "type": LIMIT", "side": SELL"}
- [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012121, "quantity": 1076.850000, "client_order_id": 1717241390608, "type": LIMIT", "side": BUY"}
- [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012123, "quantity": 1076.680000, "client_order_id": 1717241390612, "type": LIMIT", "side": BUY"}
- [ 2024-06-01-11-29-50 ] DEBUG ! cancel: {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012617, "quantity": 782.220000, "client_order_id": 1717241390613, "type": LIMIT", "side": SELL"}
- [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012618, "quantity": 782.220000, "client_order_id": 1717241390611, "type": LIMIT", "side": SELL"}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390852", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390852", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390852", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- Erase
- limit/market orders size: 11
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390857", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717092912, "balance": {"asset": "USDT", "free": 309.289, "locked": 82.289, "update_time": 1717241390853}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390857", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717092912, "balance": {"asset": "USDT", "free": 309.289, "locked": 82.289, "update_time": 1717241390853}}
- [ 2024-06-01-11-29-50 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717240855578, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012630, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038999289168}
- [ 2024-06-01-11-29-50 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 137038632308048}
- [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1076.760000, "update_time": 1717241390850}
- [ 2024-06-01-11-29-50 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 137038649093456}
- [ 2024-06-01-11-29-50 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038640700752}
- [ 2024-06-01-11-29-50 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137039007681872}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390871", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390871", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390871", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 137038717136160}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- Erase
- limit/market orders size: 10
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855574, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012133, "quantity": 1075.790000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- Erase
- limit/market orders size: 9
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855577, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012631, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- Erase
- limit/market orders size: 8
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241129343, "type": LIMIT, "side": SELL, "status": "CANCELED", "price": 0.012629, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390609, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012122, "quantity": 1076.760000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390609, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012122, "quantity": 1076.760000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390872", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390609, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012122, "quantity": 1076.760000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241390609, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012122, "quantity": 1076.760000, "filled_quantity": 0.000000, "update_time": 137038717113792}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241390609, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012122, "quantity": 1076.760000, "update_time": 137038717145104}
- limit/market orders size: 8
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390609, "type": LIMIT, "side": BUY, "status": "NEW", "price": [ 2024-06-01-11-29-50 ] DEBUG ? cancel: {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012132, "quantity": 0.012122, "quantity": 1076.760000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- 1075.880000, "filled_quantity": 0.000000, "update_time": 137038623915344}
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390609, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012122, "quantity": 1076.760000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390871", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717125840, "balance": {"asset": "LOTT", "free": 4302.22, "locked": 1564.44, "update_time": 1717241390866}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390871", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717125840, "balance": {"asset": "LOTT", "free": 4302.22, "locked": 1564.44, "update_time": 1717241390866}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390875", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390875", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390875", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 137038717136160}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- Erase
- limit/market orders size: 7
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717240855575, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012134, "quantity": 1075.700000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717241390887}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390894", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390894", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390894", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 137038717113792}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 1717241390632}
- Erase
- limit/market orders size: 6
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241129342, "type": LIMIT, "side": BUY, "status": "CANCELED", "price": 0.012132, "quantity": 1075.880000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390895", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390612, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012123, "quantity": 1076.680000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390895", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390612, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012123, "quantity": 1076.680000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390895", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390612, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012123, "quantity": 1076.680000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717241390892}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241390612, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012123, "quantity": 1076.680000, "filled_quantity": 0.000000, "update_time": 137038717136160}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241390612, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012123, "quantity": 1076.680000, "update_time": 137038717145104}
- limit/market orders size: 6
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390612, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012123, "quantity": 1076.680000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390612, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012123, "quantity": 1076.680000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390893", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717093472, "balance": {"asset": "USDT", "free": 296.223, "locked": 95.3546, "update_time": 1717241390889}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390893", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1076.840000, "update_time": 1717241390892}
- "event_time": 137038717093472, "balance": {"asset": "USDT", "free": 296.223, "locked": 95.3546, "update_time": 1717241390889}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390893", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717107280, "balance": {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 1717241390890}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390893", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717107280, "balance": {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 1717241390890}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390898", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390611, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012618, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390898", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390611, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012618, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390898", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390611, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012618, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241390611, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012618, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241390611, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012618, "quantity": 782.220000, "update_time": 137038717145104}
- limit/market orders size: 6
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390611, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012618, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390611, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012618, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390898", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717107952, "balance": {"asset": "LOTT", "free": 2737.78, "locked": 3128.88, "update_time": 1717241390895}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390898", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717107952, "balance": {"asset": "LOTT", "free": 2737.78, "locked": 3128.88, "update_time": 1717241390895}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390898", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717092912, "balance": {"asset": "USDT", "free": 283.158, "locked": 108.42, "update_time": 1717241390895}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390898", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717092912, "balance": {"asset": "USDT", "free": 283.158, "locked": 108.42, "update_time": 1717241390895}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390900", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717094048, "balance": {"asset": "USDT", "free": 309.289, "locked": 82.2889, "update_time": 1717241390897}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390900", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717094048, "balance": {"asset": "USDT", "free": 309.289, "locked": 82.2889, "update_time": 1717241390897}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012617, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012617, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012617, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012617, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}
- [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1076.680000, "update_time": 1717241390887}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012617, "quantity": 782.220000, "update_time": 137038717145104}
- limit/market orders size: 6
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012617, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012617, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390608, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012121, "quantity": 1076.840000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390608, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012121, "quantity": 1076.840000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390608, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012121, "quantity": 1076.840000, "filled_quantity": 0.000000, "update_time": 137038717113792}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241390608, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012121, "quantity": 1076.840000, "filled_quantity": 0.000000, "update_time": 137038717113792}
- [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717241390901}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241390608, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012121, "quantity": 1076.850000, "update_time": 137038717145104}
- limit/market orders size: 6
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390608, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012121, "quantity": 1076.840000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390608, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012121, "quantity": 1076.840000, "filled_quantity": 0.000000, "update_time": 137038717113792}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390908", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717132960, "balance": {"asset": "USDT", "free": 322.355, "locked": 69.2233, "update_time": 1717241390907}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390908", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717132960, "balance": {"asset": "USDT", "free": 322.355, "locked": 69.2233, "update_time": 1717241390907}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390913", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390610, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012619, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390913", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390610, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012619, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- [ 2024-06-01-11-29-50 ] INFO : WebSocketEvent: delta=1.71724e+11, event_time=1717241390913", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 137039050370200, "order": {"symbol": "LOTTUSDT", "coid": 1717241390610, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012619, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}}
- limit
- [ 2024-06-01-11-29-50 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1717241390610, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012619, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}
- [ 2024-06-01-11-29-50 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1717241390610, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012619, "quantity": 782.220000, "update_time": 137038717145104}
- limit/market orders size: 6
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390610, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012619, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- portfolio fill event
- ! LOTTUSDT
- In fill event risk manager
- risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- handle FillEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1717241390610, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012619, "quantity": 782.220000, "filled_quantity": 0.000000, "update_time": 137038717136160}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717107280, "balance": {"asset": "LOTT", "free": 1955.56, "locked": 3911.1, "update_time": 1717241390906}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390909", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717107280, "balance": {"asset": "LOTT", "free": 1955.56, "locked": 3911.1, "update_time": 1717241390906}}
- callback
- WebSocketEvent: delta=1.71724e+11, event_time=1717241390978", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717126384, "balance": {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 1717241390976}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390978", type="ACCOUNT_UPDATE", event: {"stream": ACCOUNT_UPDATE, "event_time": 137038717126384, "balance": {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 1717241390976}}
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241391315", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241391327, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241391327, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- in mm _process
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241391815", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241391822, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241391822, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- in mm _process
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241392314", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241392325, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241392325, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- in mm _process
- handle WebSocketEvent: delta=1.71724e+11, event_time=1717241392814", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241392828, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- handle MarketEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="ORDER_BOOK", order book: {"symbol": "LOTTUSDT", "update_time": 1717241392828, "asks": [[0.012607, 1961.89], [0.012617, 782.22], [0.012618, 782.22], [0.012619, 782.22], [0.012626, 593.37], [0.013114, 515.72], [0.013233, 10723.2], [0.014100, 931.24], [0.014262, 423.33], [0.014819, 452.64], [0.015009, 651.59], [0.016539, 382.21], [0.016831, 380.44], [0.018207, 692.75], [0.018265, 1606.16], [0.018472, 5715.33], [0.018515, 5401.02], [0.019885, 6333], [0.020000, 63618], [0.024999, 7155.44], "bids": , [0.006604, 15150.5], [0.006608, 7566.58], [0.007000, 9004.92], [0.008000, 7879.29], [0.008523, 7743.75], [0.008755, 731.12], [0.009225, 5311.65], [0.009250, 7567.56], [0.009416, 702.29], [0.009671, 5066.68], [0.009826, 676.83], [0.010055, 4873.18], [0.010300, 4908.7], [0.010302, 5522.08], [0.010684, 634.75], [0.010685, 14221.9], [0.011791, 525.67], [0.012121, 1076.84], [0.012122, 1076.76], [0.012123, 1076.68]]}
- in mm _process
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