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den4ik2003
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. {"asset": "ORDITT", "free": 288.29, "locked": 0, "update_time": 137039041252112}
  5. {"asset": "LOTT", "free": 3520, "locked": 2346.66, "update_time": 137039041252112}
  6. {"asset": "RSR", "free": 39554.1, "locked": 0, "update_time": 137039041252112}
  7. {"asset": "USDT", "free": 322.354, "locked": 69.2234, "update_time": 137039041252112}
  8. {"params":["spot@private.account.v3.api","spot@public.limit.depth.v3.api@LOTTUSDT@20","spot@private.orders.v3.api"],"method":"SUBSCRIPTION"}
  9. handle WebSocketEvent: delta=1.71724e+11, event_time=1717241390814", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
  10. 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]]}
  11. 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]]}
  12. in mm _process
  13. get_timestamp() - last_upd > cooldown: upd = 6859598247333864036
  14. new mid price: 0.012370
  15. start orders calculating
  16. calculating completed
  17. 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); ]
  18. 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); ]
  19. 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); ]
  20. [ 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); ]
  21. LIMIT_GRID
  22. 0.012617 782.221
  23. 0.012618 782.221
  24. 0.012619 782.221
  25. 0.012123 1076.68
  26. 0.012122 1076.77
  27. 0.012121 1076.86
  28. @#*&* {"symbol": "LOTTUSDT", "price": 0.012121, "quantity": 1076.850000, "type": LIMIT", "side": BUY"}
  29. @#*&* {"symbol": "LOTTUSDT", "price": 0.012122, "quantity": 1076.760000, "type": LIMIT", "side": BUY"}
  30. @#*&* {"symbol": "LOTTUSDT", "price": 0.012619, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
  31. @#*&* {"symbol": "LOTTUSDT", "price": 0.012618, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
  32. @#*&* {"symbol": "LOTTUSDT", "price": 0.012123, "quantity": 1076.680000, "type": LIMIT", "side": BUY"}
  33. @#*&* {"symbol": "LOTTUSDT", "price": 0.012617, "quantity": 782.220000, "type": LIMIT", "side": SELL"}
  34. csize: 6
  35. [ 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}
  36. [ 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}
  37. [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012122, "quantity": 1076.760000, "client_order_id": 1717241390609, "type": LIMIT", "side": BUY"}
  38. [ 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}
  39. [ 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}
  40. [ 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}
  41. [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012619, "quantity": 782.220000, "client_order_id": 1717241390610, "type": LIMIT", "side": SELL"}
  42. [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012121, "quantity": 1076.850000, "client_order_id": 1717241390608, "type": LIMIT", "side": BUY"}
  43. [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012123, "quantity": 1076.680000, "client_order_id": 1717241390612, "type": LIMIT", "side": BUY"}
  44. [ 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}
  45. [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012617, "quantity": 782.220000, "client_order_id": 1717241390613, "type": LIMIT", "side": SELL"}
  46. [ 2024-06-01-11-29-50 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012618, "quantity": 782.220000, "client_order_id": 1717241390611, "type": LIMIT", "side": SELL"}
  47.  
  48. callback
  49. 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}}
  50.  
  51. 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}}
  52. [ 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}}
  53. limit
  54. [ 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}
  55. [ 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}
  56. Erase
  57. limit/market orders size: 11
  58. 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}
  59. portfolio fill event
  60. ! LOTTUSDT
  61. In fill event risk manager
  62. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  63. 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}
  64.  
  65. callback
  66. 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}}
  67.  
  68. 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}}
  69. [ 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}
  70. [ 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}
  71. [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1076.760000, "update_time": 1717241390850}
  72. [ 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}
  73. [ 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}
  74. [ 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}
  75.  
  76. callback
  77. 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}}
  78.  
  79. 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}}
  80. [ 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}}
  81. limit
  82. [ 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}
  83. [ 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}
  84. Erase
  85. limit/market orders size: 10
  86. 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}
  87. portfolio fill event
  88. ! LOTTUSDT
  89. In fill event risk manager
  90. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  91. 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}
  92.  
  93. callback
  94. 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}}
  95.  
  96. 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}}
  97. [ 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}}
  98. limit
  99. [ 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}
  100. [ 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}
  101. Erase
  102. limit/market orders size: 9
  103. 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}
  104. portfolio fill event
  105. ! LOTTUSDT
  106. In fill event risk manager
  107. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  108. 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}
  109.  
  110. callback
  111. 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}}
  112.  
  113. 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}}
  114. [ 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}}
  115. limit
  116. [ 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}
  117. [ 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}
  118. Erase
  119. limit/market orders size: 8
  120. 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}
  121. portfolio fill event
  122. ! LOTTUSDT
  123. In fill event risk manager
  124. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  125. 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}
  126.  
  127. callback
  128. 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}}
  129.  
  130. 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}}
  131. [ 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}}
  132. limit
  133. [ 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}
  134. [ 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}
  135. limit/market orders size: 8
  136. 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}
  137. portfolio fill event
  138. ! LOTTUSDT
  139. 1075.880000, "filled_quantity": 0.000000, "update_time": 137038623915344}
  140. In fill event risk manager
  141. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  142. 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}
  143.  
  144. callback
  145. 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}}
  146.  
  147. 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}}
  148.  
  149. callback
  150. 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}}
  151.  
  152. 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}}
  153. [ 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}}
  154. limit
  155. [ 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}
  156. [ 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}
  157. Erase
  158. limit/market orders size: 7
  159. 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}
  160. portfolio fill event
  161. ! LOTTUSDT
  162. In fill event risk manager
  163. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  164. 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}
  165. [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717241390887}
  166.  
  167. callback
  168. 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}}
  169.  
  170. 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}}
  171. [ 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}}
  172. limit
  173. [ 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}
  174. [ 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}
  175. Erase
  176. limit/market orders size: 6
  177. 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}
  178. portfolio fill event
  179. ! LOTTUSDT
  180. In fill event risk manager
  181. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  182. 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}
  183.  
  184. callback
  185. 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}}
  186.  
  187. 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}}
  188. [ 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}}
  189. [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717241390892}
  190. limit
  191. [ 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}
  192. [ 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}
  193. limit/market orders size: 6
  194. 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}
  195. portfolio fill event
  196. ! LOTTUSDT
  197. In fill event risk manager
  198. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  199. 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}
  200.  
  201. callback
  202. 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}}
  203.  
  204. 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}
  205. "event_time": 137038717093472, "balance": {"asset": "USDT", "free": 296.223, "locked": 95.3546, "update_time": 1717241390889}}
  206.  
  207. callback
  208. 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}}
  209.  
  210. 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}}
  211.  
  212. callback
  213. 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}}
  214.  
  215. 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}}
  216. [ 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}}
  217. limit
  218. [ 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}
  219. [ 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}
  220. limit/market orders size: 6
  221. 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}
  222. portfolio fill event
  223. ! LOTTUSDT
  224. In fill event risk manager
  225. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  226. 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}
  227.  
  228. callback
  229. 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}}
  230.  
  231. 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}}
  232.  
  233. callback
  234. 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}}
  235.  
  236. 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}}
  237.  
  238. callback
  239. 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}}
  240.  
  241. 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}}
  242.  
  243. callback
  244. 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}}
  245.  
  246. 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}}
  247. [ 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}}
  248. limit
  249. [ 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}
  250. [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1076.680000, "update_time": 1717241390887}
  251. [ 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}
  252. limit/market orders size: 6
  253. 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}
  254. portfolio fill event
  255. ! LOTTUSDT
  256. In fill event risk manager
  257. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  258. 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}
  259.  
  260. callback
  261. 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}}
  262.  
  263. 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}}
  264. [ 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}}
  265. limit
  266. [ 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}
  267. [ 2024-06-01-11-29-50 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1717241390613, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 782.220000, "update_time": 1717241390901}
  268. [ 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}
  269. limit/market orders size: 6
  270. 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}
  271. portfolio fill event
  272. ! LOTTUSDT
  273. In fill event risk manager
  274. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  275. 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}
  276.  
  277. callback
  278. 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}}
  279.  
  280. 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}}
  281.  
  282. callback
  283. 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}}
  284.  
  285. 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}}
  286. [ 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}}
  287. limit
  288. [ 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}
  289. [ 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}
  290. limit/market orders size: 6
  291. 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}
  292. portfolio fill event
  293. ! LOTTUSDT
  294. In fill event risk manager
  295. risk checker res OrderEvent: delta=1.7171e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
  296. 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}
  297.  
  298. callback
  299. 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}}
  300.  
  301. 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}}
  302.  
  303. callback
  304. 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}}
  305.  
  306. 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}}
  307. handle WebSocketEvent: delta=1.71724e+11, event_time=1717241391315", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
  308. 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]]}
  309. 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]]}
  310. in mm _process
  311. handle WebSocketEvent: delta=1.71724e+11, event_time=1717241391815", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
  312. 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]]}
  313. 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]]}
  314. in mm _process
  315. handle WebSocketEvent: delta=1.71724e+11, event_time=1717241392314", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
  316. 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]]}
  317. 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]]}
  318. in mm _process
  319. handle WebSocketEvent: delta=1.71724e+11, event_time=1717241392814", type="PART_DEPTH", event: {"stream": PART_DEPTH, "event_time": 137039050370200}
  320. 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]]}
  321. 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]]}
  322. in mm _process
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