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den4ik2003

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Jul 3rd, 2024
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  1. balance indicator: 0x5e71c8025060 0x5e71c80258c0
  2. {"asset": "LAI", "free": 1129, "locked": 1690, "wallet": 0, "update_time": 0}
  3. {"asset": "USDT", "free": 21.6172, "locked": 32.382, "wallet": 0, "update_time": 0}
  4. {"asset": "CHAT", "free": 0, "locked": 0, "wallet": 0, "update_time": 0}
  5. {"asset": "ALGO", "free": 0.000221, "locked": 0, "wallet": 0, "update_time": 0}
  6. [ 1720012846648 ] MESSAGE: mm _process
  7. [ 1720012846648 ] MESSAGE: mid price not changed
  8. [ 1720012846648 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  9. [ 1720012846648 ] MESSAGE: max pos is not exceeded
  10. [ 1720012846648 ] MESSAGE: get_timestamp() - last_upd > cooldown: upd = 1720012846648
  11. [ 2024-07-03-13-20-46 ] DEBUG overall risk checker res: OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017707, 845.7); (0.017708, 845.7); ], bids: [(0.014488, 1118.15); (0.014487, 1118.23); ]
  12. [ 2024-07-03-13-20-46 ] INFO : OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017707, 845.7); (0.017708, 845.7); ], bids: [(0.014488, 1118.15); (0.014487, 1118.23); ]
  13. [ 1720012846649 ] MESSAGE: LIMIT GRID
  14. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 0.017707
  15. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 845.7
  16. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 0.017708
  17. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 845.7
  18. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 0.014488
  19. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 1118.15
  20. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 0.014487
  21. [ 2024-07-03-13-20-46 ] DEBUG in _process_limit_grid: 1118.23
  22. [ 2024-07-03-13-20-46 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014487, "quantity": 1118.200000, "type": "LIMIT", "side": "BUY"}
  23. [ 2024-07-03-13-20-46 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014488, "quantity": 1118.100000, "type": "LIMIT", "side": "BUY"}
  24. [ 2024-07-03-13-20-46 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017708, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  25. [ 2024-07-03-13-20-46 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017707, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  26. [ 1720012846650 ] MESSAGE: csize: 4
  27. [ 2024-07-03-13-20-46 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805406, "order_id": "620972411487072512", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017637, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012840002}
  28. [ 2024-07-03-13-20-46 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805405, "order_id": "620972411374415872", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017638, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012839995}
  29. [ 2024-07-03-13-20-46 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805403, "order_id": "620972411724311040", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014430, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012840016}
  30. [ 2024-07-03-13-20-46 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805404, "order_id": "620972411861478912", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014431, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012840024}
  31. [ 2024-07-03-13-20-46 ] DEBUG ? cancel: empty order
  32. [ 2024-07-03-13-20-46 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014487, "quantity": 1118.200000, "client_order_id": 1720011805407, "type": "LIMIT", "side": "BUY"}
  33. [ 2024-07-03-13-20-46 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014488, "quantity": 1118.100000, "client_order_id": 1720011805408, "type": "LIMIT", "side": "BUY"}
  34. [ 2024-07-03-13-20-46 ] DEBUG ! new: [ 1720012846750 ] MESSAGE: mm _process
  35. {"symbol": "LAI_USDT", "price": 0.017707, "quantity": 845.700000, "client_order_id": 1720011805410, "type": "LIMIT", "side": "SELL"}
  36. [ 1720012846751 ] MESSAGE: mid price not changed
  37. [ 1720012846751 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  38. [ 1720012846751 ] MESSAGE: max pos is not exceeded
  39. [ 1720012846751 ] MESSAGE: cooldown is not exceeded
  40. [ 2024-07-03-13-20-46 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.017708, "quantity": 845.700000, "client_order_id": 1720011805409, "type": "LIMIT", "side": "SELL"}
  41. [ 2024-07-03-13-20-46 ] DEBUG ? cancel: empty order
  42. [ 2024-07-03-13-20-46 ] DEBUG ? cancel: empty order
  43. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846765", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805404, "order_id": "620972411861478912", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014431, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012846733}}
  44. [ 1720012846766 ] MESSAGE: limit
  45. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805404, "order_id": "620972411861478912", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014431, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012846733}
  46. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805404, "order_id": "620972411861478912", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014431, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012840024}
  47. [ 1720012846766 ] MESSAGE: erase
  48. [ 1720012846767 ] MESSAGE: in market making strategy fill process
  49. [ 1720012846767 ] MESSAGE: ! LAI_USDT
  50. ping
  51. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846767", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805403, "order_id": "620972411724311040", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014430, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012846736}}
  52. [ 1720012846768 ] MESSAGE: limit
  53. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805403, "order_id": "620972411724311040", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014430, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012846736}
  54. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805403, "order_id": "620972411724311040", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014430, "quantity": 1122.000000, "filled_quantity": 0.000000, "update_time": 1720012840016}
  55. [ 1720012846768 ] MESSAGE: erase
  56. [ 1720012846768 ] MESSAGE: in market making strategy fill process
  57. [ 1720012846769 ] MESSAGE: ! LAI_USDT
  58. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846781", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805406, "order_id": "620972411487072512", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017637, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846748}}
  59. [ 1720012846782 ] MESSAGE: limit
  60. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805406, "order_id": "620972411487072512", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017637, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846748}
  61. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805406, "order_id": "620972411487072512", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017637, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012840002}
  62. [ 1720012846782 ] MESSAGE: erase
  63. [ 1720012846782 ] MESSAGE: in market making strategy fill process
  64. [ 1720012846783 ] MESSAGE: ! LAI_USDT
  65. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846801", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805405, "order_id": "620972411374415872", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017638, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846770}}
  66. [ 1720012846801 ] MESSAGE: limit
  67. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805405, "order_id": "620972411374415872", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017638, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846770}
  68. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805405, "order_id": "620972411374415872", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017638, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012839995}
  69. [ 1720012846802 ] MESSAGE: erase
  70. [ 1720012846802 ] MESSAGE: in market making strategy fill process
  71. [ 1720012846802 ] MESSAGE: ! LAI_USDT
  72. [ 2024-07-03-13-20-46 ] DEBUG ? cancel: empty order
  73. [ 2024-07-03-13-20-46 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525508638720", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.700000, "update_time": 1720012846842}
  74. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846845", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525508638720", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846798}}
  75. [ 1720012846845 ] MESSAGE: limit
  76. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525508638720", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846798}
  77. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017708, "quantity": 845.700000, "update_time": 0}
  78. [ 1720012846846 ] MESSAGE: in market making strategy fill process
  79. [ 1720012846846 ] MESSAGE: ! LAI_USDT
  80. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846852", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805410, "order_id": "620972525593638411", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846803}}
  81. [ 1720012846852 ] MESSAGE: limit
  82. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805410, "order_id": "620972525593638411", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846803}
  83. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805410, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017707, "quantity": 845.700000, "update_time": 0}
  84. [ 1720012846853 ] MESSAGE: in market making strategy fill process
  85. [ 1720012846853 ] MESSAGE: ! LAI_USDT
  86. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846855", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805407, "order_id": "620972525692922624", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846809}}
  87. [ 1720012846855 ] MESSAGE: limit
  88. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805407, "order_id": "620972525692922624", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846809}
  89. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805407, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014487, "quantity": 1118.200000, "update_time": 0}
  90. [ 1720012846856 ] MESSAGE: in market making strategy fill process
  91. [ 1720012846856 ] MESSAGE: ! LAI_USDT
  92. [ 2024-07-03-13-20-46 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525593638411", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.700000, "update_time": 1720012846859}
  93. [ 2024-07-03-13-20-46 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525692922624", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.700000, "update_time": 1720012846863}
  94. [ 2024-07-03-13-20-46 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012846870", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805408, "order_id": "620972525895556352", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846821}}
  95. [ 1720012846871 ] MESSAGE: limit
  96. [ 2024-07-03-13-20-46 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525895556352", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.700000, "update_time": 1720012846871}
  97. [ 2024-07-03-13-20-46 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805408, "order_id": "620972525895556352", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846821}
  98. [ 2024-07-03-13-20-46 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805408, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014488, "quantity": 1118.100000, "update_time": 0}
  99. [ 1720012846872 ] MESSAGE: in market making strategy fill process
  100. [ 1720012846872 ] MESSAGE: ! LAI_USDT
  101. [ 1720012847753 ] MESSAGE: mm _process
  102. [ 1720012847753 ] MESSAGE: mid price not changed
  103. [ 1720012847754 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  104. [ 1720012847754 ] MESSAGE: max pos is not exceeded
  105. [ 1720012847754 ] MESSAGE: cooldown is not exceeded
  106. [ 1720012847754 ] MESSAGE: mm _process
  107. [ 1720012847754 ] MESSAGE: mid price not changed
  108. [ 1720012847754 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  109. [ 1720012847754 ] MESSAGE: max pos is not exceeded
  110. [ 1720012847754 ] MESSAGE: cooldown is not exceeded
  111. [ 1720012848607 ] MESSAGE: mm _process
  112. [ 1720012848607 ] MESSAGE: mid price not changed
  113. [ 1720012848607 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  114. [ 1720012848607 ] MESSAGE: max pos is not exceeded
  115. [ 1720012848607 ] MESSAGE: cooldown is not exceeded
  116. [ 1720012848607 ] MESSAGE: mm _process
  117. [ 1720012848607 ] MESSAGE: mid price not changed
  118. [ 1720012848607 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  119. [ 1720012848607 ] MESSAGE: max pos is not exceeded
  120. [ 1720012848607 ] MESSAGE: cooldown is not exceeded
  121. [ 1720012850529 ] MESSAGE: mm _process
  122. [ 1720012850529 ] MESSAGE: mid price not changed
  123. [ 1720012850529 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  124. [ 1720012850529 ] MESSAGE: max pos is not exceeded
  125. [ 1720012850529 ] MESSAGE: cooldown is not exceeded
  126. [ 1720012850529 ] MESSAGE: mm _process
  127. [ 1720012850529 ] MESSAGE: mid price not changed
  128. [ 1720012850529 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  129. [ 1720012850529 ] MESSAGE: max pos is not exceeded
  130. [ 1720012850529 ] MESSAGE: cooldown is not exceeded
  131. [ 1720012851225 ] MESSAGE: mm _process
  132. [ 1720012851225 ] MESSAGE: mid price not changed
  133. [ 1720012851225 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  134. [ 1720012851225 ] MESSAGE: max pos is not exceeded
  135. [ 1720012851226 ] MESSAGE: cooldown is not exceeded
  136. [ 1720012851226 ] MESSAGE: mm _process
  137. [ 1720012851226 ] MESSAGE: mid price not changed
  138. [ 1720012851226 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  139. [ 1720012851226 ] MESSAGE: max pos is not exceeded
  140. [ 1720012851226 ] MESSAGE: cooldown is not exceeded
  141. [ 1720012852157 ] MESSAGE: mm _process
  142. [ 1720012852157 ] MESSAGE: mid price not changed
  143. [ 1720012852157 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  144. [ 1720012852157 ] MESSAGE: max pos is not exceeded
  145. [ 1720012852157 ] MESSAGE: cooldown is not exceeded
  146. [ 1720012852157 ] MESSAGE: mm _process
  147. [ 1720012852157 ] MESSAGE: mid price not changed
  148. [ 1720012852157 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  149. [ 1720012852157 ] MESSAGE: max pos is not exceeded
  150. [ 1720012852157 ] MESSAGE: cooldown is not exceeded
  151. [ 1720012853236 ] MESSAGE: mm _process
  152. [ 1720012853236 ] MESSAGE: mid price not changed
  153. [ 1720012853236 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  154. [ 1720012853236 ] MESSAGE: max pos is not exceeded
  155. [ 1720012853236 ] MESSAGE: get_timestamp() - last_upd > cooldown: upd = 1720012853236
  156. [ 2024-07-03-13-20-53 ] DEBUG overall risk checker res: OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017707, 845.7); (0.017708, 845.7); ], bids: [(0.014488, 1118.15); (0.014487, 1118.23); ]
  157. [ 2024-07-03-13-20-53 ] INFO : OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017707, 845.7); (0.017708, 845.7); ], bids: [(0.014488, 1118.15); (0.014487, 1118.23); ]
  158. [ 1720012853237 ] MESSAGE: LIMIT GRID
  159. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 0.017707
  160. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 845.7
  161. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 0.017708
  162. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 845.7
  163. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 0.014488
  164. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 1118.15
  165. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 0.014487
  166. [ 2024-07-03-13-20-53 ] DEBUG in _process_limit_grid: 1118.23
  167. [ 2024-07-03-13-20-53 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014487, "quantity": 1118.200000, "type": "LIMIT", "side": "BUY"}
  168. [ 2024-07-03-13-20-53 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014488, "quantity": 1118.100000, "type": "LIMIT", "side": "BUY"}
  169. [ 2024-07-03-13-20-53 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017708, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  170. [ 2024-07-03-13-20-53 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017707, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  171. [ 1720012853238 ] MESSAGE: csize: 4
  172. [ 2024-07-03-13-20-53 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805410, "order_id": "620972525593638411", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846803}
  173. [ 2024-07-03-13-20-53 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525508638720", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846798}
  174. [ 2024-07-03-13-20-53 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805407, "order_id": "620972525692922624", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846809}
  175. [ 2024-07-03-13-20-53 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805408, "order_id": "620972525895556352", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846821}
  176. [ 2024-07-03-13-20-53 ] DEBUG ? cancel: empty order
  177. [ 2024-07-03-13-20-53 ] DEBUG ? cancel: empty order
  178. [ 2024-07-03-13-20-53 ] DEBUG ? cancel: empty order
  179. [ 2024-07-03-13-20-53 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014487, "quantity": 1118.200000, "client_order_id": 1720011805411, "type": "LIMIT", "side": "BUY"}
  180. [ 2024-07-03-13-20-53 ] DEBUG ! new: [ 1720012853338 ] MESSAGE: mm _process
  181. [ 1720012853338 ] {"symbol": "LAI_USDT", "price": 0.017707, "quantity": 845.700000, "client_order_id": 1720011805414, "type": "LIMIT", "side": "SELL"}
  182. MESSAGE: mid price not changed
  183. [ 1720012853339 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  184. [ 2024-07-03-13-20-53 ] DEBUG ! new: [ 1720012853339 ] MESSAGE: max pos is not exceeded
  185. {"symbol": "LAI_USDT", "price": 0.017708, "quantity": 845.700000, "client_order_id": 1720011805413, "type": "LIMIT", "side": "SELL"}
  186. [ 1720012853339 ] MESSAGE: cooldown is not exceeded
  187. [ 2024-07-03-13-20-53 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014488, "quantity": 1118.100000, "client_order_id": 1720011805412, "type": "LIMIT", "side": "BUY"}
  188. [ 2024-07-03-13-20-53 ] DEBUG ? cancel: empty order
  189. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853350", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805410, "order_id": "620972525593638411", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853321}}
  190. [ 1720012853351 ] MESSAGE: limit
  191. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805410, "order_id": "620972525593638411", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853321}
  192. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805410, "order_id": "620972525593638411", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846803}
  193. [ 1720012853352 ] MESSAGE: erase
  194. [ 1720012853352 ] MESSAGE: in market making strategy fill process
  195. [ 1720012853352 ] MESSAGE: ! LAI_USDT
  196. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853352", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805408, "order_id": "620972525895556352", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853320}}
  197. [ 1720012853353 ] MESSAGE: limit
  198. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805408, "order_id": "620972525895556352", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853320}
  199. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805408, "order_id": "620972525895556352", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846821}
  200. [ 1720012853353 ] MESSAGE: erase
  201. [ 1720012853354 ] MESSAGE: in market making strategy fill process
  202. [ 1720012853354 ] MESSAGE: ! LAI_USDT
  203. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853354", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525508638720", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853322}}
  204. [ 1720012853355 ] MESSAGE: limit
  205. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525508638720", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853322}
  206. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805409, "order_id": "620972525508638720", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012846798}
  207. [ 1720012853355 ] MESSAGE: erase
  208. [ 1720012853355 ] MESSAGE: in market making strategy fill process
  209. [ 1720012853355 ] MESSAGE: ! LAI_USDT
  210. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853356", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805407, "order_id": "620972525692922624", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853322}}
  211. [ 1720012853356 ] MESSAGE: limit
  212. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805407, "order_id": "620972525692922624", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853322}
  213. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805407, "order_id": "620972525692922624", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012846809}
  214. [ 1720012853357 ] MESSAGE: erase
  215. [ 1720012853357 ] MESSAGE: in market making strategy fill process
  216. [ 1720012853357 ] MESSAGE: ! LAI_USDT
  217. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853427", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636070292225", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853388}}
  218. [ 1720012853427 ] MESSAGE: limit
  219. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636070292225", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853388}
  220. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014488, "quantity": 1118.100000, "update_time": 0}
  221. [ 1720012853428 ] MESSAGE: in market making strategy fill process
  222. [ 1720012853428 ] MESSAGE: ! LAI_USDT
  223. [ 2024-07-03-13-20-53 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636070292225", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.100000, "update_time": 1720012853431}
  224. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853438", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805411, "order_id": "620972636169906689", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853394}}
  225. [ 1720012853439 ] MESSAGE: limit
  226. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805411, "order_id": "620972636169906689", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853394}
  227. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805411, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014487, "quantity": 1118.200000, "update_time": 0}
  228. [ 1720012853439 ] MESSAGE: in market making strategy fill process
  229. [ 1720012853439 ] MESSAGE: ! LAI_USDT
  230. [ 2024-07-03-13-20-53 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636169906689", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.100000, "update_time": 1720012853440}
  231. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853440", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805414, "order_id": "620972636271818752", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853400}}
  232. [ 1720012853441 ] MESSAGE: limit
  233. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805414, "order_id": "620972636271818752", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853400}
  234. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805414, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017707, "quantity": 845.700000, "update_time": 0}
  235. [ 1720012853441 ] MESSAGE: in market making strategy fill process
  236. [ 1720012853441 ] MESSAGE: ! LAI_USDT
  237. [ 2024-07-03-13-20-53 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636271818752", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.100000, "update_time": 1720012853442}
  238. [ 2024-07-03-13-20-53 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636338727680", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.100000, "update_time": 1720012853459}
  239. [ 2024-07-03-13-20-53 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012853460", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805413, "order_id": "620972636338727680", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853404}}
  240. [ 1720012853460 ] MESSAGE: limit
  241. [ 2024-07-03-13-20-53 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805413, "order_id": "620972636338727680", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853404}
  242. [ 2024-07-03-13-20-53 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805413, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017708, "quantity": 845.700000, "update_time": 0}
  243. [ 1720012853461 ] MESSAGE: in market making strategy fill process
  244. [ 1720012853461 ] MESSAGE: ! LAI_USDT
  245. [ 1720012853814 ] MESSAGE: mm _process
  246. [ 1720012853814 ] MESSAGE: mid price not changed
  247. [ 1720012853814 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  248. [ 1720012853814 ] MESSAGE: max pos is not exceeded
  249. [ 1720012853814 ] MESSAGE: cooldown is not exceeded
  250. [ 1720012853815 ] MESSAGE: mm _process
  251. [ 1720012853815 ] MESSAGE: mid price not changed
  252. [ 1720012853815 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  253. [ 1720012853815 ] MESSAGE: max pos is not exceeded
  254. [ 1720012853815 ] MESSAGE: cooldown is not exceeded
  255. [ 1720012855039 ] MESSAGE: mm _process
  256. [ 1720012855039 ] MESSAGE: mid price not changed
  257. [ 1720012855039 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  258. [ 1720012855039 ] MESSAGE: max pos is not exceeded
  259. [ 1720012855039 ] MESSAGE: cooldown is not exceeded
  260. [ 1720012855039 ] MESSAGE: mm _process
  261. [ 1720012855039 ] MESSAGE: mid price not changed
  262. [ 1720012855040 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  263. [ 1720012855040 ] MESSAGE: max pos is not exceeded
  264. [ 1720012855040 ] MESSAGE: cooldown is not exceeded
  265. ping
  266. [ 1720012856005 ] MESSAGE: mm _process
  267. [ 1720012856005 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  268. [ 1720012856005 ] MESSAGE: max pos is not exceeded
  269. [ 1720012856005 ] MESSAGE: cooldown is not exceeded
  270. [ 1720012856005 ] MESSAGE: mm _process
  271. [ 1720012856005 ] MESSAGE: mid price not changed
  272. [ 1720012856005 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  273. [ 1720012856005 ] MESSAGE: max pos is not exceeded
  274. [ 1720012856005 ] MESSAGE: cooldown is not exceeded
  275. balance indicator: 0x5e71c8025060 0x5e71c80258c0
  276. {"asset": "LAI", "free": 1129, "locked": 1690, "wallet": 0, "update_time": 0}
  277. {"asset": "USDT", "free": 21.6052, "locked": 32.3941, "wallet": 0, "update_time": 0}
  278. {"asset": "CHAT", "free": 0, "locked": 0, "wallet": 0, "update_time": 0}
  279. {"asset": "ALGO", "free": 0.000221, "locked": 0, "wallet": 0, "update_time": 0}
  280. [ 1720012857858 ] MESSAGE: mm _process
  281. [ 1720012857858 ] MESSAGE: mid price not changed
  282. [ 1720012857858 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  283. [ 1720012857858 ] MESSAGE: max pos is not exceeded
  284. [ 1720012857858 ] MESSAGE: cooldown is not exceeded
  285. [ 1720012857859 ] MESSAGE: mm _process
  286. [ 1720012857859 ] MESSAGE: mid price not changed
  287. [ 1720012857859 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  288. [ 1720012857859 ] MESSAGE: max pos is not exceeded
  289. [ 1720012857859 ] MESSAGE: cooldown is not exceeded
  290. [ 1720012858632 ] MESSAGE: mm _process
  291. [ 1720012858632 ] MESSAGE: mid price not changed
  292. [ 1720012858632 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  293. [ 1720012858632 ] MESSAGE: max pos is not exceeded
  294. [ 1720012858632 ] MESSAGE: cooldown is not exceeded
  295. [ 1720012858632 ] MESSAGE: mm _process
  296. [ 1720012858632 ] MESSAGE: mid price not changed
  297. [ 1720012858633 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  298. [ 1720012858633 ] MESSAGE: max pos is not exceeded
  299. [ 1720012858633 ] MESSAGE: cooldown is not exceeded
  300. [ 1720012859327 ] MESSAGE: mm _process
  301. [ 1720012859327 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  302. [ 1720012859327 ] MESSAGE: max pos is not exceeded
  303. [ 1720012859327 ] MESSAGE: get_timestamp() - last_upd > cooldown: upd = 1720012859327
  304. [ 2024-07-03-13-20-59 ] DEBUG overall risk checker res: OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017684, 845.7); (0.017685, 845.7); ], bids: [(0.014469, 1119.62); (0.014468, 1119.7); ]
  305. [ 2024-07-03-13-20-59 ] INFO : OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017684, 845.7); (0.017685, 845.7); ], bids: [(0.014469, 1119.62); (0.014468, 1119.7); ]
  306. [ 1720012859328 ] MESSAGE: LIMIT GRID
  307. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 0.017684
  308. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 845.7
  309. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 0.017685
  310. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 845.7
  311. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 0.014469
  312. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 1119.62
  313. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 0.014468
  314. [ 2024-07-03-13-20-59 ] DEBUG in _process_limit_grid: 1119.7
  315. [ 2024-07-03-13-20-59 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014468, "quantity": 1119.600000, "type": "LIMIT", "side": "BUY"}
  316. [ 2024-07-03-13-20-59 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014469, "quantity": 1119.600000, "type": "LIMIT", "side": "BUY"}
  317. [ 2024-07-03-13-20-59 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017685, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  318. [ 2024-07-03-13-20-59 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017684, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  319. [ 1720012859329 ] MESSAGE: csize: 4
  320. [ 2024-07-03-13-20-59 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805414, "order_id": "620972636271818752", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853400}
  321. [ 2024-07-03-13-20-59 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805411, "order_id": "620972636169906689", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853394}
  322. [ 2024-07-03-13-20-59 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636070292225", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853388}
  323. [ 2024-07-03-13-20-59 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805413, "order_id": "620972636338727680", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853404}
  324. [ 2024-07-03-13-20-59 ] DEBUG ? cancel: empty order
  325. [ 2024-07-03-13-20-59 ] DEBUG ? cancel: empty order
  326. [ 2024-07-03-13-20-59 ] DEBUG ? cancel: empty order
  327. [ 2024-07-03-13-20-59 ] DEBUG ? cancel: empty order
  328. [ 2024-07-03-13-20-59 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014468, "quantity": 1119.600000, "client_order_id": 1720011805415, "type": "LIMIT", "side": "BUY"}
  329. [ 2024-07-03-13-20-59 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.017684, "quantity": 845.700000, "client_order_id": 1720011805418, "type": "LIMIT", "side": "SELL"}
  330. [ 1720012859430 ] MESSAGE: mm _process
  331. [ 2024-07-03-13-20-59 ] DEBUG ! new: [ 1720012859430 ] MESSAGE: mid price not changed
  332. {"symbol": "LAI_USDT", "price": 0.014469, "quantity": 1119.600000, "client_order_id": 1720011805416, "type": "LIMIT", "side": "BUY"}
  333. [ 1720012859430 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  334. [ 1720012859430 ] MESSAGE: max pos is not exceeded
  335. [ 1720012859430 ] MESSAGE: cooldown is not exceeded
  336. [ 2024-07-03-13-20-59 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.017685, "quantity": 845.700000, "client_order_id": 1720011805417, "type": "LIMIT", "side": "SELL"}
  337. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859431", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636070292225", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012859402}}
  338. [ 1720012859431 ] MESSAGE: limit
  339. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636070292225", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012859402}
  340. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805412, "order_id": "620972636070292225", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014488, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853388}
  341. [ 1720012859432 ] MESSAGE: erase
  342. [ 1720012859432 ] MESSAGE: in market making strategy fill process
  343. [ 1720012859432 ] MESSAGE: ! LAI_USDT
  344. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859438", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805411, "order_id": "620972636169906689", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012859401}}
  345. [ 1720012859438 ] MESSAGE: limit
  346. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805411, "order_id": "620972636169906689", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012859401}
  347. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805411, "order_id": "620972636169906689", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014487, "quantity": 1118.000000, "filled_quantity": 0.000000, "update_time": 1720012853394}
  348. [ 1720012859439 ] MESSAGE: erase
  349. [ 1720012859439 ] MESSAGE: in market making strategy fill process
  350. [ 1720012859439 ] MESSAGE: ! LAI_USDT
  351. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859440", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805413, "order_id": "620972636338727680", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859406}}
  352. [ 1720012859440 ] MESSAGE: limit
  353. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805413, "order_id": "620972636338727680", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859406}
  354. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805413, "order_id": "620972636338727680", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017708, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853404}
  355. [ 1720012859441 ] MESSAGE: erase
  356. [ 1720012859441 ] MESSAGE: in market making strategy fill process
  357. [ 1720012859441 ] MESSAGE: ! LAI_USDT
  358. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859447", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805414, "order_id": "620972636271818752", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859411}}
  359. [ 1720012859447 ] MESSAGE: limit
  360. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805414, "order_id": "620972636271818752", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859411}
  361. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805414, "order_id": "620972636271818752", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017707, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012853400}
  362. [ 1720012859448 ] MESSAGE: erase
  363. [ 1720012859448 ] MESSAGE: in market making strategy fill process
  364. [ 1720012859448 ] MESSAGE: ! LAI_USDT
  365. [ 2024-07-03-13-20-59 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738362613760", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.700000, "update_time": 1720012859529}
  366. [ 2024-07-03-13-20-59 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738295246848", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.700000, "update_time": 1720012859533}
  367. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859536", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805416, "order_id": "620972738295246848", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859481}}
  368. [ 1720012859537 ] MESSAGE: limit
  369. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805416, "order_id": "620972738295246848", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859481}
  370. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805416, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014469, "quantity": 1119.600000, "update_time": 0}
  371. [ 1720012859537 ] MESSAGE: in market making strategy fill process
  372. [ 1720012859537 ] MESSAGE: ! LAI_USDT
  373. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859540", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738362613760", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859485}}
  374. [ 1720012859540 ] MESSAGE: limit
  375. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738362613760", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859485}
  376. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017685, "quantity": 845.700000, "update_time": 0}
  377. [ 1720012859541 ] MESSAGE: in market making strategy fill process
  378. [ 1720012859541 ] MESSAGE: ! LAI_USDT
  379. [ 2024-07-03-13-20-59 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738312081920", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.700000, "update_time": 1720012859541}
  380. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859542", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805415, "order_id": "620972738312081920", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014468, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859482}}
  381. [ 1720012859542 ] MESSAGE: limit
  382. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805415, "order_id": "620972738312081920", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014468, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859482}
  383. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805415, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014468, "quantity": 1119.600000, "update_time": 0}
  384. [ 1720012859543 ] MESSAGE: in market making strategy fill process
  385. [ 2024-07-03-13-20-59 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738445064192", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": [ 1720012859544 ] MESSAGE: ! LAI_USDT
  386. 0.017685, "quantity": 845.700000, "update_time": 1720012859542}
  387. [ 2024-07-03-13-20-59 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012859544", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805418, "order_id": "620972738445064192", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017684, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859490}}
  388. [ 1720012859545 ] MESSAGE: limit
  389. [ 2024-07-03-13-20-59 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805418, "order_id": "620972738445064192", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017684, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859490}
  390. [ 2024-07-03-13-20-59 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805418, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017684, "quantity": 845.700000, "update_time": 0}
  391. [ 1720012859545 ] MESSAGE: in market making strategy fill process
  392. [ 1720012859545 ] MESSAGE: ! LAI_USDT
  393. [ 1720012859902 ] MESSAGE: mm _process
  394. [ 1720012859902 ] MESSAGE: mid price not changed
  395. [ 1720012859902 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  396. [ 1720012859902 ] MESSAGE: max pos is not exceeded
  397. [ 1720012859902 ] MESSAGE: cooldown is not exceeded
  398. [ 1720012859902 ] MESSAGE: mm _process
  399. [ 1720012859902 ] MESSAGE: mid price not changed
  400. [ 1720012859902 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  401. [ 1720012859902 ] MESSAGE: max pos is not exceeded
  402. [ 1720012859903 ] MESSAGE: cooldown is not exceeded
  403. [ 1720012860528 ] MESSAGE: mm _process
  404. [ 1720012860528 ] MESSAGE: mid price not changed
  405. [ 1720012860528 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  406. [ 1720012860528 ] MESSAGE: max pos is not exceeded
  407. [ 1720012860528 ] MESSAGE: cooldown is not exceeded
  408. [ 1720012860528 ] MESSAGE: mm _process
  409. [ 1720012860528 ] MESSAGE: mid price not changed
  410. [ 1720012860528 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  411. [ 1720012860528 ] MESSAGE: max pos is not exceeded
  412. [ 1720012860529 ] MESSAGE: cooldown is not exceeded
  413. [ 1720012861361 ] MESSAGE: mm _process
  414. [ 1720012861361 ] MESSAGE: mid price not changed
  415. [ 1720012861361 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  416. [ 1720012861361 ] MESSAGE: max pos is not exceeded
  417. [ 1720012861361 ] MESSAGE: cooldown is not exceeded
  418. [ 1720012861362 ] MESSAGE: mm _process
  419. [ 1720012861362 ] MESSAGE: mid price not changed
  420. [ 1720012861362 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  421. [ 1720012861362 ] MESSAGE: max pos is not exceeded
  422. [ 1720012861362 ] MESSAGE: cooldown is not exceeded
  423. [ 1720012862921 ] MESSAGE: mm _process
  424. [ 1720012862921 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  425. [ 1720012862921 ] MESSAGE: max pos is not exceeded
  426. [ 1720012862921 ] MESSAGE: cooldown is not exceeded
  427. [ 1720012862922 ] MESSAGE: mm _process
  428. [ 1720012862922 ] MESSAGE: mid price not changed
  429. [ 1720012862922 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  430. [ 1720012862922 ] MESSAGE: max pos is not exceeded
  431. [ 1720012862922 ] MESSAGE: cooldown is not exceeded
  432. [ 1720012864380 ] MESSAGE: mm _process
  433. [ 1720012864380 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  434. [ 1720012864380 ] MESSAGE: max pos is not exceeded
  435. [ 1720012864380 ] MESSAGE: cooldown is not exceeded
  436. [ 1720012864380 ] MESSAGE: mm _process
  437. [ 1720012864380 ] MESSAGE: mid price not changed
  438. [ 1720012864380 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  439. [ 1720012864380 ] MESSAGE: max pos is not exceeded
  440. [ 1720012864380 ] MESSAGE: cooldown is not exceeded
  441. [ 1720012865242 ] MESSAGE: mm _process
  442. [ 1720012865242 ] MESSAGE: mid price not changed
  443. [ 1720012865242 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  444. [ 1720012865242 ] MESSAGE: max pos is not exceeded
  445. [ 1720012865242 ] MESSAGE: cooldown is not exceeded
  446. [ 1720012865243 ] MESSAGE: mm _process
  447. [ 1720012865243 ] MESSAGE: mid price not changed
  448. [ 1720012865243 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  449. [ 1720012865243 ] MESSAGE: max pos is not exceeded
  450. [ 1720012865243 ] MESSAGE: cooldown is not exceeded
  451. [ 1720012865922 ] MESSAGE: mm _process
  452. [ 1720012865922 ] MESSAGE: mid price not changed
  453. [ 1720012865923 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  454. [ 1720012865923 ] MESSAGE: max pos is not exceeded
  455. [ 1720012865923 ] MESSAGE: get_timestamp() - last_upd > cooldown: upd = 1720012865923
  456. [ 2024-07-03-13-21-05 ] DEBUG overall risk checker res: OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017685, 845.7); (0.017686, 845.7); ], bids: [(0.01447, 1119.54); (0.014469, 1119.62); ]
  457. [ 2024-07-03-13-21-05 ] INFO : OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017685, 845.7); (0.017686, 845.7); ], bids: [(0.01447, 1119.54); (0.014469, 1119.62); ]
  458. [ 1720012865923 ] MESSAGE: LIMIT GRID
  459. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 0.017685
  460. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 845.7
  461. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 0.017686
  462. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 845.7
  463. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 0.01447
  464. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 1119.54
  465. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 0.014469
  466. [ 2024-07-03-13-21-05 ] DEBUG in _process_limit_grid: 1119.62
  467. [ 2024-07-03-13-21-05 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014469, "quantity": 1119.600000, "type": "LIMIT", "side": "BUY"}
  468. [ 2024-07-03-13-21-05 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014470, "quantity": 1119.500000, "type": "LIMIT", "side": "BUY"}
  469. [ 2024-07-03-13-21-05 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017686, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  470. [ 2024-07-03-13-21-05 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017685, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  471. [ 1720012865924 ] MESSAGE: csize: 4
  472. [ 2024-07-03-13-21-05 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805418, "order_id": "620972738445064192", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017684, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859490}
  473. [ 2024-07-03-13-21-05 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738362613760", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859485}
  474. [ 2024-07-03-13-21-05 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805415, "order_id": "620972738312081920", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014468, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859482}
  475. [ 2024-07-03-13-21-05 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805416, "order_id": "620972738295246848", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859481}
  476. [ 2024-07-03-13-21-06 ] DEBUG ? cancel: empty order
  477. [ 2024-07-03-13-21-06 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014469, "quantity": 1119.600000, "client_order_id": 1720011805419, "type": "LIMIT", "side": "BUY"}
  478. [ 2024-07-03-13-21-06 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014470, "quantity": 1119.500000, "client_order_id": 1720011805420, "type": "LIMIT", "side": "BUY"}
  479. [ 1720012866025 ] MESSAGE: mm _process
  480. [ 1720012866025 ] MESSAGE: mid price not changed
  481. [ 2024-07-03-13-21-06 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.017685, "quantity": 845.700000, "client_order_id": 1720011805422, "type": "LIMIT", "side": "SELL"}
  482. [ 1720012866025 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  483. [ 1720012866025 ] MESSAGE: max pos is not exceeded
  484. [ 1720012866025 ] MESSAGE: cooldown is not exceeded
  485. [ 2024-07-03-13-21-06 ] DEBUG ? cancel: empty order
  486. [ 2024-07-03-13-21-06 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.017686, "quantity": 845.700000, "client_order_id": 1720011805421, "type": "LIMIT", "side": "SELL"}
  487. [ 2024-07-03-13-21-06 ] DEBUG ? cancel: empty order
  488. [ 2024-07-03-13-21-06 ] DEBUG ? cancel: empty order
  489. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866042", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805415, "order_id": "620972738312081920", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014468, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866007}}
  490. [ 1720012866042 ] MESSAGE: limit
  491. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805415, "order_id": "620972738312081920", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014468, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866007}
  492. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805415, "order_id": "620972738312081920", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014468, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859482}
  493. [ 1720012866042 ] MESSAGE: erase
  494. [ 1720012866043 ] MESSAGE: in market making strategy fill process
  495. [ 1720012866043 ] MESSAGE: ! LAI_USDT
  496. ping
  497. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866043", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805418, "order_id": "620972738445064192", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017684, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866011}}
  498. [ 1720012866044 ] MESSAGE: limit
  499. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805418, "order_id": "620972738445064192", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017684, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866011}
  500. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805418, "order_id": "620972738445064192", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017684, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859490}
  501. [ 1720012866044 ] MESSAGE: erase
  502. [ 1720012866045 ] MESSAGE: in market making strategy fill process
  503. [ 1720012866045 ] MESSAGE: ! LAI_USDT
  504. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866057", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805416, "order_id": "620972738295246848", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866018}}
  505. [ 1720012866057 ] MESSAGE: limit
  506. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805416, "order_id": "620972738295246848", "type": "LIMIT", "side": "BUY", "status": "CANCELED", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866018}
  507. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805416, "order_id": "620972738295246848", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012859481}
  508. [ 1720012866058 ] MESSAGE: erase
  509. [ 1720012866058 ] MESSAGE: in market making strategy fill process
  510. [ 1720012866058 ] MESSAGE: ! LAI_USDT
  511. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866061", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 642, "order": {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738362613760", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866022}}
  512. [ 1720012866062 ] MESSAGE: limit
  513. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738362613760", "type": "LIMIT", "side": "SELL", "status": "CANCELED", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866022}
  514. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805417, "order_id": "620972738362613760", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012859485}
  515. [ 1720012866062 ] MESSAGE: erase
  516. [ 1720012866062 ] MESSAGE: in market making strategy fill process
  517. [ 1720012866062 ] MESSAGE: ! LAI_USDT
  518. [ 2024-07-03-13-21-06 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972849058684928", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.700000, "update_time": 1720012866126}
  519. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866129", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805420, "order_id": "620972849058684928", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014470, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866083}}
  520. [ 1720012866129 ] MESSAGE: limit
  521. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805420, "order_id": "620972849058684928", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014470, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866083}
  522. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805420, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014470, "quantity": 1119.500000, "update_time": 0}
  523. [ 1720012866130 ] MESSAGE: in market making strategy fill process
  524. [ 1720012866130 ] MESSAGE: ! LAI_USDT
  525. [ 2024-07-03-13-21-06 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972849474913024", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.700000, "update_time": 1720012866155}
  526. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866157", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805422, "order_id": "620972849474913024", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866108}}
  527. [ 1720012866158 ] MESSAGE: limit
  528. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805422, "order_id": "620972849474913024", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866108}
  529. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805422, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017685, "quantity": 845.700000, "update_time": 0}
  530. [ 1720012866159 ] MESSAGE: in market making strategy fill process
  531. [ 1720012866159 ] MESSAGE: ! LAI_USDT
  532. [ 2024-07-03-13-21-06 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972849627409152", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.700000, "update_time": 1720012866168}
  533. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866172", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972849627409152", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866117}}
  534. [ 1720012866172 ] MESSAGE: limit
  535. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972849627409152", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866117}
  536. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017686, "quantity": 845.700000, "update_time": 0}
  537. [ 1720012866173 ] MESSAGE: in market making strategy fill process
  538. [ 1720012866173 ] MESSAGE: ! LAI_USDT
  539. balance indicator: 0x5e71c8025060 0x5e71c80258c0
  540. [ 2024-07-03-13-21-06 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972850920824320", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.700000, "update_time": 1720012866240}
  541. [ 2024-07-03-13-21-06 ] INFO : WebSocketEvent: delta=1.72001e+11, event_time=1720012866242", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 553, "order": {"symbol": "LAI_USDT", "coid": 1720011805419, "order_id": "620972850920824320", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866194}}
  542. [ 1720012866243 ] MESSAGE: limit
  543. [ 2024-07-03-13-21-06 ] DEBUG Event order: : {"symbol": "LAI_USDT", "coid": 1720011805419, "order_id": "620972850920824320", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866194}
  544. [ 2024-07-03-13-21-06 ] DEBUG old order: : {"symbol": "LAI_USDT", "coid": 1720011805419, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014469, "quantity": 1119.600000, "update_time": 0}
  545. [ 1720012866244 ] MESSAGE: in market making strategy fill process
  546. [ 1720012866244 ] MESSAGE: ! LAI_USDT
  547. {"asset": "LAI", "free": 1129, "locked": 1690, "wallet": 0, "update_time": 0}
  548. {"asset": "USDT", "free": 21.6165, "locked": 32.3827, "wallet": 0, "update_time": 0}
  549. {"asset": "CHAT", "free": 0, "locked": 0, "wallet": 0, "update_time": 0}
  550. {"asset": "ALGO", "free": 0.000221, "locked": 0, "wallet": 0, "update_time": 0}
  551. [ 1720012867357 ] MESSAGE: mm _process
  552. [ 1720012867357 ] MESSAGE: mid price not changed
  553. [ 1720012867357 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  554. [ 1720012867358 ] MESSAGE: max pos is not exceeded
  555. [ 1720012867358 ] MESSAGE: cooldown is not exceeded
  556. [ 1720012867358 ] MESSAGE: mm _process
  557. [ 1720012867358 ] MESSAGE: mid price not changed
  558. [ 1720012867358 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  559. [ 1720012867358 ] MESSAGE: max pos is not exceeded
  560. [ 1720012867358 ] MESSAGE: cooldown is not exceeded
  561. [ 1720012868770 ] MESSAGE: mm _process
  562. [ 1720012868770 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  563. [ 1720012868770 ] MESSAGE: max pos is not exceeded
  564. [ 1720012868770 ] MESSAGE: cooldown is not exceeded
  565. [ 1720012868770 ] MESSAGE: mm _process
  566. [ 1720012868770 ] MESSAGE: mid price not changed
  567. [ 1720012868770 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  568. [ 1720012868770 ] MESSAGE: max pos is not exceeded
  569. [ 1720012868770 ] MESSAGE: cooldown is not exceeded
  570. [ 1720012869658 ] MESSAGE: mm _process
  571. [ 1720012869658 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  572. [ 1720012869658 ] MESSAGE: max pos is not exceeded
  573. [ 1720012869658 ] MESSAGE: cooldown is not exceeded
  574. [ 1720012869658 ] MESSAGE: mm _process
  575. [ 1720012869658 ] MESSAGE: mid price not changed
  576. [ 1720012869658 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  577. [ 1720012869658 ] MESSAGE: max pos is not exceeded
  578. [ 1720012869658 ] MESSAGE: cooldown is not exceeded
  579. balance indicator: 0x5e71c8025060 0x5e71c80258c0
  580. {"asset": "LAI", "free": 1129, "locked": 1690, "wallet": 0, "update_time": 0}
  581. {"asset": "USDT", "free": 21.6165, "locked": 32.3827, "wallet": 0, "update_time": 0}
  582. {"asset": "CHAT", "free": 0, "locked": 0, "wallet": 0, "update_time": 0}
  583. {"asset": "ALGO", "free": 0.000221, "locked": 0, "wallet": 0, "update_time": 0}
  584. ping
  585. [ 1720012885896 ] MESSAGE: mm _process
  586. [ 1720012885896 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  587. [ 1720012885896 ] MESSAGE: max pos is not exceeded
  588. [ 1720012885896 ] MESSAGE: get_timestamp() - last_upd > cooldown: upd = 1720012885896
  589. [ 2024-07-03-13-21-25 ] DEBUG overall risk checker res: OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017685, 845.7); (0.017686, 845.7); ], bids: [(0.01447, 1119.54); (0.014469, 1119.62); ]
  590. [ 2024-07-03-13-21-25 ] INFO : OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017685, 845.7); (0.017686, 845.7); ], bids: [(0.01447, 1119.54); (0.014469, 1119.62); ]
  591. [ 1720012885897 ] MESSAGE: LIMIT GRID
  592. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 0.017685
  593. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 845.7
  594. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 0.017686
  595. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 845.7
  596. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 0.01447
  597. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 1119.54
  598. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 0.014469
  599. [ 2024-07-03-13-21-25 ] DEBUG in _process_limit_grid: 1119.62
  600. [ 2024-07-03-13-21-25 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014469, "quantity": 1119.600000, "type": "LIMIT", "side": "BUY"}
  601. [ 2024-07-03-13-21-25 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014470, "quantity": 1119.500000, "type": "LIMIT", "side": "BUY"}
  602. [ 2024-07-03-13-21-25 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017686, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  603. [ 2024-07-03-13-21-25 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017685, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  604. [ 1720012885898 ] MESSAGE: csize: 4
  605. [ 2024-07-03-13-21-25 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805422, "order_id": "620972849474913024", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866108}
  606. [ 2024-07-03-13-21-25 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972849627409152", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866117}
  607. [ 2024-07-03-13-21-25 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805419, "order_id": "620972850920824320", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866194}
  608. [ 2024-07-03-13-21-25 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805420, "order_id": "620972849058684928", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014470, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866083}
  609. [ 2024-07-03-13-21-25 ] DEBUG ? cancel: empty order
  610. [ 2024-07-03-13-21-25 ] DEBUG ? cancel: empty order
  611. [ 2024-07-03-13-21-25 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014469, "quantity": 1119.600000, "client_order_id": 1720011805423, "type": "LIMIT", "side": "BUY"}
  612. [ 2024-07-03-13-21-25 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.017686, "quantity": 845.700000, "client_order_id": 1720011805425, "type": "LIMIT", "side": "SELL"}
  613. [ [ 1720012885999 ] MESSAGE: mm _process
  614. [ 1720012885999 ] MESSAGE: mid price not changed
  615. [ 1720012885999 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  616. [ 1720012885999 ] MESSAGE: max pos is not exceeded
  617. [ 1720012885999 ] MESSAGE: cooldown is not exceeded
  618. 2024-07-03-13-21-25 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.014470, "quantity": 1119.500000, "client_order_id": 1720011805424, "type": "LIMIT", "side": "BUY"}
  619. [ 2024-07-03-13-21-25 ] DEBUG ! new: {"symbol": "LAI_USDT", "price": 0.017685, "quantity": 845.700000, "client_order_id": 1720011805426, "type": "LIMIT", "side": "SELL"}
  620. [ 2024-07-03-13-21-26 ] DEBUG ? cancel: empty order
  621. [ 2024-07-03-13-21-26 ] DEBUG ? cancel: empty order
  622. [ 2024-07-03-13-21-26 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805426, "order_id": "620973184163595009", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.700000, "update_time": 1720012886107}
  623. [ 2024-07-03-13-21-26 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805426, "order_id": "620973184212087040", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.700000, "update_time": 1720012886117}
  624. [ 2024-07-03-13-21-26 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805426, "order_id": "620973184433597184", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.700000, "update_time": 1720012886119}
  625. [ 2024-07-03-13-21-26 ] DEBUG ? new: {"symbol": "LAI_USDT", "coid": 1720011805426, "order_id": "620973185022435328", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.700000, "update_time": 1720012886180}
  626. balance indicator: 0x5e71c8025060 0x5e71c80258c0
  627. {"asset": "LAI", "free": 1129, "locked": 1690, "wallet": 0, "update_time": 0}
  628. {"asset": "USDT", "free": 21.6165, "locked": 32.3827, "wallet": 0, "update_time": 0}
  629. {"asset": "CHAT", "free": 0, "locked": 0, "wallet": 0, "update_time": 0}
  630. {"asset": "ALGO", "free": 0.000221, "locked": 0, "wallet": 0, "update_time": 0}
  631. ping
  632. [ 1720012887605 ] MESSAGE: mm _process
  633. [ 1720012887606 ] MESSAGE: mid price not changed
  634. [ 1720012887606 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  635. [ 1720012887606 ] MESSAGE: max pos is not exceeded
  636. [ 1720012887606 ] MESSAGE: cooldown is not exceeded
  637. [ 1720012887606 ] MESSAGE: mm _process
  638. [ 1720012887606 ] MESSAGE: mid price not changed
  639. [ 1720012887606 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  640. [ 1720012887606 ] MESSAGE: max pos is not exceeded
  641. [ 1720012887606 ] MESSAGE: cooldown is not exceeded
  642. [ 1720012888430 ] MESSAGE: mm _process
  643. [ 1720012888430 ] MESSAGE: mid price not changed
  644. [ 1720012888431 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  645. [ 1720012888431 ] MESSAGE: max pos is not exceeded
  646. [ 1720012888431 ] MESSAGE: cooldown is not exceeded
  647. [ 1720012888431 ] MESSAGE: mm _process
  648. [ 1720012888431 ] MESSAGE: mid price not changed
  649. [ 1720012888431 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  650. [ 1720012888431 ] MESSAGE: max pos is not exceeded
  651. [ 1720012888431 ] MESSAGE: cooldown is not exceeded
  652. Error
  653. {"args": ["2403047dac883ff20b6cb32cc56b2a17a8bcbb0d", "1720011804989", "3ed4fe98ab8cbf02fa2418dc1c91cebfeadd3f938b341a7875fcdfd97e7a235f"], "op": "login"}
  654. [ 1720012889271 ] MESSAGE: mm _process
  655. [ 1720012889271 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  656. [ 1720012889271 ] MESSAGE: max pos is not exceeded
  657. [ 1720012889271 ] MESSAGE: cooldown is not exceeded
  658. [ 1720012889271 ] MESSAGE: mm _process
  659. [ 1720012889271 ] MESSAGE: mid price not changed
  660. [ 1720012889271 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  661. [ 1720012889271 ] MESSAGE: max pos is not exceeded
  662. [ 1720012889271 ] MESSAGE: cooldown is not exceeded
  663. {"args": ["spot/depth50:LAI_USDT", "spot/depth50:LAI_USDT"], "op": "subscribe"}
  664. {"op": "subscribe", "args": ["spot/user/balance:BALANCE_UPDATE", "spot/user/order:LAI_USDT"]}
  665. Error
  666. [ 1720012889923 ] MESSAGE: mm _process
  667. [ 1720012889923 ] MESSAGE: mid price not changed
  668. [ 1720012889924 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  669. [ 1720012889924 ] MESSAGE: max pos is not exceeded
  670. [ 1720012889924 ] MESSAGE: cooldown is not exceeded
  671. [ 1720012889924 ] MESSAGE: mm _process
  672. [ 1720012889924 ] MESSAGE: mid price not changed
  673. [ 1720012889924 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  674. [ 1720012889924 ] MESSAGE: max pos is not exceeded
  675. [ 1720012889924 ] MESSAGE: cooldown is not exceeded
  676. {"args": ["2403047dac883ff20b6cb32cc56b2a17a8bcbb0d", "1720011804989", "3ed4fe98ab8cbf02fa2418dc1c91cebfeadd3f938b341a7875fcdfd97e7a235f"], "op": "login"}
  677. {"args": ["spot/depth50:LAI_USDT", "spot/depth50:LAI_USDT"], "op": "subscribe"}
  678. {"op": "subscribe", "args": ["spot/user/balance:BALANCE_UPDATE", "spot/user/order:LAI_USDT"]}
  679. ping
  680. Error
  681. [ 1720012890804 ] MESSAGE: mm _process
  682. [ 1720012890804 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  683. [ 1720012890804 ] MESSAGE: max pos is not exceeded
  684. [ 1720012890804 ] MESSAGE: cooldown is not exceeded
  685. [ 1720012890804 ] MESSAGE: mm _process
  686. [ 1720012890804 ] MESSAGE: mid price not changed
  687. [ 1720012890804 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  688. [ 1720012890804 ] MESSAGE: max pos is not exceeded
  689. [ 1720012890804 ] MESSAGE: cooldown is not exceeded
  690. {"args": ["2403047dac883ff20b6cb32cc56b2a17a8bcbb0d", "1720011804989", "3ed4fe98ab8cbf02fa2418dc1c91cebfeadd3f938b341a7875fcdfd97e7a235f"], "op": "login"}
  691. {"args": ["spot/depth50:LAI_USDT", "spot/depth50:LAI_USDT"], "op": "subscribe"}
  692. {"op": "subscribe", "args": ["spot/user/balance:BALANCE_UPDATE", "spot/user/order:LAI_USDT"]}
  693. [ 1720012891311 ] MESSAGE: mm _process
  694. [ 1720012891311 ] MESSAGE: mid price not changed
  695. [ 1720012891311 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  696. [ 1720012891311 ] MESSAGE: max pos is not exceeded
  697. [ 1720012891311 ] MESSAGE: cooldown is not exceeded
  698. [ 1720012891312 ] MESSAGE: mm _process
  699. [ 1720012891312 ] MESSAGE: mid price not changed
  700. [ 1720012891312 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  701. [ 1720012891312 ] MESSAGE: max pos is not exceeded
  702. [ 1720012891312 ] MESSAGE: cooldown is not exceeded
  703. ping
  704. Error
  705. {"args": ["2403047dac883ff20b6cb32cc56b2a17a8bcbb0d", "1720011804989", "3ed4fe98ab8cbf02fa2418dc1c91cebfeadd3f938b341a7875fcdfd97e7a235f"], "op": "login"}
  706. [ 1720012891891 ] MESSAGE: mm _process
  707. [ 1720012891891 ] MESSAGE: mid price not changed
  708. [ 1720012891891 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  709. [ 1720012891891 ] MESSAGE: max pos is not exceeded
  710. [ 1720012891891 ] MESSAGE: cooldown is not exceeded
  711. [ 1720012891891 ] MESSAGE: mm _process
  712. [ 1720012891891 ] MESSAGE: mid price not changed
  713. [ 1720012891891 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  714. [ 1720012891891 ] MESSAGE: max pos is not exceeded
  715. [ 1720012891891 ] MESSAGE: cooldown is not exceeded
  716. {"args": ["spot/depth50:LAI_USDT", "spot/depth50:LAI_USDT"], "op": "subscribe"}
  717. {"op": "subscribe", "args": ["spot/user/balance:BALANCE_UPDATE", "spot/user/order:LAI_USDT"]}
  718. ping
  719. Error
  720. {"args": ["2403047dac883ff20b6cb32cc56b2a17a8bcbb0d", "1720011804989", "3ed4fe98ab8cbf02fa2418dc1c91cebfeadd3f938b341a7875fcdfd97e7a235f"], "op": "login"}
  721. [ 1720012892638 ] MESSAGE: mm _process
  722. [ 1720012892639 ] MESSAGE: position quote: 0.000000max pos: 52.000000
  723. [ 1720012892639 ] MESSAGE: max pos is not exceeded
  724. [ 1720012892639 ] MESSAGE: get_timestamp() - last_upd > cooldown: upd = 1720012892639
  725. [ 2024-07-03-13-21-32 ] DEBUG overall risk checker res: OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017711, 845.7); (0.017712, 845.7); ], bids: [(0.014491, 1117.92); (0.01449, 1118); ]
  726. [ 2024-07-03-13-21-32 ] INFO : OrderEvent: delta=1.71989e+11, symbol="LAI_USDT", type="LIMIT_GRID", asks: [(0.017711, 845.7); (0.017712, 845.7); ], bids: [(0.014491, 1117.92); (0.01449, 1118); ]
  727. [ 1720012892639 ] MESSAGE: LIMIT GRID
  728. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 0.017711
  729. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 845.7
  730. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 0.017712
  731. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 845.7
  732. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 0.014491
  733. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 1117.92
  734. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 0.01449
  735. [ 2024-07-03-13-21-32 ] DEBUG in _process_limit_grid: 1118
  736. [ 2024-07-03-13-21-32 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014490, "quantity": 1117.900000, "type": "LIMIT", "side": "BUY"}
  737. [ 2024-07-03-13-21-32 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.014491, "quantity": 1117.900000, "type": "LIMIT", "side": "BUY"}
  738. [ 2024-07-03-13-21-32 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017712, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  739. [ 2024-07-03-13-21-32 ] DEBUG @#*&* : {"symbol": "LAI_USDT", "price": 0.017711, "quantity": 845.700000, "type": "LIMIT", "side": "SELL"}
  740. [ 1720012892640 ] MESSAGE: csize: 8
  741. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805426, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017685, "quantity": 845.700000, "update_time": 0}
  742. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805425, "order_id": "", "type": "LIMIT", "side": "SELL", "status": "PENDING", "price": 0.017686, "quantity": 845.700000, "update_time": 0}
  743. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805424, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014470, "quantity": 1119.500000, "update_time": 0}
  744. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805423, "order_id": "", "type": "LIMIT", "side": "BUY", "status": "PENDING", "price": 0.014469, "quantity": 1119.600000, "update_time": 0}
  745. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805421, "order_id": "620972849627409152", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017686, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866117}
  746. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805422, "order_id": "620972849474913024", "type": "LIMIT", "side": "SELL", "status": "NEW", "price": 0.017685, "quantity": 845.000000, "filled_quantity": 0.000000, "update_time": 1720012866108}
  747. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805420, "order_id": "620972849058684928", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014470, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866083}
  748. [ 2024-07-03-13-21-32 ] DEBUG ! cancel: {"symbol": "LAI_USDT", "coid": 1720011805419, "order_id": "620972850920824320", "type": "LIMIT", "side": "BUY", "status": "NEW", "price": 0.014469, "quantity": 1119.000000, "filled_quantity": 0.000000, "update_time": 1720012866194}
  749. {"trace": "b60086faf191463289f164d3bdeaee7c.106.17200128926927785", "data": {}, "code": "50030", "message": "Order is already canceled"}
  750. terminate called after throwing an instance of 'std::runtime_error'
  751. what(): mira::bitmart_spot::e_bitmart_spot_error_to_string: unknown e_bitmart_spot_error object: error
  752. Aborted (core dumped)
  753. ubuntu@ip-172-31-31-23:~/dmm_strat/solutions/test$
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