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- ubuntu@ip-172-31-31-23:~/connector_demo/main$ cat /mnt/logs/MM_BOT_UPD-2024-06-12-10-32-42.log
- [ 2024-06-12-10-32-42 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-42 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-42 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-42 ] MESSAGE: get_timestamp() - last_upd > cooldown: upd = 1718188362587
- [ 2024-06-12-10-32-42 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.01252, 1861.64); (0.012521, 1861.64); (0.012522, 1861.64); ], bids: [(0.012396, 1804.67); (0.012395, 1804.81); (0.012394, 1804.96); ]
- [ 2024-06-12-10-32-42 ] INFO : OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [(0.01252, 1861.64); (0.012521, 1861.64); (0.012522, 1861.64); ], bids: [(0.012396, 1804.67); (0.012395, 1804.81); (0.012394, 1804.96); ]
- [ 2024-06-12-10-32-42 ] MESSAGE: LIMIT GRID
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 0.01252
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 1861.64
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 0.012521
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 1861.64
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 0.012522
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 1861.64
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 0.012396
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 1804.67
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 0.012395
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 1804.81
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 0.012394
- [ 2024-06-12-10-32-42 ] DEBUG in _process_limit_grid: 1804.96
- [ 2024-06-12-10-32-42 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012394, "quantity": 1804.960000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-10-32-42 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012395, "quantity": 1804.810000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-10-32-42 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012396, "quantity": 1804.660000, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-10-32-42 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012522, "quantity": 1861.640000, "type": LIMIT", "side": SELL"}
- [ 2024-06-12-10-32-42 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012521, "quantity": 1861.640000, "type": LIMIT", "side": SELL"}
- [ 2024-06-12-10-32-42 ] DEBUG @#*&* : {"symbol": "LOTTUSDT", "price": 0.012520, "quantity": 1861.640000, "type": LIMIT", "side": SELL"}
- [ 2024-06-12-10-32-42 ] MESSAGE: csize: 0
- [ 2024-06-12-10-32-42 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012394, "quantity": 1804.960000, "client_order_id": 1718188362412, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-10-32-42 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012395, "quantity": 1804.810000, "client_order_id": 1718188362413, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-10-32-42 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012396, "quantity": 1804.660000, "client_order_id": 1718188362414, "type": LIMIT", "side": BUY"}
- [ 2024-06-12-10-32-42 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012520, "quantity": 1861.640000, "client_order_id": 1718188362417, "type": LIMIT", "side": SELL"}
- [ 2024-06-12-10-32-42 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012522, "quantity": 1861.640000, "client_order_id": 1718188362415, "type": LIMIT", "side": SELL"}
- [ 2024-06-12-10-32-42 ] DEBUG ! new: {"symbol": "LOTTUSDT", "price": 0.012521, "quantity": 1861.640000, "client_order_id": 1718188362416, "type": LIMIT", "side": SELL"}
- [ 2024-06-12-10-32-42 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1804.810000, "update_time": 1718188362616}
- [ 2024-06-12-10-32-42 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1804.660000, "update_time": 1718188362624}
- [ 2024-06-12-10-32-42 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718188362633", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718188362633, "order": {"symbol": "LOTTUSDT", "coid": 1718188362413, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012395, "quantity": 1804.810000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit
- [ 2024-06-12-10-32-42 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718188362413, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012395, "quantity": 1804.810000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-10-32-42 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718188362413, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012395, "quantity": 1804.810000, "update_time": 102543643198328}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-10-32-42 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718188362413, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012395, "quantity": 1804.810000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- [ 2024-06-12-10-32-42 ] MESSAGE: risk checker fill event
- [ 2024-06-12-10-32-42 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-10-32-42 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1861.640000, "update_time": 1718188362632}
- [ 2024-06-12-10-32-42 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": BUY, "status": "NEW", "quantity": 1804.960000, "update_time": 1718188362634}
- [ 2024-06-12-10-32-42 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718188362640", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718188362640, "order": {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012521, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit
- [ 2024-06-12-10-32-42 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012521, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-10-32-42 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012521, "quantity": 1861.640000, "update_time": 102543643198328}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-10-32-42 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012521, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- [ 2024-06-12-10-32-42 ] MESSAGE: risk checker fill event
- [ 2024-06-12-10-32-42 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-10-32-42 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718188362641", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718188362641, "order": {"symbol": "LOTTUSDT", "coid": 1718188362414, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012396, "quantity": 1804.660000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit
- [ 2024-06-12-10-32-42 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718188362414, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012396, "quantity": 1804.660000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-10-32-42 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718188362414, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012396, "quantity": 1804.660000, "update_time": 102543643198328}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-10-32-42 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718188362414, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012396, "quantity": 1804.660000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- [ 2024-06-12-10-32-42 ] MESSAGE: risk checker fill event
- [ 2024-06-12-10-32-42 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-10-32-42 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1861.640000, "update_time": 1718188362634}
- [ 2024-06-12-10-32-42 ] DEBUG ? new: {"symbol": "LOTTUSDT", "coid": 1718188362416, "type": LIMIT, "side": SELL, "status": "NEW", "quantity": 1861.640000, "update_time": 1718188362634}
- [ 2024-06-12-10-32-42 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718188362654", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718188362654, "order": {"symbol": "LOTTUSDT", "coid": 1718188362415, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012522, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit
- [ 2024-06-12-10-32-42 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718188362415, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012522, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-10-32-42 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718188362415, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012522, "quantity": 1861.640000, "update_time": 102543643198328}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-10-32-42 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718188362415, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012522, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- [ 2024-06-12-10-32-42 ] MESSAGE: risk checker fill event
- [ 2024-06-12-10-32-42 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-10-32-42 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718188362654", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718188362654, "order": {"symbol": "LOTTUSDT", "coid": 1718188362412, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012394, "quantity": 1804.960000, "filled_quantity": 0.000000, "update_time": 275}}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit
- [ 2024-06-12-10-32-42 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718188362412, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012394, "quantity": 1804.960000, "filled_quantity": 0.000000, "update_time": 275}
- [ 2024-06-12-10-32-42 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718188362412, "type": LIMIT, "side": BUY, "status": "PENDING", "price": 0.012394, "quantity": 1804.960000, "update_time": 102543643198328}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-10-32-42 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718188362412, "type": LIMIT, "side": BUY, "status": "NEW", "price": 0.012394, "quantity": 1804.960000, "filled_quantity": 0.000000, "update_time": 275}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- [ 2024-06-12-10-32-42 ] MESSAGE: risk checker fill event
- [ 2024-06-12-10-32-42 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-10-32-42 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718188362659", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718188362659, "order": {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012520, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 272}}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit
- [ 2024-06-12-10-32-42 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012520, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-10-32-42 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "PENDING", "price": 0.012520, "quantity": 1861.640000, "update_time": 102543643198328}
- [ 2024-06-12-10-32-42 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-10-32-42 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 0, order: {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012520, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 272}, position: {"symbol": "LOTTUSDT", "entry_price": 0, "quantity": 0, "position_quote": 0}
- [ 2024-06-12-10-32-42 ] MESSAGE: risk checker fill event
- [ 2024-06-12-10-32-42 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-10-32-43 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-43 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-43 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-43 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-43 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-43 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-44 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-44 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-44 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-44 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-44 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-44 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-45 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-45 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-45 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-45 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-45 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-45 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-46 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-46 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-46 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-46 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-46 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-46 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-47 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-47 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-47 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-47 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-47 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-47 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-48 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-48 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-48 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-48 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-48 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-48 ] MESSAGE: position quote: 0.000000max pos: 3.000000
- [ 2024-06-12-10-32-48 ] INFO : WebSocketEvent: delta=1.71819e+11, event_time=1718188368645", type="ACCOUNT_ORDER", event: {"stream": ACCOUNT_ORDER, "event_time": 1718188368645, "order": {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "PARTIALLY_FILLED", "price": 0.012520, "quantity": 1861.640000, "filled_quantity": 456.330000, "update_time": 305}}
- [ 2024-06-12-10-32-48 ] MESSAGE: limit
- [ 2024-06-12-10-32-48 ] DEBUG Event order: : {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "PARTIALLY_FILLED", "price": 0.012520, "quantity": 1861.640000, "filled_quantity": 456.330000, "update_time": 305}
- [ 2024-06-12-10-32-48 ] DEBUG old order: : {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "NEW", "price": 0.012520, "quantity": 1861.640000, "filled_quantity": 0.000000, "update_time": 272}
- [ 2024-06-12-10-32-48 ] INFO Open position: : {"symbol": "LOTTUSDT", "price": 0.012520, "quantity": 456.330000, "trade_side": SELL, "trade_time": 0}
- [ 2024-06-12-10-32-48 ] INFO new position: {"symbol": "LOTTUSDT", "entry_price": 0.01252, "quantity": -456.33, "position_quote": -5.71325}
- [ 2024-06-12-10-32-48 ] MESSAGE: limit/market orders size: 6
- [ 2024-06-12-10-32-48 ] DEBUG after processing fill event: FillEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="ORDER", delta: 456.33, order: {"symbol": "LOTTUSDT", "coid": 1718188362417, "type": LIMIT, "side": SELL, "status": "PARTIALLY_FILLED", "price": 0.012520, "quantity": 1861.640000, "filled_quantity": 456.330000, "update_time": 305}, position: {"symbol": "LOTTUSDT", "entry_price": 0.01252, "quantity": -456.33, "position_quote": -5.71325}
- [ 2024-06-12-10-32-48 ] MESSAGE: risk checker fill event
- [ 2024-06-12-10-32-48 ] MESSAGE: in market making strategy fill process
- [ 2024-06-12-10-32-49 ] MESSAGE: mm _process
- [ 2024-06-12-10-32-49 ] MESSAGE: mid price changed +7952812
- [ 2024-06-12-10-32-49 ] MESSAGE: position quote: -5.713252max pos: 3.000000
- [ 2024-06-12-10-32-49 ] MESSAGE: Too much position
- [ 2024-06-12-10-32-49 ] MESSAGE: cancel sell
- [ 2024-06-12-10-32-49 ] DEBUG risk checker res: OrderEvent: delta=1.71819e+11, symbol="LOTTUSDT", type="LIMIT_GRID", asks: [], bids: []
- ubuntu@ip-172-31-31-23:~/connector_demo/main$
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